WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 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  :   204,294:    36,768     77,173     18,962    116,047     80,359    171,777    176,494:    32,517     27,800
Old  :   168,544:    45,235     75,403      5,472     91,738     65,370    142,445    146,245:    26,099     22,299
Other:    35,750:     3,351     13,588      1,672     24,309     14,989     29,332     30,249:     6,418      5,501
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    11,311:      -245     10,747      2,570      6,533     -2,434      8,858     10,883:     2,453        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       37.8        9.3       56.8       39.3       84.1       86.4:      15.9       13.6
Old  :     100.0:      26.8       44.7        3.2       54.4       38.8       84.5       86.8:      15.5       13.2
Other:     100.0:       9.4       38.0        4.7       68.0       41.9       82.0       84.6:      18.0       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        91        105         57         50         63        170        207:
Old  :       281:       102        101         38         40         58        154        187:
Other:       110:        22         36         18         29         43         64         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       24.3       46.5       31.4       32.2       23.8       46.1       30.2
Old  :                 36.5       24.9       49.3       32.7       36.5       24.9       49.3       32.6
Other:                 56.2       37.1       64.4       47.3       56.0       34.3       60.7       44.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 11, 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  :   192,983:    37,013     66,426     16,392    109,514     82,793    162,919    165,611:    30,064     27,372
Old  :   161,416:    44,173     64,273      5,113     86,611     69,249    135,897    138,635:    25,519     22,781
Other:    31,567:     3,034     12,347      1,085     22,903     13,544     27,022     26,976:     4,545      4,591
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,018:    -1,048    -10,483      1,103     -1,478      5,927     -1,423     -3,453:      -595      1,435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       34.4        8.5       56.7       42.9       84.4       85.8:      15.6       14.2
Old  :     100.0:      27.4       39.8        3.2       53.7       42.9       84.2       85.9:      15.8       14.1
Other:     100.0:       9.6       39.1        3.4       72.6       42.9       85.6       85.5:      14.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        96         91         54         50         64        169        191:
Old  :       269:       100         89         33         43         58        156        167:
Other:       105:        16         37         18         23         44         54         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.8       45.1       34.1       30.7       26.0       44.7       32.4
Old  :                 33.8       27.9       46.7       35.7       33.8       27.7       46.5       35.4
Other:                 63.1       36.9       72.4       48.0       61.6       33.0       66.7       43.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 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  :   631,557:    80,205    194,209     30,615    420,238    265,788    531,058    490,612:   100,499    140,945
Old  :   551,560:    76,137    187,964     24,722    358,163    225,309    459,022    437,995:    92,538    113,565
Other:    79,997:     9,273     11,450        688     62,075     40,479     72,036     52,617:     7,961     27,380
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    18,484:    -4,300     42,768      2,067     16,783    -29,019     14,550     15,816:     3,934      2,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       30.8        4.8       66.5       42.1       84.1       77.7:      15.9       22.3
Old  :     100.0:      13.8       34.1        4.5       64.9       40.8       83.2       79.4:      16.8       20.6
Other:     100.0:      11.6       14.3        0.9       77.6       50.6       90.0       65.8:      10.0       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       150        185        104        244        227        455        469:
Old  :       661:       149        186         88        233        207        436        436:
Other:       339:        49         66         10         80        178        134        249:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       13.8       29.1       18.7       17.9       13.0       28.9       17.4
Old  :                 18.9       14.2       30.1       19.7       18.9       13.7       29.8       18.7
Other:                 47.1       14.2       56.4       22.4       47.1       13.9       56.4       22.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 11, 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  :   613,073:    84,505    151,441     28,548    403,455    294,807    516,508    474,796:    96,565    138,277
Old  :   537,457:    81,507    145,425     23,373    343,413    255,262    448,293    424,060:    89,164    113,397
Other:    75,616:     7,516     10,534        657     60,042     39,545     68,215     50,736:     7,401     24,880
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     8,556:     2,940    -22,559       -320      3,483     24,941      6,103      2,062:     2,453      6,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       24.7        4.7       65.8       48.1       84.2       77.4:      15.8       22.6
Old  :     100.0:      15.2       27.1        4.3       63.9       47.5       83.4       78.9:      16.6       21.1
Other:     100.0:       9.9       13.9        0.9       79.4       52.3       90.2       67.1:       9.8       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       669:       167        151        101        248        244        468        455:
Old  :       654:       167        147         88        238        227        453        422:
Other:       345:        48         59          8         78        192        129        256:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       17.2       28.5       22.5       17.4       15.4       28.2       20.4
Old  :                 18.0       18.1       29.1       24.2       18.0       16.4       28.7       22.0
Other:                 49.2       13.8       58.3       22.1       49.2       13.4       58.2       21.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 18, 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  :     7,962:     2,671        228        107      1,105      5,158      3,883      5,493:     4,079      2,469
Old  :     7,580:     2,625        273         55      1,045      5,048      3,725      5,376:     3,855      2,204
Other:       382:        93          2          5         60        110        158        117:       224        265
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,038:       788       -372         58       -299        586        547        272:       491        766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        2.9        1.3       13.9       64.8       48.8       69.0:      51.2       31.0
Old  :     100.0:      34.6        3.6        0.7       13.8       66.6       49.1       70.9:      50.9       29.1
Other:     100.0:      24.3        0.5        1.3       15.7       28.8       41.4       30.6:      58.6       69.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        19          3          4          8         14         29         19:
Old  :        36:        19          3          4          8         14         29         19:
Other:        10:         4          1          1          2          4          6          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  :                 23.8       45.1       33.3       58.8       18.5       41.0       26.1       49.6
Old  :                 24.2       46.1       34.2       60.3       19.4       41.9       27.5       51.5
Other:                 38.7       28.8       41.4       30.6       37.4       28.3       39.5       28.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 11, 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  :     6,924:     1,883        600         49      1,404      4,572      3,336      5,221:     3,588      1,703
Old  :     6,679:     1,814        603         46      1,382      4,456      3,242      5,105:     3,437      1,574
Other:       245:        72          0          0         22        116         94        116:       151        129
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        79:       476        -76         23       -454        121         45         68:        34         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        8.7        0.7       20.3       66.0       48.2       75.4:      51.8       24.6
Old  :     100.0:      27.2        9.0        0.7       20.7       66.7       48.5       76.4:      51.5       23.6
Other:     100.0:      29.4        0.0        0.0        9.0       47.3       38.4       47.3:      61.6       52.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        16          5          2         10         11         27         17:
Old  :        35:        16          5          2         10         11         27         17:
Other:        10:         4          0          0          2          6          6          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  :                 22.1       50.1       31.9       64.1       16.9       46.2       25.3       57.6
Old  :                 22.6       50.3       32.8       64.7       17.5       46.7       26.1       58.1
Other:                 36.3       46.1       38.4       47.3       32.2       42.0       33.5       42.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 18, 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  :   247,702:    27,455    101,769     16,428    158,347     77,775    202,230    195,972:    45,472     51,730
Old  :   227,360:    26,489    105,063      9,930    150,833     65,734    187,252    180,727:    40,108     46,633
Other:    20,342:     7,371      3,111         93      7,514     12,041     14,978     15,245:     5,364      5,097
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    14,107:    -1,144     21,632        638      6,881    -10,801      6,375     11,469:     7,732      2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       41.1        6.6       63.9       31.4       81.6       79.1:      18.4       20.9
Old  :     100.0:      11.7       46.2        4.4       66.3       28.9       82.4       79.5:      17.6       20.5
Other:     100.0:      36.2       15.3        0.5       36.9       59.2       73.6       74.9:      26.4       25.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:        75        164         78         96        114        232        307:
Old  :       385:        78        166         55         94        102        210        288:
Other:       131:        36         28          4         25         53         64         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.1       42.3       22.8       29.0       15.4       39.5       21.1
Old  :                 31.6       17.2       44.7       23.6       31.1       17.1       44.0       23.4
Other:                 34.2       44.4       47.3       51.5       34.1       43.6       47.2       50.8
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 11, 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  :   233,595:    28,599     80,137     15,790    151,466     88,576    195,855    184,503:    37,740     49,092
Old  :   214,153:    27,119     83,522      9,858    144,089     76,837    181,066    170,217:    33,087     43,936
Other:    19,442:     7,315      2,450         97      7,377     11,739     14,789     14,286:     4,653      5,156
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       -79:    -1,536      4,932       -624      4,254       -584      2,094      3,724:    -2,173     -3,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       34.3        6.8       64.8       37.9       83.8       79.0:      16.2       21.0
Old  :     100.0:      12.7       39.0        4.6       67.3       35.9       84.5       79.5:      15.5       20.5
Other:     100.0:      37.6       12.6        0.5       37.9       60.4       76.1       73.5:      23.9       26.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        89        134         80         97        115        242        282:
Old  :       366:        86        137         60         94        105        220        266:
Other:       127:        39         20          4         24         54         66         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       17.4       42.3       23.8       29.3       16.0       39.2       21.5
Old  :                 32.2       18.0       44.8       24.2       31.2       17.9       43.8       23.9
Other:                 34.2       45.2       47.6       53.3       34.1       44.4       47.5       52.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 18, 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  :   165,137:    21,012     52,996     17,953    103,101     71,120    142,066    142,069:    23,071     23,068
Old  :   148,386:    21,785     53,863     10,921     95,807     61,823    128,513    126,607:    19,873     21,779
Other:    16,751:     3,231      3,137      3,028      7,294      9,297     13,553     15,462:     3,198      1,289
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    12,179:       275     10,554      1,782      8,149     -2,208     10,206     10,128:     1,973      2,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       32.1       10.9       62.4       43.1       86.0       86.0:      14.0       14.0
Old  :     100.0:      14.7       36.3        7.4       64.6       41.7       86.6       85.3:      13.4       14.7
Other:     100.0:      19.3       18.7       18.1       43.5       55.5       80.9       92.3:      19.1        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        30         51         29         52         40        104        112:
Old  :       156:        38         52         27         51         39        103        109:
Other:        44:        11         10         11         20         11         37         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       27.2       34.5       35.9       18.2       21.0       29.3       28.3
Old  :                 23.2       27.4       36.0       36.1       22.0       24.8       34.8       32.9
Other:                 35.2       53.1       51.5       71.9       25.3       47.2       38.2       56.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 11, 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  :   152,958:    20,737     42,442     16,171     94,952     73,328    131,860    131,941:    21,098     21,017
Old  :   137,520:    21,385     42,795     10,046     88,024     64,616    119,455    117,457:    18,065     20,063
Other:    15,438:     2,581      2,876      2,896      6,928      8,712     12,405     14,484:     3,033        954
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     5,919:     1,124      3,632     -1,065      5,601      2,876      5,660      5,443:       259        476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       27.7       10.6       62.1       47.9       86.2       86.3:      13.8       13.7
Old  :     100.0:      15.6       31.1        7.3       64.0       47.0       86.9       85.4:      13.1       14.6
Other:     100.0:      16.7       18.6       18.8       44.9       56.4       80.4       93.8:      19.6        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        38         37         28         51         43        100        106:
Old  :       143:        41         41         23         50         42         97        101:
Other:        42:        10         11          9         19          9         35         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  :                 23.4       31.5       34.0       39.7       19.1       25.5       29.6       33.2
Old  :                 24.7       31.3       36.3       40.1       23.5       28.7       35.1       37.4
Other:                 35.8       55.6       52.1       75.2       25.7       48.3       37.1       56.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 18, 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  :   679,522:   189,534    121,738      7,383    367,157    425,643    564,074    554,764:   115,448    124,758
Old  :   679,522:   189,534    121,738      7,383    367,157    425,643    564,074    554,764:   115,448    124,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    33,877:     3,246      9,178      1,219     25,715     22,387     30,180     32,784:     3,697      1,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       17.9        1.1       54.0       62.6       83.0       81.6:      17.0       18.4
Old  :     100.0:      27.9       17.9        1.1       54.0       62.6       83.0       81.6:      17.0       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        50         47         18         69         91        132        144:
Old  :       214:        50         47         18         69         91        132        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       18.1       35.7       29.2       20.1       17.5       28.1       26.1
Old  :                 25.6       18.1       35.7       29.2       20.1       17.5       28.1       26.1
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, January 11, 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  :   645,645:   186,288    112,560      6,164    341,442    403,256    533,894    521,980:   111,751    123,665
Old  :   645,645:   186,288    112,560      6,164    341,442    403,256    533,894    521,980:   111,751    123,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    39,915:     9,629      1,924      1,821     18,288     31,315     29,738     35,060:    10,177      4,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       17.4        1.0       52.9       62.5       82.7       80.8:      17.3       19.2
Old  :     100.0:      28.9       17.4        1.0       52.9       62.5       82.7       80.8:      17.3       19.2
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  :       193:        44         44         15         59         82        115        130:
Old  :       193:        44         44         15         59         82        115        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       19.4       35.6       31.5       18.8       18.6       26.7       28.1
Old  :                 25.6       19.4       35.6       31.5       18.8       18.6       26.7       28.1
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 18, 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  :   159,993:     7,249     40,001     26,801     99,003     68,625    133,053    135,427:    26,940     24,566
Old  :   144,407:    10,781     39,055     18,574     90,248     62,983    119,603    120,612:    24,804     23,795
Other:    15,586:     1,494      5,972      3,201      8,755      5,642     13,450     14,815:     2,136        771
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,802:    -6,841     13,196      2,338     14,991     -6,586     10,488      8,948:       314      1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       25.0       16.8       61.9       42.9       83.2       84.6:      16.8       15.4
Old  :     100.0:       7.5       27.0       12.9       62.5       43.6       82.8       83.5:      17.2       16.5
Other:     100.0:       9.6       38.3       20.5       56.2       36.2       86.3       95.1:      13.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        22         52         47         54         47        113        129:
Old  :       161:        30         50         43         52         45        109        125:
Other:        60:        11         17         12         28         13         49         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       22.6       40.8       30.9       25.0       11.4       31.9       18.0
Old  :                 28.4       22.0       40.4       30.4       26.4       12.3       34.0       19.7
Other:                 39.5       52.8       55.5       67.7       35.1       40.1       44.1       51.4
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 11, 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  :   149,191:    14,090     26,805     24,463     84,012     75,211    122,565    126,479:    26,626     22,712
Old  :   135,153:    17,713     26,246     16,694     75,636     70,404    110,043    113,344:    25,110     21,809
Other:    14,038:     1,206      5,388      2,940      8,376      4,807     12,522     13,135:     1,516        903
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,893:     5,699     -6,512     -1,714     -9,533      7,119     -5,548     -1,107:     2,655     -1,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       18.0       16.4       56.3       50.4       82.2       84.8:      17.8       15.2
Old  :     100.0:      13.1       19.4       12.4       56.0       52.1       81.4       83.9:      18.6       16.1
Other:     100.0:       8.6       38.4       20.9       59.7       34.2       89.2       93.6:      10.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        30         49         46         51         50        119        124:
Old  :       162:        41         46         42         50         50        117        121:
Other:        60:        11         18         11         27         11         48         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  :                 26.1       26.0       37.1       35.3       24.6       17.1       30.6       25.3
Old  :                 26.0       25.5       35.5       34.9       25.1       19.3       31.6       28.4
Other:                 46.8       55.4       63.1       69.6       43.6       41.1       52.7       52.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 18, 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  :     4,143:     1,631      1,553         89      1,105      1,162      2,825      2,804:     1,318      1,339
Old  :     4,140:     1,631      1,554         86      1,105      1,161      2,822      2,801:     1,318      1,339
Other:         3:         1          0          2          0          1          3          3:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       109:         4         41         42        132         48        178        131:       -69        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4       37.5        2.1       26.7       28.0       68.2       67.7:      31.8       32.3
Old  :     100.0:      39.4       37.5        2.1       26.7       28.0       68.2       67.7:      31.8       32.3
Other:     100.0:      33.3        0.0       66.7        0.0       33.3      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10         10          3          8          7         21         17:
Old  :        31:        10         10          3          8          7         21         17:
Other:         4:         1          0          2          0          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       42.3       50.3       53.6       36.0       41.5       47.8       52.1
Old  :                 36.0       42.3       50.3       53.6       36.0       41.5       47.8       52.1
Other:                100.0      100.0      100.0      100.0       33.3       33.3       33.3       33.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 11, 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  :     4,034:     1,627      1,512         47        973      1,114      2,647      2,673:     1,387      1,361
Old  :     4,031:     1,627      1,513         44        973      1,113      2,644      2,670:     1,387      1,361
Other:         3:         1          0          2          0          1          3          3:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -386:        95         37       -104       -130       -345       -139       -412:      -247         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       37.5        1.2       24.1       27.6       65.6       66.3:      34.4       33.7
Old  :     100.0:      40.4       37.5        1.1       24.1       27.6       65.6       66.2:      34.4       33.8
Other:     100.0:      33.3        0.0       66.7        0.0       33.3      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        10         10          3          6          7         19         17:
Old  :        30:        10         10          2          6          7         18         17:
Other:         4:         1          0          2          0          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       42.9       51.9       54.1       37.5       42.2       51.0       53.3
Old  :                 37.5       42.9       51.9       54.1       37.5       42.2       51.0       53.3
Other:                100.0      100.0      100.0      100.0       33.3       33.3       33.3       33.3
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 18, 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  :   295,603:    79,632     88,714      1,074    185,839    148,334    266,545    238,122:    29,058     57,481
Old  :   295,603:    79,632     88,714      1,074    185,839    148,334    266,545    238,122:    29,058     57,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,430:     6,453      1,063        700     12,531     17,710     19,684     19,473:     3,746      3,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       30.0        0.4       62.9       50.2       90.2       80.6:       9.8       19.4
Old  :     100.0:      26.9       30.0        0.4       62.9       50.2       90.2       80.6:       9.8       19.4
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  :       175:        26         56          3         49         70         77        127:
Old  :       175:        26         56          3         49         70         77        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.6       44.9       25.9       29.9       17.5       43.8       25.0
Old  :                 30.3       17.6       44.9       25.9       29.9       17.5       43.8       25.0
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, January 11, 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  :   272,173:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,312     53,524
Old  :   272,173:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,312     53,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,739:     5,376      3,308       -151     16,639     12,873     21,864     16,030:    -2,125      3,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       19.7
Old  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       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  :       167:        22         57          2         48         67         71        125:
Old  :       167:        22         57          2         48         67         71        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  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
Old  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
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 18, 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  : 1,668,148:   414,968    381,422     28,892  1,053,201    930,769  1,497,061  1,341,083:   171,087    327,065
Old  : 1,668,148:   414,968    381,422     28,892  1,053,201    930,769  1,497,061  1,341,083:   171,087    327,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -15,543:    12,005    -26,678      1,771    -25,314     14,671    -11,538    -10,236:    -4,005     -5,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       22.9        1.7       63.1       55.8       89.7       80.4:      10.3       19.6
Old  :     100.0:      24.9       22.9        1.7       63.1       55.8       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  :       382:        59        114         41        105        177        189        308:
Old  :       382:        59        114         41        105        177        189        308:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       14.4       56.0       22.8       44.4       12.9       52.0       18.9
Old  :                 44.9       14.4       56.0       22.8       44.4       12.9       52.0       18.9
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 11, 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  : 1,683,691:   402,963    408,100     27,121  1,078,515    916,098  1,508,599  1,351,319:   175,092    332,372
Old  : 1,683,691:   402,963    408,100     27,121  1,078,515    916,098  1,508,599  1,351,319:   175,092    332,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     7,213:      -467     36,655     -9,777       -301    -24,520    -10,545      2,358:    17,758      4,855
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       24.2        1.6       64.1       54.4       89.6       80.3:      10.4       19.7
Old  :     100.0:      23.9       24.2        1.6       64.1       54.4       89.6       80.3:      10.4       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  :       382:        54        112         35        106        177        180        304:
Old  :       382:        54        112         35        106        177        180        304:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       14.3       56.7       23.2       44.3       12.9       52.4       19.8
Old  :                 44.8       14.3       56.7       23.2       44.3       12.9       52.4       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 18, 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  : 1,167,979:   328,104    221,977     12,221    756,772    768,889  1,097,097  1,003,087:    70,882    164,892
Old  : 1,167,979:   328,104    221,977     12,221    756,772    768,889  1,097,097  1,003,087:    70,882    164,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,502:     9,982    -16,671        766     -4,637     22,368      6,111      6,463:    -4,609     -4,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.0        1.0       64.8       65.8       93.9       85.9:       6.1       14.1
Old  :     100.0:      28.1       19.0        1.0       64.8       65.8       93.9       85.9:       6.1       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  :       307:        56         88         22         78        134        144        235:
Old  :       307:        56         88         22         78        134        144        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.2       42.6       29.7       22.0       18.4       37.8       27.2
Old  :                 26.0       19.2       42.6       29.7       22.0       18.4       37.8       27.2
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 11, 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  : 1,166,477:   318,122    238,648     11,455    761,409    746,521  1,090,986    996,624:    75,491    169,853
Old  : 1,166,477:   318,122    238,648     11,455    761,409    746,521  1,090,986    996,624:    75,491    169,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,475:    -1,701    -10,007      1,425     41,531     31,161     41,255     22,579:   -21,780     -3,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       20.5        1.0       65.3       64.0       93.5       85.4:       6.5       14.6
Old  :     100.0:      27.3       20.5        1.0       65.3       64.0       93.5       85.4:       6.5       14.6
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  :       299:        53         89         25         79        128        146        229:
Old  :       299:        53         89         25         79        128        146        229:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       18.4       45.6       27.3       24.7       17.7       41.1       26.0
Old  :                 27.5       18.4       45.6       27.3       24.7       17.7       41.1       26.0
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 18, 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  :   371,356:   128,677     42,070     50,781    173,745    263,801    353,203    356,652:    18,153     14,704
Old  :   371,356:   128,677     42,070     50,781    173,745    263,801    353,203    356,652:    18,153     14,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    18,365:     9,089       -730      8,755      3,758     13,797     21,602     21,822:    -3,237     -3,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       11.3       13.7       46.8       71.0       95.1       96.0:       4.9        4.0
Old  :     100.0:      34.7       11.3       13.7       46.8       71.0       95.1       96.0:       4.9        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        39         20         27         53         56        103         92:
Old  :       131:        39         20         27         53         56        103         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       34.1       45.5       49.4       26.9       32.9       38.0       45.8
Old  :                 30.7       34.1       45.5       49.4       26.9       32.9       38.0       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, January 11, 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  :   352,991:   119,588     42,800     42,026    169,987    250,004    331,601    334,830:    21,390     18,161
Old  :   352,991:   119,588     42,800     42,026    169,987    250,004    331,601    334,830:    21,390     18,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    14,040:       740      5,060      5,453     11,264        -88     17,457     10,425:    -3,417      3,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       12.1       11.9       48.2       70.8       93.9       94.9:       6.1        5.1
Old  :     100.0:      33.9       12.1       11.9       48.2       70.8       93.9       94.9:       6.1        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  :       134:        37         21         25         54         58        103         93:
Old  :       134:        37         21         25         54         58        103         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  :                 29.0       31.3       43.6       46.0       25.7       29.3       37.4       42.1
Old  :                 29.0       31.3       43.6       46.0       25.7       29.3       37.4       42.1
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 18, 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  :    46,582:    14,891      8,689         69     25,371     32,236     40,331     40,994:     6,251      5,588
Old  :    46,582:    14,891      8,689         69     25,371     32,236     40,331     40,994:     6,251      5,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,085:    -2,278       -918        -34        117       -332     -2,195     -1,284:     1,110        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.7        0.1       54.5       69.2       86.6       88.0:      13.4       12.0
Old  :     100.0:      32.0       18.7        0.1       54.5       69.2       86.6       88.0:      13.4       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        32         18          2         26         12         60         30:
Old  :        84:        32         18          2         26         12         60         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  :                 37.4       67.3       54.5       78.9       37.4       67.3       54.5       78.4
Old  :                 37.4       67.3       54.5       78.9       37.4       67.3       54.5       78.4
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 11, 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  :    47,667:    17,169      9,607        103     25,254     32,568     42,526     42,278:     5,141      5,389
Old  :    47,667:    17,169      9,607        103     25,254     32,568     42,526     42,278:     5,141      5,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,913:    -2,494        586         56        550       -348     -1,888        294:       -25     -2,207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       20.2        0.2       53.0       68.3       89.2       88.7:      10.8       11.3
Old  :     100.0:      36.0       20.2        0.2       53.0       68.3       89.2       88.7:      10.8       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        35         23          3         27         12         65         35:
Old  :        93:        35         23          3         27         12         65         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  :                 38.3       66.3       55.1       77.8       38.3       66.3       55.1       77.0
Old  :                 38.3       66.3       55.1       77.8       38.3       66.3       55.1       77.0
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 18, 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  :    59,142:    13,434     21,137        181     37,817     28,989     51,432     50,307:     7,710      8,835
Old  :    59,142:    13,434     21,137        181     37,817     28,989     51,432     50,307:     7,710      8,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,430:     2,400      3,170        -83      2,255        419      4,572      3,506:    -1,142        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       35.7        0.3       63.9       49.0       87.0       85.1:      13.0       14.9
Old  :     100.0:      22.7       35.7        0.3       63.9       49.0       87.0       85.1:      13.0       14.9
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  :        90:        27         28          1         24         16         52         44:
Old  :        90:        27         28          1         24         16         52         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  :                 38.2       62.4       59.1       69.8       38.0       62.4       58.9       69.1
Old  :                 38.2       62.4       59.1       69.8       38.0       62.4       58.9       69.1
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 11, 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  :    55,712:    11,034     17,967        264     35,562     28,570     46,860     46,801:     8,852      8,911
Old  :    55,712:    11,034     17,967        264     35,562     28,570     46,860     46,801:     8,852      8,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     8,610:     2,367      4,086         67      8,806      5,300     11,240      9,453:    -2,630       -843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       32.2        0.5       63.8       51.3       84.1       84.0:      15.9       16.0
Old  :     100.0:      19.8       32.2        0.5       63.8       51.3       84.1       84.0:      15.9       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        28         24          2         22         16         51         41:
Old  :        87:        28         24          2         22         16         51         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  :                 41.9       62.9       58.8       70.6       41.8       62.9       58.8       70.3
Old  :                 41.9       62.9       58.8       70.6       41.8       62.9       58.8       70.3
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 18, 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  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Old  :    39,897:     1,892     10,337      1,014     36,780     27,239     39,686     38,590:       211      1,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,022:       196      3,942          8      3,937        153      4,141      4,103:      -119        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Old  :     100.0:       4.7       25.9        2.5       92.2       68.3       99.5       96.7:       0.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         4         22          3         17         16         24         38:
Old  :        55:         4         22          3         17         16         24         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
Old  :                 52.1       47.2       79.9       71.5       52.1       46.8       79.8       71.0
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 11, 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  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Old  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -380:       148        -69          0       -520       -331       -372       -400:        -8         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
Old  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
Old  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
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 18, 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  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Old  :    13,463:         0      1,747          0     13,451     11,252     13,451     12,999:        12        464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       197:         0        193          0        197          0        197        193:         0          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        3.4
Old  :     100.0:       0.0       13.0        0.0       99.9       83.6       99.9       96.6:       0.1        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  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         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  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
Old  :                 84.0       73.7       99.9       84.9       84.0       70.9       97.1       82.1
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 11, 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  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Old  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -333:      -500       -135          0        176       -190       -324       -325:        -9         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.7        0.0       99.9       84.8       99.9       96.5:       0.1        3.5
Old  :     100.0:       0.0       11.7        0.0       99.9       84.8       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  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         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  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
Old  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
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 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,613:     2,925      2,771      1,099     17,874     16,668     21,898     20,538:     2,715      4,075
Old  :    24,613:     2,925      2,771      1,099     17,874     16,668     21,898     20,538:     2,715      4,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,867:       803        370        207        759      1,017      1,769      1,594:        98        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.3        4.5       72.6       67.7       89.0       83.4:      11.0       16.6
Old  :     100.0:      11.9       11.3        4.5       72.6       67.7       89.0       83.4:      11.0       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  :        83:        24          7         13         32         33         60         49:
Old  :        83:        24          7         13         32         33         60         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       34.6       60.4       51.7       51.8       34.2       58.7       49.9
Old  :                 51.8       34.6       60.4       51.7       51.8       34.2       58.7       49.9
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, January 11, 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  :    22,746:     2,122      2,401        892     17,115     15,651     20,129     18,944:     2,617      3,802
Old  :    22,746:     2,122      2,401        892     17,115     15,651     20,129     18,944:     2,617      3,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,940:       436        464       -174      1,146      1,610      1,408      1,900:       532         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       10.6        3.9       75.2       68.8       88.5       83.3:      11.5       16.7
Old  :     100.0:       9.3       10.6        3.9       75.2       68.8       88.5       83.3:      11.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        18          7         10         29         33         51         46:
Old  :        77:        18          7         10         29         33         51         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       34.0       64.2       51.0       53.9       33.6       61.4       49.1
Old  :                 53.9       34.0       64.2       51.0       53.9       33.6       61.4       49.1
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 18, 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  :   103,915:    31,028      5,967     15,649     36,348     47,531     83,025     69,147:    20,890     34,768
Old  :   103,057:    31,181      5,967     15,489     36,016     47,377     82,686     68,833:    20,371     34,224
Other:       858:         7        160          0        332        154        339        314:       519        544
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       361:       530       -247         84     -1,480        400       -866        237:     1,227        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        5.7       15.1       35.0       45.7       79.9       66.5:      20.1       33.5
Old  :     100.0:      30.3        5.8       15.0       34.9       46.0       80.2       66.8:      19.8       33.2
Other:     100.0:       0.8       18.6        0.0       38.7       17.9       39.5       36.6:      60.5       63.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        65         21         47         22         32        123         87:
Old  :       152:        65         21         47         21         32        122         87:
Other:         9:         1          1          0          5          3          6          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  :                 22.9       26.4       33.6       36.3       22.9       25.8       32.5       34.0
Old  :                 23.1       26.6       33.9       36.6       23.1       26.2       32.7       34.5
Other:                 38.1       36.6       39.5       36.6       36.0       34.5       37.4       34.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 11, 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  :   103,554:    30,498      6,214     15,565     37,828     47,131     83,891     68,910:    19,663     34,644
Old  :   102,803:    30,651      6,214     15,405     37,553     46,983     83,609     68,602:    19,194     34,201
Other:       751:         7        160          0        275        148        282        308:       469        443
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,860:     2,341     -1,590     -1,891     -1,203      3,369       -753       -112:    -1,107     -1,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        6.0       15.0       36.5       45.5       81.0       66.5:      19.0       33.5
Old  :     100.0:      29.8        6.0       15.0       36.5       45.7       81.3       66.7:      18.7       33.3
Other:     100.0:       0.9       21.3        0.0       36.6       19.7       37.5       41.0:      62.5       59.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        64         22         47         22         35        119         89:
Old  :       151:        64         22         47         21         35        118         89:
Other:         9:         1          1          0          4          4          5          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  :                 24.4       26.7       35.0       35.4       24.4       25.9       34.3       33.2
Old  :                 24.6       26.8       35.3       35.7       24.6       26.3       34.6       33.6
Other:                 36.6       40.5       37.5       41.0       34.2       38.6       35.2       38.6
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 18, 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  :     2,022:       375        463         90        921        403      1,386        956:       636      1,066
Old  :     2,022:       375        463         90        921        403      1,386        956:       636      1,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        27:      -137       -143         -1        136         34         -2       -110:        29        137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       22.9        4.5       45.5       19.9       68.5       47.3:      31.5       52.7
Old  :     100.0:      18.5       22.9        4.5       45.5       19.9       68.5       47.3:      31.5       52.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4         12          3          7          3         14         16:
Old  :        25:         4         12          3          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  :                 49.9       28.4       62.0       38.8       49.3       25.1       57.9       31.8
Old  :                 49.9       28.4       62.0       38.8       49.3       25.1       57.9       31.8
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, January 11, 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  :     1,995:       512        606         91        785        369      1,388      1,066:       607        929
Old  :     1,995:       512        606         91        785        369      1,388      1,066:       607        929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        15:        73         63        -17        -89         18        -33         64:        48        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       30.4        4.6       39.3       18.5       69.6       53.4:      30.4       46.6
Old  :     100.0:      25.7       30.4        4.6       39.3       18.5       69.6       53.4:      30.4       46.6
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  :        31:         7         16          2          7          3         16         19:
Old  :        31:         7         16          2          7          3         16         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  :                 43.7       26.8       58.2       40.4       43.7       24.0       54.9       32.8
Old  :                 43.7       26.8       58.2       40.4       43.7       24.0       54.9       32.8
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 18, 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  :   143,906:    43,679     16,234     20,589     61,453     70,672    125,721    107,495:    18,185     36,411
Old  :   143,906:    43,679     16,234     20,589     61,453     70,672    125,721    107,495:    18,185     36,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       319:     2,652      1,201        554     -2,657     -1,718        549         37:      -230        282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       11.3       14.3       42.7       49.1       87.4       74.7:      12.6       25.3
Old  :     100.0:      30.4       11.3       14.3       42.7       49.1       87.4       74.7:      12.6       25.3
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  :       206:        57         30         37         48        101        125        156:
Old  :       206:        57         30         37         48        101        125        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  :                 23.1       12.1       39.9       22.1       20.0       10.3       33.6       17.3
Old  :                 23.1       12.1       39.9       22.1       20.0       10.3       33.6       17.3
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 11, 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  :   143,587:    41,027     15,033     20,035     64,110     72,390    125,172    107,458:    18,415     36,129
Old  :   143,587:    41,027     15,033     20,035     64,110     72,390    125,172    107,458:    18,415     36,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     7,229:     4,939        -51      1,616     -2,482     -1,843      4,073       -278:     3,156      7,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       10.5       14.0       44.6       50.4       87.2       74.8:      12.8       25.2
Old  :     100.0:      28.6       10.5       14.0       44.6       50.4       87.2       74.8:      12.8       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        58         30         36         45         91        120        147:
Old  :       198:        58         30         36         45         91        120        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       13.6       40.1       23.1       20.6       10.2       34.3       18.2
Old  :                 23.4       13.6       40.1       23.1       20.6       10.2       34.3       18.2
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 18, 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  :     3,521:     1,262        658         55        481      1,897      1,798      2,610:     1,723        911
Old  :     3,521:     1,262        658         55        481      1,897      1,798      2,610:     1,723        911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -196:      -149         38        -55        -92        -42       -296        -59:       100       -137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       18.7        1.6       13.7       53.9       51.1       74.1:      48.9       25.9
Old  :     100.0:      35.8       18.7        1.6       13.7       53.9       51.1       74.1:      48.9       25.9
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  :        43:        16          6          5         12         17         30         26:
Old  :        43:        16          6          5         12         17         30         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  :                 21.8       47.8       31.7       59.4       21.3       47.8       31.1       59.4
Old  :                 21.8       47.8       31.7       59.4       21.3       47.8       31.1       59.4
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 11, 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  :     3,717:     1,411        620        110        573      1,939      2,094      2,669:     1,623      1,048
Old  :     3,717:     1,411        620        110        573      1,939      2,094      2,669:     1,623      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        89:       173         -5        -28         66        138        211        105:      -122        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       16.7        3.0       15.4       52.2       56.3       71.8:      43.7       28.2
Old  :     100.0:      38.0       16.7        3.0       15.4       52.2       56.3       71.8:      43.7       28.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17          6          5         13         17         33         25:
Old  :        44:        17          6          5         13         17         33         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  :                 22.4       44.6       33.3       54.6       21.5       44.6       32.1       54.2
Old  :                 22.4       44.6       33.3       54.6       21.5       44.6       32.1       54.2
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 18, 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  :    18,877:     5,979      2,792      1,985      6,913      3,593     14,877      8,370:     4,000     10,507
Old  :    18,877:     5,979      2,792      1,985      6,913      3,593     14,877      8,370:     4,000     10,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       759:       555        -67        322       -106         21        771        276:       -12        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       14.8       10.5       36.6       19.0       78.8       44.3:      21.2       55.7
Old  :     100.0:      31.7       14.8       10.5       36.6       19.0       78.8       44.3:      21.2       55.7
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  :       102:        26         17         18         27         39         66         65:
Old  :       102:        26         17         18         27         39         66         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  :                 25.5       13.0       38.3       18.0       22.2       11.0       33.3       15.7
Old  :                 25.5       13.0       38.3       18.0       22.2       11.0       33.3       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, January 11, 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  :    18,118:     5,424      2,859      1,663      7,019      3,572     14,106      8,094:     4,012     10,024
Old  :    18,118:     5,424      2,859      1,663      7,019      3,572     14,106      8,094:     4,012     10,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,146:       834       -216        107        269        139      1,210         30:       -64      1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       15.8        9.2       38.7       19.7       77.9       44.7:      22.1       55.3
Old  :     100.0:      29.9       15.8        9.2       38.7       19.7       77.9       44.7:      22.1       55.3
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  :        90:        25         17         15         28         31         62         56:
Old  :        90:        25         17         15         28         31         62         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       12.8       38.1       19.2       21.8       11.6       33.1       16.4
Old  :                 24.0       12.8       38.1       19.2       21.8       11.6       33.1       16.4
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 18, 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  :    77,385:    19,773     14,273        403     29,262     49,283     49,438     63,959:    27,947     13,426
Old  :    77,385:    19,773     14,273        403     29,262     49,283     49,438     63,959:    27,947     13,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,535:       456      4,849         -5      6,683      1,804      7,134      6,648:       401        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       18.4        0.5       37.8       63.7       63.9       82.7:      36.1       17.3
Old  :     100.0:      25.6       18.4        0.5       37.8       63.7       63.9       82.7:      36.1       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  :        61:        19         12          4         22         16         41         32:
Old  :        61:        19         12          4         22         16         41         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  :                 19.1       46.6       31.7       61.8       17.8       46.6       30.2       61.5
Old  :                 19.1       46.6       31.7       61.8       17.8       46.6       30.2       61.5
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 11, 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  :    69,850:    19,317      9,424        408     22,579     47,479     42,304     57,311:    27,546     12,539
Old  :    69,850:    19,317      9,424        408     22,579     47,479     42,304     57,311:    27,546     12,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,205:    -1,131     -1,362         67      1,765        328        701       -967:    -1,906       -238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       13.5        0.6       32.3       68.0       60.6       82.0:      39.4       18.0
Old  :     100.0:      27.7       13.5        0.6       32.3       68.0       60.6       82.0:      39.4       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  :        57:        18         11          3         20         16         39         29:
Old  :        57:        18         11          3         20         16         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       48.0       31.0       63.0       16.9       48.0       28.0       62.7
Old  :                 18.3       48.0       31.0       63.0       16.9       48.0       28.0       62.7
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 18, 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  :    52,151:    11,217     12,317         15     27,306     27,276     38,538     39,608:    13,613     12,543
Old  :    52,151:    11,217     12,317         15     27,306     27,276     38,538     39,608:    13,613     12,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,483:      -666        494        -20      1,493     -2,378        807     -1,904:    -2,290        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       23.6        0.0       52.4       52.3       73.9       75.9:      26.1       24.1
Old  :     100.0:      21.5       23.6        0.0       52.4       52.3       73.9       75.9:      26.1       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          5          2         13          6         26         13:
Old  :        33:        13          5          2         13          6         26         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  :                 37.0       55.6       52.8       70.7       37.0       55.6       52.8       70.6
Old  :                 37.0       55.6       52.8       70.7       37.0       55.6       52.8       70.6
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 11, 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  :    53,634:    11,883     11,823         35     25,813     29,654     37,731     41,512:    15,903     12,122
Old  :    53,634:    11,883     11,823         35     25,813     29,654     37,731     41,512:    15,903     12,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,646:    -7,505      3,930         33     13,547     -3,424      6,075        539:    -3,429      2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       22.0        0.1       48.1       55.3       70.3       77.4:      29.7       22.6
Old  :     100.0:      22.2       22.0        0.1       48.1       55.3       70.3       77.4:      29.7       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  :        32:        12          5          3         11          7         23         15:
Old  :        32:        12          5          3         11          7         23         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  :                 33.6       57.1       51.5       71.5       33.6       57.1       51.5       71.4
Old  :                 33.6       57.1       51.5       71.5       33.6       57.1       51.5       71.4
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 18, 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  :    72,418:    47,902      5,122        500     14,292     61,813     62,694     67,435:     9,724      4,983
Old  :    72,418:    47,902      5,122        500     14,292     61,813     62,694     67,435:     9,724      4,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,261:     9,369     -1,275       -188     -2,919      7,350      6,262      5,887:    -3,001     -2,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.1        7.1        0.7       19.7       85.4       86.6       93.1:      13.4        6.9
Old  :     100.0:      66.1        7.1        0.7       19.7       85.4       86.6       93.1:      13.4        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        48          8          1         14         18         63         27:
Old  :        87:        48          8          1         14         18         63         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       56.9       51.9       75.8       36.4       56.0       51.9       74.9
Old  :                 36.4       56.9       51.9       75.8       36.4       56.0       51.9       74.9
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 11, 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  :    69,157:    38,533      6,397        688     17,211     54,463     56,432     61,548:    12,725      7,609
Old  :    69,157:    38,533      6,397        688     17,211     54,463     56,432     61,548:    12,725      7,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,711:    -4,248     -3,473         77     -4,156     -2,798     -8,327     -6,194:     2,616        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7        9.2        1.0       24.9       78.8       81.6       89.0:      18.4       11.0
Old  :     100.0:      55.7        9.2        1.0       24.9       78.8       81.6       89.0:      18.4       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        42         12          3         13         17         56         32:
Old  :        83:        42         12          3         13         17         56         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  :                 34.3       58.5       49.1       74.3       34.3       57.5       49.1       73.4
Old  :                 34.3       58.5       49.1       74.3       34.3       57.5       49.1       73.4
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 18, 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  :    64,508:    21,007      2,292         13     21,563     47,502     42,583     49,807:    21,925     14,701
Old  :    64,508:    21,007      2,292         13     21,563     47,502     42,583     49,807:    21,925     14,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -1,959:    -1,749        928          0       -653     -4,164     -2,402     -3,236:       443      1,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        3.6        0.0       33.4       73.6       66.0       77.2:      34.0       22.8
Old  :     100.0:      32.6        3.6        0.0       33.4       73.6       66.0       77.2:      34.0       22.8
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  :        43:        20          5          1         11         12         31         18:
Old  :        43:        20          5          1         11         12         31         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  :                 25.3       50.3       37.1       71.3       25.0       50.3       35.5       68.1
Old  :                 25.3       50.3       37.1       71.3       25.0       50.3       35.5       68.1
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, January 11, 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  :    66,467:    22,756      1,364         13     22,216     51,666     44,985     53,043:    21,482     13,424
Old  :    66,467:    22,756      1,364         13     22,216     51,666     44,985     53,043:    21,482     13,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -9,532:    -1,702    -10,571          0     -5,061        243     -6,763    -10,328:    -2,769        796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        2.1        0.0       33.4       77.7       67.7       79.8:      32.3       20.2
Old  :     100.0:      34.2        2.1        0.0       33.4       77.7       67.7       79.8:      32.3       20.2
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  :        39:        18          2          1         13         11         31         14:
Old  :        39:        18          2          1         13         11         31         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  :                 29.2       54.7       42.8       75.1       29.2       54.7       40.8       71.8
Old  :                 29.2       54.7       42.8       75.1       29.2       54.7       40.8       71.8
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 18, 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  :   171,109:    39,872     31,993          1     88,284    120,135    128,157    152,129:    42,952     18,980
Old  :   171,109:    39,872     31,993          1     88,284    120,135    128,157    152,129:    42,952     18,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     9,241:     4,664     20,530       -197     -3,896    -10,548        571      9,785:     8,670       -544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       18.7        0.0       51.6       70.2       74.9       88.9:      25.1       11.1
Old  :     100.0:      23.3       18.7        0.0       51.6       70.2       74.9       88.9:      25.1       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  :        68:        27         12          1         21         19         49         31:
Old  :        68:        27         12          1         21         19         49         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       57.1       50.8       71.3       30.8       50.1       41.3       61.5
Old  :                 38.1       57.1       50.8       71.3       30.8       50.1       41.3       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, January 11, 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  :   161,868:    35,208     11,463        198     92,180    130,683    127,586    142,344:    34,282     19,524
Old  :   161,868:    35,208     11,463        198     92,180    130,683    127,586    142,344:    34,282     19,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     5,998:     1,236        211         73      3,691      3,980      5,000      4,264:       998      1,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.1        0.1       56.9       80.7       78.8       87.9:      21.2       12.1
Old  :     100.0:      21.8        7.1        0.1       56.9       80.7       78.8       87.9:      21.2       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  :        69:        31         11          3         19         19         51         32:
Old  :        69:        31         11          3         19         19         51         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  :                 43.1       61.5       55.6       74.2       35.8       51.9       44.7       61.9
Old  :                 43.1       61.5       55.6       74.2       35.8       51.9       44.7       61.9
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 18, 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  :   131,661:    28,380     18,467        889     44,413     62,300     73,682     81,656:    57,979     50,005
Old  :   131,661:    28,380     18,467        889     44,413     62,300     73,682     81,656:    57,979     50,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :   -12,124:    -5,034      1,234        319      5,516     -6,558        801     -5,005:   -12,925     -7,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.0        0.7       33.7       47.3       56.0       62.0:      44.0       38.0
Old  :     100.0:      21.6       14.0        0.7       33.7       47.3       56.0       62.0:      44.0       38.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        31         20          7         29         19         61         45:
Old  :        85:        31         20          7         29         19         61         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  :                 17.7       32.4       26.0       45.2       17.6       31.0       25.5       41.7
Old  :                 17.7       32.4       26.0       45.2       17.6       31.0       25.5       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, January 11, 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  :   143,785:    33,414     17,233        570     38,897     68,858     72,881     86,661:    70,904     57,124
Old  :   143,785:    33,414     17,233        570     38,897     68,858     72,881     86,661:    70,904     57,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,594:    -2,392     -7,502       -745      1,517      5,315     -1,620     -2,932:     4,214      5,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       12.0        0.4       27.1       47.9       50.7       60.3:      49.3       39.7
Old  :     100.0:      23.2       12.0        0.4       27.1       47.9       50.7       60.3:      49.3       39.7
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  :        82:        31         15          6         28         20         61         39:
Old  :        82:        31         15          6         28         20         61         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  :                 13.8       29.4       22.1       45.2       13.7       28.7       21.1       41.8
Old  :                 13.8       29.4       22.1       45.2       13.7       28.7       21.1       41.8
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 18, 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  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Old  :    50,467:    10,128        700        100     29,271     45,423     39,499     46,223:    10,968      4,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,473:       -82          0          0     -4,566      3,556     -4,648      3,556:     8,121        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        8.4
Old  :     100.0:      20.1        1.4        0.2       58.0       90.0       78.3       91.6:      21.7        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  :        35:         3          1          1         17         26         20         28:
Old  :        35:         3          1          1         17         26         20         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
Old  :                 39.3       35.9       60.0       55.0       35.2       32.4       49.3       50.3
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 11, 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  :    46,994:    10,210        700        100     33,837     41,867     44,147     42,667:     2,847      4,327
Old  :    46,994:    10,210        700        100     33,837     41,867     44,147     42,667:     2,847      4,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,989:       805        700       -475      1,678      2,113      2,008      2,338:       981        651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        1.5        0.2       72.0       89.1       93.9       90.8:       6.1        9.2
Old  :     100.0:      21.7        1.5        0.2       72.0       89.1       93.9       90.8:       6.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          1         19         28         22         30:
Old  :        38:         3          1          1         19         28         22         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       36.0       69.8       52.7       43.5       29.5       60.8       44.9
Old  :                 44.3       36.0       69.8       52.7       43.5       29.5       60.8       44.9
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 18, 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  : 7,216,303:   569,566  1,196,512    886,283  5,302,614  4,374,289  6,758,463  6,457,084:   457,840    759,219
Old  : 7,216,303:   569,566  1,196,512    886,283  5,302,614  4,374,289  6,758,463  6,457,084:   457,840    759,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    53,011:    -5,797      1,646    -21,282    103,981     62,344     76,902     42,708:   -23,891     10,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       16.6       12.3       73.5       60.6       93.7       89.5:       6.3       10.5
Old  :     100.0:       7.9       16.6       12.3       73.5       60.6       93.7       89.5:       6.3       10.5
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  :       396:        63        113        119        172        191        309        364:
Old  :       396:        63        113        119        172        191        309        364:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       13.9       48.0       23.6       27.4       12.2       40.6       18.7
Old  :                 30.0       13.9       48.0       23.6       27.4       12.2       40.6       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, January 11, 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  : 7,163,292:   575,363  1,194,866    907,565  5,198,633  4,311,945  6,681,561  6,414,376:   481,731    748,916
Old  : 7,163,292:   575,363  1,194,866    907,565  5,198,633  4,311,945  6,681,561  6,414,376:   481,731    748,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   382,183:   -25,725    139,963     32,578    336,026    152,832    342,879    325,373:    39,304     56,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       16.7       12.7       72.6       60.2       93.3       89.5:       6.7       10.5
Old  :     100.0:       8.0       16.7       12.7       72.6       60.2       93.3       89.5:       6.7       10.5
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  :       402:        67        101        117        176        200        315        365:
Old  :       402:        67        101        117        176        200        315        365:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       13.4       48.0       22.2       27.2       11.9       40.9       18.2
Old  :                 29.8       13.4       48.0       22.2       27.2       11.9       40.9       18.2
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 18, 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  :   676,897:    69,692     56,108      9,284    456,248    511,754    535,224    577,146:   141,673     99,751
Old  :   676,897:    69,692     56,108      9,284    456,248    511,754    535,224    577,146:   141,673     99,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -8,713:     6,223     -1,809      1,657     -1,135      1,862      6,745      1,710:   -15,458    -10,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.3        1.4       67.4       75.6       79.1       85.3:      20.9       14.7
Old  :     100.0:      10.3        8.3        1.4       67.4       75.6       79.1       85.3:      20.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        38         28         19         89         67        140        101:
Old  :       184:        38         28         19         89         67        140        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.1       29.9       46.3       19.7       32.0       28.9       46.2
Old  :                 20.4       32.1       29.9       46.3       19.7       32.0       28.9       46.2
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 11, 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  :   685,610:    63,469     57,917      7,627    457,383    509,892    528,479    575,436:   157,131    110,174
Old  :   685,610:    63,469     57,917      7,627    457,383    509,892    528,479    575,436:   157,131    110,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     5,500:     2,711     -1,351      3,727      1,128      4,850      7,566      7,226:    -2,066     -1,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        8.4        1.1       66.7       74.4       77.1       83.9:      22.9       16.1
Old  :     100.0:       9.3        8.4        1.1       66.7       74.4       77.1       83.9:      22.9       16.1
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  :       184:        34         33         17         89         66        137        102:
Old  :       184:        34         33         17         89         66        137        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       31.3       29.8       45.4       19.6       31.2       28.8       45.3
Old  :                 20.4       31.3       29.8       45.4       19.6       31.2       28.8       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 18, 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  :   843,323:   188,401    123,760     10,436    349,260    632,509    548,097    766,705:   295,226     76,618
Old  :   843,323:   188,401    123,760     10,436    349,260    632,509    548,097    766,705:   295,226     76,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    23,352:   -19,376     11,172     -1,150     26,460     10,000      5,934     20,022:    17,418      3,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       14.7        1.2       41.4       75.0       65.0       90.9:      35.0        9.1
Old  :     100.0:      22.3       14.7        1.2       41.4       75.0       65.0       90.9:      35.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        85         81         19         71         71        169        158:
Old  :       276:        85         81         19         71         71        169        158:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       35.8       29.3       49.5       17.4       33.0       27.1       44.7
Old  :                 18.1       35.8       29.3       49.5       17.4       33.0       27.1       44.7
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 11, 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  :   819,971:   207,777    112,588     11,586    322,800    622,509    542,163    746,683:   277,808     73,288
Old  :   819,971:   207,777    112,588     11,586    322,800    622,509    542,163    746,683:   277,808     73,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,638:     2,325     17,433     -1,682     20,461      1,750     21,104     17,501:    -1,466      2,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       13.7        1.4       39.4       75.9       66.1       91.1:      33.9        8.9
Old  :     100.0:      25.3       13.7        1.4       39.4       75.9       66.1       91.1:      33.9        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  :       276:        92         75         20         66         72        168        157:
Old  :       276:        92         75         20         66         72        168        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       38.0       29.7       52.0       18.6       34.7       27.8       46.6
Old  :                 19.1       38.0       29.7       52.0       18.6       34.7       27.8       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Old  :    12,957:     2,055          0          0      8,145     12,111     10,200     12,111:     2,757        846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -114:       128          0          0       -268         88       -140         88:        26       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        6.5
Old  :     100.0:      15.9        0.0        0.0       62.9       93.5       78.7       93.5:      21.3        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  :        48:         8          0          0         23         18         31         18:
Old  :        48:         8          0          0         23         18         31         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Old  :                 26.2       44.5       44.4       72.4       26.2       44.5       44.4       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 11, 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  :    13,071:     1,927          0          0      8,413     12,023     10,340     12,023:     2,731      1,048
Old  :    13,071:     1,927          0          0      8,413     12,023     10,340     12,023:     2,731      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -159:       125       -140          0          7        133        132         -7:      -291       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        0.0        0.0       64.4       92.0       79.1       92.0:      20.9        8.0
Old  :     100.0:      14.7        0.0        0.0       64.4       92.0       79.1       92.0:      20.9        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         7          0          0         25         18         32         18:
Old  :        48:         7          0          0         25         18         32         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       44.1       44.0       69.7       25.9       44.1       44.0       69.5
Old  :                 25.9       44.1       44.0       69.7       25.9       44.1       44.0       69.5
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 18, 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  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Old  :    25,266:     1,742      4,353        342     20,581     17,650     22,665     22,345:     2,601      2,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -514:       661        594        -20     -1,491       -463       -850        111:       336       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       11.6
Old  :     100.0:       6.9       17.2        1.4       81.5       69.9       89.7       88.4:      10.3       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  :        51:         4          7          2         24         22         29         30:
Old  :        51:         4          7          2         24         22         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
Old  :                 51.5       41.6       67.3       62.9       48.7       37.6       61.7       55.5
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 11, 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  :    25,780:     1,081      3,759        362     22,072     18,113     23,515     22,234:     2,265      3,546
Old  :    25,780:     1,081      3,759        362     22,072     18,113     23,515     22,234:     2,265      3,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     2,191:      -911       -366         73      3,118      2,535      2,280      2,242:       -89        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       14.6        1.4       85.6       70.3       91.2       86.2:       8.8       13.8
Old  :     100.0:       4.2       14.6        1.4       85.6       70.3       91.2       86.2:       8.8       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          6          2         23         20         28         26:
Old  :        47:         3          6          2         23         20         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       40.1       68.0       64.0       49.9       36.4       65.6       59.1
Old  :                 49.9       40.1       68.0       64.0       49.9       36.4       65.6       59.1
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 18, 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  :    74,610:     8,240     14,642        318     33,629     51,060     42,187     66,020:    32,423      8,590
Old  :    74,610:     8,240     14,642        318     33,629     51,060     42,187     66,020:    32,423      8,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,470:    -4,579        367        167      1,645      1,816     -2,767      2,350:     5,237        120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       19.6        0.4       45.1       68.4       56.5       88.5:      43.5       11.5
Old  :     100.0:      11.0       19.6        0.4       45.1       68.4       56.5       88.5:      43.5       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        26         37          3         51         37         78         76:
Old  :       137:        26         37          3         51         37         78         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       42.0       25.5       56.4       15.8       37.0       22.2       50.3
Old  :                 16.4       42.0       25.5       56.4       15.8       37.0       22.2       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 11, 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  :    72,140:    12,819     14,275        151     31,984     49,244     44,954     63,670:    27,186      8,470
Old  :    72,140:    12,819     14,275        151     31,984     49,244     44,954     63,670:    27,186      8,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     8,520:    -1,208      3,688         11      4,758      4,644      3,561      8,343:     4,959        177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       19.8        0.2       44.3       68.3       62.3       88.3:      37.7       11.7
Old  :     100.0:      17.8       19.8        0.2       44.3       68.3       62.3       88.3:      37.7       11.7
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  :       142:        33         37          2         50         36         83         75:
Old  :       142:        33         37          2         50         36         83         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       42.1       26.1       55.7       16.4       37.5       23.3       49.3
Old  :                 17.0       42.1       26.1       55.7       16.4       37.5       23.3       49.3
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, January 18, 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  :   341,867:   121,176     65,306      4,537    182,328    150,359    308,041    220,202:    33,826    121,665
Old  :   341,867:   121,176     65,306      4,537    182,328    150,359    308,041    220,202:    33,826    121,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    16,274:      -418       -801       -150     20,144     11,804     19,576     10,853:    -3,302      5,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       19.1        1.3       53.3       44.0       90.1       64.4:       9.9       35.6
Old  :     100.0:      35.4       19.1        1.3       53.3       44.0       90.1       64.4:       9.9       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  :       233:        87         65         12         50         42        141        115:
Old  :       233:        87         65         12         50         42        141        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       23.4       50.6       33.1       29.9       21.1       46.3       28.6
Old  :                 34.2       23.4       50.6       33.1       29.9       21.1       46.3       28.6
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 11, 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  :   325,593:   121,594     66,107      4,687    162,184    138,555    288,465    209,349:    37,128    116,244
Old  :   325,593:   121,594     66,107      4,687    162,184    138,555    288,465    209,349:    37,128    116,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,396:    -4,746     -7,744     -2,988     22,504     -1,862     14,770    -12,594:     4,626     31,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       20.3        1.4       49.8       42.6       88.6       64.3:      11.4       35.7
Old  :     100.0:      37.3       20.3        1.4       49.8       42.6       88.6       64.3:      11.4       35.7
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  :       237:        91         68         10         49         42        144        116:
Old  :       237:        91         68         10         49         42        144        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       23.0       49.4       33.2       31.8       19.9       45.0       26.8
Old  :                 35.8       23.0       49.4       33.2       31.8       19.9       45.0       26.8
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 18, 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  :    65,081:    27,749        534         15     15,419     54,133     43,183     54,682:    21,898     10,399
Old  :    65,081:    27,749        534         15     15,419     54,133     43,183     54,682:    21,898     10,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,396:     1,255         17        -55        758      1,405      1,958      1,367:       438      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        0.8        0.0       23.7       83.2       66.4       84.0:      33.6       16.0
Old  :     100.0:      42.6        0.8        0.0       23.7       83.2       66.4       84.0:      33.6       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          2          1         10         14         28         16:
Old  :        37:        17          2          1         10         14         28         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  :                 31.5       52.6       46.1       76.7       31.2       52.4       45.7       76.3
Old  :                 31.5       52.6       46.1       76.7       31.2       52.4       45.7       76.3
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 11, 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  :    62,685:    26,494        517         70     14,661     52,728     41,225     53,315:    21,460      9,370
Old  :    62,685:    26,494        517         70     14,661     52,728     41,225     53,315:    21,460      9,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -4,074:    -5,789     -1,153        -96      3,774     -2,763     -2,111     -4,012:    -1,963        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        0.8        0.1       23.4       84.1       65.8       85.1:      34.2       14.9
Old  :     100.0:      42.3        0.8        0.1       23.4       84.1       65.8       85.1:      34.2       14.9
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  :        39:        19          2          1         10         14         30         16:
Old  :        39:        19          2          1         10         14         30         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  :                 27.9       51.1       42.8       75.4       27.6       50.9       42.5       74.6
Old  :                 27.9       51.1       42.8       75.4       27.6       50.9       42.5       74.6
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 18, 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  :    22,550:     2,039      8,170        106     16,475     11,289     18,620     19,565:     3,930      2,985
Old  :    22,550:     2,039      8,170        106     16,475     11,289     18,620     19,565:     3,930      2,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       945:       -41        758         11        843        -10        813        759:       132        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       36.2        0.5       73.1       50.1       82.6       86.8:      17.4       13.2
Old  :     100.0:       9.0       36.2        0.5       73.1       50.1       82.6       86.8:      17.4       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:         9         20          3         41         22         52         43:
Old  :        85:         9         20          3         41         22         52         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  :                 24.0       40.2       37.5       51.1       23.8       36.6       36.5       47.5
Old  :                 24.0       40.2       37.5       51.1       23.8       36.6       36.5       47.5
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 11, 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  :    21,605:     2,080      7,412         95     15,632     11,299     17,807     18,806:     3,798      2,799
Old  :    21,605:     2,080      7,412         95     15,632     11,299     17,807     18,806:     3,798      2,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,191:       267      1,761        -16      1,099        -46      1,350      1,699:      -159       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       34.3        0.4       72.4       52.3       82.4       87.0:      17.6       13.0
Old  :     100.0:       9.6       34.3        0.4       72.4       52.3       82.4       87.0:      17.6       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        10         18          3         40         21         51         41:
Old  :        84:        10         18          3         40         21         51         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  :                 24.8       37.4       38.2       50.9       24.6       37.4       38.0       50.9
Old  :                 24.8       37.4       38.2       50.9       24.6       37.4       38.0       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 18, 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  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Old  :   142,522:    22,737     17,494      1,153    103,256    108,502    127,146    127,149:    15,376     15,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     7,515:     1,998         36        -31     -1,570      4,790        397      4,795:     7,118      2,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Old  :     100.0:      16.0       12.3        0.8       72.4       76.1       89.2       89.2:      10.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        21         31          5         38         37         62         70:
Old  :       112:        21         31          5         38         37         62         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  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
Old  :                 45.3       38.3       60.2       54.6       42.7       36.5       53.9       49.0
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 11, 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  :   135,007:    20,739     17,458      1,184    104,826    103,712    126,749    122,354:     8,258     12,653
Old  :   135,007:    20,739     17,458      1,184    104,826    103,712    126,749    122,354:     8,258     12,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    26,479:     7,457      4,138       -177     23,521     18,526     30,801     22,487:    -4,322      3,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       12.9        0.9       77.6       76.8       93.9       90.6:       6.1        9.4
Old  :     100.0:      15.4       12.9        0.9       77.6       76.8       93.9       90.6:       6.1        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        26         33          5         36         39         65         74:
Old  :       119:        26         33          5         36         39         65         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       40.5       61.7       55.0       42.9       40.5       58.2       53.7
Old  :                 46.2       40.5       61.7       55.0       42.9       40.5       58.2       53.7
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 18, 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  :    32,572:    13,405      6,652         90     10,324     19,824     23,819     26,566:     8,753      6,006
Old  :    32,572:    13,405      6,652         90     10,324     19,824     23,819     26,566:     8,753      6,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,264:       372       -547          8      1,155        907      1,535        368:      -271        896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2       20.4        0.3       31.7       60.9       73.1       81.6:      26.9       18.4
Old  :     100.0:      41.2       20.4        0.3       31.7       60.9       73.1       81.6:      26.9       18.4
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  :       108:        42         19          2         26         25         69         45:
Old  :       108:        42         19          2         26         25         69         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  :                 15.6       34.1       25.8       49.4       14.6       29.2       23.8       43.1
Old  :                 15.6       34.1       25.8       49.4       14.6       29.2       23.8       43.1
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 11, 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  :    31,308:    13,033      7,199         82      9,169     18,917     22,284     26,198:     9,024      5,110
Old  :    31,308:    13,033      7,199         82      9,169     18,917     22,284     26,198:     9,024      5,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -912:       192     -1,680         -5       -305      1,401       -118       -284:      -794       -628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       23.0        0.3       29.3       60.4       71.2       83.7:      28.8       16.3
Old  :     100.0:      41.6       23.0        0.3       29.3       60.4       71.2       83.7:      28.8       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        41         17          2         26         24         68         42:
Old  :       102:        41         17          2         26         24         68         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  :                 15.5       32.0       25.2       49.0       14.8       29.6       24.2       44.4
Old  :                 15.5       32.0       25.2       49.0       14.8       29.6       24.2       44.4
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 18, 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  :   126,440:       299      5,884      2,732     60,942     83,238     63,973     91,854:    62,467     34,586
Old  :   126,440:       299      5,884      2,732     60,942     83,238     63,973     91,854:    62,467     34,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,661:       100       -502       -150      4,588      5,166      4,538      4,514:     6,123      6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Old  :     100.0:       0.2        4.7        2.2       48.2       65.8       50.6       72.6:      49.4       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         12          3         15         24         20         38:
Old  :        44:         3         12          3         15         24         20         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  :                 43.1       55.0       47.8       62.0        6.3       20.2        7.3       24.7
Old  :                 43.1       55.0       47.8       62.0        6.3       20.2        7.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 11, 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  :   115,779:       199      6,386      2,882     56,354     78,072     59,435     87,340:    56,344     28,439
Old  :   115,779:       199      6,386      2,882     56,354     78,072     59,435     87,340:    56,344     28,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     4,539:      -250        286          0     10,346       -988     10,096       -702:    -5,557      5,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.5        2.5       48.7       67.4       51.3       75.4:      48.7       24.6
Old  :     100.0:       0.2        5.5        2.5       48.7       67.4       51.3       75.4:      48.7       24.6
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:         2         14          4         15         24         20         40:
Old  :        45:         2         14          4         15         24         20         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  :                 43.0       54.4       48.2       62.6        6.7       20.8        7.7       25.9
Old  :                 43.0       54.4       48.2       62.6        6.7       20.8        7.7       25.9
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 18, 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  :    98,962:    42,288      9,642      6,253     20,620     74,229     69,161     90,124:    29,801      8,838
Old  :    98,962:    42,288      9,642      6,253     20,620     74,229     69,161     90,124:    29,801      8,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       773:       118        590         21      1,197        295      1,336        906:      -563       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        9.7        6.3       20.8       75.0       69.9       91.1:      30.1        8.9
Old  :     100.0:      42.7        9.7        6.3       20.8       75.0       69.9       91.1:      30.1        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  :       158:        96         16         30         22         36        125         77:
Old  :       158:        96         16         30         22         36        125         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       34.3       27.1       50.3       15.7       30.0       22.5       45.7
Old  :                 18.4       34.3       27.1       50.3       15.7       30.0       22.5       45.7
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 11, 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  :    98,189:    42,170      9,052      6,232     19,423     73,934     67,825     89,218:    30,364      8,971
Old  :    98,189:    42,170      9,052      6,232     19,423     73,934     67,825     89,218:    30,364      8,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,307:      -977      4,255      1,345        580     -3,703        948      1,897:       359       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        9.2        6.3       19.8       75.3       69.1       90.9:      30.9        9.1
Old  :     100.0:      42.9        9.2        6.3       19.8       75.3       69.1       90.9:      30.9        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  :       159:        96         16         30         21         35        128         74:
Old  :       159:        96         16         30         21         35        128         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       33.9       27.1       50.9       15.7       30.1       22.3       46.8
Old  :                 18.4       33.9       27.1       50.9       15.7       30.1       22.3       46.8
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 18, 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  :    81,248:    23,417      5,836     10,604     34,140     57,434     68,161     73,874:    13,087      7,374
Old  :    81,248:    23,417      5,836     10,604     34,140     57,434     68,161     73,874:    13,087      7,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       -11:       229        720         58       -675     -1,651       -388       -873:       377        862
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        7.2       13.1       42.0       70.7       83.9       90.9:      16.1        9.1
Old  :     100.0:      28.8        7.2       13.1       42.0       70.7       83.9       90.9:      16.1        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  :       134:        50         32         22         37         40        103         82:
Old  :       134:        50         32         22         37         40        103         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       46.7       37.7       60.6       21.8       43.7       33.3       53.5
Old  :                 25.2       46.7       37.7       60.6       21.8       43.7       33.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, January 11, 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  :    81,259:    23,188      5,116     10,546     34,815     59,085     68,549     74,747:    12,710      6,512
Old  :    81,259:    23,188      5,116     10,546     34,815     59,085     68,549     74,747:    12,710      6,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,902:    -3,357     -1,165       -665     -1,096     -2,938     -5,118     -4,768:      -784     -1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        6.3       13.0       42.8       72.7       84.4       92.0:      15.6        8.0
Old  :     100.0:      28.5        6.3       13.0       42.8       72.7       84.4       92.0:      15.6        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  :       133:        53         30         22         36         40        104         79:
Old  :       133:        53         30         22         36         40        104         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       46.6       38.1       60.7       22.3       44.0       33.3       54.3
Old  :                 26.1       46.6       38.1       60.7       22.3       44.0       33.3       54.3
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 18, 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  :   275,630:   107,825     78,259     20,038     93,319    156,259    221,182    254,556:    54,448     21,074
Old  :   275,630:   107,825     78,259     20,038     93,319    156,259    221,182    254,556:    54,448     21,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       169:    -1,672      5,549        868     -1,114     -8,521     -1,918     -2,104:     2,087      2,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       28.4        7.3       33.9       56.7       80.2       92.4:      19.8        7.6
Old  :     100.0:      39.1       28.4        7.3       33.9       56.7       80.2       92.4:      19.8        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:       108         50         39         39         35        174        105:
Old  :       216:       108         50         39         39         35        174        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  :                 24.8       30.8       33.7       49.2       22.7       27.7       29.1       42.4
Old  :                 24.8       30.8       33.7       49.2       22.7       27.7       29.1       42.4
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, January 11, 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  :   275,461:   109,497     72,710     19,170     94,433    164,780    223,100    256,660:    52,361     18,801
Old  :   275,461:   109,497     72,710     19,170     94,433    164,780    223,100    256,660:    52,361     18,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -26,837:   -30,974      5,482      2,332      5,132    -30,263    -23,510    -22,449:    -3,327     -4,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       26.4        7.0       34.3       59.8       81.0       93.2:      19.0        6.8
Old  :     100.0:      39.8       26.4        7.0       34.3       59.8       81.0       93.2:      19.0        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  :       212:       108         47         39         38         34        171        101:
Old  :       212:       108         47         39         38         34        171        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       32.2       32.9       52.1       22.0       28.8       28.9       45.2
Old  :                 24.0       32.2       32.9       52.1       22.0       28.8       28.9       45.2
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, January 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Old  :    10,406:     4,724      1,269        248      3,413      8,367      8,385      9,884:     2,021        522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       482:       -89       -145          3      1,138      1,258      1,052      1,116:      -570       -634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Old  :     100.0:      45.4       12.2        2.4       32.8       80.4       80.6       95.0:      19.4        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          5          3          4          6         21         13:
Old  :        27:        15          5          3          4          6         21         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  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
Old  :                 58.4       86.8       70.0       92.4       41.5       63.5       48.6       65.7
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, January 11, 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  :     9,924:     4,813      1,414        245      2,275      7,109      7,333      8,768:     2,591      1,156
Old  :     9,924:     4,813      1,414        245      2,275      7,109      7,333      8,768:     2,591      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       545:       224        -10          1       -331         10       -106          1:       651        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       14.2        2.5       22.9       71.6       73.9       88.4:      26.1       11.6
Old  :     100.0:      48.5       14.2        2.5       22.9       71.6       73.9       88.4:      26.1       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  :        27:        14          5          3          5          7         22         13:
Old  :        27:        14          5          3          5          7         22         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  :                 52.2       78.6       61.7       86.5       46.3       69.8       54.0       72.0
Old  :                 52.2       78.6       61.7       86.5       46.3       69.8       54.0       72.0
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 18, 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  :    69,078:    11,884     18,291      4,534     39,492     31,161     55,910     53,986:    13,168     15,092
Old  :    53,237:    11,957     18,083      1,334     30,423     22,205     43,714     41,622:     9,523     11,615
Other:    15,841:     1,695      1,976      1,432      9,069      8,956     12,196     12,364:     3,645      3,477
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,136:     1,457        661      1,187     -1,931     -1,084        713        764:     1,423      1,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.5        6.6       57.2       45.1       80.9       78.2:      19.1       21.8
Old  :     100.0:      22.5       34.0        2.5       57.1       41.7       82.1       78.2:      17.9       21.8
Other:     100.0:      10.7       12.5        9.0       57.3       56.5       77.0       78.1:      23.0       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        34         31         20         62         57        104        103:
Old  :       147:        33         31         10         57         48         94         85:
Other:        75:        14         10          6         26         38         43         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       21.6       33.7       34.0       19.1       16.8       27.4       27.4
Old  :                 26.9       23.1       38.8       37.2       26.7       23.0       37.6       37.0
Other:                 34.1       42.2       51.8       56.1       32.4       37.1       43.3       44.9
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 11, 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  :    66,942:    10,427     17,630      3,347     41,423     32,245     55,197     53,222:    11,745     13,720
Old  :    52,746:    10,231     17,430        789     33,019     23,656     44,039     41,875:     8,707     10,871
Other:    14,196:     1,465      1,469      1,289      8,404      8,589     11,158     11,347:     3,038      2,849
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -5,354:    -1,634     -9,517         36     -4,279      3,589     -5,877     -5,892:       523        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       26.3        5.0       61.9       48.2       82.5       79.5:      17.5       20.5
Old  :     100.0:      19.4       33.0        1.5       62.6       44.8       83.5       79.4:      16.5       20.6
Other:     100.0:      10.3       10.3        9.1       59.2       60.5       78.6       79.9:      21.4       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        30         33         17         62         55         97        101:
Old  :       144:        28         33          7         57         46         87         84:
Other:        71:        12         10          6         23         36         38         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.5       35.9       36.6       20.6       19.1       29.8       29.7
Old  :                 29.1       26.2       40.8       40.9       28.5       25.8       39.9       39.2
Other:                 35.1       40.2       52.1       55.2       34.2       33.3       44.0       42.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 18, 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  :    36,450:       980     10,687      1,210     25,949     17,182     28,139     29,079:     8,311      7,371
Old  :    32,630:     1,664     10,671        318     23,256     15,164     25,238     26,153:     7,392      6,477
Other:     3,820:        46        746        162      2,693      2,018      2,901      2,926:       919        894
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,297:       158        -53        138        453        401        749        486:       548        811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       29.3        3.3       71.2       47.1       77.2       79.8:      22.8       20.2
Old  :     100.0:       5.1       32.7        1.0       71.3       46.5       77.3       80.2:      22.7       19.8
Other:     100.0:       1.2       19.5        4.2       70.5       52.8       75.9       76.6:      24.1       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         8         20          6         34         26         45         50:
Old  :        69:        10         19          4         33         24         44         46:
Other:        30:         4          4          2         13         15         19         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.7       50.4       43.3       27.7       20.2       33.8       29.8
Old  :                 39.8       29.9       51.3       46.0       27.0       22.4       34.6       33.1
Other:                 51.8       45.6       67.4       66.2       44.9       43.5       56.0       56.1
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 11, 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  :    35,153:       822     10,740      1,072     25,496     16,781     27,390     28,593:     7,763      6,560
Old  :    32,619:     1,507     10,734        287     23,817     15,644     25,611     26,665:     7,008      5,954
Other:     2,534:        44        735         56      1,679      1,137      1,779      1,928:       755        606
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        -6:      -208         10       -802        824        497       -186       -295:       180        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       30.6        3.0       72.5       47.7       77.9       81.3:      22.1       18.7
Old  :     100.0:       4.6       32.9        0.9       73.0       48.0       78.5       81.7:      21.5       18.3
Other:     100.0:       1.7       29.0        2.2       66.3       44.9       70.2       76.1:      29.8       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         8         20          5         34         23         43         47:
Old  :        67:         8         20          3         33         21         42         43:
Other:        29:         4          4          2         10         14         16         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       33.2       53.7       49.1       24.2       20.8       31.3       30.4
Old  :                 44.4       34.9       55.2       51.9       24.4       22.5       32.6       32.8
Other:                 49.5       53.7       64.3       69.1       38.6       50.7       51.1       57.7
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 18, 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  :    94,731:    27,894     24,880      6,959     46,941     56,870     81,794     88,709:    12,937      6,022
Old  :    86,666:    27,899     25,852      5,074     41,538     50,044     74,511     80,970:    12,155      5,696
Other:     8,065:     1,383        416        497      5,403      6,826      7,283      7,739:       782        326
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     2,675:       607       -687       -286      1,801      3,515      2,122      2,542:       553        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       26.3        7.3       49.6       60.0       86.3       93.6:      13.7        6.4
Old  :     100.0:      32.2       29.8        5.9       47.9       57.7       86.0       93.4:      14.0        6.6
Other:     100.0:      17.1        5.2        6.2       67.0       84.6       90.3       96.0:       9.7        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:       109         88         60         66         65        220        180:
Old  :       295:       109         88         52         55         64        202        177:
Other:        83:        24         14          9         28         24         60         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.5       33.2       37.8       21.4       25.9       31.3       34.2
Old  :                 23.4       28.0       35.1       37.3       23.4       26.1       34.1       34.1
Other:                 41.7       50.1       56.4       63.3       33.7       49.7       44.2       62.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 11, 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  :    92,056:    27,287     25,567      7,245     45,140     53,355     79,672     86,167:    12,384      5,889
Old  :    83,773:    27,274     26,900      5,172     39,802     46,151     72,248     78,223:    11,525      5,550
Other:     8,283:     1,648        302        438      5,338      7,204      7,424      7,944:       859        339
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,351:    11,388    -11,610      2,833     -7,065     17,298      7,156      8,521:     2,195        830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       27.8        7.9       49.0       58.0       86.5       93.6:      13.5        6.4
Old  :     100.0:      32.6       32.1        6.2       47.5       55.1       86.2       93.4:      13.8        6.6
Other:     100.0:      19.9        3.6        5.3       64.4       87.0       89.6       95.9:      10.4        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       101         98         68         68         69        219        196:
Old  :       299:       102         97         59         58         66        201        191:
Other:        82:        23         13          8         28         26         57         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       27.4       31.4       36.1       19.6       24.2       29.5       31.8
Old  :                 21.5       26.5       33.3       35.1       21.5       23.4       32.1       31.1
Other:                 40.5       52.3       55.8       65.1       32.6       51.9       44.0       63.9
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 18, 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  :    33,427:     9,989      1,544      3,381     15,628     27,667     28,998     32,592:     4,429        835
Old  :    33,401:     9,994      1,545      3,375     15,609     27,647     28,978     32,567:     4,423        834
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       847:    -1,765       -544        824      2,005        924      1,064      1,204:      -217       -357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        4.6       10.1       46.8       82.8       86.8       97.5:      13.2        2.5
Old  :     100.0:      29.9        4.6       10.1       46.7       82.8       86.8       97.5:      13.2        2.5
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        44         14         22         32         14         86         45:
Old  :       101:        45         15         22         32         14         86         45:
Other:         4:         1          1          0          1          1          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  :                 33.3       61.5       43.3       79.2       16.4       40.9       24.5       58.1
Old  :                 33.2       61.6       43.3       79.2       16.5       41.0       24.5       58.2
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 11, 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  :    32,580:    11,754      2,088      2,557     13,623     26,743     27,934     31,388:     4,646      1,192
Old  :    32,555:    11,759      2,088      2,552     13,604     26,723     27,915     31,363:     4,640      1,192
Other:        25:         0          5          0         19         20         19         25:         6          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -1,965:    -2,391        371        152        374     -2,295     -1,865     -1,772:      -100       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        6.4        7.8       41.8       82.1       85.7       96.3:      14.3        3.7
Old  :     100.0:      36.1        6.4        7.8       41.8       82.1       85.7       96.3:      14.3        3.7
Other:     100.0:       0.0       20.0        0.0       76.0       80.0       76.0      100.0:      24.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        45         13         18         30         14         79         44:
Old  :        98:        46         13         18         30         14         79         44:
Other:         3:         0          1          0          1          1          1          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  :                 30.8       59.4       42.2       78.7       18.3       42.3       27.7       61.3
Old  :                 30.7       59.5       42.1       78.7       18.3       42.4       27.7       61.4
Other:                 76.0      100.0       76.0      100.0       76.0      100.0       76.0      100.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 18, 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  :   116,940:    18,705     12,592      2,294     88,970    100,500    109,969    115,386:     6,971      1,554
Old  :    75,122:    18,248     12,228      1,426     49,004     60,103     68,678     73,757:     6,444      1,365
Other:    41,818:     1,038        945        287     39,966     40,397     41,291     41,629:       527        189
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -879:     2,808        796       -106     -4,336     -1,726     -1,634     -1,036:       755        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       10.8        2.0       76.1       85.9       94.0       98.7:       6.0        1.3
Old  :     100.0:      24.3       16.3        1.9       65.2       80.0       91.4       98.2:       8.6        1.8
Other:     100.0:       2.5        2.3        0.7       95.6       96.6       98.7       99.5:       1.3        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        48         30         12         46         32        100         72:
Old  :       132:        50         32         12         44         31         98         71:
Other:        39:         6          5          2         20         19         26         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       46.3       54.8       64.0       22.0       27.4       29.2       35.1
Old  :                 31.7       39.6       47.0       57.9       30.7       34.0       43.2       49.9
Other:                 69.7       73.2       84.7       87.0       55.0       62.4       65.7       72.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 11, 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  :   117,819:    15,897     11,796      2,400     93,306    102,226    111,603    116,422:     6,216      1,397
Old  :    77,563:    15,497     11,206      1,638     54,703     63,620     71,838     76,464:     5,725      1,099
Other:    40,256:       862      1,052        300     38,603     38,606     39,765     39,958:       491        298
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -318:       -38      5,569        593     -1,331     -5,972       -776        190:       458       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       10.0        2.0       79.2       86.8       94.7       98.8:       5.3        1.2
Old  :     100.0:      20.0       14.4        2.1       70.5       82.0       92.6       98.6:       7.4        1.4
Other:     100.0:       2.1        2.6        0.7       95.9       95.9       98.8       99.3:       1.2        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        43         27         16         44         35         97         74:
Old  :       126:        47         28         16         41         35         94         74:
Other:        40:         5          7          2         21         16         27         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  :                 38.3       47.1       55.9       64.9       21.0       28.4       28.3       35.9
Old  :                 34.6       40.3       49.4       59.7       33.0       33.6       44.9       50.5
Other:                 65.2       75.5       82.7       87.2       50.2       63.8       64.1       71.2
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 18, 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  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Old  :   350,458:    87,229     48,067     31,118    169,792    235,513    288,139    314,698:    62,319     35,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    -3,263:    -1,338     -5,940       -131     -3,326      2,115     -4,795     -3,956:     1,532        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       10.2
Old  :     100.0:      24.9       13.7        8.9       48.4       67.2       82.2       89.8:      17.8       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  :       162:        57         32         45         58         51        142        105:
Old  :       162:        57         32         45         58         51        142        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  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
Old  :                 15.6       31.3       27.3       48.8       14.8       24.4       25.4       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 11, 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  :   353,721:    88,567     54,007     31,249    173,118    233,398    292,934    318,654:    60,787     35,067
Old  :   353,721:    88,567     54,007     31,249    173,118    233,398    292,934    318,654:    60,787     35,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :   -27,082:   -24,281       -442     -1,848      3,489    -30,636    -22,640    -32,926:    -4,442      5,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       15.3        8.8       48.9       66.0       82.8       90.1:      17.2        9.9
Old  :     100.0:      25.0       15.3        8.8       48.9       66.0       82.8       90.1:      17.2        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  :       174:        58         40         42         57         53        144        110:
Old  :       174:        58         40         42         57         53        144        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       30.6       27.9       47.3       15.2       23.3       26.0       38.8
Old  :                 15.9       30.6       27.9       47.3       15.2       23.3       26.0       38.8
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 18, 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  :   100,093:    42,441     11,033      9,724     37,767     74,369     89,932     95,126:    10,161      4,967
Old  :    97,781:    42,444     12,148      8,392     37,051     72,550     87,887     93,090:     9,894      4,691
Other:     2,312:     1,180         68        149        716      1,819      2,045      2,036:       267        276
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,332:     2,076        394        746     -1,513       -338      1,309        802:        23        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.0        9.7       37.7       74.3       89.8       95.0:      10.2        5.0
Old  :     100.0:      43.4       12.4        8.6       37.9       74.2       89.9       95.2:      10.1        4.8
Other:     100.0:      51.0        2.9        6.4       31.0       78.7       88.5       88.1:      11.5       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       146         47         66         91        109        271        203:
Old  :       334:       146         52         66         89        109        269        203:
Other:        63:        11          3          6         24         34         37         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       25.4       25.5       38.3       14.7       21.5       24.5       33.3
Old  :                 15.2       25.9       26.1       38.7       15.0       22.0       25.0       33.8
Other:                 54.3       43.0       71.7       58.0       46.4       42.2       61.4       52.2
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 11, 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  :    98,761:    40,365     10,639      8,978     39,280     74,707     88,623     94,324:    10,138      4,437
Old  :    96,514:    40,358     11,861      7,622     38,646     72,928     86,626     92,411:     9,888      4,103
Other:     2,247:     1,240         11        123        634      1,779      1,997      1,913:       250        334
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -8,848:    -6,385       -566       -926     -1,751     -7,414     -9,062     -8,906:       214         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       10.8        9.1       39.8       75.6       89.7       95.5:      10.3        4.5
Old  :     100.0:      41.8       12.3        7.9       40.0       75.6       89.8       95.7:      10.2        4.3
Other:     100.0:      55.2        0.5        5.5       28.2       79.2       88.9       85.1:      11.1       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       129         60         63         92        111        261        208:
Old  :       332:       128         68         63         89        111        258        208:
Other:        62:        13          2          5         22         33         35         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  :                 15.9       25.0       27.0       38.5       15.6       20.7       26.1       33.0
Old  :                 16.2       25.4       27.6       38.9       15.9       21.2       26.8       33.5
Other:                 56.6       43.4       74.4       58.1       50.1       43.4       65.4       53.8
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 18, 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  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Old  :    17,426:     4,297     10,221      2,012      8,740      3,297     15,049     15,530:     2,377      1,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -724:      -611        143        -72       -185       -582       -868       -511:       144       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
Old  :     100.0:      24.7       58.7       11.5       50.2       18.9       86.4       89.1:      13.6       10.9
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  :        40:         5         24          3          5          6         11         33:
Old  :        40:         5         24          3          5          6         11         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  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
Old  :                 81.5       41.1       85.2       61.6       67.3       35.4       70.1       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 11, 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  :    18,150:     4,908     10,078      2,084      8,925      3,879     15,917     16,041:     2,233      2,109
Old  :    18,150:     4,908     10,078      2,084      8,925      3,879     15,917     16,041:     2,233      2,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -3,939:      -759     -4,454         55     -3,343      1,724     -4,047     -2,675:       108     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       55.5       11.5       49.2       21.4       87.7       88.4:      12.3       11.6
Old  :     100.0:      27.0       55.5       11.5       49.2       21.4       87.7       88.4:      12.3       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  :        45:         8         25          4          7          5         16         34:
Old  :        45:         8         25          4          7          5         16         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       41.1       83.6       64.9       60.5       37.7       67.1       55.6
Old  :                 71.5       41.1       83.6       64.9       60.5       37.7       67.1       55.6
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 18, 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  :   154,755:    12,754     26,076     11,368    105,746     91,181    129,868    128,625:    24,887     26,130
Old  :   154,755:    12,754     26,076     11,368    105,746     91,181    129,868    128,625:    24,887     26,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     4,264:     2,810      1,097       -725      1,502      1,232      3,587      1,604:       677      2,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       16.8        7.3       68.3       58.9       83.9       83.1:      16.1       16.9
Old  :     100.0:       8.2       16.8        7.3       68.3       58.9       83.9       83.1:      16.1       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        26         30         33         57         68        104        111:
Old  :       131:        26         30         33         57         68        104        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       15.7       40.9       25.9       26.6       11.1       34.6       18.5
Old  :                 29.6       15.7       40.9       25.9       26.6       11.1       34.6       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 11, 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  :   150,491:     9,944     24,979     12,093    104,244     89,949    126,281    127,021:    24,210     23,470
Old  :   150,491:     9,944     24,979     12,093    104,244     89,949    126,281    127,021:    24,210     23,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       997:      -872        584         75      1,917      1,014      1,120      1,673:      -123       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       16.6        8.0       69.3       59.8       83.9       84.4:      16.1       15.6
Old  :     100.0:       6.6       16.6        8.0       69.3       59.8       83.9       84.4:      16.1       15.6
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  :       128:        19         30         28         63         68        103        107:
Old  :       128:        19         30         28         63         68        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  :                 29.5       16.6       40.8       26.0       26.5       10.8       35.0       18.2
Old  :                 29.5       16.6       40.8       26.0       26.5       10.8       35.0       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 18, 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  :   410,253:    22,250     77,740    106,635    223,440    199,170    352,325    383,545:    57,928     26,708
Old  :   410,253:    22,250     77,740    106,635    223,440    199,170    352,325    383,545:    57,928     26,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     5,012:     1,237      1,845        849      5,224      5,184      7,310      7,878:    -2,298     -2,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       18.9       26.0       54.5       48.5       85.9       93.5:      14.1        6.5
Old  :     100.0:       5.4       18.9       26.0       54.5       48.5       85.9       93.5:      14.1        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  :       220:        45         64         73        102         83        189        185:
Old  :       220:        45         64         73        102         83        189        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       22.2       26.9       35.2        6.9       10.4        9.7       15.8
Old  :                 16.2       22.2       26.9       35.2        6.9       10.4        9.7       15.8
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 11, 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  :   405,241:    21,013     75,895    105,786    218,216    193,986    345,015    375,667:    60,226     29,574
Old  :   405,241:    21,013     75,895    105,786    218,216    193,986    345,015    375,667:    60,226     29,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,334:      -768      6,481      2,123      6,101        528      7,456      9,132:     1,878        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       18.7       26.1       53.8       47.9       85.1       92.7:      14.9        7.3
Old  :     100.0:       5.2       18.7       26.1       53.8       47.9       85.1       92.7:      14.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        45         58         64         97         79        177        173:
Old  :       208:        45         58         64         97         79        177        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       23.3       28.3       36.6        6.7       11.0        9.8       16.4
Old  :                 16.9       23.3       28.3       36.6        6.7       11.0        9.8       16.4
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 18, 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  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Old  :    69,270:     3,015      4,708      2,121     59,695     61,223     64,831     68,052:     4,439      1,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,063:         0     -1,712          0        711      3,631        711      1,919:       352       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        1.8
Old  :     100.0:       4.4        6.8        3.1       86.2       88.4       93.6       98.2:       6.4        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  :        36:         1          1          1         30         25         31         27:
Old  :        36:         1          1          1         30         25         31         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  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
Old  :                 43.7       58.0       64.2       72.3       42.0       53.7       52.1       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 11, 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  :    68,207:     3,015      6,420      2,121     58,984     57,592     64,120     66,133:     4,087      2,074
Old  :    68,207:     3,015      6,420      2,121     58,984     57,592     64,120     66,133:     4,087      2,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -267:         0          0          0        217     -1,123        217     -1,123:      -484        856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.4        3.1       86.5       84.4       94.0       97.0:       6.0        3.0
Old  :     100.0:       4.4        9.4        3.1       86.5       84.4       94.0       97.0:       6.0        3.0
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:         1          1          1         29         23         30         25:
Old  :        34:         1          1          1         29         23         30         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  :                 44.5       57.5       65.3       72.0       42.7       53.0       52.9       61.2
Old  :                 44.5       57.5       65.3       72.0       42.7       53.0       52.9       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 18, 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  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Old  :    45,053:     5,266      2,464        428     37,120     36,980     42,814     39,872:     2,239      5,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       302:         0          0          0        302        302        302        302:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       11.5
Old  :     100.0:      11.7        5.5        0.9       82.4       82.1       95.0       88.5:       5.0       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         15         13         17         15:
Old  :        22:         1          2          1         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
Old  :                 51.3       62.5       82.4       77.9       45.8       61.2       73.4       73.1
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 11, 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  :    44,751:     5,266      2,464        428     36,818     36,678     42,512     39,570:     2,239      5,181
Old  :    44,751:     5,266      2,464        428     36,818     36,678     42,512     39,570:     2,239      5,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       124:         0          0          0        124        552        124        552:         0       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        5.5        1.0       82.3       82.0       95.0       88.4:       5.0       11.6
Old  :     100.0:      11.8        5.5        1.0       82.3       82.0       95.0       88.4:       5.0       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  :        22:         1          2          1         15         13         17         15:
Old  :        22:         1          2          1         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       62.9       82.0       78.4       45.8       61.7       73.6       73.6
Old  :                 51.6       62.9       82.0       78.4       45.8       61.7       73.6       73.6
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 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Old  :    34,607:     3,781      3,635      1,661     25,753     27,884     31,195     33,180:     3,412      1,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     3,002:       517      1,336        617      2,050      1,162      3,184      3,115:      -182       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
Old  :     100.0:      10.9       10.5        4.8       74.4       80.6       90.1       95.9:       9.9        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         21         18         24         22:
Old  :        26:         2          2          3         21         18         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
Old  :                 42.1       38.8       65.2       61.0       36.3       31.0       52.9       49.2
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 11, 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  :    31,605:     3,264      2,299      1,044     23,703     26,722     28,011     30,065:     3,594      1,540
Old  :    31,605:     3,264      2,299      1,044     23,703     26,722     28,011     30,065:     3,594      1,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,558:     1,625        278        -60       -754      1,324        811      1,542:       747         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        7.3        3.3       75.0       84.5       88.6       95.1:      11.4        4.9
Old  :     100.0:      10.3        7.3        3.3       75.0       84.5       88.6       95.1:      11.4        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          2         19         16         22         19:
Old  :        25:         2          2          2         19         16         22         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  :                 41.5       40.9       65.2       63.8       37.1       33.3       53.6       54.1
Old  :                 41.5       40.9       65.2       63.8       37.1       33.3       53.6       54.1
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 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Old  :    59,079:     4,788        489      1,678     50,186     49,541     56,652     51,708:     2,427      7,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,733:       -58        205        360      1,878      1,503      2,180      2,068:      -447       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
Old  :     100.0:       8.1        0.8        2.8       84.9       83.9       95.9       87.5:       4.1       12.5
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  :        27:         1          1          2         23         17         25         19:
Old  :        27:         1          1          2         23         17         25         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  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
Old  :                 46.5       60.5       70.7       72.4       40.9       49.6       57.8       59.2
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, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,346:     4,846        284      1,318     48,308     48,038     54,472     49,640:     2,874      7,706
Old  :    57,346:     4,846        284      1,318     48,308     48,038     54,472     49,640:     2,874      7,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     7,244:     3,110          0        452      3,745      5,025      7,307      5,477:       -63      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        0.5        2.3       84.2       83.8       95.0       86.6:       5.0       13.4
Old  :     100.0:       8.5        0.5        2.3       84.2       83.8       95.0       86.6:       5.0       13.4
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:         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  :                 44.6       59.3       70.3       71.4       38.1       47.4       55.3       57.3
Old  :                 44.6       59.3       70.3       71.4       38.1       47.4       55.3       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 18, 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  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Old  :    26,739:     1,872        394      1,156     17,023     20,361     20,051     21,911:     6,688      4,828
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :     1,623:       285       -174        -43      1,734      1,502      1,976      1,285:      -353        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       18.1
Old  :     100.0:       7.0        1.5        4.3       63.7       76.1       75.0       81.9:      25.0       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  :        21:         1          1          2         13         14         15         16:
Old  :        21:         1          1          2         13         14         15         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  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
Old  :                 47.7       40.7       65.1       63.0       44.2       37.3       52.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 11, 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  :    25,116:     1,587        568      1,199     15,289     18,859     18,075     20,626:     7,041      4,490
Old  :    25,116:     1,587        568      1,199     15,289     18,859     18,075     20,626:     7,041      4,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        2.3        4.8       60.9       75.1       72.0       82.1:      28.0       17.9
Old  :     100.0:       6.3        2.3        4.8       60.9       75.1       72.0       82.1:      28.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          1          2         12         13         14         15:
Old  :        20:         1          1          2         12         13         14         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  :                 46.7       43.4       62.8       67.1       42.9       39.7       53.4       59.8
Old  :                 46.7       43.4       62.8       67.1       42.9       39.7       53.4       59.8
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 18, 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  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Old  :   906,796:   216,464     67,311    144,467    529,802    688,496    890,733    900,274:    16,063      6,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    22,987:    16,569      6,223      1,832      4,747     14,729     23,148     22,784:      -161        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
Old  :     100.0:      23.9        7.4       15.9       58.4       75.9       98.2       99.3:       1.8        0.7
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  :       114:        15         14         26         78         72        108         99:
Old  :       114:        15         14         26         78         72        108         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  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
Old  :                 32.9       23.2       45.0       36.8       27.5       19.3       33.4       28.7
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 11, 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  :   883,809:   199,895     61,088    142,635    525,055    673,767    867,585    877,490:    16,224      6,319
Old  :   883,809:   199,895     61,088    142,635    525,055    673,767    867,585    877,490:    16,224      6,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    31,692:    13,723      1,828     14,711        309     13,844     28,743     30,383:     2,949      1,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.9       16.1       59.4       76.2       98.2       99.3:       1.8        0.7
Old  :     100.0:      22.6        6.9       16.1       59.4       76.2       98.2       99.3:       1.8        0.7
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  :       108:        15         12         25         73         69        101         95:
Old  :       108:        15         12         25         73         69        101         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  :                 33.0       23.6       45.0       36.8       26.4       19.2       32.5       28.5
Old  :                 33.0       23.6       45.0       36.8       26.4       19.2       32.5       28.5
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 18, 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  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Old  :    88,728:    24,714     22,990     20,337     39,782     43,421     84,833     86,748:     3,895      1,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,119:    12,213      5,083     -2,123       -257      6,425      9,833      9,385:       286        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        2.2
Old  :     100.0:      27.9       25.9       22.9       44.8       48.9       95.6       97.8:       4.4        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  :        39:         8          5         10         22         23         34         34:
Old  :        39:         8          5         10         22         23         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
Old  :                 53.8       47.1       68.6       70.7       27.6       34.1       39.3       47.3
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, January 11, 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  :    78,609:    12,501     17,907     22,460     40,039     36,996     75,000     77,363:     3,609      1,246
Old  :    78,609:    12,501     17,907     22,460     40,039     36,996     75,000     77,363:     3,609      1,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    11,188:     4,983      3,310        865      5,769      7,235     11,617     11,410:      -429       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       22.8       28.6       50.9       47.1       95.4       98.4:       4.6        1.6
Old  :     100.0:      15.9       22.8       28.6       50.9       47.1       95.4       98.4:       4.6        1.6
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:         7          7         12         22         22         35         35:
Old  :        38:         7          7         12         22         22         35         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  :                 48.9       46.7       64.3       68.6       23.3       23.6       32.7       37.7
Old  :                 48.9       46.7       64.3       68.6       23.3       23.6       32.7       37.7
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 18, 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  :    34,310:     5,496      1,830      4,915     23,749     27,375     34,160     34,120:       150        190
Old  :    34,310:     5,496      1,830      4,915     23,749     27,375     34,160     34,120:       150        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       237:       370        440       -260        136        556        246        736:        -9       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        5.3       14.3       69.2       79.8       99.6       99.4:       0.4        0.6
Old  :     100.0:      16.0        5.3       14.3       69.2       79.8       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          4          6         25         26         31         33:
Old  :        35:         3          4          6         25         26         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       68.5       74.4       80.1       48.3       60.8       60.5       66.6
Old  :                 52.9       68.5       74.4       80.1       48.3       60.8       60.5       66.6
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 11, 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  :    34,073:     5,126      1,390      5,175     23,613     26,819     33,914     33,384:       159        689
Old  :    34,073:     5,126      1,390      5,175     23,613     26,819     33,914     33,384:       159        689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     1,163:       126      1,146       -109      1,267        257      1,284      1,294:      -121       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        4.1       15.2       69.3       78.7       99.5       98.0:       0.5        2.0
Old  :     100.0:      15.0        4.1       15.2       69.3       78.7       99.5       98.0:       0.5        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  :        34:         3          3          6         25         26         31         32:
Old  :        34:         3          3          6         25         26         31         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  :                 51.1       68.9       73.9       80.4       47.4       60.3       59.7       65.3
Old  :                 51.1       68.9       73.9       80.4       47.4       60.3       59.7       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 18, 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  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Old  :    20,039:     2,123      4,358        861     17,055     14,820     20,039     20,039:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       432:       396        348          0         80        128        476        476:       -44        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       21.7        4.3       85.1       74.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.6       21.7        4.3       85.1       74.0      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  :        25:         2          3          2         16         14         19         18:
Old  :        25:         2          3          2         16         14         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
Old  :                 76.5       61.9       88.3       81.8       73.9       59.4       80.2       75.7
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 11, 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  :    19,607:     1,727      4,010        861     16,975     14,692     19,563     19,563:        44         44
Old  :    19,607:     1,727      4,010        861     16,975     14,692     19,563     19,563:        44         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       193:        46        204         21         82        -76        149        149:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       20.5        4.4       86.6       74.9       99.8       99.8:       0.2        0.2
Old  :     100.0:       8.8       20.5        4.4       86.6       74.9       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          2         16         12         19         16:
Old  :        25:         2          3          2         16         12         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       61.9       89.0       81.2       74.2       59.3       80.9       75.0
Old  :                 76.9       61.9       89.0       81.2       74.2       59.3       80.9       75.0
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 18, 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  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :         0:      -242       -242        242          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.0       35.6       15.6       80.4       48.8      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          3          3         11         10         14         14:
Old  :        21:         1          3          3         11         10         14         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  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Old  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
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 11, 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  :     7,536:       544      2,928        932      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       544      2,928        932      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       676:      -298        378        298        676        252        676        928:         0       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       38.9       12.4       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.2       38.9       12.4       80.4       48.8      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  :        20:         2          2          3         10         10         13         14:
Old  :        20:         2          2          3         10         10         13         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  :                 68.1       66.1       91.1       89.9       60.7       56.5       74.7       75.3
Old  :                 68.1       66.1       91.1       89.9       60.7       56.5       74.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 18, 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  :   718,813:    86,451     70,526     85,441    495,530    491,377    667,422    647,344:    51,391     71,469
Old  :   718,813:    86,451     70,526     85,441    495,530    491,377    667,422    647,344:    51,391     71,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    11,452:     6,888       -423     -4,703      7,307     13,211      9,492      8,085:     1,960      3,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0        9.8       11.9       68.9       68.4       92.9       90.1:       7.1        9.9
Old  :     100.0:      12.0        9.8       11.9       68.9       68.4       92.9       90.1:       7.1        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  :       212:        50         66         70         75         84        174        178:
Old  :       212:        50         66         70         75         84        174        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.8       35.5       34.3       14.9       13.9       22.7       18.9
Old  :                 22.0       22.8       35.5       34.3       14.9       13.9       22.7       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 11, 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  :   707,361:    79,563     70,949     90,144    488,223    478,166    657,930    639,259:    49,431     68,102
Old  :   707,361:    79,563     70,949     90,144    488,223    478,166    657,930    639,259:    49,431     68,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    24,241:     4,996      3,929     16,053      8,644     12,187     29,693     32,169:    -5,452     -7,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       10.0       12.7       69.0       67.6       93.0       90.4:       7.0        9.6
Old  :     100.0:      11.2       10.0       12.7       69.0       67.6       93.0       90.4:       7.0        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  :       217:        47         68         72         78         83        177        181:
Old  :       217:        47         68         72         78         83        177        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       21.7       35.8       33.0       15.5       13.3       23.6       18.1
Old  :                 21.7       21.7       35.8       33.0       15.5       13.3       23.6       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 18, 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  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Old  :    12,785:     7,543      2,082          0      2,460      9,574     10,003     11,656:     2,782      1,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        49:       126       -417        -91         -2        426         33        -82:        16        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        8.8
Old  :     100.0:      59.0       16.3        0.0       19.2       74.9       78.2       91.2:      21.8        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  :       113:        66         15          0          9         23         75         38:
Old  :       113:        66         15          0          9         23         75         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  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
Old  :                 24.2       42.3       37.7       60.5       24.2       42.3       37.7       60.5
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 11, 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  :    12,736:     7,417      2,499         91      2,462      9,148      9,970     11,738:     2,766        998
Old  :    12,736:     7,417      2,499         91      2,462      9,148      9,970     11,738:     2,766        998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       138:       162       -158         57       -136        382         83        281:        55       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.2       19.6        0.7       19.3       71.8       78.3       92.2:      21.7        7.8
Old  :     100.0:      58.2       19.6        0.7       19.3       71.8       78.3       92.2:      21.7        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        65         17          3          9         24         77         43:
Old  :       117:        65         17          3          9         24         77         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  :                 24.2       42.4       37.6       57.9       24.2       42.4       37.6       57.9
Old  :                 24.2       42.4       37.6       57.9       24.2       42.4       37.6       57.9
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 18, 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  :     6,609:     2,637        229          0      2,478      5,648      5,115      5,877:     1,494        732
Old  :     6,609:     2,637        229          0      2,478      5,648      5,115      5,877:     1,494        732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :       166:       238       -320          0       -124        453        114        133:        52         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        3.5        0.0       37.5       85.5       77.4       88.9:      22.6       11.1
Old  :     100.0:      39.9        3.5        0.0       37.5       85.5       77.4       88.9:      22.6       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  :        41:        15          3          0          9         15         24         18:
Old  :        41:        15          3          0          9         15         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       62.2       52.7       76.6       38.1       62.2       52.7       76.6
Old  :                 38.1       62.2       52.7       76.6       38.1       62.2       52.7       76.6
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 11, 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  :     6,443:     2,399        549          0      2,602      5,195      5,001      5,744:     1,442        699
Old  :     6,443:     2,399        549          0      2,602      5,195      5,001      5,744:     1,442        699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       242:       106        382        -80        198         12        224        314:        18        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        8.5        0.0       40.4       80.6       77.6       89.2:      22.4       10.8
Old  :     100.0:      37.2        8.5        0.0       40.4       80.6       77.6       89.2:      22.4       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          5          0         12         13         27         18:
Old  :        42:        15          5          0         12         13         27         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  :                 37.9       62.1       51.7       76.8       37.9       62.0       51.7       76.6
Old  :                 37.9       62.1       51.7       76.8       37.9       62.0       51.7       76.6
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, January 18, 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  :   168,381:    20,112      8,379     12,137    121,615    133,646    153,864    154,162:    14,517     14,219
Old  :   168,381:    20,112      8,379     12,137    121,615    133,646    153,864    154,162:    14,517     14,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :    10,634:     2,654     -1,013       -717      6,667     11,281      8,604      9,551:     2,030      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        5.0        7.2       72.2       79.4       91.4       91.6:       8.6        8.4
Old  :     100.0:      11.9        5.0        7.2       72.2       79.4       91.4       91.6:       8.6        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  :       153:        32         26         35         77         80        128        125:
Old  :       153:        32         26         35         77         80        128        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  :                 32.4       18.6       43.8       29.9       27.9       14.5       35.2       23.5
Old  :                 32.4       18.6       43.8       29.9       27.9       14.5       35.2       23.5
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 11, 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  :   157,747:    17,458      9,392     12,854    114,948    122,365    145,260    144,611:    12,487     13,136
Old  :   157,747:    17,458      9,392     12,854    114,948    122,365    145,260    144,611:    12,487     13,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,156:     1,016     -4,295        -29     -4,908      2,943     -3,921     -1,381:     1,765       -775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        6.0        8.1       72.9       77.6       92.1       91.7:       7.9        8.3
Old  :     100.0:      11.1        6.0        8.1       72.9       77.6       92.1       91.7:       7.9        8.3
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  :       148:        29         29         35         74         74        123        121:
Old  :       148:        29         29         35         74         74        123        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       19.4       45.3       30.9       29.5       14.2       37.2       22.9
Old  :                 33.2       19.4       45.3       30.9       29.5       14.2       37.2       22.9
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 18, 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  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Old  :    18,879:         0      3,251      4,578     14,046     10,975     18,624     18,804:       255         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :        89:         0       -234        -12         56        260         44         14:        45         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Old  :     100.0:       0.0       17.2       24.2       74.4       58.1       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          5          2         15         13         17         18:
Old  :        25:         0          5          2         15         13         17         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  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
Old  :                 66.1       76.6       88.3       88.2       45.0       48.2       56.2       56.8
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 11, 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  :    18,790:         0      3,485      4,590     13,990     10,715     18,580     18,790:       210          0
Old  :    18,790:         0      3,485      4,590     13,990     10,715     18,580     18,790:       210          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :       675:         0       -320        270        375        725        645        675:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.5       24.4       74.5       57.0       98.9      100.0:       1.1        0.0
Old  :     100.0:       0.0       18.5       24.4       74.5       57.0       98.9      100.0:       1.1        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  :                 67.6       77.5       89.8       89.1       46.8       48.9       56.9       57.7
Old  :                 67.6       77.5       89.8       89.1       46.8       48.9       56.9       57.7
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, January 18, 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  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Old  :     8,587:       450      2,106        402      7,660      5,929      8,512      8,437:        75        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 11, 2005                     :
     :      -165:         0         75          0       -240       -390       -240       -315:        75        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
Old  :     100.0:       5.2       24.5        4.7       89.2       69.0       99.1       98.3:       0.9        1.7
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  :        21:         1          1          2         16         14         18         16:
Old  :        21:         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  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
Old  :                 56.4       75.5       79.1       87.9       40.8       50.4       52.2       53.4
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 11, 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  :     8,752:       450      2,031        402      7,900      6,319      8,752      8,752:         0          0
Old  :     8,752:       450      2,031        402      7,900      6,319      8,752      8,752:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        75:         0        -75          0         75        150         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       23.2        4.6       90.3       72.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       5.1       23.2        4.6       90.3       72.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 59.8       74.0       81.2       89.7       44.3       49.0       51.2       52.4
Old  :                 59.8       74.0       81.2       89.7       44.3       49.0       51.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2005