WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   195,001:    38,061     76,909     15,289    110,992     76,866    164,342    169,064:    30,659     25,937
Old  :   167,547:    44,267     75,016      4,893     91,989     65,917    141,149    145,826:    26,398     21,721
Other:    27,454:     3,357     11,456        833     19,003     10,949     23,193     23,238:     4,261      4,216
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,959:       307      9,533      1,680      4,418     -3,660      6,405      7,553:     5,554      4,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       39.4        7.8       56.9       39.4       84.3       86.7:      15.7       13.3
Old  :     100.0:      26.4       44.8        2.9       54.9       39.3       84.2       87.0:      15.8       13.0
Other:     100.0:      12.2       41.7        3.0       69.2       39.9       84.5       84.6:      15.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        90         94         46         54         60        165        188:
Old  :       269:        95         93         31         50         54        153        170:
Other:       105:        22         29         17         21         43         53         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       27.2       43.9       34.2       29.4       27.0       43.9       33.4
Old  :                 32.1       28.0       45.3       35.4       32.1       27.8       45.1       35.2
Other:                 59.6       39.1       69.7       52.1       59.4       38.9       66.8       51.6
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   183,042:    37,754     67,376     13,609    106,574     80,526    157,937    161,511:    25,105     21,531
Old  :   157,956:    42,579     65,788      4,543     89,063     69,706    136,185    140,037:    21,771     17,919
Other:    25,086:     3,071      9,484      1,170     17,511     10,820     21,752     21,474:     3,334      3,612
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,659:      -532     -1,321       -453      1,353        794        368       -980:    -2,027       -679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       36.8        7.4       58.2       44.0       86.3       88.2:      13.7       11.8
Old  :     100.0:      27.0       41.6        2.9       56.4       44.1       86.2       88.7:      13.8       11.3
Other:     100.0:      12.2       37.8        4.7       69.8       43.1       86.7       85.6:      13.3       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        86         83         46         52         58        156        175:
Old  :       250:        89         81         28         48         53        146        155:
Other:        98:        19         28         15         21         41         49         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       30.5       44.0       38.1       30.4       29.7       43.7       36.9
Old  :                 33.1       31.3       45.1       39.5       33.0       30.4       44.8       38.6
Other:                 60.9       42.1       72.0       54.6       60.7       39.9       68.8       52.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   604,517:    81,565    174,000     28,868    399,972    269,866    510,405    472,734:    94,112    131,783
Old  :   539,192:    77,950    169,509     24,453    349,826    236,794    452,229    430,756:    86,963    108,436
Other:    65,325:     7,497      8,373        533     50,146     33,072     58,176     41,978:     7,149     23,347
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,598:     1,211     12,519     -4,445     13,116        510      9,882      8,584:     1,716      3,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       28.8        4.8       66.2       44.6       84.4       78.2:      15.6       21.8
Old  :     100.0:      14.5       31.4        4.5       64.9       43.9       83.9       79.9:      16.1       20.1
Other:     100.0:      11.5       12.8        0.8       76.8       50.6       89.1       64.3:      10.9       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       659:       156        160         95        233        239        437        458:
Old  :       649:       158        157         82        224        223        422        430:
Other:       326:        45         54          4         65        186        111        243:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       16.0       27.3       21.6       16.4       15.2       27.0       20.4
Old  :                 17.7       17.1       28.2       23.1       17.5       16.5       27.8       22.0
Other:                 47.3       11.7       55.2       19.2       47.3       11.7       55.2       19.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   592,919:    80,354    161,481     33,313    386,856    269,356    500,523    464,150:    92,396    128,769
Old  :   531,280:    77,238    155,996     29,020    339,538    239,192    445,796    424,208:    85,484    107,072
Other:    61,639:     7,034      9,403        375     47,318     30,164     54,727     39,942:     6,912     21,697
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,710:     1,805     -8,279     -1,712       -770      5,616       -677     -4,375:    -1,033      2,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       27.2        5.6       65.2       45.4       84.4       78.3:      15.6       21.7
Old  :     100.0:      14.5       29.4        5.5       63.9       45.0       83.9       79.8:      16.1       20.2
Other:     100.0:      11.4       15.3        0.6       76.8       48.9       88.8       64.8:      11.2       35.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       653:       145        163         91        229        241        425        460:
Old  :       642:       146        160         82        220        227        410        436:
Other:       328:        42         59          3         70        182        113        243:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       16.7       27.3       22.3       16.6       16.1       27.0       21.5
Old  :                 17.7       18.2       28.1       24.0       17.5       17.6       27.7       23.3
Other:                 47.4       11.3       55.4       20.0       47.4       11.2       55.4       19.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     6,845:     1,407        676         26      1,858      4,451      3,291      5,153:     3,554      1,692
Old  :     6,683:     1,346        676         26      1,836      4,350      3,208      5,052:     3,475      1,631
Other:       162:        61          0          0         22        101         83        101:        79         61
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -320:        26       -139          0       -120       -179        -94       -318:      -226         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.9        0.4       27.1       65.0       48.1       75.3:      51.9       24.7
Old  :     100.0:      20.1       10.1        0.4       27.5       65.1       48.0       75.6:      52.0       24.4
Other:     100.0:      37.7        0.0        0.0       13.6       62.3       51.2       62.3:      48.8       37.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          5          1         13         11         28         16:
Old  :        35:        14          5          1         13         11         28         16:
Other:         9:         3          0          0          2          6          5          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       50.6       30.2       65.2       13.6       49.0       21.5       60.2
Old  :                 20.8       50.5       30.6       65.3       13.8       49.2       21.8       60.6
Other:                 50.0       61.1       51.2       62.3       43.8       54.3       43.8       54.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,165:     1,381        815         26      1,978      4,630      3,385      5,471:     3,780      1,694
Old  :     7,010:     1,323        815         26      1,956      4,529      3,305      5,370:     3,705      1,640
Other:       155:        58          0          0         22        101         80        101:        75         54
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       436:       331         73         10       -176        236        165        319:       271        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       11.4        0.4       27.6       64.6       47.2       76.4:      52.8       23.6
Old  :     100.0:      18.9       11.6        0.4       27.9       64.6       47.1       76.6:      52.9       23.4
Other:     100.0:      37.4        0.0        0.0       14.2       65.2       51.6       65.2:      48.4       34.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          5          1         14         11         28         16:
Old  :        35:        13          5          1         14         11         28         16:
Other:         8:         2          0          0          2          6          4          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       49.9       29.3       65.7       13.1       48.2       21.8       61.4
Old  :                 19.3       49.7       29.3       65.8       13.3       48.3       21.8       61.8
Other:                 51.6       63.9       51.6       65.2       43.9       56.8       43.9       57.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   233,674:    30,135     75,205     16,414    147,212     89,160    193,761    180,779:    39,913     52,895
Old  :   216,416:    29,468     77,905     10,485    140,866     80,011    180,819    168,401:    35,597     48,015
Other:    17,258:     6,529      3,162         67      6,346      9,149     12,942     12,378:     4,316      4,880
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,598:    -6,386      8,115        127      2,292    -11,324     -3,967     -3,082:     1,369        484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       32.2        7.0       63.0       38.2       82.9       77.4:      17.1       22.6
Old  :     100.0:      13.6       36.0        4.8       65.1       37.0       83.6       77.8:      16.4       22.2
Other:     100.0:      37.8       18.3        0.4       36.8       53.0       75.0       71.7:      25.0       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        83        129         74         93        114        229        277:
Old  :       355:        79        130         56         88        104        206        260:
Other:       118:        34         22          2         23         50         58         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       17.1       41.7       23.6       27.8       15.4       37.2       20.3
Old  :                 32.6       17.1       44.2       23.7       30.3       17.1       41.5       22.4
Other:                 36.0       37.6       48.9       46.0       35.9       36.6       48.8       45.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   236,272:    36,521     67,090     16,287    144,920    100,484    197,728    183,861:    38,544     52,411
Old  :   220,436:    36,159     69,469     10,985    138,726     92,090    185,870    172,544:    34,566     47,892
Other:    15,836:     5,607      2,866         57      6,194      8,394     11,858     11,317:     3,978      4,519
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -6,418:    -1,041     -3,477     -1,518      3,318      1,216        759     -3,779:    -7,177     -2,639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       28.4        6.9       61.3       42.5       83.7       77.8:      16.3       22.2
Old  :     100.0:      16.4       31.5        5.0       62.9       41.8       84.3       78.3:      15.7       21.7
Other:     100.0:      35.4       18.1        0.4       39.1       53.0       74.9       71.5:      25.1       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        88        125         76         92        109        235        264:
Old  :       349:        85        126         64         89        102        218        253:
Other:       114:        31         22          3         22         48         55         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       18.0       39.5       25.6       26.5       16.1       35.0       21.0
Old  :                 30.6       18.1       41.6       25.4       28.0       17.7       37.9       22.9
Other:                 39.6       38.2       51.0       46.7       39.3       37.3       50.8       45.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   147,039:    19,613     38,810     17,236     89,351     70,452    126,200    126,498:    20,839     20,541
Old  :   132,221:    20,708     39,383     10,620     82,644     62,413    113,972    112,416:    18,249     19,805
Other:    14,818:     2,515      3,037      3,006      6,707      8,039     12,228     14,082:     2,590        736
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,042:    -1,086      3,915       -460      2,372     -5,364        826     -1,909:    -2,868       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       26.4       11.7       60.8       47.9       85.8       86.0:      14.2       14.0
Old  :     100.0:      15.7       29.8        8.0       62.5       47.2       86.2       85.0:      13.8       15.0
Other:     100.0:      17.0       20.5       20.3       45.3       54.3       82.5       95.0:      17.5        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        32         41         29         51         41         99        106:
Old  :       142:        36         43         24         50         40         95        101:
Other:        43:        12         11          9         17         10         34         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       30.9       32.9       38.9       17.7       24.5       27.8       32.3
Old  :                 23.5       30.7       34.4       39.3       21.7       27.6       32.6       36.2
Other:                 36.6       54.3       49.9       76.2       22.5       42.9       33.8       52.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   149,081:    20,699     34,895     17,696     86,979     75,816    125,374    128,407:    23,707     20,674
Old  :   134,690:    22,097     35,637     11,389     80,446     67,914    113,932    114,940:    20,758     19,750
Other:    14,391:     2,279      2,935      2,630      6,533      7,902     11,442     13,467:     2,949        924
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -473:     4,877     -9,201        629     -6,172      7,047       -666     -1,525:       193      1,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       23.4       11.9       58.3       50.9       84.1       86.1:      15.9       13.9
Old  :     100.0:      16.4       26.5        8.5       59.7       50.4       84.6       85.3:      15.4       14.7
Other:     100.0:      15.8       20.4       18.3       45.4       54.9       79.5       93.6:      20.5        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        35         31         28         50         45        102         99:
Old  :       136:        38         33         24         49         44         98         95:
Other:        38:         7         11         10         17          9         32         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       32.1       31.7       40.6       15.7       24.8       24.7       33.0
Old  :                 22.0       32.2       31.9       41.3       19.4       27.9       29.0       36.9
Other:                 35.5       54.6       52.0       75.9       25.4       43.8       36.2       53.7
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   605,730:   176,659    110,636      4,343    323,154    371,941    504,156    486,920:   101,574    118,810
Old  :   605,730:   176,659    110,636      4,343    323,154    371,941    504,156    486,920:   101,574    118,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     2,884:    16,500     15,514    -22,177     -5,026     -3,246    -10,703     -9,909:    13,587     12,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       18.3        0.7       53.3       61.4       83.2       80.4:      16.8       19.6
Old  :     100.0:      29.2       18.3        0.7       53.3       61.4       83.2       80.4:      16.8       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        41         39         16         57         82        110        126:
Old  :       183:        41         39         16         57         82        110        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.7       37.3       31.0       20.0       18.0       27.7       28.1
Old  :                 26.7       18.7       37.3       31.0       20.0       18.0       27.7       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   602,846:   160,159     95,122     26,520    328,180    375,187    514,859    496,829:    87,987    106,017
Old  :   602,846:   160,159     95,122     26,520    328,180    375,187    514,859    496,829:    87,987    106,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -46,450:   -24,397     -3,960     -1,974     -7,538    -37,289    -33,909    -43,223:   -12,541     -3,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       15.8        4.4       54.4       62.2       85.4       82.4:      14.6       17.6
Old  :     100.0:      26.6       15.8        4.4       54.4       62.2       85.4       82.4:      14.6       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        40         38         17         56         80        108        125:
Old  :       182:        40         38         17         56         80        108        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.3       39.3       31.2       21.0       17.5       29.5       27.2
Old  :                 26.7       18.3       39.3       31.2       21.0       17.5       29.5       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   152,084:     8,391     33,317     26,177     93,545     68,092    128,113    127,586:    23,971     24,498
Old  :   138,146:    12,023     33,026     18,368     85,405     63,402    115,796    114,796:    22,350     23,350
Other:    13,938:     1,091      5,014      3,086      8,140      4,690     12,317     12,790:     1,621      1,148
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     7,607:      -141      6,655      3,024      7,457     -1,876     10,340      7,803:    -2,733       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       21.9       17.2       61.5       44.8       84.2       83.9:      15.8       16.1
Old  :     100.0:       8.7       23.9       13.3       61.8       45.9       83.8       83.1:      16.2       16.9
Other:     100.0:       7.8       36.0       22.1       58.4       33.6       88.4       91.8:      11.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        20         51         47         52         51        111        131:
Old  :       158:        28         52         45         52         50        110        128:
Other:        57:        11         16         12         26         10         47         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       21.7       38.4       30.4       24.6       13.2       32.5       20.1
Old  :                 26.7       21.2       37.7       29.8       25.4       14.3       34.0       22.5
Other:                 44.1       54.3       62.0       71.6       42.0       40.8       50.9       51.8
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   144,477:     8,532     26,662     23,153     86,088     69,968    117,773    119,783:    26,704     24,694
Old  :   131,278:    12,048     26,729     15,927     78,451     65,576    106,426    108,232:    24,852     23,046
Other:    13,199:     1,257      4,706      2,453      7,637      4,392     11,347     11,551:     1,852      1,648
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -476:     1,834     -1,418       -158       -268      1,446      1,408       -130:    -1,884       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       18.5       16.0       59.6       48.4       81.5       82.9:      18.5       17.1
Old  :     100.0:       9.2       20.4       12.1       59.8       50.0       81.1       82.4:      18.9       17.6
Other:     100.0:       9.5       35.7       18.6       57.9       33.3       86.0       87.5:      14.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        23         47         42         50         50        108        120:
Old  :       150:        28         46         40         50         49        106        118:
Other:        51:        11         12          8         24          9         42         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       23.0       35.6       32.2       22.0       14.5       29.7       22.4
Old  :                 24.7       22.6       34.8       31.8       22.3       16.1       30.5       24.9
Other:                 44.4       56.8       60.2       72.6       41.9       43.1       51.2       54.7
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,420:     1,532      1,475        151      1,103      1,459      2,786      3,085:     1,634      1,335
Old  :     4,418:     1,532      1,475        149      1,103      1,459      2,784      3,083:     1,634      1,335
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        -6:       174        144         48        215       -219        437        -27:      -443         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       33.4        3.4       25.0       33.0       63.0       69.8:      37.0       30.2
Old  :     100.0:      34.7       33.4        3.4       25.0       33.0       63.0       69.8:      37.0       30.2
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9         10          3          6          8         18         18:
Old  :        31:         9         10          3          6          8         18         18:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       41.9       49.4       52.8       35.2       41.9       49.4       52.8
Old  :                 35.2       41.9       49.4       52.8       35.2       41.9       49.4       52.8
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,426:     1,358      1,331        103        888      1,678      2,349      3,112:     2,077      1,314
Old  :     4,424:     1,358      1,331        101        888      1,678      2,347      3,110:     2,077      1,314
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -64:       159        134          2       -261       -190       -100        -54:        36        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       30.1        2.3       20.1       37.9       53.1       70.3:      46.9       29.7
Old  :     100.0:      30.7       30.1        2.3       20.1       37.9       53.1       70.3:      46.9       29.7
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          9          3          4          7         14         16:
Old  :        27:         7          9          3          4          7         14         16:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       43.9       46.1       58.6       34.7       43.9       46.1       58.6
Old  :                 34.7       43.9       46.1       58.6       34.7       43.9       46.1       58.6
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   252,434:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,437     49,815
Old  :   252,434:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,437     49,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,817:     5,347     14,316       -875     -2,432    -10,783      2,040      2,658:     1,777      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       19.7
Old  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        19         55          4         48         66         69        123:
Old  :       163:        19         55          4         48         66         69        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       12.7       45.4       21.0       30.9       12.7       43.4       20.8
Old  :                 31.2       12.7       45.4       21.0       30.9       12.7       43.4       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   248,617:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,660     48,656
Old  :   248,617:    62,456     70,027      1,400    159,101    128,534    222,957    199,961:    25,660     48,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,240:     3,880      5,258     -2,371          4     -2,611      1,513        276:      -273        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Old  :     100.0:      25.1       28.2        0.6       64.0       51.7       89.7       80.4:      10.3       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        18         49          5         44         66         65        117:
Old  :       152:        18         49          5         44         66         65        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Old  :                 34.5       14.0       47.9       22.5       30.6       13.6       43.0       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,676,478:   403,430    371,445     36,898  1,078,816    940,618  1,519,144  1,348,961:   157,334    327,517
Old  : 1,676,478:   403,430    371,445     36,898  1,078,816    940,618  1,519,144  1,348,961:   157,334    327,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    64,791:     7,672     23,270     17,839     32,900    -24,715     58,411     16,394:     6,380     48,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       22.2        2.2       64.4       56.1       90.6       80.5:       9.4       19.5
Old  :     100.0:      24.1       22.2        2.2       64.4       56.1       90.6       80.5:       9.4       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        47        106         35         94        174        166        291:
Old  :       360:        47        106         35         94        174        166        291:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       14.8       57.1       23.1       45.2       13.0       54.7       20.0
Old  :                 45.6       14.8       57.1       23.1       45.2       13.0       54.7       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,611,687:   395,758    348,175     19,059  1,045,916    965,333  1,460,733  1,332,567:   150,954    279,120
Old  : 1,611,687:   395,758    348,175     19,059  1,045,916    965,333  1,460,733  1,332,567:   150,954    279,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     9,726:    23,427      5,434     -2,884     11,276      7,087     31,819      9,637:   -22,093         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       21.6        1.2       64.9       59.9       90.6       82.7:       9.4       17.3
Old  :     100.0:      24.6       21.6        1.2       64.9       59.9       90.6       82.7:       9.4       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        53        101         28         91        170        162        281:
Old  :       353:        53        101         28         91        170        162        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       17.6       58.0       26.5       46.6       15.8       55.8       23.0
Old  :                 47.0       17.6       58.0       26.5       46.6       15.8       55.8       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,147,002:   319,823    248,655     10,030    719,878    715,360  1,049,731    974,045:    97,271    172,957
Old  : 1,147,002:   319,823    248,655     10,030    719,878    715,360  1,049,731    974,045:    97,271    172,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -7,244:    -3,015     42,527    -33,276      6,982    -24,363    -29,309    -15,112:    22,065      7,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       21.7        0.9       62.8       62.4       91.5       84.9:       8.5       15.1
Old  :     100.0:      27.9       21.7        0.9       62.8       62.4       91.5       84.9:       8.5       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        52         84         16         73        131        132        224:
Old  :       294:        52         84         16         73        131        132        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       18.2       45.0       27.4       25.5       17.6       41.9       26.6
Old  :                 26.8       18.2       45.0       27.4       25.5       17.6       41.9       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,154,246:   322,838    206,128     43,306    712,896    739,723  1,079,040    989,157:    75,206    165,089
Old  : 1,154,246:   322,838    206,128     43,306    712,896    739,723  1,079,040    989,157:    75,206    165,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -35,141:   -10,602    -12,328     -6,182     -3,600     -6,096    -20,384    -24,606:   -14,757    -10,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       17.9        3.8       61.8       64.1       93.5       85.7:       6.5       14.3
Old  :     100.0:      28.0       17.9        3.8       61.8       64.1       93.5       85.7:       6.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        46         86         16         73        130        126        225:
Old  :       288:        46         86         16         73        130        126        225:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       19.2       44.2       29.4       24.4       18.6       40.8       27.7
Old  :                 26.4       19.2       44.2       29.4       24.4       18.6       40.8       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   338,951:   118,848     37,740     36,573    158,723    250,092    314,144    324,405:    24,807     14,546
Old  :   338,951:   118,848     37,740     36,573    158,723    250,092    314,144    324,405:    24,807     14,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :  -132,811:   -63,721     -6,056    -17,664    -49,424   -107,366   -130,809   -131,086:    -2,002     -1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       11.1       10.8       46.8       73.8       92.7       95.7:       7.3        4.3
Old  :     100.0:      35.1       11.1       10.8       46.8       73.8       92.7       95.7:       7.3        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        35         18         24         58         53        105         84:
Old  :       126:        35         18         24         58         53        105         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       34.6       42.1       50.3       21.3       33.8       33.4       47.2
Old  :                 28.3       34.6       42.1       50.3       21.3       33.8       33.4       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   471,762:   182,569     43,796     54,237    208,147    357,458    444,953    455,491:    26,809     16,271
Old  :   471,762:   182,569     43,796     54,237    208,147    357,458    444,953    455,491:    26,809     16,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,165:     3,192      5,537     -2,182      2,193       -514      3,203      2,841:       -38        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        9.3       11.5       44.1       75.8       94.3       96.6:       5.7        3.4
Old  :     100.0:      38.7        9.3       11.5       44.1       75.8       94.3       96.6:       5.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        52         20         27         64         59        125         98:
Old  :       152:        52         20         27         64         59        125         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       34.6       37.3       47.0       19.1       34.0       29.8       45.4
Old  :                 23.6       34.6       37.3       47.0       19.1       34.0       29.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    49,580:    19,663      9,021         47     24,704     32,916     44,414     41,984:     5,166      7,596
Old  :    49,580:    19,663      9,021         47     24,704     32,916     44,414     41,984:     5,166      7,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       284:        43       -520         16       -429        226       -370       -278:       654        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       18.2        0.1       49.8       66.4       89.6       84.7:      10.4       15.3
Old  :     100.0:      39.7       18.2        0.1       49.8       66.4       89.6       84.7:      10.4       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        35         18          2         23         13         60         31:
Old  :        86:        35         18          2         23         13         60         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       65.2       57.3       75.5       38.1       65.2       57.3       74.9
Old  :                 38.1       65.2       57.3       75.5       38.1       65.2       57.3       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    49,296:    19,620      9,541         31     25,133     32,690     44,784     42,262:     4,512      7,034
Old  :    49,296:    19,620      9,541         31     25,133     32,690     44,784     42,262:     4,512      7,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,070:     1,914        229         -2        283        770      2,195        997:    -1,125         73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       19.4        0.1       51.0       66.3       90.8       85.7:       9.2       14.3
Old  :     100.0:      39.8       19.4        0.1       51.0       66.3       90.8       85.7:       9.2       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        32         18          1         21         12         54         30:
Old  :        80:        32         18          1         21         12         54         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.9       58.3       75.2       36.9       64.9       58.3       74.6
Old  :                 36.9       64.9       58.3       75.2       36.9       64.9       58.3       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    47,102:     8,667     13,881        197     26,756     23,270     35,620     37,348:    11,482      9,754
Old  :    47,102:     8,667     13,881        197     26,756     23,270     35,620     37,348:    11,482      9,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,401:       191      3,070        -29      7,319      7,497      7,481     10,538:     3,920        863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       29.5        0.4       56.8       49.4       75.6       79.3:      24.4       20.7
Old  :     100.0:      18.4       29.5        0.4       56.8       49.4       75.6       79.3:      24.4       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        26         19          2         19         12         46         32:
Old  :        73:        26         19          2         19         12         46         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       55.6       51.4       63.8       38.0       55.6       51.4       63.6
Old  :                 38.0       55.6       51.4       63.8       38.0       55.6       51.4       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    35,701:     8,476     10,811        226     19,437     15,773     28,139     26,810:     7,562      8,891
Old  :    35,701:     8,476     10,811        226     19,437     15,773     28,139     26,810:     7,562      8,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -5,247:       766      1,977       -203      1,884      1,847      2,447      3,621:    -7,694     -8,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       30.3        0.6       54.4       44.2       78.8       75.1:      21.2       24.9
Old  :     100.0:      23.7       30.3        0.6       54.4       44.2       78.8       75.1:      21.2       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        22         22          2         22         11         44         35:
Old  :        74:        22         22          2         22         11         44         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       49.0       50.9       58.3       36.9       49.0       50.4       58.3
Old  :                 37.0       49.0       50.9       58.3       36.9       49.0       50.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Old  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       -52:      -483         64          0        457       -112        -26        -48:       -26         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Old  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
Old  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Old  :    36,307:     2,031      6,400      1,006     32,906     27,529     35,943     34,935:       364      1,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -705:      -295       -614          0       -577        -96       -872       -710:       167          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Old  :     100.0:       5.6       17.6        2.8       90.6       75.8       99.0       96.2:       1.0        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Old  :                 52.6       51.9       79.6       72.3       52.6       51.4       79.5       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Old  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       473:      -181        109          0        645        352        464        461:         9         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
Old  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          7          0          8         10          9         17:
Old  :        25:         1          7          0          8         10          9         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Old  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Old  :    13,126:       681      1,580          0     12,433     11,090     13,114     12,670:        12        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -386:       296        -76          0       -669       -122       -373       -198:       -13       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Old  :     100.0:       5.2       12.0        0.0       94.7       84.5       99.9       96.5:       0.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          7          0          8         10         10         17:
Old  :        26:         2          7          0          8         10         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Old  :                 82.6       74.7       97.2       86.1       82.6       71.8       96.8       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    20,806:     1,686      1,937      1,066     15,969     14,041     18,721     17,044:     2,085      3,762
Old  :    20,806:     1,686      1,937      1,066     15,969     14,041     18,721     17,044:     2,085      3,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -3,324:    -2,520       -219        -79       -707     -2,522     -3,306     -2,820:       -18       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.3        5.1       76.8       67.5       90.0       81.9:      10.0       18.1
Old  :     100.0:       8.1        9.3        5.1       76.8       67.5       90.0       81.9:      10.0       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        15         10         12         30         32         51         48:
Old  :        76:        15         10         12         30         32         51         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       30.7       67.3       47.2       55.9       30.3       64.3       45.9
Old  :                 55.9       30.7       67.3       47.2       55.9       30.3       64.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,130:     4,206      2,156      1,145     16,676     16,563     22,027     19,864:     2,103      4,266
Old  :    24,130:     4,206      2,156      1,145     16,676     16,563     22,027     19,864:     2,103      4,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       719:       184        187         78        749        821      1,011      1,086:      -292       -367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        8.9        4.7       69.1       68.6       91.3       82.3:       8.7       17.7
Old  :     100.0:      17.4        8.9        4.7       69.1       68.6       91.3       82.3:       8.7       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        22          9         15         33         42         60         61:
Old  :        86:        22          9         15         33         42         60         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       30.6       61.4       46.4       47.7       30.2       57.4       45.3
Old  :                 47.7       30.6       61.4       46.4       47.7       30.2       57.4       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   105,414:    28,157      7,804     17,456     39,031     43,762     84,644     69,022:    20,770     36,392
Old  :   104,907:    28,191      7,804     17,422     38,853     43,646     84,466     68,872:    20,441     36,035
Other:       507:         0         34          0        178        116        178        150:       329        357
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     9,322:     3,787        612      2,779        943      2,216      7,509      5,607:     1,813      3,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.4       16.6       37.0       41.5       80.3       65.5:      19.7       34.5
Old  :     100.0:      26.9        7.4       16.6       37.0       41.6       80.5       65.7:      19.5       34.3
Other:     100.0:       0.0        6.7        0.0       35.1       22.9       35.1       29.6:      64.9       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        59         33         46         25         36        121         89:
Old  :       151:        59         33         46         24         36        120         89:
Other:         8:         0          1          0          5          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       23.7       34.5       31.9       24.2       22.8       34.0       29.9
Old  :                 24.4       23.9       34.7       32.1       24.4       23.1       34.2       30.2
Other:                 34.9       29.6       35.1       29.6       32.5       27.2       32.7       27.2
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    96,092:    24,370      7,192     14,677     38,088     41,546     77,135     63,415:    18,957     32,677
Old  :    95,673:    24,418      7,117     14,629     37,947     41,462     76,994     63,208:    18,679     32,465
Other:       419:         0        123          0        141         84        141        207:       278        212
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     2,775:       138        650        883        719        137      1,740      1,670:     1,035      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.5       15.3       39.6       43.2       80.3       66.0:      19.7       34.0
Old  :     100.0:      25.5        7.4       15.3       39.7       43.3       80.5       66.1:      19.5       33.9
Other:     100.0:       0.0       29.4        0.0       33.7       20.0       33.7       49.4:      66.3       50.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        51         34         45         24         35        111         89:
Old  :       144:        51         34         45         24         35        111         89:
Other:         8:         0          2          0          4          3          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       24.8       35.6       32.6       26.2       23.4       35.6       30.9
Old  :                 26.3       24.9       35.7       32.8       26.3       23.7       35.7       31.2
Other:                 33.7       49.2       33.7       49.4       30.8       46.5       30.8       46.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,980:       439        543        108        874        351      1,421      1,002:       559        978
Old  :     1,980:       439        543        108        874        351      1,421      1,002:       559        978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        27:      -112        121        -42        149         39         -5        118:        32        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       27.4        5.5       44.1       17.7       71.8       50.6:      28.2       49.4
Old  :     100.0:      22.2       27.4        5.5       44.1       17.7       71.8       50.6:      28.2       49.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         13          2          7          3         14         16:
Old  :        26:         5         13          2          7          3         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       27.4       64.1       40.8       46.5       24.3       57.2       32.6
Old  :                 46.7       27.4       64.1       40.8       46.5       24.3       57.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     1,953:       551        422        150        725        312      1,426        884:       527      1,069
Old  :     1,953:       551        422        150        725        312      1,426        884:       527      1,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        44:      -126         19         37        158         65         69        121:       -25        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.6        7.7       37.1       16.0       73.0       45.3:      27.0       54.7
Old  :     100.0:      28.2       21.6        7.7       37.1       16.0       73.0       45.3:      27.0       54.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6         11          1          5          2         11         14:
Old  :        23:         6         11          1          5          2         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       29.2       67.7       39.3       45.8       23.0       57.6       29.3
Old  :                 48.6       29.2       67.7       39.3       45.8       23.0       57.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   136,358:    36,088     15,084     18,419     66,592     74,233    121,099    107,736:    15,259     28,622
Old  :   136,358:    36,088     15,084     18,419     66,592     74,233    121,099    107,736:    15,259     28,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     2,462:    -2,909       -354      2,234      2,855      3,289      2,180      5,169:       282     -2,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.1       13.5       48.8       54.4       88.8       79.0:      11.2       21.0
Old  :     100.0:      26.5       11.1       13.5       48.8       54.4       88.8       79.0:      11.2       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        51         37         38         40         95        110        154:
Old  :       195:        51         37         38         40         95        110        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       15.8       44.0       26.3       22.1       10.8       35.1       18.7
Old  :                 25.2       15.8       44.0       26.3       22.1       10.8       35.1       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   133,896:    38,997     15,438     16,185     63,737     70,944    118,919    102,567:    14,977     31,329
Old  :   133,896:    38,997     15,438     16,185     63,737     70,944    118,919    102,567:    14,977     31,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     6,463:     4,615       -582        197      1,117      5,103      5,929      4,718:       534      1,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       11.5       12.1       47.6       53.0       88.8       76.6:      11.2       23.4
Old  :     100.0:      29.1       11.5       12.1       47.6       53.0       88.8       76.6:      11.2       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        53         38         36         40         95        109        156:
Old  :       199:        53         38         36         40         95        109        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       15.8       43.6       25.5       22.1       11.2       35.5       19.0
Old  :                 25.1       15.8       43.6       25.5       22.1       11.2       35.5       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,628:     1,238        625        138        507      1,801      1,883      2,564:     1,745      1,064
Old  :     3,628:     1,238        625        138        507      1,801      1,883      2,564:     1,745      1,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -247:       424        -67        -71       -301        245         52        107:      -299       -354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.2        3.8       14.0       49.6       51.9       70.7:      48.1       29.3
Old  :     100.0:      34.1       17.2        3.8       14.0       49.6       51.9       70.7:      48.1       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          4          7          9         14         30         24:
Old  :        40:        19          4          7          9         14         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       45.5       28.9       56.9       17.3       45.5       27.3       56.5
Old  :                 18.3       45.5       28.9       56.9       17.3       45.5       27.3       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,875:       814        692        209        808      1,556      1,831      2,457:     2,044      1,418
Old  :     3,875:       814        692        209        808      1,556      1,831      2,457:     2,044      1,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       303:       267        -92        -23        -86        269        158        154:       145        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       17.9        5.4       20.9       40.2       47.3       63.4:      52.7       36.6
Old  :     100.0:      21.0       17.9        5.4       20.9       40.2       47.3       63.4:      52.7       36.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          9          9          6         12         24         24:
Old  :        35:        12          9          9          6         12         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       39.0       29.3       49.6       17.9       39.0       28.3       48.9
Old  :                 18.5       39.0       29.3       49.6       17.9       39.0       28.3       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    16,972:     4,590      3,075      1,556      6,750      3,433     12,896      8,064:     4,076      8,908
Old  :    16,972:     4,590      3,075      1,556      6,750      3,433     12,896      8,064:     4,076      8,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       945:       922        374         91        229        572      1,242      1,037:      -297        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.1        9.2       39.8       20.2       76.0       47.5:      24.0       52.5
Old  :     100.0:      27.0       18.1        9.2       39.8       20.2       76.0       47.5:      24.0       52.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        21         22         14         29         29         59         58:
Old  :        91:        21         22         14         29         29         59         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       14.2       36.2       21.9       22.6       11.7       33.1       16.9
Old  :                 22.7       14.2       36.2       21.9       22.6       11.7       33.1       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    16,027:     3,668      2,701      1,465      6,521      2,861     11,654      7,027:     4,373      9,000
Old  :    16,027:     3,668      2,701      1,465      6,521      2,861     11,654      7,027:     4,373      9,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       428:       443        142       -146        -29        -27        268        -31:       160        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       16.9        9.1       40.7       17.9       72.7       43.8:      27.3       56.2
Old  :     100.0:      22.9       16.9        9.1       40.7       17.9       72.7       43.8:      27.3       56.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        19         23         13         27         28         54         57:
Old  :        87:        19         23         13         27         28         54         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       12.9       36.1       19.8       23.6       10.9       33.1       15.8
Old  :                 23.8       12.9       36.1       19.8       23.6       10.9       33.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    71,055:    20,448     10,786        341     20,814     47,151     41,603     58,278:    29,452     12,777
Old  :    71,055:    20,448     10,786        341     20,814     47,151     41,603     58,278:    29,452     12,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     4,884:     1,233     -2,295        -25      3,215      5,926      4,423      3,606:       461      1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       15.2        0.5       29.3       66.4       58.6       82.0:      41.4       18.0
Old  :     100.0:      28.8       15.2        0.5       29.3       66.4       58.6       82.0:      41.4       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        19          9          1         19         16         38         26:
Old  :        55:        19          9          1         19         16         38         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       46.0       32.7       62.4       19.6       46.0       30.9       62.0
Old  :                 20.3       46.0       32.7       62.4       19.6       46.0       30.9       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    66,171:    19,215     13,081        366     17,599     41,225     37,180     54,672:    28,991     11,499
Old  :    66,171:    19,215     13,081        366     17,599     41,225     37,180     54,672:    28,991     11,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       719:    -1,207     -1,065          0      2,326      3,219      1,119      2,154:      -400     -1,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       19.8        0.6       26.6       62.3       56.2       82.6:      43.8       17.4
Old  :     100.0:      29.0       19.8        0.6       26.6       62.3       56.2       82.6:      43.8       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15          8          2         19         17         34         27:
Old  :        51:        15          8          2         19         17         34         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       45.2       33.3       63.1       20.7       45.2       32.0       62.3
Old  :                 20.8       45.2       33.3       63.1       20.7       45.2       32.0       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    50,988:    19,388      7,893          2     12,266     33,078     31,656     40,973:    19,332     10,015
Old  :    50,988:    19,388      7,893          2     12,266     33,078     31,656     40,973:    19,332     10,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -9,294:   -14,340       -846          2      4,311    -11,497    -10,027    -12,341:       733      3,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.5        0.0       24.1       64.9       62.1       80.4:      37.9       19.6
Old  :     100.0:      38.0       15.5        0.0       24.1       64.9       62.1       80.4:      37.9       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        14          3          1         12          6         26         10:
Old  :        32:        14          3          1         12          6         26         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       63.3       34.0       79.6       20.4       63.3       34.0       79.5
Old  :                 20.4       63.3       34.0       79.6       20.4       63.3       34.0       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    60,282:    33,728      8,739          0      7,955     44,575     41,683     53,314:    18,599      6,968
Old  :    60,282:    33,728      8,739          0      7,955     44,575     41,683     53,314:    18,599      6,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,448:     3,623     -9,814          0     -1,311     12,961      2,312      3,147:     1,136        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.0       14.5        0.0       13.2       73.9       69.1       88.4:      30.9       11.6
Old  :     100.0:      56.0       14.5        0.0       13.2       73.9       69.1       88.4:      30.9       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        21          3          0          8          9         29         12:
Old  :        38:        21          3          0          8          9         29         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       67.9       39.2       83.8       25.2       67.8       39.2       82.8
Old  :                 25.2       67.9       39.2       83.8       25.2       67.8       39.2       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    74,868:    42,781      9,870        611     21,367     57,261     64,759     67,742:    10,109      7,126
Old  :    74,868:    42,781      9,870        611     21,367     57,261     64,759     67,742:    10,109      7,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -10,737:   -11,339      3,817        -55        527    -15,431    -10,867    -11,669:       130        932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       13.2        0.8       28.5       76.5       86.5       90.5:      13.5        9.5
Old  :     100.0:      57.1       13.2        0.8       28.5       76.5       86.5       90.5:      13.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        43         11          3         16         15         62         27:
Old  :        83:        43         11          3         16         15         62         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       59.0       49.6       73.7       34.0       58.1       49.6       72.8
Old  :                 34.0       59.0       49.6       73.7       34.0       58.1       49.6       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    85,605:    54,120      6,053        666     20,840     72,692     75,626     79,411:     9,979      6,194
Old  :    85,605:    54,120      6,053        666     20,840     72,692     75,626     79,411:     9,979      6,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -96:    -2,976        -24        666      2,716       -719        406        -77:      -502        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.2        7.1        0.8       24.3       84.9       88.3       92.8:      11.7        7.2
Old  :     100.0:      63.2        7.1        0.8       24.3       84.9       88.3       92.8:      11.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        47         12          2         15         17         64         30:
Old  :        88:        47         12          2         15         17         64         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       59.8       49.9       78.1       34.1       59.1       49.9       77.0
Old  :                 34.1       59.8       49.9       78.1       34.1       59.1       49.9       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    75,999:    24,458     11,935         13     27,277     51,423     51,748     63,371:    24,251     12,628
Old  :    75,999:    24,458     11,935         13     27,277     51,423     51,748     63,371:    24,251     12,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,645:    -8,673     -1,045         13      7,692     -2,152       -968     -3,184:      -677      1,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       15.7        0.0       35.9       67.7       68.1       83.4:      31.9       16.6
Old  :     100.0:      32.2       15.7        0.0       35.9       67.7       68.1       83.4:      31.9       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          6          1         12         13         34         20:
Old  :        48:        22          6          1         12         13         34         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       55.6       39.2       77.1       26.6       55.6       38.3       74.1
Old  :                 26.6       55.6       39.2       77.1       26.6       55.6       38.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    77,644:    33,131     12,980          0     19,585     53,575     52,716     66,555:    24,928     11,089
Old  :    77,644:    33,131     12,980          0     19,585     53,575     52,716     66,555:    24,928     11,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,438:    -4,361     10,270          0      1,996    -12,873     -2,365     -2,603:    -1,073       -835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       16.7        0.0       25.2       69.0       67.9       85.7:      32.1       14.3
Old  :     100.0:      42.7       16.7        0.0       25.2       69.0       67.9       85.7:      32.1       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        23         10          0          9         13         32         23:
Old  :        52:        23         10          0          9         13         32         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       55.8       37.2       77.9       23.9       55.8       37.2       76.5
Old  :                 23.9       55.8       37.2       77.9       23.9       55.8       37.2       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   155,870:    33,972     11,252        125     88,489    126,703    122,586    138,080:    33,284     17,790
Old  :   155,870:    33,972     11,252        125     88,489    126,703    122,586    138,080:    33,284     17,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,382:    -5,268       -235        -52     14,201      2,521      8,881      2,234:    -3,499      3,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.2        0.1       56.8       81.3       78.6       88.6:      21.4       11.4
Old  :     100.0:      21.8        7.2        0.1       56.8       81.3       78.6       88.6:      21.4       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        30         13          2         21         18         51         33:
Old  :        71:        30         13          2         21         18         51         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       64.6       54.8       75.6       33.8       53.4       42.7       61.5
Old  :                 41.6       64.6       54.8       75.6       33.8       53.4       42.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   150,488:    39,240     11,487        177     74,288    124,182    113,705    135,846:    36,783     14,642
Old  :   150,488:    39,240     11,487        177     74,288    124,182    113,705    135,846:    36,783     14,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     4,783:     5,867     -1,310        -19     -3,004      8,484      2,844      7,155:     1,939     -2,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.6        0.1       49.4       82.5       75.6       90.3:      24.4        9.7
Old  :     100.0:      26.1        7.6        0.1       49.4       82.5       75.6       90.3:      24.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        26         14          2         16         20         42         36:
Old  :        68:        26         14          2         16         20         42         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       65.6       53.0       77.3       31.9       56.0       41.2       64.2
Old  :                 41.7       65.6       53.0       77.3       31.9       56.0       41.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   141,191:    35,806     24,735      1,315     37,380     63,543     74,501     89,593:    66,690     51,598
Old  :   141,191:    35,806     24,735      1,315     37,380     63,543     74,501     89,593:    66,690     51,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,496:    -8,720     -2,977        -32     -5,245     -2,456    -13,997     -5,465:     7,501     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       17.5        0.9       26.5       45.0       52.8       63.5:      47.2       36.5
Old  :     100.0:      25.4       17.5        0.9       26.5       45.0       52.8       63.5:      47.2       36.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        36         21          6         28         20         67         44:
Old  :        93:        36         21          6         28         20         67         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       30.5       21.2       46.2       13.1       30.0       20.9       43.0
Old  :                 13.1       30.5       21.2       46.2       13.1       30.0       20.9       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   147,687:    44,526     27,712      1,347     42,625     65,999     88,498     95,058:    59,189     52,629
Old  :   147,687:    44,526     27,712      1,347     42,625     65,999     88,498     95,058:    59,189     52,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       537:     5,059    -23,919        350     -6,011     19,325       -602     -4,244:     1,139      4,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       18.8        0.9       28.9       44.7       59.9       64.4:      40.1       35.6
Old  :     100.0:      30.1       18.8        0.9       28.9       44.7       59.9       64.4:      40.1       35.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        33         25          6         28         18         66         45:
Old  :        94:        33         25          6         28         18         66         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       31.1       26.8       47.1       17.1       30.8       25.9       44.8
Old  :                 17.5       31.1       26.8       47.1       17.1       30.8       25.9       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Old  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,348:      -781          0        475      3,945      2,872      3,639      3,347:      -291          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Old  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          1         19         25         22         26:
Old  :        38:         3          0          1         19         25         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Old  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Old  :    40,657:    10,186          0        100     28,214     36,882     38,500     36,982:     2,157      3,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,135:     1,286       -354          0        -92      1,172      1,194        818:       -59        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Old  :     100.0:      25.1        0.0        0.2       69.4       90.7       94.7       91.0:       5.3        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          0          1         15         25         18         26:
Old  :        34:         3          0          1         15         25         18         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Old  :                 50.3       34.7       73.9       53.6       47.6       27.3       60.2       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 6,781,109:   601,088  1,054,903    874,987  4,862,607  4,159,113  6,338,682  6,089,003:   442,427    692,106
Old  : 6,781,109:   601,088  1,054,903    874,987  4,862,607  4,159,113  6,338,682  6,089,003:   442,427    692,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   154,166:     7,460    103,822    -79,085    178,683     89,524    107,058    114,261:    47,108     39,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.6       12.9       71.7       61.3       93.5       89.8:       6.5       10.2
Old  :     100.0:       8.9       15.6       12.9       71.7       61.3       93.5       89.8:       6.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:        67        104        117        170        195        306        363:
Old  :       395:        67        104        117        170        195        306        363:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       13.9       48.1       22.8       27.8       12.3       41.4       18.7
Old  :                 30.4       13.9       48.1       22.8       27.8       12.3       41.4       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 6,626,943:   593,628    951,081    954,072  4,683,924  4,069,589  6,231,624  5,974,742:   395,319    652,201
Old  : 6,626,943:   593,628    951,081    954,072  4,683,924  4,069,589  6,231,624  5,974,742:   395,319    652,201
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    85,380:    26,121     47,213      7,481     94,499     56,750    128,101    111,444:   -42,721    -26,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.4       14.4       70.7       61.4       94.0       90.2:       6.0        9.8
Old  :     100.0:       9.0       14.4       14.4       70.7       61.4       94.0       90.2:       6.0        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        65         98        115        170        195        303        361:
Old  :       390:        65         98        115        170        195        303        361:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       13.6       47.5       22.5       27.7       12.0       40.4       19.1
Old  :                 30.3       13.6       47.5       22.5       27.7       12.0       40.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   680,110:    60,758     59,268      3,900    456,255    505,042    520,913    568,210:   159,197    111,900
Old  :   680,110:    60,758     59,268      3,900    456,255    505,042    520,913    568,210:   159,197    111,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    12,899:     4,431       -723      1,349      2,371      1,377      8,151      2,003:     4,748     10,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.7        0.6       67.1       74.3       76.6       83.5:      23.4       16.5
Old  :     100.0:       8.9        8.7        0.6       67.1       74.3       76.6       83.5:      23.4       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        34         35         11         88         66        129        105:
Old  :       185:        34         35         11         88         66        129        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       31.4       30.3       45.7       20.0       31.4       29.3       45.6
Old  :                 20.8       31.4       30.3       45.7       20.0       31.4       29.3       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   667,211:    56,327     59,991      2,551    453,884    503,665    512,762    566,207:   154,449    101,004
Old  :   667,211:    56,327     59,991      2,551    453,884    503,665    512,762    566,207:   154,449    101,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -4,170:      -634       -480        384     -1,354      1,127     -1,604      1,031:    -2,566     -5,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.0        0.4       68.0       75.5       76.9       84.9:      23.1       15.1
Old  :     100.0:       8.4        9.0        0.4       68.0       75.5       76.9       84.9:      23.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        32         29         10         87         64        127         95:
Old  :       177:        32         29         10         87         64        127         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       32.6       30.3       46.7       20.3       32.5       29.3       46.6
Old  :                 21.2       32.6       30.3       46.7       20.3       32.5       29.3       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   800,333:   205,452     95,155     13,268    302,339    620,759    521,059    729,182:   279,274     71,151
Old  :   800,333:   205,452     95,155     13,268    302,339    620,759    521,059    729,182:   279,274     71,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    72,511:    16,865     16,639      6,066      1,781     34,473     24,712     57,178:    47,799     15,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       11.9        1.7       37.8       77.6       65.1       91.1:      34.9        8.9
Old  :     100.0:      25.7       11.9        1.7       37.8       77.6       65.1       91.1:      34.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        90         65         21         66         68        167        143:
Old  :       259:        90         65         21         66         68        167        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       40.0       29.2       56.0       19.2       36.6       27.7       51.1
Old  :                 19.2       40.0       29.2       56.0       19.2       36.6       27.7       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   727,822:   188,587     78,516      7,202    300,558    586,286    496,347    672,004:   231,475     55,818
Old  :   727,822:   188,587     78,516      7,202    300,558    586,286    496,347    672,004:   231,475     55,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    13,628:   -13,176     -9,030      1,512     20,864     31,468      9,200     23,950:     4,428    -10,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       10.8        1.0       41.3       80.6       68.2       92.3:      31.8        7.7
Old  :     100.0:      25.9       10.8        1.0       41.3       80.6       68.2       92.3:      31.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        79         66         16         67         64        156        136:
Old  :       247:        79         66         16         67         64        156        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       41.9       31.8       60.0       21.2       37.8       30.0       54.9
Old  :                 21.3       41.9       31.8       60.0       21.2       37.8       30.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Old  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       108:        56       -116          0       -337        286       -281        170:       389        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Old  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          1          0         24         17         30         18:
Old  :        46:         6          1          0         24         17         30         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Old  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Old  :    13,122:     1,746        256          0      8,743     11,604     10,489     11,860:     2,633      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :        24:       126        146          0       -145       -467        -19       -321:        43        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Old  :     100.0:      13.3        2.0        0.0       66.6       88.4       79.9       90.4:      20.1        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          2          0         23         16         29         18:
Old  :        46:         6          2          0         23         16         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Old  :                 27.0       45.5       44.5       68.9       27.0       45.5       44.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Old  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,459:      -797        460        148      2,600       -119      1,951        489:      -492        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Old  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          7          3         25         17         35         24:
Old  :        51:         7          7          3         25         17         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Old  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Old  :    22,130:     2,789      3,665        141     16,354     15,697     19,284     19,503:     2,846      2,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,192:       729       -435         45        145      1,043        919        653:       273        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Old  :     100.0:      12.6       16.6        0.6       73.9       70.9       87.1       88.1:      12.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         8          5          2         25         19         35         24:
Old  :        51:         8          5          2         25         19         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Old  :                 38.1       42.0       52.8       64.4       38.0       40.2       51.5       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    63,620:    14,027     10,587        140     27,226     44,600     41,393     55,327:    22,227      8,293
Old  :    63,620:    14,027     10,587        140     27,226     44,600     41,393     55,327:    22,227      8,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,395:       775     -2,510          1     -4,953        716     -4,177     -1,793:     2,782        398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       16.6        0.2       42.8       70.1       65.1       87.0:      34.9       13.0
Old  :     100.0:      22.0       16.6        0.2       42.8       70.1       65.1       87.0:      34.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        30         34          1         43         31         73         66:
Old  :       127:        30         34          1         43         31         73         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       45.5       28.6       57.9       18.2       43.8       27.7       55.9
Old  :                 18.4       45.5       28.6       57.9       18.2       43.8       27.7       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    65,015:    13,252     13,097        139     32,179     43,884     45,570     57,120:    19,445      7,895
Old  :    65,015:    13,252     13,097        139     32,179     43,884     45,570     57,120:    19,445      7,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,793:    -1,811        847       -152      1,565     -1,274       -398       -579:    -1,395     -1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       20.1        0.2       49.5       67.5       70.1       87.9:      29.9       12.1
Old  :     100.0:      20.4       20.1        0.2       49.5       67.5       70.1       87.9:      29.9       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        24         32          1         49         32         73         65:
Old  :       127:        24         32          1         49         32         73         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       45.9       33.1       60.2       21.5       44.3       32.6       58.4
Old  :                 22.0       45.9       33.1       60.2       21.5       44.3       32.6       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   306,197:   126,340     73,851      7,675    139,680    140,417    273,695    221,943:    32,502     84,254
Old  :   306,197:   126,340     73,851      7,675    139,680    140,417    273,695    221,943:    32,502     84,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    40,299:    -7,281     35,344      4,613     36,145    -13,774     33,477     26,183:     6,822     14,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       24.1        2.5       45.6       45.9       89.4       72.5:      10.6       27.5
Old  :     100.0:      41.3       24.1        2.5       45.6       45.9       89.4       72.5:      10.6       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        90         69         11         42         45        139        118:
Old  :       235:        90         69         11         42         45        139        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       24.8       52.1       37.1       34.3       23.5       46.7       33.3
Old  :                 37.2       24.8       52.1       37.1       34.3       23.5       46.7       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   265,898:   133,621     38,507      3,062    103,535    154,191    240,218    195,760:    25,680     70,138
Old  :   265,898:   133,621     38,507      3,062    103,535    154,191    240,218    195,760:    25,680     70,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    19,828:     4,933      4,706      1,801     12,442     11,108     19,176     17,615:       652      2,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       14.5        1.2       38.9       58.0       90.3       73.6:       9.7       26.4
Old  :     100.0:      50.3       14.5        1.2       38.9       58.0       90.3       73.6:       9.7       26.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        89         60          8         41         40        135        103:
Old  :       221:        89         60          8         41         40        135        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       30.3       44.9       44.5       26.9       29.5       40.4       40.2
Old  :                 28.2       30.3       44.9       44.5       26.9       29.5       40.4       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    66,759:    32,283      1,670        166     10,887     55,491     43,336     57,327:    23,423      9,432
Old  :    66,759:    32,283      1,670        166     10,887     55,491     43,336     57,327:    23,423      9,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,782:     1,953      1,597         91      2,459      3,871      4,503      5,559:     1,279        223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        2.5        0.2       16.3       83.1       64.9       85.9:      35.1       14.1
Old  :     100.0:      48.4        2.5        0.2       16.3       83.1       64.9       85.9:      35.1       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        20          2          1          9         16         29         19:
Old  :        42:        20          2          1          9         16         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       52.6       39.1       73.2       24.7       52.4       39.1       73.0
Old  :                 24.7       52.6       39.1       73.2       24.7       52.4       39.1       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    60,977:    30,330         73         75      8,428     51,620     38,833     51,768:    22,144      9,209
Old  :    60,977:    30,330         73         75      8,428     51,620     38,833     51,768:    22,144      9,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     1,694:     1,261          8         -8       -528      2,926        725      2,926:       969     -1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        0.1        0.1       13.8       84.7       63.7       84.9:      36.3       15.1
Old  :     100.0:      49.7        0.1        0.1       13.8       84.7       63.7       84.9:      36.3       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        18          1          1          7         15         26         16:
Old  :        36:        18          1          1          7         15         26         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       54.2       42.0       75.1       26.3       54.0       42.0       74.7
Old  :                 26.3       54.2       42.0       75.1       26.3       54.0       42.0       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    20,414:     1,813      5,651        111     14,533     11,345     16,457     17,107:     3,957      3,307
Old  :    20,414:     1,813      5,651        111     14,533     11,345     16,457     17,107:     3,957      3,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -155:         2        265         90       -300       -723       -208       -368:        53        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       27.7        0.5       71.2       55.6       80.6       83.8:      19.4       16.2
Old  :     100.0:       8.9       27.7        0.5       71.2       55.6       80.6       83.8:      19.4       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:         7         20          3         37         20         46         41:
Old  :        80:         7         20          3         37         20         46         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       33.6       40.2       45.8       26.9       33.6       40.0       45.8
Old  :                 27.1       33.6       40.2       45.8       26.9       33.6       40.0       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    20,569:     1,811      5,386         21     14,833     12,068     16,665     17,475:     3,904      3,094
Old  :    20,569:     1,811      5,386         21     14,833     12,068     16,665     17,475:     3,904      3,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -521:         7       -204          0       -277         64       -270       -140:      -251       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       26.2        0.1       72.1       58.7       81.0       85.0:      19.0       15.0
Old  :     100.0:       8.8       26.2        0.1       72.1       58.7       81.0       85.0:      19.0       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         7         18          1         39         21         47         39:
Old  :        82:         7         18          1         39         21         47         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       34.1       38.6       46.8       24.7       34.1       37.8       46.8
Old  :                 25.5       34.1       38.6       46.8       24.7       34.1       37.8       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Old  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     7,147:    -5,074     -4,841        793      9,487      7,402      5,206      3,354:     1,941      3,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Old  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        23         30          8         37         36         65         70:
Old  :       113:        23         30          8         37         36         65         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Old  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Old  :   101,381:    18,356     18,161        568     71,818     77,784     90,742     96,513:    10,639      4,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,264:     1,118     -2,918         10       -558      2,732        570       -176:    -3,834     -3,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Old  :     100.0:      18.1       17.9        0.6       70.8       76.7       89.5       95.2:      10.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        24         28          6         38         37         65         68:
Old  :       111:        24         28          6         38         37         65         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Old  :                 36.9       41.3       53.1       55.4       36.1       40.1       50.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    32,220:    12,841      8,879         87      9,474     17,516     22,402     26,482:     9,818      5,738
Old  :    32,220:    12,841      8,879         87      9,474     17,516     22,402     26,482:     9,818      5,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,622:       524        -96          0        314      1,784        838      1,688:     2,784      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       27.6        0.3       29.4       54.4       69.5       82.2:      30.5       17.8
Old  :     100.0:      39.9       27.6        0.3       29.4       54.4       69.5       82.2:      30.5       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        37         19          2         26         23         64         43:
Old  :       100:        37         19          2         26         23         64         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       30.4       23.9       47.5       13.8       29.7       23.1       44.5
Old  :                 14.1       30.4       23.9       47.5       13.8       29.7       23.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    28,598:    12,317      8,975         87      9,160     15,732     21,564     24,794:     7,034      3,804
Old  :    28,598:    12,317      8,975         87      9,160     15,732     21,564     24,794:     7,034      3,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       595:     1,218        703         -7        117        628      1,328      1,324:      -733       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       31.4        0.3       32.0       55.0       75.4       86.7:      24.6       13.3
Old  :     100.0:      43.1       31.4        0.3       32.0       55.0       75.4       86.7:      24.6       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        38         22          2         23         21         62         44:
Old  :       101:        38         22          2         23         21         62         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       32.3       26.0       46.9       14.7       32.3       25.0       46.5
Old  :                 15.1       32.3       26.0       46.9       14.7       32.3       25.0       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Old  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,011:       434       -432          0        407      1,293        841        861:       170        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Old  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          2          0          4          8         11         10:
Old  :        20:         7          2          0          4          8         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Old  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   111,240:       449      6,100      2,882     46,008     79,060     49,339     88,042:    61,901     23,198
Old  :   111,240:       449      6,100      2,882     46,008     79,060     49,339     88,042:    61,901     23,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,328:        17       -493        308        -79      1,111        246        926:    -1,574     -2,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.5        2.6       41.4       71.1       44.4       79.1:      55.6       20.9
Old  :     100.0:       0.4        5.5        2.6       41.4       71.1       44.4       79.1:      55.6       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         14          4         13         24         19         40:
Old  :        45:         3         14          4         13         24         19         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       58.7       42.4       67.8        5.1       29.9        5.8       35.2
Old  :                 38.8       58.7       42.4       67.8        5.1       29.9        5.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   112,568:       432      6,593      2,574     46,087     77,949     49,093     87,116:    63,475     25,452
Old  :   112,568:       432      6,593      2,574     46,087     77,949     49,093     87,116:    63,475     25,452
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       820:      -265          1          0        -41      1,202       -306      1,203:     1,126       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Old  :     100.0:       0.4        5.9        2.3       40.9       69.2       43.6       77.4:      56.4       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         14          3         13         23         18         39:
Old  :        45:         3         14          3         13         23         18         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Old  :                 38.4       58.2       41.9       66.8        5.2       29.7        5.9       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    96,882:    43,147      4,797      4,887     18,843     77,637     66,877     87,321:    30,005      9,561
Old  :    96,882:    43,147      4,797      4,887     18,843     77,637     66,877     87,321:    30,005      9,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,384:       829        185        -56     -2,197     -4,647     -1,424     -4,518:      -960      2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        5.0        5.0       19.4       80.1       69.0       90.1:      31.0        9.9
Old  :     100.0:      44.5        5.0        5.0       19.4       80.1       69.0       90.1:      31.0        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        97         13         27         20         34        123         70:
Old  :       153:        97         13         27         20         34        123         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       35.9       28.9       53.4       16.9       31.7       23.4       49.1
Old  :                 20.1       35.9       28.9       53.4       16.9       31.7       23.4       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    99,266:    42,318      4,612      4,943     21,040     82,284     68,301     91,839:    30,965      7,427
Old  :    99,266:    42,318      4,612      4,943     21,040     82,284     68,301     91,839:    30,965      7,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       840:       101         59         49       -298         51       -148        159:       988        681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        4.6        5.0       21.2       82.9       68.8       92.5:      31.2        7.5
Old  :     100.0:      42.6        4.6        5.0       21.2       82.9       68.8       92.5:      31.2        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        86         13         24         20         33        114         64:
Old  :       141:        86         13         24         20         33        114         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       37.2       31.2       56.3       16.9       32.6       24.4       49.8
Old  :                 21.4       37.2       31.2       56.3       16.9       32.6       24.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    87,161:    26,545      6,281     11,211     35,911     62,023     73,667     79,515:    13,494      7,646
Old  :    87,161:    26,545      6,281     11,211     35,911     62,023     73,667     79,515:    13,494      7,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,069:    -6,736       -477        302      1,325     -6,163     -5,109     -6,338:      -960        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        7.2       12.9       41.2       71.2       84.5       91.2:      15.5        8.8
Old  :     100.0:      30.5        7.2       12.9       41.2       71.2       84.5       91.2:      15.5        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        56         28         23         34         39        102         79:
Old  :       132:        56         28         23         34         39        102         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       43.9       37.3       58.1       22.5       40.1       33.0       51.7
Old  :                 26.0       43.9       37.3       58.1       22.5       40.1       33.0       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    93,230:    33,281      6,758     10,909     34,586     68,186     78,776     85,853:    14,454      7,377
Old  :    93,230:    33,281      6,758     10,909     34,586     68,186     78,776     85,853:    14,454      7,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     7,056:     4,560      1,254      1,380       -399      3,493      5,541      6,127:     1,515        929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        7.2       11.7       37.1       73.1       84.5       92.1:      15.5        7.9
Old  :     100.0:      35.7        7.2       11.7       37.1       73.1       84.5       92.1:      15.5        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        64         28         23         35         39        112         80:
Old  :       142:        64         28         23         35         39        112         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       45.1       36.6       58.6       22.3       40.9       31.8       52.1
Old  :                 25.3       45.1       36.6       58.6       22.3       40.9       31.8       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   302,298:   140,471     67,228     16,838     89,301    195,043    246,610    279,109:    55,688     23,189
Old  :   302,298:   140,471     67,228     16,838     89,301    195,043    246,610    279,109:    55,688     23,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -28,667:   -29,043     -3,533     -2,287      3,794    -27,959    -27,536    -33,779:    -1,131      5,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5       22.2        5.6       29.5       64.5       81.6       92.3:      18.4        7.7
Old  :     100.0:      46.5       22.2        5.6       29.5       64.5       81.6       92.3:      18.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:       118         46         38         35         39        176        104:
Old  :       221:       118         46         38         35         39        176        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       34.0       34.8       55.8       23.7       29.1       31.3       48.4
Old  :                 23.8       34.0       34.8       55.8       23.7       29.1       31.3       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   330,965:   169,514     70,761     19,125     85,507    223,002    274,146    312,888:    56,819     18,077
Old  :   330,965:   169,514     70,761     19,125     85,507    223,002    274,146    312,888:    56,819     18,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    11,010:     7,118     -1,382        354      1,246     12,423      8,718     11,395:     2,292       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.2       21.4        5.8       25.8       67.4       82.8       94.5:      17.2        5.5
Old  :     100.0:      51.2       21.4        5.8       25.8       67.4       82.8       94.5:      17.2        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:       129         41         34         35         42        187         99:
Old  :       231:       129         41         34         35         42        187         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       33.7       36.1       55.9       25.9       29.1       33.2       47.6
Old  :                 25.9       33.7       36.1       55.9       25.9       29.1       33.2       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COCOA - COFFEE, SUGAR AND COCOA EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   116,541:    16,830      2,875      2,103     91,132    110,206    110,065    115,184:     6,476      1,357
Old  :    80,380:    16,385      2,565      1,410     56,374     75,151     74,169     79,126:     6,211      1,254
Other:    36,161:       742        607        396     34,758     35,055     35,896     36,058:       265        103
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -3,176:    -2,498        696        154       -392     -3,738     -2,736     -2,888:      -440       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.5        1.8       78.2       94.6       94.4       98.8:       5.6        1.2
Old  :     100.0:      20.4        3.2        1.8       70.1       93.5       92.3       98.4:       7.7        1.6
Other:     100.0:       2.1        1.7        1.1       96.1       96.9       99.3       99.7:       0.7        0.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        41         18         16         43         34         94         62:
Old  :       112:        42         18         16         38         33         89         60:
Other:        37:         2          5          3         22         17         26         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       51.7       53.1       70.3       19.9       30.3       29.5       39.1
Old  :                 33.2       45.5       48.8       65.4       29.5       38.8       44.1       56.2
Other:                 68.7       79.6       81.5       90.1       50.0       66.3       61.9       72.6
 
                         SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   353,075:    91,292     51,285     27,806    173,679    245,268    292,777    324,359:    60,298     28,716
Old  :   353,075:    91,292     51,285     27,806    173,679    245,268    292,777    324,359:    60,298     28,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    17,343:     9,249     -2,467      2,530     -2,490     17,034      9,289     17,097:     8,054        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       14.5        7.9       49.2       69.5       82.9       91.9:      17.1        8.1
Old  :     100.0:      25.9       14.5        7.9       49.2       69.5       82.9       91.9:      17.1        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        59         39         37         60         51        149        100:
Old  :       174:        59         39         37         60         51        149        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       36.6       27.5       52.4       16.0       29.1       25.2       43.6
Old  :                 16.8       36.6       27.5       52.4       16.0       29.1       25.2       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   110,637:    49,418     13,716      9,252     41,645     82,927    100,315    105,895:    10,322      4,742
Old  :   108,830:    49,404     14,778      8,160     41,156     81,440     98,720    104,378:    10,110      4,452
Other:     1,807:     1,086         10         20        489      1,487      1,595      1,517:       212        290
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,095:    -1,513        873        353        603       -870       -557        356:      -538     -1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       12.4        8.4       37.6       75.0       90.7       95.7:       9.3        4.3
Old  :     100.0:      45.4       13.6        7.5       37.8       74.8       90.7       95.9:       9.3        4.1
Other:     100.0:      60.1        0.6        1.1       27.1       82.3       88.3       84.0:      11.7       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:       146         56         52         88        107        265        196:
Old  :       343:       144         62         51         86        107        262        196:
Other:        58:        10          1          4         20         35         30         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       24.3       28.3       36.7       17.1       19.9       28.0       31.9
Old  :                 17.4       24.3       28.8       36.9       17.4       20.0       28.4       32.2
Other:                 55.9       38.7       76.5       54.1       53.4       38.7       71.0       52.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,379:     4,589      1,424        244      2,606      7,099      7,439      8,767:     1,940        612
Old  :     9,379:     4,589      1,424        244      2,606      7,099      7,439      8,767:     1,940        612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        20:       -11         43          1         78         16         68         60:       -48        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       15.2        2.6       27.8       75.7       79.3       93.5:      20.7        6.5
Old  :     100.0:      48.9       15.2        2.6       27.8       75.7       79.3       93.5:      20.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          5          3          5          6         21         12:
Old  :        25:        13          5          3          5          6         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       83.8       68.6       91.9       49.2       71.1       56.2       73.2
Old  :                 56.6       83.8       68.6       91.9       49.2       71.1       56.2       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Old  :     9,359:     4,600      1,381        243      2,528      7,083      7,371      8,707:     1,988        652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       219:        83        246         28        490        343        601        617:      -382       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Old  :     100.0:      49.2       14.8        2.6       27.0       75.7       78.8       93.0:      21.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        14          4          3          5          6         22         11:
Old  :        25:        14          4          3          5          6         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Old  :                 55.9       83.7       67.9       91.6       49.2       71.6       55.9       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    72,296:    12,061     27,147      3,311     45,702     28,656     61,074     59,114:    11,222     13,182
Old  :    58,848:    11,496     27,383        373     38,429     20,494     50,298     48,250:     8,550     10,598
Other:    13,448:     1,596        795      1,907      7,273      8,162     10,776     10,864:     2,672      2,584
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     4,712:      -191      3,668        292      4,648       -513      4,749      3,447:       -37      1,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       37.5        4.6       63.2       39.6       84.5       81.8:      15.5       18.2
Old  :     100.0:      19.5       46.5        0.6       65.3       34.8       85.5       82.0:      14.5       18.0
Other:     100.0:      11.9        5.9       14.2       54.1       60.7       80.1       80.8:      19.9       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        33         35         20         59         53         98        104:
Old  :       148:        31         37          8         56         42         89         85:
Other:        70:        13         10          6         20         34         35         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       21.4       38.2       35.9       22.6       17.9       32.3       31.1
Old  :                 32.5       23.5       43.6       40.1       31.8       23.1       42.9       39.7
Other:                 40.1       45.6       53.9       57.5       35.1       35.9       45.6       42.8
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    67,584:    12,252     23,479      3,019     41,054     29,169     56,325     55,667:    11,259     11,917
Old  :    54,698:    11,524     23,793        334     33,938     21,464     45,796     45,591:     8,902      9,107
Other:    12,886:     1,665        623      1,748      7,116      7,705     10,529     10,076:     2,357      2,810
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -1,654:      -217       -604       -672        800        696        -89       -580:    -1,565     -1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       34.7        4.5       60.7       43.2       83.3       82.4:      16.7       17.6
Old  :     100.0:      21.1       43.5        0.6       62.0       39.2       83.7       83.4:      16.3       16.6
Other:     100.0:      12.9        4.8       13.6       55.2       59.8       81.7       78.2:      18.3       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        31         31         18         53         54         91        100:
Old  :       142:        30         35          8         51         44         84         84:
Other:        64:        12         10          5         16         32         31         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       23.6       37.4       38.2       21.3       19.4       31.1       32.1
Old  :                 31.5       25.6       43.2       41.8       30.4       25.2       41.9       41.3
Other:                 41.7       47.5       59.2       59.8       36.3       37.7       48.6       44.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    35,159:     1,030     10,730      1,874     24,672     16,284     27,576     28,888:     7,583      6,271
Old  :    32,832:     1,962     10,698        847     23,034     15,613     25,843     27,158:     6,989      5,674
Other:     2,327:        41      1,005         54      1,638        671      1,733      1,730:       594        597
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,416:      -323        971         36      1,999        688      1,712      1,695:      -296       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       30.5        5.3       70.2       46.3       78.4       82.2:      21.6       17.8
Old  :     100.0:       6.0       32.6        2.6       70.2       47.6       78.7       82.7:      21.3       17.3
Other:     100.0:       1.8       43.2        2.3       70.4       28.8       74.5       74.3:      25.5       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        10         23          9         36         22         49         52:
Old  :        75:        12         21          7         35         20         48         48:
Other:        30:         4          5          2         12         12         18         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       33.0       49.9       49.5       19.4       20.1       27.0       29.9
Old  :                 40.5       34.8       51.0       52.4       19.6       21.7       28.0       32.1
Other:                 49.7       56.7       63.9       68.6       42.1       51.2       54.4       59.0
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    33,743:     1,353      9,759      1,838     22,673     15,596     25,864     27,193:     7,879      6,550
Old  :    31,933:     2,221      9,704        935     21,513     15,254     24,669     25,893:     7,264      6,040
Other:     1,810:        34        957          1      1,160        342      1,195      1,300:       615        510
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       654:        40        324       -309      1,335        959      1,066        974:      -412       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       28.9        5.4       67.2       46.2       76.6       80.6:      23.4       19.4
Old  :     100.0:       7.0       30.4        2.9       67.4       47.8       77.3       81.1:      22.7       18.9
Other:     100.0:       1.9       52.9        0.1       64.1       18.9       66.0       71.8:      34.0       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        10         21          7         36         22         49         48:
Old  :        71:        12         19          5         35         19         48         43:
Other:        27:         3          4          1         10         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       32.9       47.4       48.9       18.8       22.5       27.0       31.3
Old  :                 38.4       34.7       48.3       51.5       18.5       23.6       27.7       33.0
Other:                 50.2       62.0       62.9       69.2       50.2       61.9       62.9       68.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    82,705:    15,899     37,177      4,412     52,205     36,057     72,516     77,646:    10,189      5,059
Old  :    74,103:    15,519     37,936      2,768     46,421     28,831     64,708     69,535:     9,395      4,568
Other:     8,602:     1,643        504        381      5,784      7,226      7,808      8,111:       794        491
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -745:     2,433     -5,246        971     -4,137      4,507       -733        232:       -12       -977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       45.0        5.3       63.1       43.6       87.7       93.9:      12.3        6.1
Old  :     100.0:      20.9       51.2        3.7       62.6       38.9       87.3       93.8:      12.7        6.2
Other:     100.0:      19.1        5.9        4.4       67.2       84.0       90.8       94.3:       9.2        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        92        105         57         71         63        203        192:
Old  :       290:        94        104         50         63         63        191        188:
Other:        81:        25         11          6         29         25         60         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       21.8       36.8       32.8       22.1       18.4       31.9       27.4
Old  :                 24.7       20.8       39.0       30.9       23.5       17.0       33.9       25.3
Other:                 40.2       52.0       58.3       65.1       34.8       51.6       46.8       63.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    34,545:    14,145      1,717      2,405     13,249     29,038     29,799     33,160:     4,746      1,385
Old  :    34,439:    14,191      1,677      2,359     13,149     29,018     29,699     33,054:     4,740      1,385
Other:       106:         0         86          0        100         20        100        106:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       547:       530       -435         87        259        680        876        332:      -329        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.0        7.0       38.4       84.1       86.3       96.0:      13.7        4.0
Old  :     100.0:      41.2        4.9        6.8       38.2       84.3       86.2       96.0:      13.8        4.0
Other:     100.0:       0.0       81.1        0.0       94.3       18.9       94.3      100.0:       5.7        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        53         14         21         27         19         90         48:
Old  :       107:        55         13         21         27         19         90         48:
Other:         4:         0          2          0          1          1          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       56.8       40.6       77.7       16.8       43.0       25.6       60.4
Old  :                 30.2       57.0       40.5       78.0       16.9       43.1       25.7       60.9
Other:                 94.3      100.0       94.3      100.0       94.3      100.0       94.3      100.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   118,137:    15,935      6,227      1,807     94,637    108,198    112,379    116,232:     5,758      1,905
Old  :    79,957:    15,597      5,922      1,002     57,873     71,218     74,472     78,142:     5,485      1,815
Other:    38,180:       757        724        386     36,764     36,980     37,907     38,090:       273         90
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,596:      -895      3,352       -296      3,505     -2,008      2,314      1,048:      -718        548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        5.3        1.5       80.1       91.6       95.1       98.4:       4.9        1.6
Old  :     100.0:      19.5        7.4        1.3       72.4       89.1       93.1       97.7:       6.9        2.3
Other:     100.0:       2.0        1.9        1.0       96.3       96.9       99.3       99.8:       0.7        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        38         23         16         43         34         91         66:
Old  :       114:        40         23         16         38         34         86         65:
Other:        38:         4          5          2         22         17         27         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       50.1       54.0       68.0       21.1       29.7       30.3       37.9
Old  :                 33.6       44.1       48.7       63.7       31.8       37.5       46.0       54.5
Other:                 67.2       77.2       82.6       88.9       49.9       64.7       63.0       72.1
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   380,803:   112,848     54,449     33,097    169,629    264,034    315,574    351,580:    65,229     29,223
Old  :   380,803:   112,848     54,449     33,097    169,629    264,034    315,574    351,580:    65,229     29,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    27,728:    21,556      3,164      5,291     -4,050     18,766     22,797     27,221:     4,931        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       14.3        8.7       44.5       69.3       82.9       92.3:      17.1        7.7
Old  :     100.0:      29.6       14.3        8.7       44.5       69.3       82.9       92.3:      17.1        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        63         42         40         61         57        157        109:
Old  :       185:        63         42         40         61         57        157        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       34.6       26.0       50.5       15.2       27.6       24.4       42.4
Old  :                 15.7       34.6       26.0       50.5       15.2       27.6       24.4       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   107,609:    46,750     11,205      9,904     41,031     82,121     97,685    103,230:     9,924      4,379
Old  :   105,735:    46,724     12,222      8,857     40,480     80,568     96,061    101,647:     9,674      4,088
Other:     1,874:     1,053         10         20        551      1,553      1,624      1,583:       250        291
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -3,028:    -2,668     -2,511        652       -614       -806     -2,630     -2,665:      -398       -363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4       10.4        9.2       38.1       76.3       90.8       95.9:       9.2        4.1
Old  :     100.0:      44.2       11.6        8.4       38.3       76.2       90.9       96.1:       9.1        3.9
Other:     100.0:      56.2        0.5        1.1       29.4       82.9       86.7       84.5:      13.3       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       137         61         58         94        110        269        208:
Old  :       347:       136         69         58         90        110        265        208:
Other:        60:        13          1          4         21         34         34         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       24.5       28.1       37.2       16.8       19.9       27.5       32.1
Old  :                 17.1       24.8       28.6       37.3       17.1       20.3       28.0       32.5
Other:                 53.6       39.5       71.5       55.0       50.0       39.5       65.7       51.1
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    22,089:     5,667     14,532      2,029     12,268      2,155     19,964     18,716:     2,125      3,373
Old  :    22,089:     5,667     14,532      2,029     12,268      2,155     19,964     18,716:     2,125      3,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -5,281:      -693     -4,747          8     -4,635        -50     -5,320     -4,789:        39       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       65.8        9.2       55.5        9.8       90.4       84.7:       9.6       15.3
Old  :     100.0:      25.7       65.8        9.2       55.5        9.8       90.4       84.7:       9.6       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         8         28          2          5          8         14         38:
Old  :        49:         8         28          2          5          8         14         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       40.9       88.2       60.6       66.9       38.6       78.8       53.8
Old  :                 71.6       40.9       88.2       60.6       66.9       38.6       78.8       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    23,325:    17,502          0          0        904     20,146     18,406     20,146:     4,919      3,179
Old  :    23,325:    17,502          0          0        904     20,146     18,406     20,146:     4,919      3,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,754:      -798     -1,145          0        134       -932       -664     -2,077:    -1,090        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.0        0.0        0.0        3.9       86.4       78.9       86.4:      21.1       13.6
Old  :     100.0:      75.0        0.0        0.0        3.9       86.4       78.9       86.4:      21.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8          0          0          1         12          9         12:
Old  :        21:         8          0          0          1         12          9         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       51.2       76.9       74.6       64.4       51.2       76.9       74.6
Old  :                 64.4       51.2       76.9       74.6       64.4       51.2       76.9       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             COTTON NO. 2 - NEW YORK COTTON EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    83,450:    13,466     42,423      3,441     56,342     31,550     73,249     77,414:    10,201      6,036
Old  :    75,027:    12,948     43,056      2,039     50,686     24,515     65,673     69,610:     9,354      5,417
Other:     8,423:     1,663        512        257      5,656      7,035      7,576      7,804:       847        619
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       179:      -440      1,685       -201        323     -1,117       -318        367:       497       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       50.8        4.1       67.5       37.8       87.8       92.8:      12.2        7.2
Old  :     100.0:      17.3       57.4        2.7       67.6       32.7       87.5       92.8:      12.5        7.2
Other:     100.0:      19.7        6.1        3.1       67.1       83.5       89.9       92.7:      10.1        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        77        112         46         72         61        185        189:
Old  :       278:        80        111         41         66         60        174        186:
Other:        72:        24          8          5         28         21         56         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       18.9       38.6       30.9       22.4       16.8       33.0       26.1
Old  :                 26.4       17.5       40.9       29.4       23.7       16.4       35.2       25.1
Other:                 41.3       53.2       59.8       66.4       36.6       52.8       48.8       65.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE                                 
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    33,998:    13,615      2,152      2,318     12,990     28,358     28,923     32,828:     5,075      1,170
Old  :    33,874:    13,719      2,152      2,214     12,872     28,338     28,805     32,704:     5,069      1,170
Other:       124:         0        104          0        118         20        118        124:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -858:      -344         61       -757        365       -104       -736       -800:      -122        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.3        6.8       38.2       83.4       85.1       96.6:      14.9        3.4
Old  :     100.0:      40.5        6.4        6.5       38.0       83.7       85.0       96.5:      15.0        3.5
Other:     100.0:       0.0       83.9        0.0       95.2       16.1       95.2      100.0:       4.8        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        56         13         20         27         18         88         49:
Old  :       108:        57         13         20         27         18         88         49:
Other:         4:         0          2          0          1          1          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       55.2       39.9       76.7       16.7       43.6       25.4       60.3
Old  :                 30.5       55.4       39.7       76.9       16.7       43.7       25.5       60.8
Other:                 95.2      100.0       95.2      100.0       95.2      100.0       95.2      100.0
 
                          U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE                                        
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    27,370:     6,360     19,279      2,021     16,903      2,205     25,284     23,505:     2,086      3,865
Old  :    27,370:     6,360     19,279      2,021     16,903      2,205     25,284     23,505:     2,086      3,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     3,325:       561      1,703        -26      2,685        718      3,220      2,395:       105        930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       70.4        7.4       61.8        8.1       92.4       85.9:       7.6       14.1
Old  :     100.0:      23.2       70.4        7.4       61.8        8.1       92.4       85.9:       7.6       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6         31          3          5          8         12         42:
Old  :        51:         6         31          3          5          8         12         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.2       40.6       91.5       61.6       79.2       40.6       84.5       57.3
Old  :                 79.2       40.6       91.5       61.6       79.2       40.6       84.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    25,079:    18,300      1,145          0        770     21,078     19,070     22,223:     6,009      2,856
Old  :    25,079:    18,300      1,145          0        770     21,078     19,070     22,223:     6,009      2,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       487:       219         11          0         -9       -295        210       -284:       277        771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Old  :     100.0:      73.0        4.6        0.0        3.1       84.0       76.0       88.6:      24.0       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          1          0          1         13          9         14:
Old  :        23:         8          1          0          1         13          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Old  :                 61.6       48.1       74.1       70.6       61.6       48.1       74.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   149,494:    10,816     24,395     12,018    102,327     88,935    125,161    125,348:    24,333     24,146
Old  :   149,494:    10,816     24,395     12,018    102,327     88,935    125,161    125,348:    24,333     24,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -9,638:      -600      2,068        552     -9,916    -11,120     -9,964     -8,500:       326     -1,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       16.3        8.0       68.4       59.5       83.7       83.8:      16.3       16.2
Old  :     100.0:       7.2       16.3        8.0       68.4       59.5       83.7       83.8:      16.3       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        20         28         30         62         67        103        107:
Old  :       128:        20         28         30         62         67        103        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       16.1       39.7       25.9       25.7       11.2       35.6       18.8
Old  :                 28.4       16.1       39.7       25.9       25.7       11.2       35.6       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   159,132:    11,416     22,327     11,466    112,243    100,055    135,125    133,848:    24,007     25,284
Old  :   159,132:    11,416     22,327     11,466    112,243    100,055    135,125    133,848:    24,007     25,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -10,803:    -4,500     -5,765     -4,383      1,672        218     -7,211     -9,930:    -3,592       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       14.0        7.2       70.5       62.9       84.9       84.1:      15.1       15.9
Old  :     100.0:       7.2       14.0        7.2       70.5       62.9       84.9       84.1:      15.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        21         28         30         68         67        111        105:
Old  :       129:        21         28         30         68         67        111        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       17.3       38.7       27.6       21.8       12.5       30.9       19.5
Old  :                 26.5       17.3       38.7       27.6       21.8       12.5       30.9       19.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   395,907:    21,781     69,414    103,663    212,115    193,458    337,559    366,535:    58,348     29,372
Old  :   395,907:    21,781     69,414    103,663    212,115    193,458    337,559    366,535:    58,348     29,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    10,031:     1,835      5,805        -54      9,882      1,230     11,663      6,981:    -1,632      3,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       17.5       26.2       53.6       48.9       85.3       92.6:      14.7        7.4
Old  :     100.0:       5.5       17.5       26.2       53.6       48.9       85.3       92.6:      14.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        45         54         60         94         74        170        161:
Old  :       198:        45         54         60         94         74        170        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       24.6       29.5       38.4        6.4       11.2        9.5       16.6
Old  :                 18.6       24.6       29.5       38.4        6.4       11.2        9.5       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   385,876:    19,946     63,609    103,717    202,233    192,228    325,896    359,554:    59,980     26,322
Old  :   385,876:    19,946     63,609    103,717    202,233    192,228    325,896    359,554:    59,980     26,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -10,821:      -715       -144        653    -10,598    -11,724    -10,660    -11,215:      -161        394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       16.5       26.9       52.4       49.8       84.5       93.2:      15.5        6.8
Old  :     100.0:       5.2       16.5       26.9       52.4       49.8       84.5       93.2:      15.5        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        45         50         57         92         71        168        154:
Old  :       195:        45         50         57         92         71        168        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       25.3       30.3       38.8        6.3       10.8        9.5       16.2
Old  :                 19.6       25.3       30.3       38.8        6.3       10.8        9.5       16.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    68,474:     3,015      6,420      2,121     58,767     58,715     63,903     67,256:     4,571      1,218
Old  :    68,474:     3,015      6,420      2,121     58,767     58,715     63,903     67,256:     4,571      1,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,096:     2,363          0       -651     -4,106     -1,228     -2,394     -1,879:       298       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.4        3.1       85.8       85.7       93.3       98.2:       6.7        1.8
Old  :     100.0:       4.4        9.4        3.1       85.8       85.7       93.3       98.2:       6.7        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         28         23         29         25:
Old  :        33:         1          1          1         28         23         29         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       59.7       64.9       73.3       42.3       55.2       52.5       62.7
Old  :                 44.0       59.7       64.9       73.3       42.3       55.2       52.5       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Old  :    70,570:       652      6,420      2,772     62,873     59,943     66,297     69,135:     4,273      1,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       652:       -56          0         56        652        596        652        652:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Old  :     100.0:       0.9        9.1        3.9       89.1       84.9       93.9       98.0:       6.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          1         27         23         28         25:
Old  :        33:         1          1          1         27         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Old  :                 43.1       56.1       63.6       72.6       42.8       51.5       53.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,627:     5,266      2,464        428     36,694     36,126     42,388     39,018:     2,239      5,609
Old  :    44,627:     5,266      2,464        428     36,694     36,126     42,388     39,018:     2,239      5,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,258:       578     -7,468     -1,712     -4,935      2,448     -6,069     -6,732:      -189        474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        5.5        1.0       82.2       81.0       95.0       87.4:       5.0       12.6
Old  :     100.0:      11.8        5.5        1.0       82.2       81.0       95.0       87.4:       5.0       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          2          1         15         12         17         14:
Old  :        21:         1          2          1         15         12         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       63.6       82.2       79.2       45.9       62.4       73.8       72.8
Old  :                 51.8       63.6       82.2       79.2       45.9       62.4       73.8       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Old  :    50,885:     4,688      9,932      2,140     41,629     33,678     48,457     45,750:     2,428      5,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -2,630:     2,996          0     -2,996     -2,962          0     -2,962     -2,996:       332        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Old  :     100.0:       9.2       19.5        4.2       81.8       66.2       95.2       89.9:       4.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         13         17         16:
Old  :        22:         1          2          2         15         13         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Old  :                 51.0       58.0       79.4       76.0       42.9       57.5       68.3       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Old  :    38,419:       879        955      1,424     32,002     33,598     34,305     35,977:     4,114      2,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :      -142:       -13        483        655     -1,150     -1,218       -508        -80:       366        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Old  :     100.0:       2.3        2.5        3.7       83.3       87.5       89.3       93.6:      10.7        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         11         13         13         16:
Old  :        20:         1          2          2         11         13         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Old  :                 71.0       56.7       84.0       79.8       35.2       32.4       42.5       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    30,047:     1,639      2,021      1,104     24,457     25,398     27,200     28,523:     2,847      1,524
Old  :    30,047:     1,639      2,021      1,104     24,457     25,398     27,200     28,523:     2,847      1,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,066:    -1,315     -1,377       -153     -4,288     -4,529     -5,756     -6,059:      -310         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.7        3.7       81.4       84.5       90.5       94.9:       9.5        5.1
Old  :     100.0:       5.5        6.7        3.7       81.4       84.5       90.5       94.9:       9.5        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          2         18         15         21         19:
Old  :        25:         3          2          2         18         15         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       47.7       66.8       69.1       39.4       38.1       52.9       56.0
Old  :                 47.7       47.7       66.8       69.1       39.4       38.1       52.9       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Old  :    36,113:     2,954      3,398      1,257     28,745     29,927     32,956     34,582:     3,157      1,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       148:         5          0       -254        248        948         -1        694:       149       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Old  :     100.0:       8.2        9.4        3.5       79.6       82.9       91.3       95.8:       8.7        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         20         16         23         20:
Old  :        27:         3          2          2         20         16         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Old  :                 44.1       49.1       64.9       70.5       38.4       39.4       52.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,102:     1,736        284        866     44,563     43,013     47,165     44,163:     2,937      5,939
Old  :    50,102:     1,736        284        866     44,563     43,013     47,165     44,163:     2,937      5,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,279:       186        124       -310     -2,310     -2,966     -2,434     -3,152:       155        873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        0.6        1.7       88.9       85.9       94.1       88.1:       5.9       11.9
Old  :     100.0:       3.5        0.6        1.7       88.9       85.9       94.1       88.1:       5.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          2         22         18         24         20:
Old  :        26:         1          1          2         22         18         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       60.9       71.0       74.3       41.5       48.6       58.4       60.2
Old  :                 47.1       60.9       71.0       74.3       41.5       48.6       58.4       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Old  :    52,381:     1,550        160      1,176     46,873     45,979     49,599     47,315:     2,782      5,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       701:         0       -124        124      1,005        639      1,129        639:      -428         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Old  :     100.0:       3.0        0.3        2.2       89.5       87.8       94.7       90.3:       5.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         22         19         24         21:
Old  :        27:         1          1          2         22         19         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Old  :                 48.8       59.4       71.1       73.3       42.1       48.4       57.9       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Old  :    27,346:     4,712      3,488          0     21,792     19,732     26,504     23,220:       842      4,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Old  :     100.0:      17.2       12.8        0.0       79.7       72.2       96.9       84.9:       3.1       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          0         11         11         14         13:
Old  :        25:         3          2          0         11         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Old  :                 64.8       60.8       86.7       77.9       64.8       60.8       85.5       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   852,117:   186,172     59,260    127,924    524,746    659,923    838,842    847,107:    13,275      5,010
Old  :   852,117:   186,172     59,260    127,924    524,746    659,923    838,842    847,107:    13,275      5,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -27,206:    14,014      5,912     -1,085    -41,141    -26,191    -28,212    -21,364:     1,006     -5,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.0       15.0       61.6       77.4       98.4       99.4:       1.6        0.6
Old  :     100.0:      21.8        7.0       15.0       61.6       77.4       98.4       99.4:       1.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        14         12         24         72         68         99         93:
Old  :       106:        14         12         24         72         68         99         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       24.4       46.0       38.5       26.6       20.0       33.3       30.0
Old  :                 33.5       24.4       46.0       38.5       26.6       20.0       33.3       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Old  :   879,323:   172,158     53,348    129,009    565,887    686,114    867,054    868,471:    12,269     10,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    14,721:    -6,164     -5,623      6,133     11,754     14,106     11,723     14,616:     2,998        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Old  :     100.0:      19.6        6.1       14.7       64.4       78.0       98.6       98.8:       1.4        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        16         13         23         88         77        114        104:
Old  :       124:        16         13         23         88         77        114        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Old  :                 31.1       23.6       43.2       38.5       23.7       19.7       30.4       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,421:     7,518     14,597     21,595     34,270     29,761     63,383     65,953:     4,038      1,468
Old  :    67,421:     7,518     14,597     21,595     34,270     29,761     63,383     65,953:     4,038      1,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     6,367:    -1,587        567      2,731      6,002      4,262      7,146      7,560:      -779     -1,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       21.7       32.0       50.8       44.1       94.0       97.8:       6.0        2.2
Old  :     100.0:      11.2       21.7       32.0       50.8       44.1       94.0       97.8:       6.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         6          5          9         19         20         30         29:
Old  :        33:         6          5          9         19         20         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       50.5       68.6       73.9       22.5       25.7       31.9       36.3
Old  :                 53.1       50.5       68.6       73.9       22.5       25.7       31.9       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Old  :    61,054:     9,105     14,030     18,864     28,268     25,499     56,237     58,393:     4,817      2,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :   -16,533:    -7,226     -9,162     -1,221     -9,551     -7,394    -17,998    -17,777:     1,465      1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Old  :     100.0:      14.9       23.0       30.9       46.3       41.8       92.1       95.6:       7.9        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          4          8         18         17         28         25:
Old  :        29:         6          4          8         18         17         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Old  :                 52.4       51.0       68.2       72.4       22.0       27.4       31.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    32,910:     5,000        244      5,284     22,346     26,562     32,630     32,090:       280        820
Old  :    32,910:     5,000        244      5,284     22,346     26,562     32,630     32,090:       280        820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,408:       337         64       -197     -1,311     -1,174     -1,171     -1,307:      -237       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        0.7       16.1       67.9       80.7       99.1       97.5:       0.9        2.5
Old  :     100.0:      15.2        0.7       16.1       67.9       80.7       99.1       97.5:       0.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          2          5         22         24         27         29:
Old  :        31:         3          2          5         22         24         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       69.7       74.9       79.6       49.1       61.3       59.1       64.1
Old  :                 52.5       69.7       74.9       79.6       49.1       61.3       59.1       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    34,318:     4,663        180      5,481     23,657     27,736     33,801     33,397:       517        921
Old  :    34,318:     4,663        180      5,481     23,657     27,736     33,801     33,397:       517        921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -39:       -10        -30        360       -609     -1,029       -259       -699:       220        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        0.5       16.0       68.9       80.8       98.5       97.3:       1.5        2.7
Old  :     100.0:      13.6        0.5       16.0       68.9       80.8       98.5       97.3:       1.5        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          1          5         25         24         30         30:
Old  :        33:         5          1          5         25         24         30         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       67.6       72.9       77.6       46.6       60.6       56.0       63.7
Old  :                 50.7       67.6       72.9       77.6       46.6       60.6       56.0       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,414:     1,681      3,806        840     16,893     14,768     19,414     19,414:         0          0
Old  :    19,414:     1,681      3,806        840     16,893     14,768     19,414     19,414:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,940:      -276     -1,242       -230     -1,434       -468     -1,940     -1,940:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       19.6        4.3       87.0       76.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.7       19.6        4.3       87.0       76.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          1         15         12         17         15:
Old  :        23:         1          3          1         15         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       61.7       91.0       81.4       76.5       59.1       82.8       76.2
Old  :                 79.1       61.7       91.0       81.4       76.5       59.1       82.8       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Old  :    21,354:     1,957      5,048      1,070     18,327     15,236     21,354     21,354:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -90:         0          0          0         82         82         82         82:      -172       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.2       23.6        5.0       85.8       71.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          2         17         16         20         20:
Old  :        27:         2          3          2         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Old  :                 75.6       61.3       87.7       79.9       71.5       58.7       77.4       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     6,860:       842      2,550        634      5,384      3,424      6,860      6,608:         0        252
Old  :     6,860:       842      2,550        634      5,384      3,424      6,860      6,608:         0        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -794:       -46        460       -460       -265     -1,046       -771     -1,046:       -23        252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       37.2        9.2       78.5       49.9      100.0       96.3:       0.0        3.7
Old  :     100.0:      12.3       37.2        9.2       78.5       49.9      100.0       96.3:       0.0        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          2         10         10         13         13:
Old  :        20:         2          2          2         10         10         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       63.4       90.2       89.6       56.9       53.7       76.6       73.5
Old  :                 64.9       63.4       90.2       89.6       56.9       53.7       76.6       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Old  :     7,654:       888      2,090      1,094      5,649      4,470      7,631      7,654:        23          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Old  :     100.0:      11.6       27.3       14.3       73.8       58.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          3         12         12         17         15:
Old  :        24:         3          2          3         12         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Old  :                 61.5       64.3       89.6       91.5       54.3       50.1       71.9       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   683,120:    74,567     67,020     74,091    479,579    465,979    628,237    607,090:    54,883     76,030
Old  :   683,120:    74,567     67,020     74,091    479,579    465,979    628,237    607,090:    54,883     76,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    26,662:     4,580      2,052        385     10,441     10,620     15,406     13,057:    11,256     13,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        9.8       10.8       70.2       68.2       92.0       88.9:       8.0       11.1
Old  :     100.0:      10.9        9.8       10.8       70.2       68.2       92.0       88.9:       8.0       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        42         64         63         77         82        163        171:
Old  :       204:        42         64         63         77         82        163        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       22.7       37.0       34.0       17.0       14.4       26.0       19.7
Old  :                 22.6       22.7       37.0       34.0       17.0       14.4       26.0       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   656,458:    69,987     64,968     73,706    469,138    455,359    612,831    594,033:    43,627     62,425
Old  :   656,458:    69,987     64,968     73,706    469,138    455,359    612,831    594,033:    43,627     62,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :    -5,335:       182     -3,199       -658      4,181      3,797      3,705        -60:    -9,040     -5,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        9.9       11.2       71.5       69.4       93.4       90.5:       6.6        9.5
Old  :     100.0:      10.7        9.9       11.2       71.5       69.4       93.4       90.5:       6.6        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        42         60         65         79         81        168        168:
Old  :       201:        42         60         65         79         81        168        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       23.9       38.1       36.2       17.1       15.3       26.2       21.3
Old  :                 23.9       23.9       38.1       36.2       17.1       15.3       26.2       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,598:     7,255      2,657         34      2,598      8,766      9,887     11,457:     2,711      1,141
Old  :    12,598:     7,255      2,657         34      2,598      8,766      9,887     11,457:     2,711      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       -38:        48        163        -57         19       -131         10        -25:       -48        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.6       21.1        0.3       20.6       69.6       78.5       90.9:      21.5        9.1
Old  :     100.0:      57.6       21.1        0.3       20.6       69.6       78.5       90.9:      21.5        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        61         20          1          9         23         71         43:
Old  :       113:        61         20          1          9         23         71         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.6       39.0       57.9       25.3       42.6       39.0       57.9
Old  :                 25.3       42.6       39.0       57.9       25.3       42.6       39.0       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Old  :    12,636:     7,207      2,494         91      2,579      8,897      9,877     11,482:     2,759      1,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       521:       346        384        -59        262        194        549        519:       -28          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Old  :     100.0:      57.0       19.7        0.7       20.4       70.4       78.2       90.9:      21.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        63         15          3         10         22         74         40:
Old  :       110:        63         15          3         10         22         74         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Old  :                 25.3       42.4       38.6       57.8       25.3       42.4       38.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,201:     2,293        167         80      2,404      5,183      4,777      5,430:     1,424        771
Old  :     6,201:     2,293        167         80      2,404      5,183      4,777      5,430:     1,424        771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -126:        -6         11         80        -18         87         56        178:      -182       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        2.7        1.3       38.8       83.6       77.0       87.6:      23.0       12.4
Old  :     100.0:      37.0        2.7        1.3       38.8       83.6       77.0       87.6:      23.0       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          2          1         10         14         26         17:
Old  :        40:        16          2          1         10         14         26         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       63.7       51.9       76.6       37.7       63.6       51.3       76.3
Old  :                 37.7       63.7       51.9       76.6       37.7       63.6       51.3       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     6,327:     2,299        156          0      2,422      5,096      4,721      5,252:     1,606      1,075
Old  :     6,327:     2,299        156          0      2,422      5,096      4,721      5,252:     1,606      1,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       -47:       628       -800       -292       -463        938       -127       -154:        80        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Old  :     100.0:      36.3        2.5        0.0       38.3       80.5       74.6       83.0:      25.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          2          0         10         12         25         14:
Old  :        36:        15          2          0         10         12         25         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       63.4       52.2       76.4       37.6       63.3       52.2       76.2
Old  :                 37.6       63.4       52.2       76.4       37.6       63.3       52.2       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   159,903:    16,442     13,687     12,883    119,856    119,422    149,181    145,992:    10,722     13,911
Old  :   159,903:    16,442     13,687     12,883    119,856    119,422    149,181    145,992:    10,722     13,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -4,679:       972        513        846     -5,334     -3,767     -3,516     -2,408:    -1,163     -2,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.6        8.1       75.0       74.7       93.3       91.3:       6.7        8.7
Old  :     100.0:      10.3        8.6        8.1       75.0       74.7       93.3       91.3:       6.7        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        29         28         32         75         70        123        116:
Old  :       146:        29         28         32         75         70        123        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       21.0       47.4       32.2       32.4       14.6       40.2       21.6
Old  :                 35.5       21.0       47.4       32.2       32.4       14.6       40.2       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   164,582:    15,470     13,174     12,037    125,190    123,189    152,697    148,400:    11,885     16,182
Old  :   164,582:    15,470     13,174     12,037    125,190    123,189    152,697    148,400:    11,885     16,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :     8,075:       812      2,071        755      5,767      3,659      7,334      6,485:       741      1,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        8.0        7.3       76.1       74.8       92.8       90.2:       7.2        9.8
Old  :     100.0:       9.4        8.0        7.3       76.1       74.8       92.8       90.2:       7.2        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        25         25         28         73         72        117        113:
Old  :       140:        25         25         28         73         72        117        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       21.2       46.3       32.6       31.2       14.6       38.5       21.5
Old  :                 34.8       21.2       46.3       32.6       31.2       14.6       38.5       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    18,115:         0      3,805      4,320     13,615      9,990     17,935     18,115:       180          0
Old  :    18,115:         0      3,805      4,320     13,615      9,990     17,935     18,115:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,093:       -15        666       -766       -312       -993     -1,093     -1,093:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.0       23.8       75.2       55.1       99.0      100.0:       1.0        0.0
Old  :     100.0:       0.0       21.0       23.8       75.2       55.1       99.0      100.0:       1.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         14         13         16         18:
Old  :        25:         0          5          2         14         13         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       77.2       89.5       88.3       46.5       49.3       57.3       58.4
Old  :                 68.3       77.2       89.5       88.3       46.5       49.3       57.3       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Old  :    19,208:        15      3,139      5,086     13,927     10,983     19,028     19,208:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       224:         0        -81         15        329        290        344        224:      -120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.1       16.3       26.5       72.5       57.2       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          6          3         17         16         20         23:
Old  :        28:         1          6          3         17         16         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Old  :                 68.6       73.6       88.7       86.1       43.2       43.7       54.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     8,677:       450      2,106        402      7,825      6,169      8,677      8,677:         0          0
Old  :     8,677:       450      2,106        402      7,825      6,169      8,677      8,677:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -330:      -100       -410        -45       -185        125       -330       -330:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       24.3        4.6       90.2       71.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.2       24.3        4.6       90.2       71.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          2         15         14         17         16:
Old  :        21:         1          1          2         15         14         17         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       74.0       81.9       89.9       43.9       50.3       52.2       53.7
Old  :                 60.3       74.0       81.9       89.9       43.9       50.3       52.2       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE                                 
Commitments of Traders - Futures Only, December 28, 2004               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Old  :     9,007:       550      2,516        447      8,010      6,044      9,007      9,007:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 21, 2004                    :
     :       150:         0        150          0        150          0        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.1       27.9        5.0       88.9       67.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          2         16         14         18         16:
Old  :        22:         1          1          2         16         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Old  :                 58.4       75.3       80.3       91.1       42.6       50.1       50.8       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2005