WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   230,851:    33,282     67,433     29,606    131,527     98,055    194,415    195,094:    36,436     35,757
Old  :   174,427:    35,841     64,440     10,150    100,454     73,460    146,445    148,050:    27,982     26,377
Other:    56,424:     8,289     13,841      8,608     31,073     24,595     47,970     47,044:     8,454      9,380
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     8,099:     1,329     -6,459       -823      8,065     15,952      8,571      8,670:      -472       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       29.2       12.8       57.0       42.5       84.2       84.5:      15.8       15.5
Old  :     100.0:      20.5       36.9        5.8       57.6       42.1       84.0       84.9:      16.0       15.1
Other:     100.0:      14.7       24.5       15.3       55.1       43.6       85.0       83.4:      15.0       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        79         88         67         48         52        162        182:
Old  :       231:        86         81         39         38         48        140        154:
Other:       134:        38         47         32         25         40         82        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       29.1       47.2       36.2       33.2       26.7       46.1       32.8
Old  :                 37.7       30.7       50.8       38.8       37.7       28.3       50.2       36.4
Other:                 52.2       36.4       59.1       46.8       46.6       30.0       50.6       36.8
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   222,752:    31,953     73,892     30,429    123,462     82,103    185,844    186,424:    36,908     36,328
Old  :   176,304:    35,410     73,255     14,088     98,205     60,821    147,703    148,164:    28,601     28,140
Other:    46,448:     6,437     10,531      6,447     25,257     21,282     38,141     38,260:     8,307      8,188
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       458:      -456         -6      5,878     -1,680     -4,545      3,742      1,327:    -3,284       -869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       33.2       13.7       55.4       36.9       83.4       83.7:      16.6       16.3
Old  :     100.0:      20.1       41.6        8.0       55.7       34.5       83.8       84.0:      16.2       16.0
Other:     100.0:      13.9       22.7       13.9       54.4       45.8       82.1       82.4:      17.9       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        70         91         60         44         46        146        174:
Old  :       222:        73         88         37         36         41        126        152:
Other:       113:        40         31         26         22         35         74         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  :                 31.8       24.9       46.2       32.2       31.7       23.3       45.0       29.8
Old  :                 36.9       24.6       49.0       32.8       36.9       24.0       49.0       32.2
Other:                 50.7       35.3       58.2       47.1       44.9       30.7       48.8       39.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   671,800:    80,890    165,545     57,881    392,497    262,472    531,268    485,898:   140,532    185,902
Old  :   579,147:    79,765    159,001     48,474    325,646    224,457    453,885    431,932:   125,262    147,215
Other:    92,653:     9,035     14,454      1,497     66,851     38,015     77,383     53,966:    15,270     38,687
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    14,383:     7,473    -22,137     20,288    -12,772     16,264     14,989     14,415:      -606        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       24.6        8.6       58.4       39.1       79.1       72.3:      20.9       27.7
Old  :     100.0:      13.8       27.5        8.4       56.2       38.8       78.4       74.6:      21.6       25.4
Other:     100.0:       9.8       15.6        1.6       72.2       41.0       83.5       58.2:      16.5       41.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       105        136        105        166        153        339        350:
Old  :       459:       111        128         92        158        142        324        325:
Other:       229:        31         53         14         62        119        103        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       14.2       27.8       19.2       17.3       11.5       27.5       16.4
Old  :                 17.9       15.9       28.4       21.2       17.9       13.0       28.1       18.2
Other:                 46.1       10.8       54.8       17.9       46.1       10.5       54.7       17.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   657,417:    73,417    187,682     37,593    405,269    246,208    516,279    471,483:   141,138    185,934
Old  :   568,131:    72,082    179,769     29,084    338,502    211,461    439,668    420,314:   128,463    147,817
Other:    89,286:     8,798     15,376      1,046     66,767     34,747     76,611     51,169:    12,675     38,117
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     7,704:       867      1,095      4,238        941      1,852      6,046      7,185:     1,658        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       28.5        5.7       61.6       37.5       78.5       71.7:      21.5       28.3
Old  :     100.0:      12.7       31.6        5.1       59.6       37.2       77.4       74.0:      22.6       26.0
Other:     100.0:       9.9       17.2        1.2       74.8       38.9       85.8       57.3:      14.2       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       100        135         89        165        152        316        346:
Old  :       455:       108        127         75        159        139        303        319:
Other:       225:        30         50         12         62        117        100        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.0       28.7       18.0       17.7       10.3       28.4       14.9
Old  :                 18.2       14.7       29.2       20.0       18.1       11.5       28.9       16.7
Other:                 48.2        9.9       56.9       16.8       48.2        9.5       56.9       15.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,665:     2,616        382        138      2,031      6,119      4,785      6,639:     3,880      2,026
Old  :     7,943:     2,514        436         54      1,911      5,761      4,479      6,251:     3,464      1,692
Other:       722:       180         24          6        120        358        306        388:       416        334
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -179:      -497       -100         60        511        178         74        138:      -253       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        4.4        1.6       23.4       70.6       55.2       76.6:      44.8       23.4
Old  :     100.0:      31.7        5.5        0.7       24.1       72.5       56.4       78.7:      43.6       21.3
Other:     100.0:      24.9        3.3        0.8       16.6       49.6       42.4       53.7:      57.6       46.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13          6          4         11         17         26         25:
Old  :        36:        13          6          3         11         15         25         23:
Other:        17:         6          2          1          3          7          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       45.0       37.7       57.5       19.4       35.8       26.4       44.9
Old  :                 28.5       48.0       39.9       61.4       21.2       38.2       28.3       48.3
Other:                 30.6       38.0       42.1       51.5       30.6       38.0       41.3       51.2
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,844:     3,113        482         78      1,520      5,941      4,711      6,501:     4,133      2,343
Old  :     8,182:     3,039        503         38      1,425      5,606      4,502      6,147:     3,680      2,035
Other:       662:       114         19          0         95        335        209        354:       453        308
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       -91:      -544        -17        -77        362        105       -259         11:       168       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        5.5        0.9       17.2       67.2       53.3       73.5:      46.7       26.5
Old  :     100.0:      37.1        6.1        0.5       17.4       68.5       55.0       75.1:      45.0       24.9
Other:     100.0:      17.2        2.9        0.0       14.4       50.6       31.6       53.5:      68.4       46.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        17          5          4          7         15         25         23:
Old  :        36:        17          5          4          7         14         25         22:
Other:        14:         4          2          0          2          7          6          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       40.0       37.3       53.8       22.3       32.4       29.8       42.2
Old  :                 27.8       41.7       39.2       56.6       24.1       33.7       31.7       44.7
Other:                 30.4       39.9       31.6       53.2       30.4       39.9       31.3       52.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   262,376:    36,829     86,385     21,573    151,637     89,365    210,039    197,323:    52,337     65,053
Old  :   238,543:    36,310     91,779     13,278    143,825     77,113    193,413    182,170:    45,130     56,373
Other:    23,833:     8,533      2,620        281      7,812     12,252     16,626     15,153:     7,207      8,680
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -9,751:     4,997    -23,608       -776    -10,301     10,640     -6,080    -13,744:    -3,671      3,993
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       32.9        8.2       57.8       34.1       80.1       75.2:      19.9       24.8
Old  :     100.0:      15.2       38.5        5.6       60.3       32.3       81.1       76.4:      18.9       23.6
Other:     100.0:      35.8       11.0        1.2       32.8       51.4       69.8       63.6:      30.2       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        75        131         96         80         82        225        256:
Old  :       323:        80        130         79         78         76        207        245:
Other:       112:        35         27          6         20         39         60         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.4       37.9       24.6       26.8       16.4       36.9       21.4
Old  :                 29.0       18.6       40.4       24.3       28.9       16.3       40.0       21.8
Other:                 30.4       40.4       43.9       46.8       30.0       39.3       43.5       44.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   272,127:    31,832    109,993     22,349    161,938     78,725    216,119    211,067:    56,008     61,060
Old  :   249,065:    30,466    114,939     14,589    154,823     66,354    199,878    195,882:    49,187     53,183
Other:    23,062:     8,947      2,635        179      7,115     12,371     16,241     15,185:     6,821      7,877
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,597:       576      2,978        130        367      1,794      1,073      4,902:     1,524     -2,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       40.4        8.2       59.5       28.9       79.4       77.6:      20.6       22.4
Old  :     100.0:      12.2       46.1        5.9       62.2       26.6       80.3       78.6:      19.7       21.4
Other:     100.0:      38.8       11.4        0.8       30.9       53.6       70.4       65.8:      29.6       34.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        72        135         93         76         74        214        253:
Old  :       318:        70        143         76         73         67        194        243:
Other:       109:        41         21          4         21         37         65         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.2       39.0       23.7       27.3       13.9       37.0       19.7
Old  :                 29.5       17.2       41.4       23.7       29.3       15.8       40.2       22.2
Other:                 29.7       43.2       42.2       49.8       29.6       41.7       41.9       47.4
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :     9,397:     4,670      3,129      1,250        200        469      6,120      4,848:     3,277      4,549
Old  :     8,282:     4,173      2,878      1,242        200        469      5,615      4,589:     2,667      3,693
Other:     1,115:       497        251          8          0          0        505        259:       610        856
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       33.3       13.3        2.1        5.0       65.1       51.6:      34.9       48.4
Old  :     100.0:      50.4       34.8       15.0        2.4        5.7       67.8       55.4:      32.2       44.6
Other:     100.0:      44.6       22.5        0.7        0.0        0.0       45.3       23.2:      54.7       76.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          8          9          1          2         15         15:
Old  :        20:        10          8          9          1          2         15         15:
Other:         3:         2          1          1          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       31.3       57.1       43.3       37.7       26.6       47.7       34.7
Old  :                 42.3       32.5       58.6       46.1       36.7       27.1       48.2       36.4
Other:                 45.3       23.2       45.3       23.2       44.6       22.5       44.6       22.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   175,257:    21,071     53,253     22,102    106,692     76,384    149,865    151,739:    25,392     23,518
Old  :   152,090:    19,725     54,161     13,689     97,185     62,507    130,599    130,357:    21,491     21,733
Other:    23,167:     7,250      4,996      2,509      9,507     13,877     19,266     21,382:     3,901      1,785
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -12,601:    -1,402     -8,069        622    -11,648     -2,818    -12,428    -10,265:      -173     -2,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       30.4       12.6       60.9       43.6       85.5       86.6:      14.5       13.4
Old  :     100.0:      13.0       35.6        9.0       63.9       41.1       85.9       85.7:      14.1       14.3
Other:     100.0:      31.3       21.6       10.8       41.0       59.9       83.2       92.3:      16.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        29         51         34         49         47         99        124:
Old  :       155:        35         54         30         49         46         97        120:
Other:        51:        12         15         10         18         12         36         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       23.2       35.1       32.9       17.3       15.1       26.5       22.4
Old  :                 25.1       22.5       37.8       32.0       22.5       17.8       33.8       26.2
Other:                 33.5       54.0       53.8       68.7       31.9       43.8       46.0       52.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   187,858:    22,473     61,322     21,480    118,340     79,202    162,293    162,004:    25,565     25,854
Old  :   165,572:    19,984     62,076     13,535    110,267     66,121    143,786    141,732:    21,786     23,840
Other:    22,286:     7,043      3,800      3,391      8,073     13,081     18,507     20,272:     3,779      2,014
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    10,997:        16      3,883      1,842      7,089      5,281      8,947     11,006:     2,050         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       32.6       11.4       63.0       42.2       86.4       86.2:      13.6       13.8
Old  :     100.0:      12.1       37.5        8.2       66.6       39.9       86.8       85.6:      13.2       14.4
Other:     100.0:      31.6       17.1       15.2       36.2       58.7       83.0       91.0:      17.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        29         59         34         52         42        103        128:
Old  :       164:        36         61         29         51         41        100        123:
Other:        46:        12         12         10         18         11         36         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       25.7       37.9       34.9       18.0       15.3       28.0       22.5
Old  :                 26.0       26.1       39.6       34.4       23.6       18.1       34.7       26.3
Other:                 37.5       53.1       54.4       69.6       30.8       45.6       43.1       53.4
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   800,676:   171,387    132,868     37,105    431,272    455,893    639,764    625,866:   160,912    174,810
Old  :   800,676:   171,387    132,868     37,105    431,272    455,893    639,764    625,866:   160,912    174,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -18,288:   -22,591    -13,197      6,053      4,595    -13,002    -11,943    -20,146:    -6,345      1,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       16.6        4.6       53.9       56.9       79.9       78.2:      20.1       21.8
Old  :     100.0:      21.4       16.6        4.6       53.9       56.9       79.9       78.2:      20.1       21.8
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  :       188:        48         35         29         59         81        123        133:
Old  :       188:        48         35         29         59         81        123        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       16.2       30.5       28.0       16.1       14.1       23.4       24.3
Old  :                 22.4       16.2       30.5       28.0       16.1       14.1       23.4       24.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   818,964:   193,978    146,065     31,052    426,677    468,895    651,707    646,012:   167,257    172,952
Old  :   818,964:   193,978    146,065     31,052    426,677    468,895    651,707    646,012:   167,257    172,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    64,191:    42,575    -22,903      9,888      8,326     71,742     60,789     58,727:     3,402      5,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       17.8        3.8       52.1       57.3       79.6       78.9:      20.4       21.1
Old  :     100.0:      23.7       17.8        3.8       52.1       57.3       79.6       78.9:      20.4       21.1
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:        45         39         22         60         78        120        128:
Old  :       184:        45         39         22         60         78        120        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       14.4       31.8       26.7       15.7       12.7       23.2       22.8
Old  :                 22.6       14.4       31.8       26.7       15.7       12.7       23.2       22.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   162,001:    13,415     38,028     30,767     87,923     64,080    132,105    132,875:    29,896     29,126
Old  :   139,370:    17,940     37,511     19,447     75,125     55,258    112,512    112,216:    26,858     27,154
Other:    22,631:     1,668      6,710      5,127     12,798      8,822     19,593     20,659:     3,038      1,972
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -16,297:     3,112    -15,327        147    -18,460      1,086    -15,201    -14,094:    -1,096     -2,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       23.5       19.0       54.3       39.6       81.5       82.0:      18.5       18.0
Old  :     100.0:      12.9       26.9       14.0       53.9       39.6       80.7       80.5:      19.3       19.5
Other:     100.0:       7.4       29.6       22.7       56.6       39.0       86.6       91.3:      13.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        21         58         55         50         49        115        140:
Old  :       163:        32         54         48         48         48        108        137:
Other:        64:        14         18         12         26         13         49         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       16.8       35.6       25.3       17.8       10.5       24.6       16.6
Old  :                 23.0       17.0       34.4       24.8       18.5       12.0       26.2       18.2
Other:                 38.3       51.5       53.8       68.3       35.8       44.7       44.8       52.6
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   178,298:    10,303     53,355     30,620    106,383     62,994    147,306    146,969:    30,992     31,329
Old  :   158,139:    14,533     51,670     20,685     94,573     56,282    129,791    128,637:    28,348     29,502
Other:    20,159:     1,570      7,485      4,135     11,810      6,712     17,515     18,332:     2,644      1,827
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    13,942:        -1      9,520      2,612      8,779     -1,093     11,390     11,039:     2,552      2,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       29.9       17.2       59.7       35.3       82.6       82.4:      17.4       17.6
Old  :     100.0:       9.2       32.7       13.1       59.8       35.6       82.1       81.3:      17.9       18.7
Other:     100.0:       7.8       37.1       20.5       58.6       33.3       86.9       90.9:      13.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        19         65         52         53         47        115        144:
Old  :       170:        29         63         49         51         46        112        141:
Other:        59:        12         17          9         27         11         47         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       16.1       40.0       24.1       21.7        8.3       28.0       14.0
Old  :                 27.2       16.8       39.5       24.2       22.9        9.3       31.0       15.8
Other:                 39.0       53.7       54.9       69.2       34.9       42.7       44.9       50.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     5,496:     1,815      2,080        394      1,718      1,427      3,927      3,901:     1,569      1,595
Old  :     5,490:     1,814      2,083        389      1,718      1,424      3,921      3,896:     1,569      1,594
Other:         6:         6          2          0          0          3          6          5:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -58:       -48        -21       -128        -55        280       -231        131:       173       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       37.8        7.2       31.3       26.0       71.5       71.0:      28.5       29.0
Old  :     100.0:      33.0       37.9        7.1       31.3       25.9       71.4       71.0:      28.6       29.0
Other:     100.0:     100.0       33.3        0.0        0.0       50.0      100.0       83.3:       0.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        11         13          4          9          6         23         20:
Old  :        34:        11         13          4          9          6         23         20:
Other:         4:         2          1          0          0          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  :                 36.6       30.9       49.9       48.5       28.7       27.9       38.2       37.7
Old  :                 36.6       30.9       50.0       48.5       28.8       27.9       38.3       37.8
Other:                100.0       83.3      100.0       83.3      100.0       83.3      100.0       83.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     5,554:     1,863      2,101        522      1,773      1,147      4,158      3,770:     1,396      1,784
Old  :     5,547:     1,862      2,106        516      1,773      1,144      4,151      3,766:     1,396      1,781
Other:         7:         6          0          1          0          3          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       321:        65         96        111        122        118        298        325:        23         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       37.8        9.4       31.9       20.7       74.9       67.9:      25.1       32.1
Old  :     100.0:      33.6       38.0        9.3       32.0       20.6       74.8       67.9:      25.2       32.1
Other:     100.0:      85.7        0.0       14.3        0.0       42.9      100.0       57.1:       0.0       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          6         11          6         27         22:
Old  :        38:        13         13          6         11          6         27         22:
Other:         4:         2          0          1          0          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       27.8       49.0       45.4       26.9       27.8       37.1       37.8
Old  :                 35.1       27.8       49.1       45.4       26.9       27.8       37.1       37.8
Other:                100.0       57.1      100.0       57.1       85.7       42.9       85.7       42.9
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   349,822:   107,008     80,546      6,091    185,422    161,851    298,521    248,488:    51,301    101,334
Old  :   349,822:   107,008     80,546      6,091    185,422    161,851    298,521    248,488:    51,301    101,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    20,796:     2,920      3,146      6,091     15,471     15,776     24,482     25,013:    -3,686     -4,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       23.0        1.7       53.0       46.3       85.3       71.0:      14.7       29.0
Old  :     100.0:      30.6       23.0        1.7       53.0       46.3       85.3       71.0:      14.7       29.0
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  :       123:        19         35          4         43         53         62         92:
Old  :       123:        19         35          4         43         53         62         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  :                 30.4       20.8       42.9       28.5       30.3       20.1       41.8       27.3
Old  :                 30.4       20.8       42.9       28.5       30.3       20.1       41.8       27.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   329,026:   104,088     77,400          0    169,951    146,075    274,039    223,475:    54,987    105,551
Old  :   329,026:   104,088     77,400          0    169,951    146,075    274,039    223,475:    54,987    105,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    20,564:    16,447     -3,083          0      2,822     14,320     19,269     11,237:     1,295      9,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       23.5        0.0       51.7       44.4       83.3       67.9:      16.7       32.1
Old  :     100.0:      31.6       23.5        0.0       51.7       44.4       83.3       67.9:      16.7       32.1
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  :       118:        16         33          0         45         45         61         78:
Old  :       118:        16         33          0         45         45         61         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.1       42.8       29.1       30.3       20.3       42.2       27.6
Old  :                 30.3       21.1       42.8       29.1       30.3       20.3       42.2       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,865,429:   322,904    277,112    142,460  1,102,447    947,271  1,567,811  1,366,843:   297,618    498,586
Old  : 1,865,429:   322,904    277,112    142,460  1,102,447    947,271  1,567,811  1,366,843:   297,618    498,586
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    58,766:    24,905    -27,268     24,420     11,124     76,327     60,449     73,479:    -1,683    -14,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.9        7.6       59.1       50.8       84.0       73.3:      16.0       26.7
Old  :     100.0:      17.3       14.9        7.6       59.1       50.8       84.0       73.3:      16.0       26.7
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  :       276:        49         70         47         84        135        165        222:
Old  :       276:        49         70         47         84        135        165        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       12.5       43.3       21.5       27.5       11.0       36.7       15.9
Old  :                 32.2       12.5       43.3       21.5       27.5       11.0       36.7       15.9
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,806,663:   297,999    304,380    118,040  1,091,323    870,944  1,507,362  1,293,364:   299,301    513,299
Old  : 1,806,663:   297,999    304,380    118,040  1,091,323    870,944  1,507,362  1,293,364:   299,301    513,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    57,254:    36,572    -12,503     67,275    -30,819     40,306     73,028     95,078:   -15,774    -37,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       16.8        6.5       60.4       48.2       83.4       71.6:      16.6       28.4
Old  :     100.0:      16.5       16.8        6.5       60.4       48.2       83.4       71.6:      16.6       28.4
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  :       276:        46         70         42         86        133        161        218:
Old  :       276:        46         70         42         86        133        161        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       11.7       42.8       20.7       29.5       10.5       37.2       15.8
Old  :                 32.6       11.7       42.8       20.7       29.5       10.5       37.2       15.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,198,153:   254,352    158,022     34,617    755,934    707,662  1,044,903    900,301:   153,250    297,852
Old  : 1,198,153:   254,352    158,022     34,617    755,934    707,662  1,044,903    900,301:   153,250    297,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -65,274:    23,802    -26,824     16,825   -105,502    -15,266    -64,875    -25,265:      -399    -40,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.2        2.9       63.1       59.1       87.2       75.1:      12.8       24.9
Old  :     100.0:      21.2       13.2        2.9       63.1       59.1       87.2       75.1:      12.8       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        38         44         23         64         99        114        154:
Old  :       199:        38         44         23         64         99        114        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       16.9       43.1       24.4       24.5       15.7       39.1       20.7
Old  :                 26.2       16.9       43.1       24.4       24.5       15.7       39.1       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,263,427:   230,550    184,846     17,792    861,436    722,928  1,109,778    925,566:   153,649    337,861
Old  : 1,263,427:   230,550    184,846     17,792    861,436    722,928  1,109,778    925,566:   153,649    337,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    43,033:   -24,161     -5,474      3,824     50,786     10,404     30,449      8,754:    12,584     34,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       14.6        1.4       68.2       57.2       87.8       73.3:      12.2       26.7
Old  :     100.0:      18.2       14.6        1.4       68.2       57.2       87.8       73.3:      12.2       26.7
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  :       194:        37         44         20         62         95        107        151:
Old  :       194:        37         44         20         62         95        107        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       16.3       46.5       24.1       24.6       14.8       40.0       20.6
Old  :                 27.8       16.3       46.5       24.1       24.6       14.8       40.0       20.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   428,567:   184,803     40,639     39,298    173,297    323,779    397,398    403,716:    31,169     24,851
Old  :   428,567:   184,803     40,639     39,298    173,297    323,779    397,398    403,716:    31,169     24,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    23,602:    11,373      1,382      5,672      7,261     18,837     24,306     25,891:      -704     -2,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1        9.5        9.2       40.4       75.5       92.7       94.2:       7.3        5.8
Old  :     100.0:      43.1        9.5        9.2       40.4       75.5       92.7       94.2:       7.3        5.8
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:        36         13         29         50         46         96         79:
Old  :       112:        36         13         29         50         46         96         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  :                 37.5       48.2       51.5       59.4       34.1       48.1       45.9       58.1
Old  :                 37.5       48.2       51.5       59.4       34.1       48.1       45.9       58.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   404,965:   173,430     39,257     33,626    166,036    304,942    373,092    377,825:    31,873     27,140
Old  :   404,965:   173,430     39,257     33,626    166,036    304,942    373,092    377,825:    31,873     27,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -85,363:   -12,985     -9,268    -14,264    -22,926    -44,475    -50,175    -68,007:   -35,188    -17,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        9.7        8.3       41.0       75.3       92.1       93.3:       7.9        6.7
Old  :     100.0:      42.8        9.7        8.3       41.0       75.3       92.1       93.3:       7.9        6.7
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  :       107:        34         11         23         50         46         91         74:
Old  :       107:        34         11         23         50         46         91         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  :                 39.8       45.4       54.5       57.5       35.2       45.2       47.9       55.6
Old  :                 39.8       45.4       54.5       57.5       35.2       45.2       47.9       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,852:    14,115      3,342        101     21,510     38,027     35,726     41,470:    13,126      7,382
Old  :    48,852:    14,115      3,342        101     21,510     38,027     35,726     41,470:    13,126      7,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       909:     1,508        171         45        -26        580      1,527        796:      -618        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        6.8        0.2       44.0       77.8       73.1       84.9:      26.9       15.1
Old  :     100.0:      28.9        6.8        0.2       44.0       77.8       73.1       84.9:      26.9       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        25         11          2         20         12         46         24:
Old  :        65:        25         11          2         20         12         46         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       64.8       40.7       75.5       29.0       64.4       40.7       74.3
Old  :                 29.0       64.8       40.7       75.5       29.0       64.4       40.7       74.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    47,943:    12,607      3,171         56     21,536     37,447     34,199     40,674:    13,744      7,269
Old  :    47,943:    12,607      3,171         56     21,536     37,447     34,199     40,674:    13,744      7,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       449:        79     -5,463         56       -162      6,085        -27        678:       476       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        6.6        0.1       44.9       78.1       71.3       84.8:      28.7       15.2
Old  :     100.0:      26.3        6.6        0.1       44.9       78.1       71.3       84.8:      28.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        24         10          1         20         12         45         22:
Old  :        63:        24         10          1         20         12         45         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  :                 29.6       65.3       41.5       75.8       29.6       64.8       41.5       75.2
Old  :                 29.6       65.3       41.5       75.8       29.6       64.8       41.5       75.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    71,875:     9,924     26,478        840     52,270     23,009     63,034     50,327:     8,841     21,548
Old  :    71,875:     9,924     26,478        840     52,270     23,009     63,034     50,327:     8,841     21,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,187:     1,134       -110        374        821      1,285      2,329      1,549:      -142        638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       36.8        1.2       72.7       32.0       87.7       70.0:      12.3       30.0
Old  :     100.0:      13.8       36.8        1.2       72.7       32.0       87.7       70.0:      12.3       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        19         20          6         20         10         43         32:
Old  :        65:        19         20          6         20         10         43         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  :                 50.4       45.5       66.5       54.4       50.3       45.5       66.3       53.6
Old  :                 50.4       45.5       66.5       54.4       50.3       45.5       66.3       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    69,688:     8,790     26,588        466     51,449     21,724     60,705     48,778:     8,983     20,910
Old  :    69,688:     8,790     26,588        466     51,449     21,724     60,705     48,778:     8,983     20,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -8,309:    -1,983      2,091        108      4,711     -4,122      2,836     -1,923:   -11,145     -6,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       38.2        0.7       73.8       31.2       87.1       70.0:      12.9       30.0
Old  :     100.0:      12.6       38.2        0.7       73.8       31.2       87.1       70.0:      12.9       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        14         22          4         20          8         36         32:
Old  :        60:        14         22          4         20          8         36         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       44.7       67.2       53.4       47.7       44.7       67.1       52.6
Old  :                 47.7       44.7       67.2       53.4       47.7       44.7       67.1       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    37,739:     7,858      6,825      1,517     28,004     27,320     37,379     35,662:       360      2,077
Old  :    37,739:     7,858      6,825      1,517     28,004     27,320     37,379     35,662:       360      2,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -2,264:      -903     -2,752        503     -1,861       -750     -2,261     -2,999:        -3        735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.1        4.0       74.2       72.4       99.0       94.5:       1.0        5.5
Old  :     100.0:      20.8       18.1        4.0       74.2       72.4       99.0       94.5:       1.0        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6         22          4         19         19         27         43:
Old  :        60:         6         22          4         19         19         27         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  :                 49.1       48.1       72.2       66.0       49.1       47.5       72.1       65.5
Old  :                 49.1       48.1       72.2       66.0       49.1       47.5       72.1       65.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Old  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -942:       655       -688          0     -1,641       -149       -986       -837:        44       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        3.4
Old  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        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  :        60:         5         23          3         19         19         27         42:
Old  :        60:         5         23          3         19         19         27         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  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
Old  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,991:     5,899      1,948          0      7,630     11,061     13,529     13,009:       462        982
Old  :    13,991:     5,899      1,948          0      7,630     11,061     13,529     13,009:       462        982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -549:       210         45          0     -1,186     -1,055       -976     -1,010:       427        461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.2       13.9        0.0       54.5       79.1       96.7       93.0:       3.3        7.0
Old  :     100.0:      42.2       13.9        0.0       54.5       79.1       96.7       93.0:       3.3        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          7          0          6         10          8         17:
Old  :        25:         2          7          0          6         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  :                 88.4       70.2       96.7       81.1       88.4       70.2       96.7       81.1
Old  :                 88.4       70.2       96.7       81.1       88.4       70.2       96.7       81.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Old  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       406:         0        238          0        456       -138        456        100:       -50        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        3.6
Old  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          7          0          6         10          8         17:
Old  :        24:         2          7          0          6         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  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
Old  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    25,662:     3,149      2,766      1,287     16,096     15,403     20,532     19,456:     5,130      6,206
Old  :    25,662:     3,149      2,766      1,287     16,096     15,403     20,532     19,456:     5,130      6,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,264:       348        164        260        505        891      1,113      1,315:       151        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.8        5.0       62.7       60.0       80.0       75.8:      20.0       24.2
Old  :     100.0:      12.3       10.8        5.0       62.7       60.0       80.0       75.8:      20.0       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        12          8         12         21         19         37         35:
Old  :        51:        12          8         12         21         19         37         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  :                 49.4       36.7       62.6       55.2       49.4       36.1       59.7       53.1
Old  :                 49.4       36.7       62.6       55.2       49.4       36.1       59.7       53.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,398:     2,801      2,602      1,027     15,591     14,512     19,419     18,141:     4,979      6,257
Old  :    24,398:     2,801      2,602      1,027     15,591     14,512     19,419     18,141:     4,979      6,257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -2,198:      -833       -344         60       -914     -1,264     -1,687     -1,548:      -511       -650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.7        4.2       63.9       59.5       79.6       74.4:      20.4       25.6
Old  :     100.0:      11.5       10.7        4.2       63.9       59.5       79.6       74.4:      20.4       25.6
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  :        50:        12          7         10         23         19         38         33:
Old  :        50:        12          7         10         23         19         38         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  :                 51.1       36.1       63.2       54.8       51.1       35.4       60.2       53.0
Old  :                 51.1       36.1       63.2       54.8       51.1       35.4       60.2       53.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    94,117:    17,682     10,027     18,171     39,746     35,799     75,599     63,997:    18,518     30,120
Old  :    92,440:    17,828     10,093     17,907     38,900     35,416     74,635     63,416:    17,805     29,024
Other:     1,677:       118        198          0        846        383        964        581:       713      1,096
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -6,493:    -4,555        518     -1,188        630     -4,693     -5,113     -5,363:    -1,380     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.7       19.3       42.2       38.0       80.3       68.0:      19.7       32.0
Old  :     100.0:      19.3       10.9       19.4       42.1       38.3       80.7       68.6:      19.3       31.4
Other:     100.0:       7.0       11.8        0.0       50.4       22.8       57.5       34.6:      42.5       65.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        49         38         47         25         36        108         99:
Old  :       145:        47         40         47         24         36        107         99:
Other:        16:         4          1          0          4          9          8         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       17.6       38.7       30.0       27.1       16.5       37.4       26.1
Old  :                 27.6       17.9       39.3       30.5       27.6       17.4       38.0       27.2
Other:                 50.4       30.5       57.5       34.1       48.7       30.4       55.8       32.9
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   100,610:    22,237      9,509     19,359     39,116     40,492     80,712     69,360:    19,898     31,250
Old  :    99,165:    22,430      9,556     19,062     38,365     40,172     79,857     68,790:    19,308     30,375
Other:     1,445:        64        210         40        751        320        855        570:       590        875
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -2,192:    -2,664      2,067       -131        392     -2,101     -2,403       -165:       211     -2,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.5       19.2       38.9       40.2       80.2       68.9:      19.8       31.1
Old  :     100.0:      22.6        9.6       19.2       38.7       40.5       80.5       69.4:      19.5       30.6
Other:     100.0:       4.4       14.5        2.8       52.0       22.1       59.2       39.4:      40.8       60.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        53         40         51         25         36        117        101:
Old  :       152:        53         40         51         25         36        117        101:
Other:        14:         4          2          1          4          6          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       20.7       35.9       31.6       24.9       19.7       34.8       28.1
Old  :                 25.3       21.0       36.4       32.1       25.3       20.5       35.1       29.0
Other:                 52.0       36.1       58.9       39.4       50.0       33.7       54.5       34.7
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     3,289:       169      1,132        629      1,690        418      2,488      2,179:       801      1,110
Old  :     3,289:       169      1,132        629      1,690        418      2,488      2,179:       801      1,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       615:       -84        124        211        398         62        525        397:        90        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       34.4       19.1       51.4       12.7       75.6       66.3:      24.4       33.7
Old  :     100.0:       5.1       34.4       19.1       51.4       12.7       75.6       66.3:      24.4       33.7
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  :        32:         2         17          7          9          3         18         23:
Old  :        32:         2         17          7          9          3         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       31.3       65.8       45.7       44.8       23.0       53.8       34.0
Old  :                 48.8       31.3       65.8       45.7       44.8       23.0       53.8       34.0
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,674:       253      1,008        418      1,292        356      1,963      1,782:       711        892
Old  :     2,674:       253      1,008        418      1,292        356      1,963      1,782:       711        892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       353:      -244        556        161        503       -167        420        550:       -67       -197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       37.7       15.6       48.3       13.3       73.4       66.6:      26.6       33.4
Old  :     100.0:       9.5       37.7       15.6       48.3       13.3       73.4       66.6:      26.6       33.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5         16          6          8          2         18         20:
Old  :        30:         5         16          6          8          2         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       31.7       62.0       47.4       44.5       25.7       52.6       37.7
Old  :                 49.4       31.7       62.0       47.4       44.5       25.7       52.6       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   141,651:    43,250     18,030     13,628     67,865     72,799    124,743    104,457:    16,908     37,194
Old  :   141,651:    43,250     18,030     13,628     67,865     72,799    124,743    104,457:    16,908     37,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -8,196:    -3,155      2,521     -3,121        731     -3,782     -5,545     -4,382:    -2,651     -3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       12.7        9.6       47.9       51.4       88.1       73.7:      11.9       26.3
Old  :     100.0:      30.5       12.7        9.6       47.9       51.4       88.1       73.7:      11.9       26.3
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:        50         43         42         59         97        131        163:
Old  :       208:        50         43         42         59         97        131        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       12.0       40.7       20.4       22.9       11.6       38.5       19.4
Old  :                 24.1       12.0       40.7       20.4       22.9       11.6       38.5       19.4
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   149,847:    46,405     15,509     16,749     67,134     76,581    130,288    108,839:    19,559     41,008
Old  :   149,847:    46,405     15,509     16,749     67,134     76,581    130,288    108,839:    19,559     41,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       320:     4,789       -628     -2,898       -417      1,281      1,474     -2,245:    -1,154      2,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       10.3       11.2       44.8       51.1       86.9       72.6:      13.1       27.4
Old  :     100.0:      31.0       10.3       11.2       44.8       51.1       86.9       72.6:      13.1       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  :       231:        62         38         49         65        106        159        172:
Old  :       231:        62         38         49         65        106        159        172:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.8       37.0       19.7       20.4       11.2       34.5       18.2
Old  :                 21.8       11.8       37.0       19.7       20.4       11.2       34.5       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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,325:     2,157        394        184        740      3,347      3,081      3,925:     2,244      1,400
Old  :     5,325:     2,157        394        184        740      3,347      3,081      3,925:     2,244      1,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :        30:       -68        -81         42        173        291        147        252:      -117       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        7.4        3.5       13.9       62.9       57.9       73.7:      42.1       26.3
Old  :     100.0:      40.5        7.4        3.5       13.9       62.9       57.9       73.7:      42.1       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        21          8          7         15         19         40         30:
Old  :        53:        21          8          7         15         19         40         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  :                 20.9       45.6       30.2       55.1       20.9       45.6       29.3       54.4
Old  :                 20.9       45.6       30.2       55.1       20.9       45.6       29.3       54.4
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,295:     2,225        475        142        567      3,056      2,934      3,673:     2,361      1,622
Old  :     5,295:     2,225        475        142        567      3,056      2,934      3,673:     2,361      1,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       943:       528        107         35         18        358        581        500:       362        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0        9.0        2.7       10.7       57.7       55.4       69.4:      44.6       30.6
Old  :     100.0:      42.0        9.0        2.7       10.7       57.7       55.4       69.4:      44.6       30.6
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  :        56:        22          9          7         12         18         40         29:
Old  :        56:        22          9          7         12         18         40         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  :                 20.9       42.7       30.3       50.6       20.9       42.7       29.6       50.1
Old  :                 20.9       42.7       30.3       50.6       20.9       42.7       29.6       50.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,115:     6,673      3,551      4,071      8,956      4,553     19,700     12,175:     4,415     11,940
Old  :    24,115:     6,673      3,551      4,071      8,956      4,553     19,700     12,175:     4,415     11,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,189:       769        273        581        934        356      2,284      1,210:       -95        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       14.7       16.9       37.1       18.9       81.7       50.5:      18.3       49.5
Old  :     100.0:      27.7       14.7       16.9       37.1       18.9       81.7       50.5:      18.3       49.5
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  :       115:        29         20         21         37         43         80         76:
Old  :       115:        29         20         21         37         43         80         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  :                 27.2       16.4       40.7       22.6       18.2        9.4       28.8       14.3
Old  :                 27.2       16.4       40.7       22.6       18.2        9.4       28.8       14.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    21,926:     5,904      3,278      3,490      8,022      4,197     17,416     10,965:     4,510     10,961
Old  :    21,926:     5,904      3,278      3,490      8,022      4,197     17,416     10,965:     4,510     10,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,624:      -454        328      1,362      1,026        300      1,934      1,990:       690        634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       15.0       15.9       36.6       19.1       79.4       50.0:      20.6       50.0
Old  :     100.0:      26.9       15.0       15.9       36.6       19.1       79.4       50.0:      20.6       50.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        29         18         22         33         40         74         72:
Old  :       106:        29         18         22         33         40         74         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       17.6       40.9       24.0       19.5       10.3       30.1       15.3
Old  :                 27.7       17.6       40.9       24.0       19.5       10.3       30.1       15.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    83,368:    10,760     16,067        997     46,093     50,568     57,850     67,632:    25,518     15,736
Old  :    83,368:    10,760     16,067        997     46,093     50,568     57,850     67,632:    25,518     15,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       698:       154     -1,904        348       -353      3,929        149      2,373:       549     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.3        1.2       55.3       60.7       69.4       81.1:      30.6       18.9
Old  :     100.0:      12.9       19.3        1.2       55.3       60.7       69.4       81.1:      30.6       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        14         13          4         24         18         40         33:
Old  :        59:        14         13          4         24         18         40         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  :                 30.7       42.2       45.0       58.4       28.0       42.2       41.3       58.2
Old  :                 30.7       42.2       45.0       58.4       28.0       42.2       41.3       58.2
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    82,670:    10,606     17,971        649     46,446     46,639     57,701     65,259:    24,969     17,411
Old  :    82,670:    10,606     17,971        649     46,446     46,639     57,701     65,259:    24,969     17,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,664:    -1,521      7,113        253      9,433     -3,780      8,165      3,586:    -2,501      2,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       21.7        0.8       56.2       56.4       69.8       78.9:      30.2       21.1
Old  :     100.0:      12.8       21.7        0.8       56.2       56.4       69.8       78.9:      30.2       21.1
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  :        65:        14         16          3         26         18         42         35:
Old  :        65:        14         16          3         26         18         42         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  :                 28.7       38.2       43.0       53.7       26.3       38.2       39.7       53.6
Old  :                 28.7       38.2       43.0       53.7       26.3       38.2       39.7       53.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    52,852:     3,837     15,106        734     37,796     21,015     42,367     36,855:    10,485     15,997
Old  :    52,852:     3,837     15,106        734     37,796     21,015     42,367     36,855:    10,485     15,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,009:       466     -5,439        322     -3,942      3,034     -3,154     -2,083:      -855     -1,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       28.6        1.4       71.5       39.8       80.2       69.7:      19.8       30.3
Old  :     100.0:       7.3       28.6        1.4       71.5       39.8       80.2       69.7:      19.8       30.3
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  :        34:         6         11          1         15          7         22         18:
Old  :        34:         6         11          1         15          7         22         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  :                 48.5       47.2       63.2       60.5       48.1       47.0       62.8       59.6
Old  :                 48.5       47.2       63.2       60.5       48.1       47.0       62.8       59.6
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    56,861:     3,371     20,545        412     41,738     17,981     45,521     38,938:    11,340     17,923
Old  :    56,861:     3,371     20,545        412     41,738     17,981     45,521     38,938:    11,340     17,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,002:    -2,951      6,823        -25      7,270     -5,364      4,294      1,434:       708      3,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       36.1        0.7       73.4       31.6       80.1       68.5:      19.9       31.5
Old  :     100.0:       5.9       36.1        0.7       73.4       31.6       80.1       68.5:      19.9       31.5
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  :        36:         5         15          1         15          4         21         19:
Old  :        36:         5         15          1         15          4         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       43.0       64.2       57.4       47.4       42.8       64.2       57.3
Old  :                 47.4       43.0       64.2       57.4       47.4       42.8       64.2       57.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    89,095:    64,195      8,031        216     13,902     76,120     78,313     84,367:    10,782      4,728
Old  :    89,095:    64,195      8,031        216     13,902     76,120     78,313     84,367:    10,782      4,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     6,316:     5,680      1,464         49       -516      3,934      5,213      5,447:     1,103        869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1        9.0        0.2       15.6       85.4       87.9       94.7:      12.1        5.3
Old  :     100.0:      72.1        9.0        0.2       15.6       85.4       87.9       94.7:      12.1        5.3
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  :        98:        56         10          1         15         22         72         32:
Old  :        98:        56         10          1         15         22         72         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  :                 32.1       53.2       50.9       73.3       32.1       53.2       50.9       73.2
Old  :                 32.1       53.2       50.9       73.3       32.1       53.2       50.9       73.2
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    82,779:    58,515      6,567        167     14,418     72,186     73,100     78,920:     9,679      3,859
Old  :    82,779:    58,515      6,567        167     14,418     72,186     73,100     78,920:     9,679      3,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,411:     4,843        129       -519     -1,428      3,769      2,896      3,379:       515         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.7        7.9        0.2       17.4       87.2       88.3       95.3:      11.7        4.7
Old  :     100.0:      70.7        7.9        0.2       17.4       87.2       88.3       95.3:      11.7        4.7
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  :        92:        53          8          1         11         23         65         31:
Old  :        92:        53          8          1         11         23         65         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  :                 32.6       53.2       49.7       73.5       32.6       53.1       49.7       73.3
Old  :                 32.6       53.2       49.7       73.5       32.6       53.1       49.7       73.3
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    73,291:    26,973      4,734        655     25,016     56,475     52,644     61,864:    20,647     11,427
Old  :    73,291:    26,973      4,734        655     25,016     56,475     52,644     61,864:    20,647     11,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     8,605:    11,783       -347        286     -3,983     10,614      8,086     10,553:       519     -1,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        6.5        0.9       34.1       77.1       71.8       84.4:      28.2       15.6
Old  :     100.0:      36.8        6.5        0.9       34.1       77.1       71.8       84.4:      28.2       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  :        50:        20          9          2         12         14         34         23:
Old  :        50:        20          9          2         12         14         34         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       51.6       38.3       72.7       23.3       51.0       35.4       67.5
Old  :                 25.8       51.6       38.3       72.7       23.3       51.0       35.4       67.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    64,686:    15,190      5,081        369     28,999     45,861     44,558     51,311:    20,128     13,375
Old  :    64,686:    15,190      5,081        369     28,999     45,861     44,558     51,311:    20,128     13,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,240:    -4,401      2,183       -125      4,593     -4,066         67     -2,008:    -1,307        768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.9        0.6       44.8       70.9       68.9       79.3:      31.1       20.7
Old  :     100.0:      23.5        7.9        0.6       44.8       70.9       68.9       79.3:      31.1       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13          8          2         13         11         28         19:
Old  :        41:        13          8          2         13         11         28         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  :                 29.3       46.7       43.8       68.6       28.4       44.8       41.4       64.4
Old  :                 29.3       46.7       43.8       68.6       28.4       44.8       41.4       64.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   151,987:    13,017     36,710        961    109,138     92,564    123,116    130,235:    28,871     21,752
Old  :   151,987:    13,017     36,710        961    109,138     92,564    123,116    130,235:    28,871     21,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -3,565:    -6,781      2,622        955      7,935     -5,832      2,109     -2,255:    -5,674     -1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       24.2        0.6       71.8       60.9       81.0       85.7:      19.0       14.3
Old  :     100.0:       8.6       24.2        0.6       71.8       60.9       81.0       85.7:      19.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        15         16          4         24         22         41         40:
Old  :        64:        15         16          4         24         22         41         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  :                 51.6       46.6       65.0       62.6       44.2       38.3       53.4       50.6
Old  :                 51.6       46.6       65.0       62.6       44.2       38.3       53.4       50.6
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   155,552:    19,798     34,088          6    101,203     98,396    121,007    132,490:    34,545     23,062
Old  :   155,552:    19,798     34,088          6    101,203     98,396    121,007    132,490:    34,545     23,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -11,573:   -11,416      3,273          4      2,569    -24,314     -8,843    -21,037:    -2,730      9,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       21.9        0.0       65.1       63.3       77.8       85.2:      22.2       14.8
Old  :     100.0:      12.7       21.9        0.0       65.1       63.3       77.8       85.2:      22.2       14.8
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  :        64:        18         16          3         21         20         41         37:
Old  :        64:        18         16          3         21         20         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       47.7       62.0       64.2       41.8       40.7       50.6       52.8
Old  :                 49.8       47.7       62.0       64.2       41.8       40.7       50.6       52.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   148,131:    28,112     28,357        818     68,660     71,807     97,590    100,982:    50,541     47,149
Old  :   148,131:    28,112     28,357        818     68,660     71,807     97,590    100,982:    50,541     47,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,246:     1,927      1,541        110      5,659      1,654      7,696      3,305:   -11,942     -7,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.1        0.6       46.4       48.5       65.9       68.2:      34.1       31.8
Old  :     100.0:      19.0       19.1        0.6       46.4       48.5       65.9       68.2:      34.1       31.8
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  :        90:        28         22          5         31         22         60         48:
Old  :        90:        28         22          5         31         22         60         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       25.0       37.0       39.3       22.6       24.4       33.2       36.9
Old  :                 26.2       25.0       37.0       39.3       22.6       24.4       33.2       36.9
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   152,377:    26,185     26,816        708     63,001     70,153     89,894     97,677:    62,483     54,700
Old  :   152,377:    26,185     26,816        708     63,001     70,153     89,894     97,677:    62,483     54,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    23,167:       205      2,761        178      5,180      5,907      5,563      8,846:    17,604     14,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       17.6        0.5       41.3       46.0       59.0       64.1:      41.0       35.9
Old  :     100.0:      17.2       17.6        0.5       41.3       46.0       59.0       64.1:      41.0       35.9
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  :        89:        24         24          7         30         22         57         50:
Old  :        89:        24         24          7         30         22         57         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.1       33.1       38.0       19.1       25.0       28.8       34.7
Old  :                 23.4       26.1       33.1       38.0       19.1       25.0       28.8       34.7
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    46,619:    11,448          0        143     32,058     40,604     43,649     40,747:     2,970      5,872
Old  :    46,619:    11,448          0        143     32,058     40,604     43,649     40,747:     2,970      5,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,981:        52          0        -46      3,609      3,941      3,615      3,895:       366         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        0.0        0.3       68.8       87.1       93.6       87.4:       6.4       12.6
Old  :     100.0:      24.6        0.0        0.3       68.8       87.1       93.6       87.4:       6.4       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          0          2         13         22         18         24:
Old  :        30:         5          0          2         13         22         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       34.4       77.9       56.2       45.1       34.4       67.7       55.7
Old  :                 53.8       34.4       77.9       56.2       45.1       34.4       67.7       55.7
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,745,755:   658,949  1,095,392    783,198  5,447,183  4,396,439  6,889,330  6,275,029:   856,425  1,470,726
Old  : 7,745,755:   658,949  1,095,392    783,198  5,447,183  4,396,439  6,889,330  6,275,029:   856,425  1,470,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    23,635:   -34,829     59,555    -43,134    119,819     14,692     41,856     31,113:   -18,221     -7,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       14.1       10.1       70.3       56.8       88.9       81.0:      11.1       19.0
Old  :     100.0:       8.5       14.1       10.1       70.3       56.8       88.9       81.0:      11.1       19.0
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  :       247:        39         63         75        118        132        204        232:
Old  :       247:        39         63         75        118        132        204        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       14.5       45.3       23.7       26.1       12.3       38.1       18.5
Old  :                 28.1       14.5       45.3       23.7       26.1       12.3       38.1       18.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,722,120:   693,778  1,035,837    826,332  5,327,364  4,381,747  6,847,474  6,243,916:   874,646  1,478,204
Old  : 7,722,120:   693,778  1,035,837    826,332  5,327,364  4,381,747  6,847,474  6,243,916:   874,646  1,478,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   148,648:    59,882     45,894     31,524     32,262     10,507    123,668     87,925:    24,980     60,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       13.4       10.7       69.0       56.7       88.7       80.9:      11.3       19.1
Old  :     100.0:       9.0       13.4       10.7       69.0       56.7       88.7       80.9:      11.3       19.1
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  :       247:        41         69         73        115        125        201        229:
Old  :       247:        41         69         73        115        125        201        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  :                 28.2       14.4       44.9       23.7       26.0       12.2       37.6       18.4
Old  :                 28.2       14.4       44.9       23.7       26.0       12.2       37.6       18.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   686,800:    63,046     80,380      8,099    473,742    498,692    544,887    587,171:   141,913     99,629
Old  :   686,800:    63,046     80,380      8,099    473,742    498,692    544,887    587,171:   141,913     99,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     5,602:       695     -1,187      2,988      5,558      3,580      9,241      5,381:    -3,639        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.7        1.2       69.0       72.6       79.3       85.5:      20.7       14.5
Old  :     100.0:       9.2       11.7        1.2       69.0       72.6       79.3       85.5:      20.7       14.5
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  :       188:        39         34         19         89         64        140        105:
Old  :       188:        39         34         19         89         64        140        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       31.9       29.6       45.8       19.5       31.7       28.5       45.6
Old  :                 20.2       31.9       29.6       45.8       19.5       31.7       28.5       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   681,198:    62,351     81,567      5,111    468,184    495,112    535,646    581,790:   145,552     99,408
Old  :   681,198:    62,351     81,567      5,111    468,184    495,112    535,646    581,790:   145,552     99,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    12,590:       476     -1,225        140     10,011      7,722     10,627      6,637:     1,963      5,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       12.0        0.8       68.7       72.7       78.6       85.4:      21.4       14.6
Old  :     100.0:       9.2       12.0        0.8       68.7       72.7       78.6       85.4:      21.4       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  :       185:        37         34         15         89         61        137         99:
Old  :       185:        37         34         15         89         61        137         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  :                 20.3       32.1       29.5       46.2       19.5       31.9       28.5       46.0
Old  :                 20.3       32.1       29.5       46.2       19.5       31.9       28.5       46.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   933,078:   187,441    189,388      7,894    407,624    643,454    602,959    840,736:   330,119     92,342
Old  :   933,078:   187,441    189,388      7,894    407,624    643,454    602,959    840,736:   330,119     92,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    64,159:    11,206      2,942      2,956     22,053     53,786     36,215     59,684:    27,944      4,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       20.3        0.8       43.7       69.0       64.6       90.1:      35.4        9.9
Old  :     100.0:      20.1       20.3        0.8       43.7       69.0       64.6       90.1:      35.4        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  :       167:        35         53         14         54         53        100        109:
Old  :       167:        35         53         14         54         53        100        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       33.3       28.6       47.4       16.6       31.7       26.0       43.5
Old  :                 18.2       33.3       28.6       47.4       16.6       31.7       26.0       43.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   868,919:   176,235    186,446      4,938    385,571    589,668    566,744    781,052:   302,175     87,867
Old  :   868,919:   176,235    186,446      4,938    385,571    589,668    566,744    781,052:   302,175     87,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    56,906:    17,769     24,560     -2,132     14,580     48,394     30,217     70,822:    26,689    -13,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       21.5        0.6       44.4       67.9       65.2       89.9:      34.8       10.1
Old  :     100.0:      20.3       21.5        0.6       44.4       67.9       65.2       89.9:      34.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        35         53         11         52         49         98        102:
Old  :       162:        35         53         11         52         49         98        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  :                 19.0       32.6       30.0       45.9       17.3       30.4       27.5       41.6
Old  :                 19.0       32.6       30.0       45.9       17.3       30.4       27.5       41.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Old  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -33:      -162          0          0        -67        -82       -229        -82:       196         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       11.7
Old  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       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  :        27:         3          0          0         14         12         17         12:
Old  :        27:         3          0          0         14         12         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
Old  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,338:     1,769          0          0      5,907     11,829      7,676     11,829:     5,662      1,509
Old  :    13,338:     1,769          0          0      5,907     11,829      7,676     11,829:     5,662      1,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       254:       370          0          0        124        119        494        119:      -240        135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        0.0        0.0       44.3       88.7       57.5       88.7:      42.5       11.3
Old  :     100.0:      13.3        0.0        0.0       44.3       88.7       57.5       88.7:      42.5       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  :        29:         4          0          0         13         13         17         13:
Old  :        29:         4          0          0         13         13         17         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  :                 25.5       44.3       39.8       72.3       25.5       43.3       39.8       70.6
Old  :                 25.5       44.3       39.8       72.3       25.5       43.3       39.8       70.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Old  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -162:      -221        155         15       -139     -1,030       -345       -860:       183        698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       19.7
Old  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       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  :        39:         4          6          2         18         17         23         24:
Old  :        39:         4          6          2         18         17         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
Old  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    30,541:     3,035      5,495        211     23,037     19,547     26,283     25,253:     4,258      5,288
Old  :    30,541:     3,035      5,495        211     23,037     19,547     26,283     25,253:     4,258      5,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,566:       864        135          7       -201      1,704        670      1,846:       896       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       18.0        0.7       75.4       64.0       86.1       82.7:      13.9       17.3
Old  :     100.0:       9.9       18.0        0.7       75.4       64.0       86.1       82.7:      13.9       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  :        40:         5          6          2         18         18         24         25:
Old  :        40:         5          6          2         18         18         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       37.4       63.7       58.2       43.8       33.6       60.6       51.8
Old  :                 43.8       37.4       63.7       58.2       43.8       33.6       60.6       51.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    79,272:     6,543     17,384        230     33,780     50,143     40,553     67,757:    38,719     11,515
Old  :    79,272:     6,543     17,384        230     33,780     50,143     40,553     67,757:    38,719     11,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       549:       913      1,137         87        358       -283      1,358        941:      -809       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       21.9        0.3       42.6       63.3       51.2       85.5:      48.8       14.5
Old  :     100.0:       8.3       21.9        0.3       42.6       63.3       51.2       85.5:      48.8       14.5
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  :        86:        17         20          3         35         27         53         49:
Old  :        86:        17         20          3         35         27         53         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  :                 17.5       45.3       26.0       58.9       17.5       43.9       24.7       55.8
Old  :                 17.5       45.3       26.0       58.9       17.5       43.9       24.7       55.8
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    78,723:     5,630     16,247        143     33,422     50,426     39,195     66,816:    39,528     11,907
Old  :    78,723:     5,630     16,247        143     33,422     50,426     39,195     66,816:    39,528     11,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     3,536:    -1,696        507       -209      1,440        913       -465      1,211:     4,001      2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       20.6        0.2       42.5       64.1       49.8       84.9:      50.2       15.1
Old  :     100.0:       7.2       20.6        0.2       42.5       64.1       49.8       84.9:      50.2       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        14         19          1         34         27         48         47:
Old  :        83:        14         19          1         34         27         48         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       43.5       26.1       59.0       17.7       42.1       24.9       55.9
Old  :                 17.7       43.5       26.1       59.0       17.7       42.1       24.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   417,066:   101,855     95,144      3,976    279,663    156,212    385,494    255,332:    31,572    161,734
Old  :   417,066:   101,855     95,144      3,976    279,663    156,212    385,494    255,332:    31,572    161,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    34,601:    16,408    -18,123      1,773     15,085     42,724     33,266     26,374:     1,335      8,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       22.8        1.0       67.1       37.5       92.4       61.2:       7.6       38.8
Old  :     100.0:      24.4       22.8        1.0       67.1       37.5       92.4       61.2:       7.6       38.8
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  :       189:        60         60         12         45         37        112        102:
Old  :       189:        60         60         12         45         37        112        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  :                 46.5       25.9       64.7       35.1       41.4       22.1       58.7       27.5
Old  :                 46.5       25.9       64.7       35.1       41.4       22.1       58.7       27.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   382,465:    85,447    113,267      2,203    264,578    113,488    352,228    228,958:    30,237    153,507
Old  :   382,465:    85,447    113,267      2,203    264,578    113,488    352,228    228,958:    30,237    153,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    13,082:     2,314     12,633         75      9,347    -15,476     11,736     -2,768:     1,346     15,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       29.6        0.6       69.2       29.7       92.1       59.9:       7.9       40.1
Old  :     100.0:      22.3       29.6        0.6       69.2       29.7       92.1       59.9:       7.9       40.1
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  :       189:        58         65         10         47         32        110        102:
Old  :       189:        58         65         10         47         32        110        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  :                 46.3       23.3       64.5       31.8       40.8       18.1       58.0       24.0
Old  :                 46.3       23.3       64.5       31.8       40.8       18.1       58.0       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    89,106:    44,618      7,919         99     15,181     73,102     59,898     81,120:    29,208      7,986
Old  :    89,106:    44,618      7,919         99     15,181     73,102     59,898     81,120:    29,208      7,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    12,262:     8,568       -532       -112     -1,444     12,478      7,012     11,834:     5,250        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        8.9        0.1       17.0       82.0       67.2       91.0:      32.8        9.0
Old  :     100.0:      50.1        8.9        0.1       17.0       82.0       67.2       91.0:      32.8        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19          3          2         10         21         29         26:
Old  :        47:        19          3          2         10         21         29         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  :                 34.5       51.4       47.8       73.5       34.5       51.4       47.8       73.3
Old  :                 34.5       51.4       47.8       73.5       34.5       51.4       47.8       73.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    76,844:    36,050      8,451        211     16,625     60,624     52,886     69,286:    23,958      7,558
Old  :    76,844:    36,050      8,451        211     16,625     60,624     52,886     69,286:    23,958      7,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,053:    -2,380      5,805       -792        698     -6,461     -2,474     -1,448:      -579     -1,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       11.0        0.3       21.6       78.9       68.8       90.2:      31.2        9.8
Old  :     100.0:      46.9       11.0        0.3       21.6       78.9       68.8       90.2:      31.2        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17          5          3         12         20         30         27:
Old  :        47:        17          5          3         12         20         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       46.9       47.3       70.4       35.6       46.8       47.3       70.2
Old  :                 35.6       46.9       47.3       70.4       35.6       46.8       47.3       70.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    27,263:     1,264     10,812         74     18,778     12,205     20,116     23,091:     7,147      4,172
Old  :    27,263:     1,264     10,812         74     18,778     12,205     20,116     23,091:     7,147      4,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,449:       331      1,300         74      1,882      1,023      2,287      2,397:       162         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       39.7        0.3       68.9       44.8       73.8       84.7:      26.2       15.3
Old  :     100.0:       4.6       39.7        0.3       68.9       44.8       73.8       84.7:      26.2       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         4         12          1         27         17         32         29:
Old  :        54:         4         12          1         27         17         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       48.3       46.7       58.7       25.2       41.5       37.2       51.1
Old  :                 34.5       48.3       46.7       58.7       25.2       41.5       37.2       51.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    24,814:       933      9,512          0     16,896     11,182     17,829     20,694:     6,985      4,120
Old  :    24,814:       933      9,512          0     16,896     11,182     17,829     20,694:     6,985      4,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       655:       -71        688          0        253        331        182      1,019:       473       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       38.3        0.0       68.1       45.1       71.9       83.4:      28.1       16.6
Old  :     100.0:       3.8       38.3        0.0       68.1       45.1       71.9       83.4:      28.1       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  :        54:         3         12          0         27         17         30         29:
Old  :        54:         3         12          0         27         17         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       44.5       43.0       55.3       22.7       40.0       35.4       50.2
Old  :                 30.3       44.5       43.0       55.3       22.7       40.0       35.4       50.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   177,766:    39,468     28,423        611    125,094    134,500    165,173    163,534:    12,593     14,232
Old  :   177,766:    39,468     28,423        611    125,094    134,500    165,173    163,534:    12,593     14,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    15,832:     6,165      1,938       -101      5,664     15,361     11,728     17,198:     4,104     -1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       16.0        0.3       70.4       75.7       92.9       92.0:       7.1        8.0
Old  :     100.0:      22.2       16.0        0.3       70.4       75.7       92.9       92.0:       7.1        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  :        97:        16         28          4         29         38         48         67:
Old  :        97:        16         28          4         29         38         48         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       40.5       72.5       55.5       54.3       39.7       67.7       53.6
Old  :                 58.3       40.5       72.5       55.5       54.3       39.7       67.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   161,934:    33,303     26,485        712    119,430    119,139    153,445    146,336:     8,489     15,598
Old  :   161,934:    33,303     26,485        712    119,430    119,139    153,445    146,336:     8,489     15,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,229:     1,921      3,713       -402      5,363       -268      6,882      3,043:    -5,653     -1,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       16.4        0.4       73.8       73.6       94.8       90.4:       5.2        9.6
Old  :     100.0:      20.6       16.4        0.4       73.8       73.6       94.8       90.4:       5.2        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  :        92:        16         26          4         28         36         47         63:
Old  :        92:        16         26          4         28         36         47         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       40.3       71.2       55.6       53.0       40.3       67.2       54.2
Old  :                 56.1       40.3       71.2       55.6       53.0       40.3       67.2       54.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    38,314:    10,755      9,229        110     14,398     22,426     25,263     31,765:    13,051      6,549
Old  :    38,314:    10,755      9,229        110     14,398     22,426     25,263     31,765:    13,051      6,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,482:       377      1,202          0      1,517        233      1,894      1,435:      -412         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       24.1        0.3       37.6       58.5       65.9       82.9:      34.1       17.1
Old  :     100.0:      28.1       24.1        0.3       37.6       58.5       65.9       82.9:      34.1       17.1
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:        20         17          2         15         20         36         38:
Old  :        69:        20         17          2         15         20         36         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  :                 21.1       31.7       33.6       47.9       18.1       30.7       29.2       43.7
Old  :                 21.1       31.7       33.6       47.9       18.1       30.7       29.2       43.7
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    36,832:    10,378      8,027        110     12,881     22,193     23,369     30,330:    13,463      6,502
Old  :    36,832:    10,378      8,027        110     12,881     22,193     23,369     30,330:    13,463      6,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,383:       400        813         -2      1,487      1,236      1,885      2,047:       498        336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.8        0.3       35.0       60.3       63.4       82.3:      36.6       17.7
Old  :     100.0:      28.2       21.8        0.3       35.0       60.3       63.4       82.3:      36.6       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        19         16          2         18         19         38         36:
Old  :        69:        19         16          2         18         19         38         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  :                 18.4       31.5       29.9       46.6       15.2       29.1       25.3       42.8
Old  :                 18.4       31.5       29.9       46.6       15.2       29.1       25.3       42.8
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   119,884:       400      6,915      2,521     59,333     78,949     62,254     88,385:    57,630     31,499
Old  :   119,884:       400      6,915      2,521     59,333     78,949     62,254     88,385:    57,630     31,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :        20:       -37        579       -396       -304      5,558       -737      5,741:       757     -5,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.8        2.1       49.5       65.9       51.9       73.7:      48.1       26.3
Old  :     100.0:       0.3        5.8        2.1       49.5       65.9       51.9       73.7:      48.1       26.3
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  :        50:         2         16          4         20         28         26         45:
Old  :        50:         2         16          4         20         28         26         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
Old  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   119,864:       437      6,336      2,917     59,637     73,391     62,991     82,644:    56,873     37,220
Old  :   119,864:       437      6,336      2,917     59,637     73,391     62,991     82,644:    56,873     37,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,406:      -157          5         79     -1,533     -2,441     -1,611     -2,357:       205        951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.3        2.4       49.8       61.2       52.6       68.9:      47.4       31.1
Old  :     100.0:       0.4        5.3        2.4       49.8       61.2       52.6       68.9:      47.4       31.1
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  :        47:         4         15          6         18         23         25         42:
Old  :        47:         4         15          6         18         23         25         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  :                 42.1       51.9       47.6       58.6        6.7       17.8        8.5       21.5
Old  :                 42.1       51.9       47.6       58.6        6.7       17.8        8.5       21.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    96,899:    43,664      6,690      7,495     17,551     71,976     68,710     86,161:    28,189     10,738
Old  :    96,899:    43,664      6,690      7,495     17,551     71,976     68,710     86,161:    28,189     10,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,555:     4,201     -5,010        431     -1,643      5,555      2,989        976:    -1,434        579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        6.9        7.7       18.1       74.3       70.9       88.9:      29.1       11.1
Old  :     100.0:      45.1        6.9        7.7       18.1       74.3       70.9       88.9:      29.1       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  :       151:        82         24         32         18         36        116         80:
Old  :       151:        82         24         32         18         36        116         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       31.4       27.1       47.5       16.5       29.1       24.5       44.1
Old  :                 17.0       31.4       27.1       47.5       16.5       29.1       24.5       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    95,344:    39,463     11,700      7,064     19,194     66,421     65,721     85,185:    29,623     10,159
Old  :    95,344:    39,463     11,700      7,064     19,194     66,421     65,721     85,185:    29,623     10,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       171:    -1,522        947        482        469     -2,719       -571     -1,290:       742      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       12.3        7.4       20.1       69.7       68.9       89.3:      31.1       10.7
Old  :     100.0:      41.4       12.3        7.4       20.1       69.7       68.9       89.3:      31.1       10.7
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  :       153:        91         20         29         20         32        120         76:
Old  :       153:        91         20         29         20         32        120         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  :                 18.1       29.8       27.1       45.0       16.1       28.5       23.2       43.5
Old  :                 18.1       29.8       27.1       45.0       16.1       28.5       23.2       43.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    95,044:    32,781     12,154     10,846     35,518     64,287     79,145     87,287:    15,899      7,757
Old  :    95,044:    32,781     12,154     10,846     35,518     64,287     79,145     87,287:    15,899      7,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     9,881:     9,551      3,742     -1,057       -822      8,846      7,672     11,531:     2,209     -1,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       12.8       11.4       37.4       67.6       83.3       91.8:      16.7        8.2
Old  :     100.0:      34.5       12.8       11.4       37.4       67.6       83.3       91.8:      16.7        8.2
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  :       150:        57         41         25         39         40        117         89:
Old  :       150:        57         41         25         39         40        117         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       44.9       36.4       60.8       21.6       39.7       32.2       53.1
Old  :                 24.6       44.9       36.4       60.8       21.6       39.7       32.2       53.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    85,163:    23,230      8,412     11,903     36,340     55,441     71,473     75,756:    13,690      9,407
Old  :    85,163:    23,230      8,412     11,903     36,340     55,441     71,473     75,756:    13,690      9,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,647:    -3,571     -1,074     -1,245      1,446     -2,066     -3,370     -4,385:      -277        738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        9.9       14.0       42.7       65.1       83.9       89.0:      16.1       11.0
Old  :     100.0:      27.3        9.9       14.0       42.7       65.1       83.9       89.0:      16.1       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  :       139:        48         39         27         37         36        107         86:
Old  :       139:        48         39         27         37         36        107         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       44.2       38.8       59.8       22.6       39.3       33.8       52.0
Old  :                 26.0       44.2       38.8       59.8       22.6       39.3       33.8       52.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   262,589:   109,421     87,714     15,731     88,032    139,509    213,184    242,954:    49,405     19,635
Old  :   262,589:   109,421     87,714     15,731     88,032    139,509    213,184    242,954:    49,405     19,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     7,165:    11,791      1,259        690     -7,237      6,058      5,244      8,007:     1,921       -842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       33.4        6.0       33.5       53.1       81.2       92.5:      18.8        7.5
Old  :     100.0:      41.7       33.4        6.0       33.5       53.1       81.2       92.5:      18.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:       101         52         33         35         40        153        111:
Old  :       207:       101         52         33         35         40        153        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  :                 27.4       29.1       35.7       49.1       24.6       26.2       31.0       43.9
Old  :                 27.4       29.1       35.7       49.1       24.6       26.2       31.0       43.9
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   255,424:    97,630     86,455     15,041     95,269    133,451    207,940    234,947:    47,484     20,477
Old  :   255,424:    97,630     86,455     15,041     95,269    133,451    207,940    234,947:    47,484     20,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,308:    -4,758     12,185       -341      7,604    -11,786      2,505         58:      -197      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       33.8        5.9       37.3       52.2       81.4       92.0:      18.6        8.0
Old  :     100.0:      38.2       33.8        5.9       37.3       52.2       81.4       92.0:      18.6        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  :       205:        92         58         33         37         37        150        113:
Old  :       205:        92         58         33         37         37        150        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.5       35.4       49.9       23.7       26.4       30.5       43.5
Old  :                 27.0       29.5       35.4       49.9       23.7       26.4       30.5       43.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,856:     5,666        290        278      2,051      8,748      7,995      9,316:     3,861      2,540
Old  :    11,856:     5,666        290        278      2,051      8,748      7,995      9,316:     3,861      2,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,411:       561       -416          4       -328        629        237        217:     1,174      1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        2.4        2.3       17.3       73.8       67.4       78.6:      32.6       21.4
Old  :     100.0:      47.8        2.4        2.3       17.3       73.8       67.4       78.6:      32.6       21.4
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  :        31:        20          2          4          6          7         28         12:
Old  :        31:        20          2          4          6          7         28         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       73.3       53.1       77.8       36.1       64.8       45.6       65.6
Old  :                 41.0       73.3       53.1       77.8       36.1       64.8       45.6       65.6
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,445:     5,105        706        274      2,379      8,119      7,758      9,099:     2,687      1,346
Old  :    10,445:     5,105        706        274      2,379      8,119      7,758      9,099:     2,687      1,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,089:       492         77        -27        120        485        585        535:       504        554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9        6.8        2.6       22.8       77.7       74.3       87.1:      25.7       12.9
Old  :     100.0:      48.9        6.8        2.6       22.8       77.7       74.3       87.1:      25.7       12.9
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  :        30:        18          2          3          6          7         27         11:
Old  :        30:        18          2          3          6          7         27         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       80.5       57.7       86.3       40.1       70.2       48.4       70.6
Old  :                 45.4       80.5       57.7       86.3       40.1       70.2       48.4       70.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    80,541:    10,394     27,005      5,374     46,399     28,974     62,167     61,353:    18,374     19,188
Old  :    54,032:     9,246     23,686      1,057     32,184     16,165     42,487     40,908:    11,545     13,124
Other:    26,509:     3,288      5,459      2,177     14,215     12,809     19,680     20,445:     6,829      6,064
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -1,601:       432       -728       -207     -2,462         99     -2,237       -836:       636       -765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       33.5        6.7       57.6       36.0       77.2       76.2:      22.8       23.8
Old  :     100.0:      17.1       43.8        2.0       59.6       29.9       78.6       75.7:      21.4       24.3
Other:     100.0:      12.4       20.6        8.2       53.6       48.3       74.2       77.1:      25.8       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        22         39         25         47         33         83         89:
Old  :       111:        26         32         11         40         27         69         68:
Other:        68:        14         18          9         25         21         43         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       18.9       35.0       31.2       18.1       14.0       26.5       23.9
Old  :                 29.8       19.7       40.7       34.2       26.8       19.7       37.7       34.1
Other:                 32.1       33.4       46.2       45.2       27.0       30.8       39.3       39.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    82,142:     9,962     27,733      5,581     48,861     28,875     64,404     62,189:    17,738     19,953
Old  :    59,175:    10,083     26,096      1,410     35,321     16,644     46,814     44,150:    12,361     15,025
Other:    22,967:     2,070      3,828      1,980     13,540     12,231     17,590     18,039:     5,377      4,928
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     8,093:     1,110      1,652      1,171      3,946      3,264      6,227      6,087:     1,866      2,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       33.8        6.8       59.5       35.2       78.4       75.7:      21.6       24.3
Old  :     100.0:      17.0       44.1        2.4       59.7       28.1       79.1       74.6:      20.9       25.4
Other:     100.0:       9.0       16.7        8.6       59.0       53.3       76.6       78.5:      23.4       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        25         35         24         47         34         83         88:
Old  :       120:        26         38         11         42         33         71         79:
Other:        68:        15         15          8         25         22         43         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  :                 26.5       19.9       37.5       31.8       17.6       13.7       25.6       23.6
Old  :                 30.4       18.9       41.1       33.1       26.9       18.9       36.2       32.7
Other:                 36.8       41.0       52.3       54.8       32.3       39.1       41.3       45.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    40,367:     1,133     10,162      2,079     23,832     17,895     27,044     30,136:    13,323     10,231
Old  :    33,227:     1,822      9,979        854     19,349     13,370     22,025     24,203:    11,202      9,024
Other:     7,140:       177      1,049        359      4,483      4,525      5,019      5,933:     2,121      1,207
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -341:      -344        285        222     -1,165        -61     -1,287        446:       946       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       25.2        5.2       59.0       44.3       67.0       74.7:      33.0       25.3
Old  :     100.0:       5.5       30.0        2.6       58.2       40.2       66.3       72.8:      33.7       27.2
Other:     100.0:       2.5       14.7        5.0       62.8       63.4       70.3       83.1:      29.7       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         8         18          9         26         19         37         44:
Old  :        54:         8         18          8         23         19         34         43:
Other:        27:         4          4          4         12         13         19         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  :                 33.9       25.7       47.6       41.1       23.0       19.7       31.4       31.1
Old  :                 38.0       29.4       47.9       44.4       23.2       24.4       31.4       35.0
Other:                 45.8       46.2       61.3       69.3       42.4       43.2       53.2       62.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    40,708:     1,477      9,877      1,857     24,997     17,956     28,331     29,690:    12,377     11,018
Old  :    35,202:     2,332      9,851        722     21,455     15,111     24,509     25,684:    10,693      9,518
Other:     5,506:        96        977        184      3,542      2,845      3,822      4,006:     1,684      1,500
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       902:        14        548          9        -66     -1,384        -43       -827:       945      1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       24.3        4.6       61.4       44.1       69.6       72.9:      30.4       27.1
Old  :     100.0:       6.6       28.0        2.1       60.9       42.9       69.6       73.0:      30.4       27.0
Other:     100.0:       1.7       17.7        3.3       64.3       51.7       69.4       72.8:      30.6       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         8         16          6         25         18         34         39:
Old  :        52:         8         16          5         25         17         34         37:
Other:        23:         4          3          2         10         11         15         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       26.4       46.1       41.8       22.6       18.6       30.0       28.6
Old  :                 34.9       29.4       46.0       43.4       21.0       21.4       29.7       31.7
Other:                 45.1       47.2       64.2       66.5       43.7       44.2       53.7       56.4
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    92,047:    19,961     25,301      7,219     48,754     47,575     75,934     80,095:    16,113     11,952
Old  :    80,334:    20,569     26,737      4,082     41,659     39,529     66,310     70,348:    14,024      9,986
Other:    11,713:     2,150      1,322        379      7,095      8,046      9,624      9,747:     2,089      1,966
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -637:     1,350     -6,719      1,174     -4,478      3,742     -1,954     -1,803:     1,317      1,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       27.5        7.8       53.0       51.7       82.5       87.0:      17.5       13.0
Old  :     100.0:      25.6       33.3        5.1       51.9       49.2       82.5       87.6:      17.5       12.4
Other:     100.0:      18.4       11.3        3.2       60.6       68.7       82.2       83.2:      17.8       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        57         64         49         55         46        147        132:
Old  :       191:        60         65         40         47         44        132        128:
Other:        74:        22         13          9         27         24         52         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  :                 22.7       27.7       34.9       36.9       22.7       24.3       33.5       32.7
Old  :                 26.0       29.6       38.2       39.2       26.0       27.2       37.4       36.7
Other:                 36.4       28.3       49.9       50.0       28.3       26.3       38.0       42.3
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    92,684:    18,611     32,020      6,045     53,232     43,833     77,888     81,898:    14,796     10,786
Old  :    81,838:    19,315     33,331      3,347     46,166     35,716     68,828     72,394:    13,010      9,444
Other:    10,846:     1,643      1,036        351      7,066      8,117      9,060      9,504:     1,786      1,342
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,254:       -13      3,905        441      3,080     -2,206      3,508      2,140:    -1,254        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       34.5        6.5       57.4       47.3       84.0       88.4:      16.0       11.6
Old  :     100.0:      23.6       40.7        4.1       56.4       43.6       84.1       88.5:      15.9       11.5
Other:     100.0:      15.1        9.6        3.2       65.1       74.8       83.5       87.6:      16.5       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        57         79         52         59         51        156        150:
Old  :       209:        64         76         47         50         49        144        146:
Other:        77:        24         12          9         30         26         58         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  :                 22.5       23.4       35.0       31.8       22.5       18.2       32.5       25.2
Old  :                 25.5       23.9       37.9       33.3       25.5       18.8       35.5       27.5
Other:                 37.8       34.7       52.7       55.7       30.8       32.4       39.9       46.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    35,715:    10,944      2,528      3,498     16,040     28,169     30,482     34,195:     5,233      1,520
Old  :    35,658:    10,964      2,528      3,478     16,040     28,136     30,482     34,142:     5,176      1,516
Other:        57:         0         20          0          0         33          0         53:        57          4
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -1,129:       383        530       -213     -1,828     -1,782     -1,658     -1,465:       529        336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        7.1        9.8       44.9       78.9       85.3       95.7:      14.7        4.3
Old  :     100.0:      30.7        7.1        9.8       45.0       78.9       85.5       95.7:      14.5        4.3
Other:     100.0:       0.0       35.1        0.0        0.0       57.9        0.0       93.0:     100.0        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        51         17         23         29         17         93         46:
Old  :       107:        53         17         22         29         17         93         45:
Other:         5:         0          3          0          0          2          0          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  :                 31.5       55.4       42.6       72.9       18.6       39.1       26.7       54.9
Old  :                 31.5       55.5       42.7       72.9       18.7       39.1       26.7       55.0
Other:                  0.0       84.2        0.0       93.0        0.0       84.2        0.0       93.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    36,844:    10,561      1,998      3,711     17,868     29,951     32,140     35,660:     4,704      1,184
Old  :    36,819:    10,560      2,021      3,688     17,868     29,930     32,116     35,639:     4,703      1,180
Other:        25:        24          0          0          0         21         24         21:         1          4
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,746:     1,165        162       -507        643      2,109      1,301      1,764:       445        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        5.4       10.1       48.5       81.3       87.2       96.8:      12.8        3.2
Old  :     100.0:      28.7        5.5       10.0       48.5       81.3       87.2       96.8:      12.8        3.2
Other:     100.0:      96.0        0.0        0.0        0.0       84.0       96.0       84.0:       4.0       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        55          9         20         29         18         92         43:
Old  :       105:        55         10         20         29         18         92         43:
Other:         4:         2          0          0          0          2          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       57.9       44.7       74.9       16.9       37.2       24.8       53.4
Old  :                 34.5       57.9       44.7       74.9       16.9       37.2       24.8       53.5
Other:                 96.0       84.0       96.0       84.0       96.0       84.0       96.0       84.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   111,043:    23,790      8,204      1,198     77,062     99,731    102,050    109,133:     8,993      1,910
Old  :    65,644:    22,469      7,701        644     34,085     55,422     57,198     63,767:     8,446      1,877
Other:    45,399:     1,494        676        381     42,977     44,309     44,852     45,366:       547         33
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,056:       868       -333       -868     -2,905     -2,524     -2,905     -3,725:    -1,151       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        7.4        1.1       69.4       89.8       91.9       98.3:       8.1        1.7
Old  :     100.0:      34.2       11.7        1.0       51.9       84.4       87.1       97.1:      12.9        2.9
Other:     100.0:       3.3        1.5        0.8       94.7       97.6       98.8       99.9:       1.2        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        46         21          9         45         33         96         59:
Old  :       116:        46         21          9         41         31         92         56:
Other:        46:        11          3          4         24         21         36         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       44.3       50.7       68.1       21.4       30.7       31.6       43.3
Old  :                 29.1       38.1       43.5       60.0       26.3       36.4       40.7       57.1
Other:                 64.8       72.9       79.8       88.2       51.5       62.6       61.4       72.7
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   115,099:    22,922      8,537      2,066     79,967    102,255    104,955    112,858:    10,144      2,241
Old  :    71,364:    21,640      8,030      1,560     38,409     59,589     61,609     69,179:     9,755      2,185
Other:    43,735:     1,407        632        381     41,558     42,666     43,346     43,679:       389         56
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :        55:      -151     -2,467        181     -2,549      1,911     -2,519       -375:     2,574        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        7.4        1.8       69.5       88.8       91.2       98.1:       8.8        1.9
Old  :     100.0:      30.3       11.3        2.2       53.8       83.5       86.3       96.9:      13.7        3.1
Other:     100.0:       3.2        1.4        0.9       95.0       97.6       99.1       99.9:       0.9        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        45         18         13         47         37         98         67:
Old  :       118:        45         20         13         45         36         96         65:
Other:        44:        11          2          3         23         21         34         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  :                 35.2       44.2       50.2       66.5       20.8       29.9       30.2       40.8
Old  :                 29.6       36.0       43.2       58.4       24.0       33.5       37.1       51.8
Other:                 67.1       73.0       82.7       87.7       53.1       62.8       63.6       73.1
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   389,035:   115,045     29,210     21,141    170,914    302,813    307,100    353,164:    81,935     35,871
Old  :   389,035:   115,045     29,210     21,141    170,914    302,813    307,100    353,164:    81,935     35,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :   -11,049:     4,818     -3,010     -7,765     -4,320     10,018     -7,267       -757:    -3,782    -10,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        7.5        5.4       43.9       77.8       78.9       90.8:      21.1        9.2
Old  :     100.0:      29.6        7.5        5.4       43.9       77.8       78.9       90.8:      21.1        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  :       149:        59         28         31         50         48        131         87:
Old  :       149:        59         28         31         50         48        131         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.4       26.7       54.9       14.4       31.5       24.1       45.4
Old  :                 15.9       37.4       26.7       54.9       14.4       31.5       24.1       45.4
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   400,084:   110,227     32,220     28,906    175,234    292,795    314,367    353,921:    85,717     46,163
Old  :   400,084:   110,227     32,220     28,906    175,234    292,795    314,367    353,921:    85,717     46,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -21,807:    -5,005     -4,372    -10,111     -4,762    -11,118    -19,878    -25,601:    -1,929      3,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        8.1        7.2       43.8       73.2       78.6       88.5:      21.4       11.5
Old  :     100.0:      27.6        8.1        7.2       43.8       73.2       78.6       88.5:      21.4       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  :       152:        63         24         40         52         49        137         94:
Old  :       152:        63         24         40         52         49        137         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       33.7       27.6       51.3       14.8       27.3       24.7       43.1
Old  :                 16.6       33.7       27.6       51.3       14.8       27.3       24.7       43.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   111,705:    53,993      9,632      4,875     39,454     87,217     98,322    101,724:    13,383      9,981
Old  :   107,688:    53,950     10,889      2,995     37,767     84,334     94,712     98,218:    12,976      9,470
Other:     4,017:     1,479        179        444      1,687      2,883      3,610      3,506:       407        511
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     4,047:     5,867     -3,182     -4,630      1,784      8,440      3,021        628:     1,026      3,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3        8.6        4.4       35.3       78.1       88.0       91.1:      12.0        8.9
Old  :     100.0:      50.1       10.1        2.8       35.1       78.3       88.0       91.2:      12.0        8.8
Other:     100.0:      36.8        4.5       11.1       42.0       71.8       89.9       87.3:      10.1       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       138         49         52         85        114        245        200:
Old  :       325:       136         53         49         81        114        239        198:
Other:        81:        12          5          8         34         45         51         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.2       29.6       38.9       16.7       22.3       26.5       32.0
Old  :                 18.8       27.9       30.7       39.6       17.3       23.1       27.5       32.9
Other:                 38.6       27.9       56.2       44.2       30.7       25.3       44.9       36.8
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   107,658:    48,126     12,814      9,505     37,670     78,777     95,301    101,096:    12,357      6,562
Old  :   104,177:    47,925     14,038      7,884     36,358     76,125     92,167     98,047:    12,010      6,130
Other:     3,481:     1,540        115        282      1,312      2,652      3,134      3,049:       347        432
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,539:     5,449        392     -1,523     -2,003      3,097      1,923      1,966:       616        573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       11.9        8.8       35.0       73.2       88.5       93.9:      11.5        6.1
Old  :     100.0:      46.0       13.5        7.6       34.9       73.1       88.5       94.1:      11.5        5.9
Other:     100.0:      44.2        3.3        8.1       37.7       76.2       90.0       87.6:      10.0       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       137         61         64         95        113        270        214:
Old  :       345:       138         65         63         91        113        265        214:
Other:        75:        12          3          7         32         43         46         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  :                 15.5       23.5       25.4       35.3       15.5       21.1       25.4       32.8
Old  :                 16.0       24.1       26.3       35.8       16.0       21.8       26.3       33.6
Other:                 41.4       32.7       60.7       50.0       35.0       31.2       50.7       44.8
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    16,999:     6,075      6,737      2,099      6,093      6,170     14,267     15,006:     2,732      1,993
Old  :    16,999:     6,075      6,737      2,099      6,093      6,170     14,267     15,006:     2,732      1,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -1,659:      -204     -1,095         40       -912     -1,005     -1,076     -2,060:      -583        401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       39.6       12.3       35.8       36.3       83.9       88.3:      16.1       11.7
Old  :     100.0:      35.7       39.6       12.3       35.8       36.3       83.9       88.3:      16.1       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  :        46:        15         20          6          6          5         25         28:
Old  :        46:        15         20          6          6          5         25         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  :                 67.2       48.8       76.2       69.0       49.6       33.8       55.1       49.5
Old  :                 67.2       48.8       76.2       69.0       49.6       33.8       55.1       49.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    18,658:     6,279      7,832      2,059      7,005      7,175     15,343     17,066:     3,315      1,592
Old  :    18,658:     6,279      7,832      2,059      7,005      7,175     15,343     17,066:     3,315      1,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -753:       347     -1,994        -76     -1,356      1,370     -1,085       -700:       332        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       42.0       11.0       37.5       38.5       82.2       91.5:      17.8        8.5
Old  :     100.0:      33.7       42.0       11.0       37.5       38.5       82.2       91.5:      17.8        8.5
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  :        50:        16         20          6          8          6         29         28:
Old  :        50:        16         20          6          8          6         29         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  :                 59.8       46.1       72.7       67.5       48.2       34.9       54.2       54.1
Old  :                 59.8       46.1       72.7       67.5       48.2       34.9       54.2       54.1
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   149,231:    14,151     23,995     11,575     97,379     87,686    123,105    123,256:    26,126     25,975
Old  :   149,231:    14,151     23,995     11,575     97,379     87,686    123,105    123,256:    26,126     25,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,337:    -1,062        483      1,428      1,771        213      2,137      2,124:      -800       -787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       16.1        7.8       65.3       58.8       82.5       82.6:      17.5       17.4
Old  :     100.0:       9.5       16.1        7.8       65.3       58.8       82.5       82.6:      17.5       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        16         29         24         61         65         97         98:
Old  :       118:        16         29         24         61         65         97         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       21.4       38.1       31.5       20.1       15.6       29.0       21.9
Old  :                 25.7       21.4       38.1       31.5       20.1       15.6       29.0       21.9
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   147,894:    15,213     23,512     10,147     95,608     87,473    120,968    121,132:    26,926     26,762
Old  :   147,894:    15,213     23,512     10,147     95,608     87,473    120,968    121,132:    26,926     26,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -9,800:    -4,642       -773     -1,835     -4,843    -10,309    -11,320    -12,917:     1,520      3,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       15.9        6.9       64.6       59.1       81.8       81.9:      18.2       18.1
Old  :     100.0:      10.3       15.9        6.9       64.6       59.1       81.8       81.9:      18.2       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        21         26         26         57         61         98         94:
Old  :       118:        21         26         26         57         61         98         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       20.2       39.7       31.0       21.4       15.6       30.3       22.5
Old  :                 26.8       20.2       39.7       31.0       21.4       15.6       30.3       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   411,144:    25,216     61,730    125,254    193,131    190,702    343,601    377,686:    67,543     33,458
Old  :   411,144:    25,216     61,730    125,254    193,131    190,702    343,601    377,686:    67,543     33,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    13,979:    -2,059      2,467     13,441      2,851     -2,261     14,233     13,647:      -254        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       15.0       30.5       47.0       46.4       83.6       91.9:      16.4        8.1
Old  :     100.0:       6.1       15.0       30.5       47.0       46.4       83.6       91.9:      16.4        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        44         58         62         90         72        169        162:
Old  :       199:        44         58         62         90         72        169        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       22.6       27.0       35.3        7.8       10.7       10.8       18.1
Old  :                 16.6       22.6       27.0       35.3        7.8       10.7       10.8       18.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   397,165:    27,275     59,263    111,813    190,280    192,963    329,368    364,039:    67,797     33,126
Old  :   397,165:    27,275     59,263    111,813    190,280    192,963    329,368    364,039:    67,797     33,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     5,256:     2,034      3,487      5,758     -2,140     -3,696      5,652      5,549:      -396       -293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       14.9       28.2       47.9       48.6       82.9       91.7:      17.1        8.3
Old  :     100.0:       6.9       14.9       28.2       47.9       48.6       82.9       91.7:      17.1        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  :       194:        43         53         64         89         70        168        158:
Old  :       194:        43         53         64         89         70        168        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  :                 16.9       22.8       27.1       36.4        7.8       11.1       10.9       18.6
Old  :                 16.9       22.8       27.1       36.4        7.8       11.1       10.9       18.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,992:     3,995      4,584      1,333     55,576     58,227     60,904     64,144:     7,088      3,848
Old  :    67,992:     3,995      4,584      1,333     55,576     58,227     60,904     64,144:     7,088      3,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,459:      -124      2,140        124      3,378        705      3,378      2,969:        81        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.7        2.0       81.7       85.6       89.6       94.3:      10.4        5.7
Old  :     100.0:       5.9        6.7        2.0       81.7       85.6       89.6       94.3:      10.4        5.7
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  :        31:         1          1          2         27         22         29         24:
Old  :        31:         1          1          2         27         22         29         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       50.5       64.7       68.9       45.7       44.5       55.1       58.5
Old  :                 47.6       50.5       64.7       68.9       45.7       44.5       55.1       58.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,533:     4,119      2,444      1,209     52,198     57,522     57,526     61,175:     7,007      3,358
Old  :    64,533:     4,119      2,444      1,209     52,198     57,522     57,526     61,175:     7,007      3,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       606:      -360     -1,644       -496      1,400      2,256        544        116:        62        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        3.8        1.9       80.9       89.1       89.1       94.8:      10.9        5.2
Old  :     100.0:       6.4        3.8        1.9       80.9       89.1       89.1       94.8:      10.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          2         28         22         30         24:
Old  :        32:         1          1          2         28         22         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       55.4       65.6       72.8       46.3       50.2       53.6       63.2
Old  :                 48.1       55.4       65.6       72.8       46.3       50.2       53.6       63.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    41,315:     2,557      1,803      3,661     30,850     33,864     37,068     39,328:     4,247      1,987
Old  :    41,315:     2,557      1,803      3,661     30,850     33,864     37,068     39,328:     4,247      1,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,895:       432     -2,558      1,130      2,056      6,823      3,618      5,395:       277     -1,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        4.4        8.9       74.7       82.0       89.7       95.2:      10.3        4.8
Old  :     100.0:       6.2        4.4        8.9       74.7       82.0       89.7       95.2:      10.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          3         20         20         23         24:
Old  :        27:         2          2          3         20         20         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       38.6       69.4       59.7       42.6       35.7       50.3       50.5
Old  :                 53.8       38.6       69.4       59.7       42.6       35.7       50.3       50.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,420:     2,125      4,361      2,531     28,794     27,041     33,450     33,933:     3,970      3,487
Old  :    37,420:     2,125      4,361      2,531     28,794     27,041     33,450     33,933:     3,970      3,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       797:      -194        124        465      1,076       -196      1,347        393:      -550        404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       11.7        6.8       76.9       72.3       89.4       90.7:      10.6        9.3
Old  :     100.0:       5.7       11.7        6.8       76.9       72.3       89.4       90.7:      10.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         19         19         22         23:
Old  :        26:         2          2          3         19         19         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       39.5       72.0       57.2       44.2       35.7       52.1       46.5
Old  :                 56.3       39.5       72.0       57.2       44.2       35.7       52.1       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,707:     6,828          0      1,154     51,320     52,746     59,302     53,900:     5,405     10,807
Old  :    64,707:     6,828          0      1,154     51,320     52,746     59,302     53,900:     5,405     10,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     3,359:         0          0          0      3,640      4,127      3,640      4,127:      -281       -768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        0.0        1.8       79.3       81.5       91.6       83.3:       8.4       16.7
Old  :     100.0:      10.6        0.0        1.8       79.3       81.5       91.6       83.3:       8.4       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  :        23:         1          0          1         21         18         22         19:
Old  :        23:         1          0          1         21         18         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  :                 44.4       63.5       70.4       73.1       37.5       52.1       54.0       55.2
Old  :                 44.4       63.5       70.4       73.1       37.5       52.1       54.0       55.2
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,348:     6,828          0      1,154     47,680     48,619     55,662     49,773:     5,686     11,575
Old  :    61,348:     6,828          0      1,154     47,680     48,619     55,662     49,773:     5,686     11,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,693:         0       -321       -434      2,513      1,197      2,079        442:       614      2,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        0.0        1.9       77.7       79.3       90.7       81.1:       9.3       18.9
Old  :     100.0:      11.1        0.0        1.9       77.7       79.3       90.7       81.1:       9.3       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          1         19         17         20         18:
Old  :        22:         1          0          1         19         17         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       61.0       71.0       70.5       39.8       49.8       54.8       54.3
Old  :                 46.0       61.0       71.0       70.5       39.8       49.8       54.8       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   955,565:   239,812     66,742    167,329    530,573    713,605    937,714    947,676:    17,851      7,889
Old  :   955,565:   239,812     66,742    167,329    530,573    713,605    937,714    947,676:    17,851      7,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    18,566:     2,992      4,809      2,762     11,606     11,392     17,360     18,963:     1,206       -397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.0       17.5       55.5       74.7       98.1       99.2:       1.9        0.8
Old  :     100.0:      25.1        7.0       17.5       55.5       74.7       98.1       99.2:       1.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        17         10         25         79         73        108        100:
Old  :       117:        17         10         25         79         73        108        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       22.2       43.3       36.7       23.6       18.2       30.9       28.1
Old  :                 30.7       22.2       43.3       36.7       23.6       18.2       30.9       28.1
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   936,999:   236,820     61,933    164,567    518,967    702,213    920,354    928,713:    16,645      8,286
Old  :   936,999:   236,820     61,933    164,567    518,967    702,213    920,354    928,713:    16,645      8,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    23,997:    -1,364     -2,681      9,385     16,337     16,235     24,358     22,939:      -361      1,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        6.6       17.6       55.4       74.9       98.2       99.1:       1.8        0.9
Old  :     100.0:      25.3        6.6       17.6       55.4       74.9       98.2       99.1:       1.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        18          9         24         77         72        106         98:
Old  :       114:        18          9         24         77         72        106         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       22.3       43.9       36.7       23.5       18.3       31.2       28.0
Old  :                 30.6       22.3       43.9       36.7       23.5       18.3       31.2       28.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   117,078:    21,545     34,253     34,557     58,451     46,469    114,553    115,279:     2,525      1,799
Old  :   117,078:    21,545     34,253     34,557     58,451     46,469    114,553    115,279:     2,525      1,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    12,355:     3,868      3,005      5,484      4,906      3,898     14,258     12,387:    -1,903        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       29.3       29.5       49.9       39.7       97.8       98.5:       2.2        1.5
Old  :     100.0:      18.4       29.3       29.5       49.9       39.7       97.8       98.5:       2.2        1.5
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  :        43:        10          7         14         23         25         40         39:
Old  :        43:        10          7         14         23         25         40         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  :                 41.4       47.9       64.9       67.9       27.3       34.8       37.2       43.8
Old  :                 41.4       47.9       64.9       67.9       27.3       34.8       37.2       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   104,723:    17,677     31,248     29,073     53,545     42,571    100,295    102,892:     4,428      1,831
Old  :   104,723:    17,677     31,248     29,073     53,545     42,571    100,295    102,892:     4,428      1,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     4,751:    -1,524      2,711      2,018      3,904        245      4,398      4,974:       353       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       29.8       27.8       51.1       40.7       95.8       98.3:       4.2        1.7
Old  :     100.0:      16.9       29.8       27.8       51.1       40.7       95.8       98.3:       4.2        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  :        41:         9          7         10         22         23         36         35:
Old  :        41:         9          7         10         22         23         36         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  :                 43.3       48.2       67.3       67.4       29.7       33.0       40.5       45.6
Old  :                 43.3       48.2       67.3       67.4       29.7       33.0       40.5       45.6
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    39,152:     2,714      4,550      8,785     27,125     25,777     38,624     39,112:       528         40
Old  :    39,152:     2,714      4,550      8,785     27,125     25,777     38,624     39,112:       528         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,139:    -2,070     -2,240      3,420        769        989      2,119      2,169:        20        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       11.6       22.4       69.3       65.8       98.7       99.9:       1.3        0.1
Old  :     100.0:       6.9       11.6       22.4       69.3       65.8       98.7       99.9:       1.3        0.1
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  :        37:         4          5          7         21         27         28         36:
Old  :        37:         4          5          7         21         27         28         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  :                 47.0       63.7       72.8       80.7       40.6       52.7       52.0       58.8
Old  :                 47.0       63.7       72.8       80.7       40.6       52.7       52.0       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    37,013:     4,784      6,790      5,365     26,356     24,788     36,505     36,943:       508         70
Old  :    37,013:     4,784      6,790      5,365     26,356     24,788     36,505     36,943:       508         70
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,776:       700      2,120        -20      1,185       -255      1,865      1,845:       -89        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.3       14.5       71.2       67.0       98.6       99.8:       1.4        0.2
Old  :     100.0:      12.9       18.3       14.5       71.2       67.0       98.6       99.8:       1.4        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  :        36:         3          6          6         21         26         27         35:
Old  :        36:         3          6          6         21         26         27         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  :                 49.3       68.6       72.1       80.2       44.2       61.2       59.9       67.0
Old  :                 49.3       68.6       72.1       80.2       44.2       61.2       59.9       67.0
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,155:     1,896      1,980      1,791     15,468     15,384     19,155     19,155:         0          0
Old  :    19,155:     1,896      1,980      1,791     15,468     15,384     19,155     19,155:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       126:         0       -126        126          0        126        126        126:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.3        9.4       80.8       80.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       9.9       10.3        9.4       80.8       80.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          3         16         16         20         20:
Old  :        26:         2          3          3         16         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       55.2       86.6       76.3       66.1       49.2       71.2       63.6
Old  :                 72.3       55.2       86.6       76.3       66.1       49.2       71.2       63.6
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    19,029:     1,896      2,106      1,665     15,468     15,258     19,029     19,029:         0          0
Old  :    19,029:     1,896      2,106      1,665     15,468     15,258     19,029     19,029:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -1,728:      -299     -2,452        748     -2,177         18     -1,728     -1,686:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.1        8.7       81.3       80.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.0       11.1        8.7       81.3       80.2      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  :        25:         2          3          3         16         15         20         19:
Old  :        25:         2          3          3         16         15         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       55.6       86.6       76.9       66.6       49.6       71.7       64.7
Old  :                 72.8       55.6       86.6       76.9       66.6       49.6       71.7       64.7
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,314:       218      4,598      1,736      7,360      2,980      9,314      9,314:         0          0
Old  :     9,314:       218      4,598      1,736      7,360      2,980      9,314      9,314:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       734:         0       -138        688         46        184        734        734:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       49.4       18.6       79.0       32.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3       49.4       18.6       79.0       32.0      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  :        24:         1          3          4         14         12         18         16:
Old  :        24:         1          3          4         14         12         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  :                 61.1       76.3       86.9       92.8       53.9       60.4       68.7       70.2
Old  :                 61.1       76.3       86.9       92.8       53.9       60.4       68.7       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,580:       218      4,736      1,048      7,314      2,796      8,580      8,580:         0          0
Old  :     8,580:       218      4,736      1,048      7,314      2,796      8,580      8,580:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       958:       -84      2,222       -298      1,340       -798        958      1,126:         0       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       55.2       12.2       85.2       32.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.5       55.2       12.2       85.2       32.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          3          3         13         11         16         15:
Old  :        22:         1          3          3         13         11         16         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  :                 66.8       76.4       90.2       93.8       59.0       67.1       74.6       76.2
Old  :                 66.8       76.4       90.2       93.8       59.0       67.1       74.6       76.2
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   740,087:   101,963     70,335    104,533    480,980    493,378    687,476    668,246:    52,611     71,841
Old  :   740,087:   101,963     70,335    104,533    480,980    493,378    687,476    668,246:    52,611     71,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     8,926:     2,960     -1,111      8,164       -501      3,129     10,623     10,182:    -1,697     -1,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        9.5       14.1       65.0       66.7       92.9       90.3:       7.1        9.7
Old  :     100.0:      13.8        9.5       14.1       65.0       66.7       92.9       90.3:       7.1        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        56         66         77         84         91        189        194:
Old  :       229:        56         66         77         84         91        189        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       20.6       35.0       30.6       14.9       13.0       22.7       18.5
Old  :                 22.5       20.6       35.0       30.6       14.9       13.0       22.7       18.5
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   731,161:    99,003     71,446     96,369    481,481    490,249    676,853    658,064:    54,308     73,097
Old  :   731,161:    99,003     71,446     96,369    481,481    490,249    676,853    658,064:    54,308     73,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -3,036:    -1,504      1,891        152    -11,173    -17,726    -12,525    -15,683:     9,489     12,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.8       13.2       65.9       67.1       92.6       90.0:       7.4       10.0
Old  :     100.0:      13.5        9.8       13.2       65.9       67.1       92.6       90.0:       7.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        51         67         70         81         82        182        178:
Old  :       221:        51         67         70         81         82        182        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  :                 22.7       22.7       35.8       32.8       14.7       13.6       22.6       19.4
Old  :                 22.7       22.7       35.8       32.8       14.7       13.6       22.6       19.4
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,954:     8,073      2,525        744      2,403      9,668     11,220     12,937:     2,734      1,017
Old  :    13,954:     8,073      2,525        744      2,403      9,668     11,220     12,937:     2,734      1,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       632:       497        138        271       -148        332        620        741:        12       -109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       18.1        5.3       17.2       69.3       80.4       92.7:      19.6        7.3
Old  :     100.0:      57.9       18.1        5.3       17.2       69.3       80.4       92.7:      19.6        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  :       123:        67         20          6         11         24         81         50:
Old  :       123:        67         20          6         11         24         81         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       38.5       34.2       54.8       21.2       38.5       33.9       54.8
Old  :                 21.2       38.5       34.2       54.8       21.2       38.5       33.9       54.8
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,322:     7,576      2,387        473      2,551      9,336     10,600     12,196:     2,722      1,126
Old  :    13,322:     7,576      2,387        473      2,551      9,336     10,600     12,196:     2,722      1,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -122:        28        310       -177        -23       -318       -172       -185:        50         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       17.9        3.6       19.1       70.1       79.6       91.5:      20.4        8.5
Old  :     100.0:      56.9       17.9        3.6       19.1       70.1       79.6       91.5:      20.4        8.5
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  :       117:        62         20          5         10         23         76         47:
Old  :       117:        62         20          5         10         23         76         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       39.9       35.9       56.3       23.2       39.9       35.9       56.3
Old  :                 23.2       39.9       35.9       56.3       23.2       39.9       35.9       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,432:     3,618        311          0      1,790      6,186      5,408      6,497:     2,024        935
Old  :     7,432:     3,618        311          0      1,790      6,186      5,408      6,497:     2,024        935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -104:      -264         -4        -80       -111       -183       -455       -267:       351        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.7        4.2        0.0       24.1       83.2       72.8       87.4:      27.2       12.6
Old  :     100.0:      48.7        4.2        0.0       24.1       83.2       72.8       87.4:      27.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        21          4          0          7         15         28         19:
Old  :        47:        21          4          0          7         15         28         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  :                 33.6       60.2       47.2       73.2       33.6       60.2       47.2       73.2
Old  :                 33.6       60.2       47.2       73.2       33.6       60.2       47.2       73.2
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,536:     3,882        315         80      1,901      6,369      5,863      6,764:     1,673        772
Old  :     7,536:     3,882        315         80      1,901      6,369      5,863      6,764:     1,673        772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -410:      -303         43         80       -225       -337       -448       -214:        38       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        4.2        1.1       25.2       84.5       77.8       89.8:      22.2       10.2
Old  :     100.0:      51.5        4.2        1.1       25.2       84.5       77.8       89.8:      22.2       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  :        50:        22          5          1          6         17         28         23:
Old  :        50:        22          5          1          6         17         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       59.1       53.0       73.5       38.2       59.1       53.0       73.5
Old  :                 38.2       59.1       53.0       73.5       38.2       59.1       53.0       73.5
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, February 15, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   157,118:    21,821      4,164     14,960    104,123    124,123    140,904    143,247:    16,214     13,871
Old  :   157,118:    21,821      4,164     14,960    104,123    124,123    140,904    143,247:    16,214     13,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -7,508:      -651     -1,413        640     -4,254     -3,400     -4,265     -4,173:    -3,243     -3,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        2.7        9.5       66.3       79.0       89.7       91.2:      10.3        8.8
Old  :     100.0:      13.9        2.7        9.5       66.3       79.0       89.7       91.2:      10.3        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  :       157:        41         17         43         75         76        137        126:
Old  :       157:        41         17         43         75         76        137        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       16.5       39.3       27.7       24.0       13.6       32.8       22.3
Old  :                 27.9       16.5       39.3       27.7       24.0       13.6       32.8       22.3
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, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   164,626:    22,472      5,577     14,320    108,377    127,523    145,169    147,420:    19,457     17,206
Old  :   164,626:    22,472      5,577     14,320    108,377    127,523    145,169    147,420:    19,457     17,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     2,467:    -4,589       -511      1,845       -190     -5,455     -2,934     -4,121:     5,401      6,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.4        8.7       65.8       77.5       88.2       89.5:      11.8       10.5
Old  :     100.0:      13.7        3.4        8.7       65.8       77.5       88.2       89.5:      11.8       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  :       154:        44         18         42         71         74        131        126:
Old  :       154:        44         18         42         71         74        131        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       17.2       39.7       28.0       24.7       13.6       32.8       22.3
Old  :                 28.0       17.2       39.7       28.0       24.7       13.6       32.8       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2005