WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 22, 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  :   220,792:    39,805     55,022     23,481    122,171    105,283    185,457    183,786:    35,335     37,006
Old  :   160,165:    37,653     50,832      5,346     91,352     77,796    134,351    133,974:    25,814     26,191
Other:    60,627:    10,787     12,825      9,500     30,819     27,487     51,106     49,812:     9,521     10,815
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -10,059:     6,523    -12,411     -6,125     -9,356      7,228     -8,958    -11,308:    -1,101      1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       24.9       10.6       55.3       47.7       84.0       83.2:      16.0       16.8
Old  :     100.0:      23.5       31.7        3.3       57.0       48.6       83.9       83.6:      16.1       16.4
Other:     100.0:      17.8       21.2       15.7       50.8       45.3       84.3       82.2:      15.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        69         83         63         44         50        157        160:
Old  :       207:        73         72         31         31         43        121        130:
Other:       128:        41         40         34         26         39         86         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       31.7       46.6       39.3       33.0       30.8       46.4       38.1
Old  :                 39.0       34.7       52.4       43.0       39.0       34.7       52.3       43.0
Other:                 47.4       33.2       55.4       45.3       43.0       29.1       47.8       36.6
 
                                 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
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 22, 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  :   644,026:    93,992    139,378     36,676    377,930    279,496    508,598    455,550:   135,428    188,476
Old  :   543,434:    88,291    137,148     25,571    309,849    232,899    423,711    395,618:   119,723    147,816
Other:   100,592:    15,175     11,704      1,631     68,081     46,597     84,887     59,932:    15,705     40,660
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -27,774:    13,102    -26,167    -21,205    -14,567     17,024    -22,670    -30,348:    -5,104      2,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       21.6        5.7       58.7       43.4       79.0       70.7:      21.0       29.3
Old  :     100.0:      16.2       25.2        4.7       57.0       42.9       78.0       72.8:      22.0       27.2
Other:     100.0:      15.1       11.6        1.6       67.7       46.3       84.4       59.6:      15.6       40.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       114        102         91        158        149        318        318:
Old  :       431:       115        107         75        146        140        301        295:
Other:       232:        37         46         13         63        121        108        172:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.9       28.5       21.1       18.1       12.7       28.2       17.7
Old  :                 19.2       17.4       30.3       22.9       19.2       13.6       29.4       19.0
Other:                 42.0       14.4       51.1       21.7       42.0       14.0       51.1       21.4
 
                                  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
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 22, 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  :     8,050:     2,232        585         22      2,080      5,704      4,334      6,311:     3,716      1,739
Old  :     7,206:     2,092        587          1      1,960      5,279      4,053      5,867:     3,153      1,339
Other:       844:       161         19          0        120        425        281        444:       563        400
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -615:      -384        203       -116         49       -415       -451       -328:      -164       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        7.3        0.3       25.8       70.9       53.8       78.4:      46.2       21.6
Old  :     100.0:      29.0        8.1        0.0       27.2       73.3       56.2       81.4:      43.8       18.6
Other:     100.0:      19.1        2.3        0.0       14.2       50.4       33.3       52.6:      66.7       47.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          4          3          8         16         22         22:
Old  :        33:        12          5          1          8         15         21         20:
Other:        14:         4          2          0          3          6          7          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  :                 28.4       45.3       39.9       59.6       18.4       35.9       26.3       47.5
Old  :                 30.4       49.7       42.9       64.7       20.6       39.2       28.9       51.4
Other:                 26.2       41.9       33.3       52.6       26.2       41.9       33.1       52.4
 
                                  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
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 22, 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  :   265,774:    38,055     67,274     21,893    153,463    101,083    213,411    190,250:    52,363     75,524
Old  :   237,467:    37,674     73,432     12,415    143,069     89,774    193,158    175,621:    44,309     61,846
Other:    28,307:     9,447      2,908        412     10,394     11,309     20,253     14,629:     8,054     13,678
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,398:     1,226    -19,111        320      1,826     11,718      3,372     -7,073:        26     10,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       25.3        8.2       57.7       38.0       80.3       71.6:      19.7       28.4
Old  :     100.0:      15.9       30.9        5.2       60.2       37.8       81.3       74.0:      18.7       26.0
Other:     100.0:      33.4       10.3        1.5       36.7       40.0       71.5       51.7:      28.5       48.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        65        117         87         70         86        205        241:
Old  :       301:        71        120         64         66         77        183        223:
Other:       112:        36         25          8         20         43         59         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       17.5       40.4       23.3       26.0       13.5       35.9       18.2
Old  :                 29.7       17.7       42.8       23.9       27.6       15.8       38.8       21.2
Other:                 34.6       27.7       49.1       33.6       33.9       26.5       48.4       31.8
 
                                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
 
                             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 22, 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  :   166,079:    21,219     37,422     23,495     93,907     82,550    138,621    143,467:    27,458     22,612
Old  :   142,278:    20,414     38,867     15,007     84,237     68,324    119,658    122,198:    22,620     20,080
Other:    23,801:     6,424      4,174      2,869      9,670     14,226     18,963     21,269:     4,838      2,532
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -9,178:       148    -15,831      1,393    -12,785      6,166    -11,244     -8,272:     2,066       -906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       22.5       14.1       56.5       49.7       83.5       86.4:      16.5       13.6
Old  :     100.0:      14.3       27.3       10.5       59.2       48.0       84.1       85.9:      15.9       14.1
Other:     100.0:      27.0       17.5       12.1       40.6       59.8       79.7       89.4:      20.3       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        33         44         35         51         48        107        116:
Old  :       154:        37         48         33         51         45        106        112:
Other:        54:        15         13         11         19         15         39         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       25.5       30.6       35.3       15.3       15.6       24.5       21.9
Old  :                 21.4       24.0       34.3       33.2       19.8       17.9       30.3       25.2
Other:                 34.5       49.2       50.5       65.4       30.7       40.0       40.2       48.0
 
                              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
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 22, 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  :   781,552:   135,263    127,625     42,614    451,160    430,408    629,037    600,647:   152,515    180,905
Old  :   781,552:   135,263    127,625     42,614    451,160    430,408    629,037    600,647:   152,515    180,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -19,124:   -36,124     -5,243      5,509     19,888    -25,485    -10,727    -25,219:    -8,397      6,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.3        5.5       57.7       55.1       80.5       76.9:      19.5       23.1
Old  :     100.0:      17.3       16.3        5.5       57.7       55.1       80.5       76.9:      19.5       23.1
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  :       172:        44         30         26         57         78        112        128:
Old  :       172:        44         30         26         57         78        112        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  :                 25.0       16.5       33.3       28.2       16.7       14.0       22.8       23.5
Old  :                 25.0       16.5       33.3       28.2       16.7       14.0       22.8       23.5
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 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
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 22, 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  :   163,367:    25,432     25,075     30,991     75,509     80,505    131,932    136,571:    31,435     26,796
Old  :   140,489:    28,879     23,797     20,852     62,340     71,130    112,071    115,779:    28,418     24,710
Other:    22,878:     1,376      6,101      5,316     13,169      9,375     19,861     20,792:     3,017      2,086
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,366:    12,017    -12,953        224    -12,414     16,425       -173      3,696:     1,539     -2,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       15.3       19.0       46.2       49.3       80.8       83.6:      19.2       16.4
Old  :     100.0:      20.6       16.9       14.8       44.4       50.6       79.8       82.4:      20.2       17.6
Other:     100.0:       6.0       26.7       23.2       57.6       41.0       86.8       90.9:      13.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        34         43         52         51         52        128        128:
Old  :       165:        46         39         47         49         52        123        126:
Other:        65:        11         18         15         27         16         49         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       20.9       29.1       31.0       11.7       11.8       17.0       18.4
Old  :                 17.0       22.0       26.6       31.1       12.5       14.4       18.6       22.6
Other:                 41.7       53.5       57.2       69.7       38.8       44.3       47.8       52.7
 
                              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
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 22, 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  :     5,676:     1,860      2,392        281      1,848      1,359      3,989      4,032:     1,687      1,644
Old  :     5,667:     1,860      2,392        276      1,848      1,356      3,984      4,024:     1,683      1,643
Other:         9:         2          2          3          0          3          5          8:         4          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       180:        45        312       -113        130        -68         62        131:       118         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       42.1        5.0       32.6       23.9       70.3       71.0:      29.7       29.0
Old  :     100.0:      32.8       42.2        4.9       32.6       23.9       70.3       71.0:      29.7       29.0
Other:     100.0:      22.2       22.2       33.3        0.0       33.3       55.6       88.9:      44.4       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10         15          4         10          7         24         23:
Old  :        37:        10         16          4         10          7         24         23:
Other:         4:         2          1          1          0          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       29.0       48.9       44.4       28.8       24.2       38.3       34.2
Old  :                 37.3       29.1       49.0       44.4       28.8       24.2       38.3       34.3
Other:                 55.6       88.9       55.6       88.9       22.2       55.6       22.2       55.6
 
                               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
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 22, 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  :   379,969:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,120    117,796
Old  :   379,969:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,120    117,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    30,147:    -5,782     10,802      7,076     17,034     -4,193     18,328     13,685:    11,819     16,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
Old  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
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  :       120:        18         34          5         47         53         65         92:
Old  :       120:        18         34          5         47         53         65         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  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
Old  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
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 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
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 22, 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  : 2,036,556:   445,415    358,495    170,482  1,110,416    953,489  1,726,313  1,482,466:   310,243    554,090
Old  : 2,036,556:   445,415    358,495    170,482  1,110,416    953,489  1,726,313  1,482,466:   310,243    554,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   171,127:   122,511     81,383     28,022      7,969      6,218    158,502    115,623:    12,625     55,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       17.6        8.4       54.5       46.8       84.8       72.8:      15.2       27.2
Old  :     100.0:      21.9       17.6        8.4       54.5       46.8       84.8       72.8:      15.2       27.2
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  :       254:        46         66         37         81        121        148        203:
Old  :       254:        46         66         37         81        121        148        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       12.6       47.5       22.0       29.9       11.8       39.5       16.9
Old  :                 32.4       12.6       47.5       22.0       29.9       11.8       39.5       16.9
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 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
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 22, 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  : 1,288,620:   200,374    185,674     53,283    886,088    700,668  1,139,745    939,625:   148,875    348,995
Old  : 1,288,620:   200,374    185,674     53,283    886,088    700,668  1,139,745    939,625:   148,875    348,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    90,467:   -53,978     27,652     18,666    130,154     -6,994     94,842     39,324:    -4,375     51,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       14.4        4.1       68.8       54.4       88.4       72.9:      11.6       27.1
Old  :     100.0:      15.5       14.4        4.1       68.8       54.4       88.4       72.9:      11.6       27.1
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  :       180:        25         52         17         61         89         97        147:
Old  :       180:        25         52         17         61         89         97        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       15.7       42.3       23.1       25.1       12.1       37.2       16.9
Old  :                 28.5       15.7       42.3       23.1       25.1       12.1       37.2       16.9
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
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, February 22, 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  :   442,360:   147,815     35,222     38,887    172,188    340,271    358,890    414,380:    83,470     27,980
Old  :   442,360:   147,815     35,222     38,887    172,188    340,271    358,890    414,380:    83,470     27,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    13,793:   -36,988     -5,417       -411     -1,109     16,492    -38,508     10,664:    52,301      3,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.0        8.8       38.9       76.9       81.1       93.7:      18.9        6.3
Old  :     100.0:      33.4        8.0        8.8       38.9       76.9       81.1       93.7:      18.9        6.3
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  :       107:        38          7         27         52         47         95         78:
Old  :       107:        38          7         27         52         47         95         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  :                 29.0       49.5       40.9       60.1       25.0       49.4       33.8       57.8
Old  :                 29.0       49.5       40.9       60.1       25.0       49.4       33.8       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, 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
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    49,043:    14,011      3,130         35     21,264     38,314     35,310     41,479:    13,733      7,564
Old  :    49,043:    14,011      3,130         35     21,264     38,314     35,310     41,479:    13,733      7,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       191:      -104       -212        -66       -246        287       -416          9:       607        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        6.4        0.1       43.4       78.1       72.0       84.6:      28.0       15.4
Old  :     100.0:      28.6        6.4        0.1       43.4       78.1       72.0       84.6:      28.0       15.4
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  :        64:        23         12          1         19         12         43         24:
Old  :        64:        23         12          1         19         12         43         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  :                 29.1       64.9       40.7       74.4       29.1       64.4       40.7       73.8
Old  :                 29.1       64.9       40.7       74.4       29.1       64.4       40.7       73.8
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 AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 22, 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  :    72,036:     8,389     26,003      1,161     53,427     22,313     62,977     49,477:     9,059     22,559
Old  :    72,036:     8,389     26,003      1,161     53,427     22,313     62,977     49,477:     9,059     22,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       161:    -1,535       -475        321      1,157       -696        -57       -850:       218      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       36.1        1.6       74.2       31.0       87.4       68.7:      12.6       31.3
Old  :     100.0:      11.6       36.1        1.6       74.2       31.0       87.4       68.7:      12.6       31.3
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  :        65:        14         24          5         20         11         37         37:
Old  :        65:        14         24          5         20         11         37         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  :                 50.2       42.8       65.9       50.7       50.0       42.8       65.8       49.8
Old  :                 50.2       42.8       65.9       50.7       50.0       42.8       65.8       49.8
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
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 22, 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  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Old  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -530:    -1,325       -550          0        525       -151       -800       -701:       270        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
Old  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
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  :        61:         6         23          4         19         19         27         44:
Old  :        61:         6         23          4         19         19         27         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
Old  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
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 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 22, 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  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Old  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       696:      -243        797          0        838        323        595      1,120:       101       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        3.8
Old  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          9          0          7         11          8         20:
Old  :        27:         1          9          0          7         11          8         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  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
Old  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
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
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, February 22, 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  :    26,275:     2,980      2,893      1,261     16,739     15,602     20,980     19,756:     5,295      6,519
Old  :    26,275:     2,980      2,893      1,261     16,739     15,602     20,980     19,756:     5,295      6,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       613:      -169        127        -26        643        199        448        300:       165        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       11.0        4.8       63.7       59.4       79.8       75.2:      20.2       24.8
Old  :     100.0:      11.3       11.0        4.8       63.7       59.4       79.8       75.2:      20.2       24.8
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  :        52:        12          8         12         23         20         38         37:
Old  :        52:        12          8         12         23         20         38         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  :                 50.0       36.1       62.2       54.2       49.4       35.1       58.8       51.3
Old  :                 50.0       36.1       62.2       54.2       49.4       35.1       58.8       51.3
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
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 22, 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  :    94,216:    17,752      7,635     18,410     39,591     36,664     75,753     62,709:    18,463     31,507
Old  :    92,418:    17,892      7,707     18,148     38,688     36,255     74,728     62,110:    17,690     30,308
Other:     1,798:       122        190          0        903        409      1,025        599:       773      1,199
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        99:        70     -2,392        239       -155        865        154     -1,288:       -55      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        8.1       19.5       42.0       38.9       80.4       66.6:      19.6       33.4
Old  :     100.0:      19.4        8.3       19.6       41.9       39.2       80.9       67.2:      19.1       32.8
Other:     100.0:       6.8       10.6        0.0       50.2       22.7       57.0       33.3:      43.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        46         33         49         25         35        111         97:
Old  :       144:        46         33         49         24         35        110         97:
Other:        17:         4          1          0          4         10          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.7       38.5       31.3       27.0       17.7       37.2       27.3
Old  :                 27.5       19.0       39.0       31.8       27.5       18.6       37.8       28.4
Other:                 50.2       28.5       57.0       31.9       48.3       28.5       55.1       31.1
 
                             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
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 22, 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  :     3,517:       258      1,267        617      1,725        465      2,600      2,349:       917      1,168
Old  :     3,517:       258      1,267        617      1,725        465      2,600      2,349:       917      1,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       228:        89        135        -12         35         47        112        170:       116         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       36.0       17.5       49.0       13.2       73.9       66.8:      26.1       33.2
Old  :     100.0:       7.3       36.0       17.5       49.0       13.2       73.9       66.8:      26.1       33.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5         15          7          9          3         21         21:
Old  :        33:         5         15          7          9          3         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       32.4       61.2       46.8       41.6       25.6       50.4       36.7
Old  :                 45.5       32.4       61.2       46.8       41.6       25.6       50.4       36.7
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 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
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 22, 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  :   131,945:    37,920     17,534     12,797     66,977     66,266    117,694     96,597:    14,251     35,348
Old  :   131,945:    37,920     17,534     12,797     66,977     66,266    117,694     96,597:    14,251     35,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -9,706:    -5,330       -496       -831       -888     -6,533     -7,049     -7,860:    -2,657     -1,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       13.3        9.7       50.8       50.2       89.2       73.2:      10.8       26.8
Old  :     100.0:      28.7       13.3        9.7       50.8       50.2       89.2       73.2:      10.8       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        38         49         38         52         86        115        154:
Old  :       195:        38         49         38         52         86        115        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  :                 26.0       12.9       43.8       21.6       24.9       12.8       41.7       21.4
Old  :                 26.0       12.9       43.8       21.6       24.9       12.8       41.7       21.4
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 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
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 22, 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  :     5,258:     2,028        378        169        661      3,230      2,858      3,777:     2,400      1,481
Old  :     5,258:     2,028        378        169        661      3,230      2,858      3,777:     2,400      1,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -67:      -129        -16        -15        -79       -117       -223       -148:       156         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        7.2        3.2       12.6       61.4       54.4       71.8:      45.6       28.2
Old  :     100.0:      38.6        7.2        3.2       12.6       61.4       54.4       71.8:      45.6       28.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        20          8          6         12         15         36         25:
Old  :        49:        20          8          6         12         15         36         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  :                 19.6       46.6       28.3       56.0       19.2       46.6       26.8       55.2
Old  :                 19.6       46.6       28.3       56.0       19.2       46.6       26.8       55.2
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
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, February 22, 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  :    24,132:     6,761      3,742      4,092      9,307      4,386     20,160     12,220:     3,972     11,912
Old  :    24,132:     6,761      3,742      4,092      9,307      4,386     20,160     12,220:     3,972     11,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        17:        88        191         21        351       -167        460         45:      -443        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       15.5       17.0       38.6       18.2       83.5       50.6:      16.5       49.4
Old  :     100.0:      28.0       15.5       17.0       38.6       18.2       83.5       50.6:      16.5       49.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        28         19         20         36         43         74         76:
Old  :       111:        28         19         20         36         43         74         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  :                 28.5       16.5       43.1       22.9       18.7        9.2       30.8       14.8
Old  :                 28.5       16.5       43.1       22.9       18.7        9.2       30.8       14.8
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
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, February 22, 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  :    88,275:    11,275     14,416      1,152     50,404     59,250     62,831     74,818:    25,444     13,457
Old  :    88,275:    11,275     14,416      1,152     50,404     59,250     62,831     74,818:    25,444     13,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,907:       515     -1,651        155      4,311      8,682      4,981      7,186:       -74     -2,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       16.3        1.3       57.1       67.1       71.2       84.8:      28.8       15.2
Old  :     100.0:      12.8       16.3        1.3       57.1       67.1       71.2       84.8:      28.8       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  :        59:        13         13          5         25         18         41         33:
Old  :        59:        13         13          5         25         18         41         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  :                 33.5       48.4       47.4       63.2       30.7       48.3       43.7       62.9
Old  :                 33.5       48.4       47.4       63.2       30.7       48.3       43.7       62.9
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
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 22, 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  :    54,437:     4,790      8,240        727     30,405     30,065     35,922     39,032:    18,515     15,405
Old  :    54,437:     4,790      8,240        727     30,405     30,065     35,922     39,032:    18,515     15,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,585:       953     -6,866         -7     -7,391      9,050     -6,445      2,177:     8,030       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       15.1        1.3       55.9       55.2       66.0       71.7:      34.0       28.3
Old  :     100.0:       8.8       15.1        1.3       55.9       55.2       66.0       71.7:      34.0       28.3
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  :        27:         5          6          1         12          8         18         14:
Old  :        27:         5          6          1         12          8         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       52.8       53.7       65.4       41.0       52.6       53.3       63.8
Old  :                 41.4       52.8       53.7       65.4       41.0       52.6       53.3       63.8
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
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 22, 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  :    97,645:    71,256      8,238        463     13,866     83,096     85,585     91,797:    12,060      5,848
Old  :    97,645:    71,256      8,238        463     13,866     83,096     85,585     91,797:    12,060      5,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     8,550:     7,061        207        247        -36      6,976      7,272      7,430:     1,278      1,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.0        8.4        0.5       14.2       85.1       87.6       94.0:      12.4        6.0
Old  :     100.0:      73.0        8.4        0.5       14.2       85.1       87.6       94.0:      12.4        6.0
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  :       100:        58          8          2         15         23         74         33:
Old  :       100:        58          8          2         15         23         74         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  :                 32.4       54.5       48.7       72.5       32.4       54.5       48.7       72.4
Old  :                 32.4       54.5       48.7       72.5       32.4       54.5       48.7       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, 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
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, February 22, 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  :    79,178:    29,369      4,213         24     26,278     63,025     55,671     67,262:    23,507     11,916
Old  :    79,178:    29,369      4,213         24     26,278     63,025     55,671     67,262:    23,507     11,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,887:     2,396       -521       -631      1,262      6,550      3,027      5,398:     2,860        489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        5.3        0.0       33.2       79.6       70.3       85.0:      29.7       15.0
Old  :     100.0:      37.1        5.3        0.0       33.2       79.6       70.3       85.0:      29.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        21          8          1         12         17         34         25:
Old  :        53:        21          8          1         12         17         34         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  :                 24.5       54.7       37.6       72.8       23.2       54.7       35.2       68.4
Old  :                 24.5       54.7       37.6       72.8       23.2       54.7       35.2       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, 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
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 22, 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  :   154,084:    14,078     40,013        784    106,405     89,940    121,267    130,737:    32,817     23,347
Old  :   154,084:    14,078     40,013        784    106,405     89,940    121,267    130,737:    32,817     23,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     2,097:     1,061      3,303       -177     -2,733     -2,624     -1,849        502:     3,946      1,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       26.0        0.5       69.1       58.4       78.7       84.8:      21.3       15.2
Old  :     100.0:       9.1       26.0        0.5       69.1       58.4       78.7       84.8:      21.3       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  :        68:        15         19          4         24         24         42         44:
Old  :        68:        15         19          4         24         24         42         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       44.6       63.7       59.3       42.4       36.4       52.3       48.0
Old  :                 50.0       44.6       63.7       59.3       42.4       36.4       52.3       48.0
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
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, February 22, 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  :   164,961:    29,004     24,980      1,616     70,354     79,321    100,974    105,917:    63,987     59,044
Old  :   164,961:    29,004     24,980      1,616     70,354     79,321    100,974    105,917:    63,987     59,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    16,830:       892     -3,377        798      1,694      7,514      3,384      4,935:    13,446     11,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       15.1        1.0       42.6       48.1       61.2       64.2:      38.8       35.8
Old  :     100.0:      17.6       15.1        1.0       42.6       48.1       61.2       64.2:      38.8       35.8
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  :        92:        28         25          9         30         25         64         53:
Old  :        92:        28         25          9         30         25         64         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       26.2       34.9       39.1       22.0       25.7       32.1       37.8
Old  :                 24.5       26.2       34.9       39.1       22.0       25.7       32.1       37.8
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
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 22, 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  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Old  :    31,945:    10,366      1,640        250     17,388     26,192     28,004     28,082:     3,941      3,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -14,674:    -1,082      1,640        107    -14,670    -14,412    -15,645    -12,665:       971     -2,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
Old  :     100.0:      32.4        5.1        0.8       54.4       82.0       87.7       87.9:      12.3       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          1          8         17         10         19:
Old  :        21:         2          1          1          8         17         10         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  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
Old  :                 64.7       43.3       85.1       64.3       57.6       35.5       69.2       54.4
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 22, 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  : 7,994,628:   702,125  1,267,297    874,871  5,518,618  4,297,304  7,095,614  6,439,472:   899,014  1,555,156
Old  : 7,994,628:   702,125  1,267,297    874,871  5,518,618  4,297,304  7,095,614  6,439,472:   899,014  1,555,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   248,873:    43,176    171,905     91,673     71,435    -99,135    206,284    164,443:    42,589     84,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       15.9       10.9       69.0       53.8       88.8       80.5:      11.2       19.5
Old  :     100.0:       8.8       15.9       10.9       69.0       53.8       88.8       80.5:      11.2       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        39         66         79        120        134        207        241:
Old  :       254:        39         66         79        120        134        207        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.1       45.3       21.6       26.4       11.3       38.1       17.9
Old  :                 27.9       13.1       45.3       21.6       26.4       11.3       38.1       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 22, 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  :   696,085:    62,120     80,335      8,221    477,476    506,551    547,817    595,107:   148,268    100,978
Old  :   696,085:    62,120     80,335      8,221    477,476    506,551    547,817    595,107:   148,268    100,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     9,285:      -926        -45        122      3,734      7,859      2,930      7,936:     6,355      1,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       11.5        1.2       68.6       72.8       78.7       85.5:      21.3       14.5
Old  :     100.0:       8.9       11.5        1.2       68.6       72.8       78.7       85.5:      21.3       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  :       184:        36         30         14         91         66        136        101:
Old  :       184:        36         30         14         91         66        136        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       31.8       28.7       45.4       19.0       31.5       27.7       45.1
Old  :                 19.9       31.8       28.7       45.4       19.0       31.5       27.7       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 22, 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  :   905,095:   207,211    240,226     11,243    381,974    546,063    600,428    797,532:   304,667    107,563
Old  :   905,095:   207,211    240,226     11,243    381,974    546,063    600,428    797,532:   304,667    107,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -27,983:    19,770     50,838      3,349    -25,650    -97,391     -2,531    -43,204:   -25,452     15,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       26.5        1.2       42.2       60.3       66.3       88.1:      33.7       11.9
Old  :     100.0:      22.9       26.5        1.2       42.2       60.3       66.3       88.1:      33.7       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        34         63         19         53         51        102        118:
Old  :       173:        34         63         19         53         51        102        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       30.3       32.9       41.0       19.7       26.5       30.4       35.4
Old  :                 21.6       30.3       32.9       41.0       19.7       26.5       30.4       35.4
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
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 22, 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  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Old  :    13,321:     1,610        240          0      5,998     11,525      7,608     11,765:     5,713      1,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        16:         3        240          0        158       -222        161         18:      -145         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       11.7
Old  :     100.0:      12.1        1.8        0.0       45.0       86.5       57.1       88.3:      42.9       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  :        28:         3          1          0         15         11         18         12:
Old  :        28:         3          1          0         15         11         18         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  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
Old  :                 26.1       47.2       40.5       75.3       26.1       46.5       40.5       74.3
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
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 22, 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  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Old  :    31,121:     2,487      5,872        269     23,781     17,964     26,537     24,105:     4,584      7,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       742:      -327        222         43        883       -553        599       -288:       143      1,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
Old  :     100.0:       8.0       18.9        0.9       76.4       57.7       85.3       77.5:      14.7       22.5
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  :        39:         3          5          2         20         18         24         24:
Old  :        39:         3          5          2         20         18         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
Old  :                 41.0       39.8       62.2       57.0       41.0       34.8       59.6       51.0
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 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
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, February 22, 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  :    87,138:     4,644     19,431        188     36,813     53,561     41,645     73,180:    45,493     13,958
Old  :    87,138:     4,644     19,431        188     36,813     53,561     41,645     73,180:    45,493     13,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     7,866:    -1,899      2,047        -42      3,033      3,418      1,092      5,423:     6,774      2,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       22.3        0.2       42.2       61.5       47.8       84.0:      52.2       16.0
Old  :     100.0:       5.3       22.3        0.2       42.2       61.5       47.8       84.0:      52.2       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        14         23          3         33         27         49         51:
Old  :        84:        14         23          3         33         27         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       43.2       27.8       57.1       19.0       41.9       27.2       54.6
Old  :                 19.0       43.2       27.8       57.1       19.0       41.9       27.2       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 22, 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  :   474,228:   115,010    106,549      3,572    311,454    163,612    430,036    273,733:    44,192    200,495
Old  :   474,228:   115,010    106,549      3,572    311,454    163,612    430,036    273,733:    44,192    200,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    57,162:    13,155     11,405       -404     31,791      7,400     44,542     18,401:    12,620     38,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       22.5        0.8       65.7       34.5       90.7       57.7:       9.3       42.3
Old  :     100.0:      24.3       22.5        0.8       65.7       34.5       90.7       57.7:       9.3       42.3
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  :       186:        49         71         13         44         34        100        111:
Old  :       186:        49         71         13         44         34        100        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  :                 46.9       23.4       64.8       33.0       42.2       20.8       59.0       26.1
Old  :                 46.9       23.4       64.8       33.0       42.2       20.8       59.0       26.1
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
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 22, 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  :    95,179:    49,918      3,948      1,094     14,255     82,272     65,267     87,314:    29,912      7,865
Old  :    95,179:    49,918      3,948      1,094     14,255     82,272     65,267     87,314:    29,912      7,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     6,073:     5,300     -3,971        995       -926      9,170      5,369      6,194:       704       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4        4.1        1.1       15.0       86.4       68.6       91.7:      31.4        8.3
Old  :     100.0:      52.4        4.1        1.1       15.0       86.4       68.6       91.7:      31.4        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  :        51:        22          2          3         10         23         33         27:
Old  :        51:        22          2          3         10         23         33         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  :                 32.0       51.5       46.0       72.0       32.0       51.5       46.0       70.8
Old  :                 32.0       51.5       46.0       72.0       32.0       51.5       46.0       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, 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
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 22, 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  :    31,596:     1,375     13,495        260     23,583     13,463     25,218     27,218:     6,378      4,378
Old  :    31,596:     1,375     13,495        260     23,583     13,463     25,218     27,218:     6,378      4,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,333:       111      2,683        186      4,805      1,258      5,102      4,127:      -769        206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       42.7        0.8       74.6       42.6       79.8       86.1:      20.2       13.9
Old  :     100.0:       4.4       42.7        0.8       74.6       42.6       79.8       86.1:      20.2       13.9
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  :        56:         5         12          3         29         18         36         31:
Old  :        56:         5         12          3         29         18         36         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  :                 39.5       51.3       52.5       61.3       29.4       43.4       41.4       51.7
Old  :                 39.5       51.3       52.5       61.3       29.4       43.4       41.4       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 22, 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  :   199,187:    49,793     31,535      1,386    135,483    152,769    186,662    185,690:    12,525     13,497
Old  :   199,187:    49,793     31,535      1,386    135,483    152,769    186,662    185,690:    12,525     13,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    21,421:    10,325      3,112        775     10,389     18,269     21,489     22,156:       -68       -735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       15.8        0.7       68.0       76.7       93.7       93.2:       6.3        6.8
Old  :     100.0:      25.0       15.8        0.7       68.0       76.7       93.7       93.2:       6.3        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        15         33          4         26         39         44         73:
Old  :       100:        15         33          4         26         39         44         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       38.9       77.3       53.4       60.5       38.6       72.7       51.9
Old  :                 64.5       38.9       77.3       53.4       60.5       38.6       72.7       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, 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
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 22, 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  :    38,276:    11,214      7,374        128     13,476     23,395     24,818     30,897:    13,458      7,379
Old  :    38,276:    11,214      7,374        128     13,476     23,395     24,818     30,897:    13,458      7,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       -38:       459     -1,855         18       -922        969       -445       -868:       407        830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       19.3        0.3       35.2       61.1       64.8       80.7:      35.2       19.3
Old  :     100.0:      29.3       19.3        0.3       35.2       61.1       64.8       80.7:      35.2       19.3
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  :        71:        21         15          2         16         22         38         38:
Old  :        71:        21         15          2         16         22         38         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  :                 20.0       33.7       31.2       49.6       16.0       33.0       25.9       44.5
Old  :                 20.0       33.7       31.2       49.6       16.0       33.0       25.9       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 22, 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  :   119,507:       290      6,910      2,531     56,332     77,515     59,153     86,956:    60,354     32,551
Old  :   119,507:       290      6,910      2,531     56,332     77,515     59,153     86,956:    60,354     32,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -377:      -110         -5         10     -3,001     -1,434     -3,101     -1,429:     2,724      1,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
Old  :     100.0:       0.2        5.8        2.1       47.1       64.9       49.5       72.8:      50.5       27.2
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  :        47:         2         15          4         19         26         24         43:
Old  :        47:         2         15          4         19         26         24         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  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
Old  :                 39.9       51.6       44.7       59.2        5.8       19.4        7.1       24.3
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
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, February 22, 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  :   102,103:    47,471      5,157      8,545     16,025     76,305     72,041     90,007:    30,062     12,096
Old  :   102,103:    47,471      5,157      8,545     16,025     76,305     72,041     90,007:    30,062     12,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,204:     3,807     -1,533      1,050     -1,526      4,329      3,331      3,846:     1,873      1,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        5.1        8.4       15.7       74.7       70.6       88.2:      29.4       11.8
Old  :     100.0:      46.5        5.1        8.4       15.7       74.7       70.6       88.2:      29.4       11.8
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  :       152:        81         25         34         18         38        116         85:
Old  :       152:        81         25         34         18         38        116         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       32.0       27.5       48.3       15.9       28.9       25.2       45.0
Old  :                 16.4       32.0       27.5       48.3       15.9       28.9       25.2       45.0
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
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, February 22, 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  :   108,804:    44,160     16,442     13,223     36,408     70,565     93,791    100,230:    15,013      8,574
Old  :   108,804:    44,160     16,442     13,223     36,408     70,565     93,791    100,230:    15,013      8,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    13,760:    11,379      4,288      2,377        890      6,278     14,646     12,943:      -886        817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       15.1       12.2       33.5       64.9       86.2       92.1:      13.8        7.9
Old  :     100.0:      40.6       15.1       12.2       33.5       64.9       86.2       92.1:      13.8        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        61         46         28         40         43        126         95:
Old  :       160:        61         46         28         40         43        126         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       42.6       32.8       58.1       18.9       36.4       28.5       51.3
Old  :                 22.2       42.6       32.8       58.1       18.9       36.4       28.5       51.3
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
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, February 22, 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  :   267,860:   119,318     80,413     17,941     77,524    151,123    214,783    249,477:    53,077     18,383
Old  :   267,860:   119,318     80,413     17,941     77,524    151,123    214,783    249,477:    53,077     18,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     5,271:     9,897     -7,301      2,210    -10,508     11,614      1,599      6,523:     3,672     -1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       30.0        6.7       28.9       56.4       80.2       93.1:      19.8        6.9
Old  :     100.0:      44.5       30.0        6.7       28.9       56.4       80.2       93.1:      19.8        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:       103         44         34         32         45        157        107:
Old  :       207:       103         44         34         32         45        157        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       31.2       36.4       50.9       25.3       26.6       31.7       44.6
Old  :                 28.2       31.2       36.4       50.9       25.3       26.6       31.7       44.6
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
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, February 22, 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  :     8,387:     5,608        403        313        260      6,437      6,181      7,153:     2,206      1,234
Old  :     8,387:     5,608        403        313        260      6,437      6,181      7,153:     2,206      1,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -3,469:       -58        113         35     -1,791     -2,311     -1,814     -2,163:    -1,655     -1,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9        4.8        3.7        3.1       76.7       73.7       85.3:      26.3       14.7
Old  :     100.0:      66.9        4.8        3.7        3.1       76.7       73.7       85.3:      26.3       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        17          3          4          2          3         22          8:
Old  :        26:        17          3          4          2          3         22          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       80.9       62.4       85.3       49.4       80.8       61.9       81.6
Old  :                 49.4       80.9       62.4       85.3       49.4       80.8       61.9       81.6
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 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
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 22, 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  :    76,588:     9,523     20,505      5,138     42,865     28,871     57,526     54,514:    19,062     22,074
Old  :    48,236:     7,811     16,779      1,257     27,431     14,795     36,499     32,831:    11,737     15,405
Other:    28,352:     3,572      5,586      2,021     15,434     14,076     21,027     21,683:     7,325      6,669
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -3,953:      -871     -6,500       -236     -3,534       -103     -4,641     -6,839:       688      2,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       26.8        6.7       56.0       37.7       75.1       71.2:      24.9       28.8
Old  :     100.0:      16.2       34.8        2.6       56.9       30.7       75.7       68.1:      24.3       31.9
Other:     100.0:      12.6       19.7        7.1       54.4       49.6       74.2       76.5:      25.8       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        20         32         20         47         32         81         73:
Old  :        98:        20         26          7         39         24         63         53:
Other:        69:        15         15          7         28         21         45         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       21.4       33.3       31.9       18.3       16.5       27.2       25.1
Old  :                 28.3       18.0       40.4       31.0       27.2       17.7       39.2       30.7
Other:                 27.9       35.2       41.6       48.2       24.3       33.4       35.8       40.5
 
                               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 - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 22, 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  :    37,957:     1,035      8,088      2,120     22,781     17,191     25,936     27,399:    12,021     10,558
Old  :    30,863:     1,427      7,829      1,185     18,212     12,552     20,824     21,566:    10,039      9,297
Other:     7,094:       241        892        302      4,569      4,639      5,112      5,833:     1,982      1,261
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -2,410:       -98     -2,074         41     -1,051       -704     -1,108     -2,737:    -1,302        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       21.3        5.6       60.0       45.3       68.3       72.2:      31.7       27.8
Old  :     100.0:       4.6       25.4        3.8       59.0       40.7       67.5       69.9:      32.5       30.1
Other:     100.0:       3.4       12.6        4.3       64.4       65.4       72.1       82.2:      27.9       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         5         18          7         21         17         31         38:
Old  :        48:         8         15          6         19         17         29         37:
Other:        24:         3          4          4         11         11         16         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       25.6       49.5       42.7       20.8       17.7       30.7       26.8
Old  :                 39.4       28.2       50.4       45.7       22.2       22.7       32.8       31.5
Other:                 45.3       46.3       63.8       68.5       41.8       43.7       56.5       62.0
 
                               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
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 22, 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  :    95,191:    27,346     18,358      5,535     46,937     62,132     79,818     86,025:    15,373      9,166
Old  :    82,924:    27,751     20,135      2,176     39,900     53,565     69,827     75,876:    13,097      7,048
Other:    12,267:     2,685      1,313        269      7,037      8,567      9,991     10,149:     2,276      2,118
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,144:     7,385     -6,943     -1,684     -1,817     14,557      3,884      5,930:      -740     -2,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       19.3        5.8       49.3       65.3       83.9       90.4:      16.1        9.6
Old  :     100.0:      33.5       24.3        2.6       48.1       64.6       84.2       91.5:      15.8        8.5
Other:     100.0:      21.9       10.7        2.2       57.4       69.8       81.4       82.7:      18.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        66         57         38         51         48        144        121:
Old  :       190:        66         58         23         41         46        123        114:
Other:        78:        25         12          9         28         25         55         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       38.7       35.8       47.8       22.2       35.8       34.2       43.6
Old  :                 25.5       41.8       39.4       50.8       25.5       40.3       38.6       48.5
Other:                 35.3       27.7       47.2       49.2       24.4       24.1       34.2       39.9
 
                             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
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 22, 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  :    30,232:     7,938      4,393      1,603     15,285     22,776     24,826     28,772:     5,406      1,460
Old  :    30,173:     7,932      4,415      1,576     15,285     22,743     24,793     28,734:     5,380      1,439
Other:        59:        33          5          0          0         33         33         38:        26         21
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,483:    -3,006      1,865     -1,895       -755     -5,393     -5,656     -5,423:       173        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       14.5        5.3       50.6       75.3       82.1       95.2:      17.9        4.8
Old  :     100.0:      26.3       14.6        5.2       50.7       75.4       82.2       95.2:      17.8        4.8
Other:     100.0:      55.9        8.5        0.0        0.0       55.9       55.9       64.4:      44.1       35.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        52         20         17         22         17         87         41:
Old  :       102:        52         20         17         22         17         87         41:
Other:         4:         1          1          0          0          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       47.4       43.3       67.6       21.1       36.6       29.0       50.1
Old  :                 34.1       47.5       43.4       67.7       21.1       36.7       29.1       50.2
Other:                 55.9       64.4       55.9       64.4       55.9       64.4       55.9       64.4
 
                    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
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, February 22, 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  :   115,724:    25,116      7,375      1,171     79,812    105,141    106,099    113,687:     9,625      2,037
Old  :    67,967:    23,792      6,948        573     34,825     58,450     59,190     65,971:     8,777      1,996
Other:    47,757:     1,564        667        358     44,987     46,691     46,909     47,716:       848         41
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,681:     1,326       -829        -27      2,750      5,410      4,049      4,554:       632        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        6.4        1.0       69.0       90.9       91.7       98.2:       8.3        1.8
Old  :     100.0:      35.0       10.2        0.8       51.2       86.0       87.1       97.1:      12.9        2.9
Other:     100.0:       3.3        1.4        0.7       94.2       97.8       98.2       99.9:       1.8        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        47         20          6         45         33         96         56:
Old  :       115:        47         20          6         40         31         91         53:
Other:        44:        10          2          3         25         22         35         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  :                 33.5       44.1       48.7       68.7       20.4       30.5       29.9       43.7
Old  :                 25.3       39.0       39.5       61.7       20.6       36.0       34.9       56.2
Other:                 61.6       70.3       76.4       89.2       46.9       60.6       56.9       69.1
 
                                 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
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 22, 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  :   381,448:   111,817     30,107     20,430    169,551    290,826    301,798    341,363:    79,650     40,085
Old  :   381,448:   111,817     30,107     20,430    169,551    290,826    301,798    341,363:    79,650     40,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -7,587:    -3,228        897       -711     -1,363    -11,987     -5,302    -11,801:    -2,285      4,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        7.9        5.4       44.4       76.2       79.1       89.5:      20.9       10.5
Old  :     100.0:      29.3        7.9        5.4       44.4       76.2       79.1       89.5:      20.9       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  :       149:        58         27         32         50         45        129         86:
Old  :       149:        58         27         32         50         45        129         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  :                 16.2       37.7       27.2       55.8       14.8       31.8       24.6       45.9
Old  :                 16.2       37.7       27.2       55.8       14.8       31.8       24.6       45.9
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 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
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 22, 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  :   106,000:    53,226     10,718      4,672     36,403     84,696     94,301    100,086:    11,699      5,914
Old  :   101,413:    52,913     11,883      2,707     34,477     81,411     90,097     96,001:    11,316      5,412
Other:     4,587:     1,845        367        433      1,926      3,285      4,204      4,085:       383        502
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -5,705:      -767      1,086       -203     -3,051     -2,521     -4,021     -1,638:    -1,684     -4,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2       10.1        4.4       34.3       79.9       89.0       94.4:      11.0        5.6
Old  :     100.0:      52.2       11.7        2.7       34.0       80.3       88.8       94.7:      11.2        5.3
Other:     100.0:      40.2        8.0        9.4       42.0       71.6       91.7       89.1:       8.3       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:       131         55         42         84        110        237        190:
Old  :       320:       131         58         40         78        110        231        188:
Other:        85:        16          6          6         34         45         52         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  :                 17.9       25.8       28.6       39.1       17.9       23.3       28.6       35.1
Old  :                 18.7       26.3       29.9       39.7       18.7       24.0       29.9       35.9
Other:                 36.1       28.2       51.2       47.2       29.6       23.4       41.7       37.6
 
                               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
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 22, 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  :    21,539:     7,027     12,824      2,133     10,107      4,208     19,267     19,165:     2,272      2,374
Old  :    21,539:     7,027     12,824      2,133     10,107      4,208     19,267     19,165:     2,272      2,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,540:       952      6,087         34      4,014     -1,962      5,000      4,159:      -460        381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       59.5        9.9       46.9       19.5       89.5       89.0:      10.5       11.0
Old  :     100.0:      32.6       59.5        9.9       46.9       19.5       89.5       89.0:      10.5       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  :        49:        12         27          5          4          7         20         36:
Old  :        49:        12         27          5          4          7         20         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  :                 77.3       47.5       85.3       67.6       65.1       39.4       68.5       54.4
Old  :                 77.3       47.5       85.3       67.6       65.1       39.4       68.5       54.4
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 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
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 22, 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  :   158,328:    20,817     24,041     15,355     93,639     92,072    129,811    131,468:    28,517     26,860
Old  :   158,328:    20,817     24,041     15,355     93,639     92,072    129,811    131,468:    28,517     26,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     9,097:     6,666         46      3,780     -3,740      4,386      6,706      8,212:     2,391        885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       15.2        9.7       59.1       58.2       82.0       83.0:      18.0       17.0
Old  :     100.0:      13.1       15.2        9.7       59.1       58.2       82.0       83.0:      18.0       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        23         30         30         61         65        107        103:
Old  :       126:        23         30         30         61         65        107        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       20.8       33.2       30.8       16.3       15.5       23.9       20.7
Old  :                 21.2       20.8       33.2       30.8       16.3       15.5       23.9       20.7
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
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 22, 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  :   423,664:    28,526     68,750    129,359    197,072    192,414    354,957    390,523:    68,707     33,141
Old  :   423,664:    28,526     68,750    129,359    197,072    192,414    354,957    390,523:    68,707     33,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    12,520:     3,310      7,020      4,105      3,941      1,712     11,356     12,837:     1,164       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       16.2       30.5       46.5       45.4       83.8       92.2:      16.2        7.8
Old  :     100.0:       6.7       16.2       30.5       46.5       45.4       83.8       92.2:      16.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        48         58         64         92         74        171        169:
Old  :       204:        48         58         64         92         74        171        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.6       27.6       34.9        7.5       10.0       10.5       17.1
Old  :                 17.5       22.6       27.6       34.9        7.5       10.0       10.5       17.1
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 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
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    69,688:     3,995      4,584      1,333     56,356     59,621     61,684     65,538:     8,004      4,150
Old  :    69,688:     3,995      4,584      1,333     56,356     59,621     61,684     65,538:     8,004      4,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,696:         0          0          0        780      1,394        780      1,394:       916        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        6.6        1.9       80.9       85.6       88.5       94.0:      11.5        6.0
Old  :     100.0:       5.7        6.6        1.9       80.9       85.6       88.5       94.0:      11.5        6.0
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  :        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  :                 49.7       48.4       64.5       66.4       47.8       44.3       57.4       57.9
Old  :                 49.7       48.4       64.5       66.4       47.8       44.3       57.4       57.9
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
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 22, 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  :    43,087:     2,185      1,435      4,432     31,578     34,470     38,195     40,337:     4,892      2,750
Old  :    43,087:     2,185      1,435      4,432     31,578     34,470     38,195     40,337:     4,892      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,772:      -372       -368        771        728        606      1,127      1,009:       645        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        3.3       10.3       73.3       80.0       88.6       93.6:      11.4        6.4
Old  :     100.0:       5.1        3.3       10.3       73.3       80.0       88.6       93.6:      11.4        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         20         19         23         23:
Old  :        26:         2          2          3         20         19         23         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  :                 54.6       38.3       70.6       59.4       43.1       35.5       50.3       49.1
Old  :                 54.6       38.3       70.6       59.4       43.1       35.5       50.3       49.1
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
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 22, 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  :    67,845:     8,050          0      1,216     53,203     55,156     62,469     56,372:     5,376     11,473
Old  :    67,845:     8,050          0      1,216     53,203     55,156     62,469     56,372:     5,376     11,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,138:     1,222          0         62      1,883      2,410      3,167      2,472:       -29        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        0.0        1.8       78.4       81.3       92.1       83.1:       7.9       16.9
Old  :     100.0:      11.9        0.0        1.8       78.4       81.3       92.1       83.1:       7.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          1         22         18         23         19:
Old  :        24:         1          0          1         22         18         23         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  :                 44.6       64.9       68.2       74.1       37.6       51.2       49.8       53.9
Old  :                 44.6       64.9       68.2       74.1       37.6       51.2       49.8       53.9
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
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 22, 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  :   983,913:   229,371     61,510    173,320    550,066    727,313    952,757    962,143:    31,156     21,770
Old  :   983,913:   229,371     61,510    173,320    550,066    727,313    952,757    962,143:    31,156     21,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    28,348:   -10,441     -5,232      5,991     19,493     13,708     15,043     14,467:    13,305     13,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        6.3       17.6       55.9       73.9       96.8       97.8:       3.2        2.2
Old  :     100.0:      23.3        6.3       17.6       55.9       73.9       96.8       97.8:       3.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        18          9         27         84         77        115        105:
Old  :       125:        18          9         27         84         77        115        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  :                 28.4       21.6       40.8       35.8       20.4       17.3       28.0       26.8
Old  :                 28.4       21.6       40.8       35.8       20.4       17.3       28.0       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 22, 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  :   130,702:    28,845     37,931     36,689     62,613     54,993    128,147    129,613:     2,555      1,089
Old  :   130,702:    28,845     37,931     36,689     62,613     54,993    128,147    129,613:     2,555      1,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    13,624:     7,300      3,678      2,132      4,162      8,524     13,594     14,334:        30       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       29.0       28.1       47.9       42.1       98.0       99.2:       2.0        0.8
Old  :     100.0:      22.1       29.0       28.1       47.9       42.1       98.0       99.2:       2.0        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  :        47:        10          8         14         24         28         42         42:
Old  :        47:        10          8         14         24         28         42         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  :                 44.8       44.2       66.4       63.9       29.5       31.0       40.8       43.3
Old  :                 44.8       44.2       66.4       63.9       29.5       31.0       40.8       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, 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
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 22, 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  :    40,123:     3,454      5,530      8,530     27,831     25,823     39,815     39,883:       308        240
Old  :    40,123:     3,454      5,530      8,530     27,831     25,823     39,815     39,883:       308        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       971:       740        980       -255        706         46      1,191        771:      -220        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       13.8       21.3       69.4       64.4       99.2       99.4:       0.8        0.6
Old  :     100.0:       8.6       13.8       21.3       69.4       64.4       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          6          7         22         27         29         36:
Old  :        38:         3          6          7         22         27         29         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  :                 47.3       64.1       72.4       80.0       40.1       54.1       53.0       59.8
Old  :                 47.3       64.1       72.4       80.0       40.1       54.1       53.0       59.8
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 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
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 22, 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  :    18,601:     2,144      1,384      1,879     14,578     15,338     18,601     18,601:         0          0
Old  :    18,601:     2,144      1,384      1,879     14,578     15,338     18,601     18,601:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -554:       248       -596         88       -890        -46       -554       -554:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        7.4       10.1       78.4       82.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.5        7.4       10.1       78.4       82.5      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:         3          2          3         16         16         20         20:
Old  :        26:         3          2          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  :                 69.0       54.6       85.6       75.6       62.6       50.9       68.5       64.3
Old  :                 69.0       54.6       85.6       75.6       62.6       50.9       68.5       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 22, 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  :     9,360:       218      5,614      1,228      7,914      2,518      9,360      9,360:         0          0
Old  :     9,360:       218      5,614      1,228      7,914      2,518      9,360      9,360:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        46:         0      1,016       -508        554       -462         46         46:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       60.0       13.1       84.6       26.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3       60.0       13.1       84.6       26.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          3         14         11         17         15:
Old  :        23:         1          3          3         14         11         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       81.3       89.6       94.5       64.5       70.9       79.2       80.2
Old  :                 66.2       81.3       89.6       94.5       64.5       70.9       79.2       80.2
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 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
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 22, 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  :   760,290:   120,964     66,788    100,524    484,386    524,236    705,874    691,548:    54,416     68,742
Old  :   760,290:   120,964     66,788    100,524    484,386    524,236    705,874    691,548:    54,416     68,742
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    20,203:    19,001     -3,547     -4,009      3,406     30,858     18,398     23,302:     1,805     -3,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        8.8       13.2       63.7       69.0       92.8       91.0:       7.2        9.0
Old  :     100.0:      15.9        8.8       13.2       63.7       69.0       92.8       91.0:       7.2        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  :       239:        66         67         73         84         93        194        193:
Old  :       239:        66         67         73         84         93        194        193:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.7       35.1       34.0       13.9       13.4       20.9       19.6
Old  :                 22.7       23.7       35.1       34.0       13.9       13.4       20.9       19.6
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
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 22, 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  :    14,402:     8,092      2,572        785      2,365      9,789     11,242     13,146:     3,160      1,256
Old  :    14,402:     8,092      2,572        785      2,365      9,789     11,242     13,146:     3,160      1,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       448:        19         47         41        -38        121         22        209:       426        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2       17.9        5.5       16.4       68.0       78.1       91.3:      21.9        8.7
Old  :     100.0:      56.2       17.9        5.5       16.4       68.0       78.1       91.3:      21.9        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        63         21          5         12         24         80         48:
Old  :       119:        63         21          5         12         24         80         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  :                 20.6       37.6       32.7       54.6       20.6       37.6       32.7       54.6
Old  :                 20.6       37.6       32.7       54.6       20.6       37.6       32.7       54.6
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
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 22, 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  :     7,510:     3,773        355          0      1,861      6,187      5,634      6,542:     1,876        968
Old  :     7,510:     3,773        355          0      1,861      6,187      5,634      6,542:     1,876        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :        78:       155         44          0         71          1        226         45:      -148         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2        4.7        0.0       24.8       82.4       75.0       87.1:      25.0       12.9
Old  :     100.0:      50.2        4.7        0.0       24.8       82.4       75.0       87.1:      25.0       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  :        46:        20          3          0          8         15         28         18:
Old  :        46:        20          3          0          8         15         28         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  :                 36.8       60.6       49.6       74.5       36.8       60.6       49.6       74.5
Old  :                 36.8       60.6       49.6       74.5       36.8       60.6       49.6       74.5
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
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 22, 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  :   161,227:    28,139      3,046     14,790    103,063    128,541    145,992    146,377:    15,235     14,850
Old  :   161,227:    28,139      3,046     14,790    103,063    128,541    145,992    146,377:    15,235     14,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     4,109:     6,318     -1,118       -170     -1,060      4,418      5,088      3,130:      -979        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        1.9        9.2       63.9       79.7       90.6       90.8:       9.4        9.2
Old  :     100.0:      17.5        1.9        9.2       63.9       79.7       90.6       90.8:       9.4        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  :       159:        46         16         37         75         81        137        123:
Old  :       159:        46         16         37         75         81        137        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       17.3       38.5       27.3       23.8       13.5       32.5       21.4
Old  :                 27.4       17.3       38.5       27.3       23.8       13.5       32.5       21.4
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
 
 

Updated March 4, 2005