WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 1, 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  :   214,658:    46,598     41,762     19,330    114,645    112,430    180,573    173,522:    34,085     41,136
Old  :   151,001:    37,681     40,536      2,860     86,184     80,792    126,725    124,188:    24,276     26,813
Other:    63,657:    16,286      8,595      9,101     28,461     31,638     53,848     49,334:     9,809     14,323
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -6,134:     6,793    -13,260     -4,151     -7,526      7,147     -4,884    -10,264:    -1,250      4,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       19.5        9.0       53.4       52.4       84.1       80.8:      15.9       19.2
Old  :     100.0:      25.0       26.8        1.9       57.1       53.5       83.9       82.2:      16.1       17.8
Other:     100.0:      25.6       13.5       14.3       44.7       49.7       84.6       77.5:      15.4       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        57         81         51         38         52        138        150:
Old  :       190:        53         77         16         21         47         86        129:
Other:       125:        40         39         28         27         37         82         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       34.6       44.8       41.9       30.4       33.8       44.8       40.1
Old  :                 37.7       37.4       52.2       45.2       37.7       37.4       52.2       45.1
Other:                 44.3       34.5       54.5       45.3       39.1       30.6       45.5       37.5
 
                                 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
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 1, 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  :   638,828:   106,792     98,378     43,931    372,875    306,519    523,598    448,828:   115,230    190,000
Old  :   524,112:   104,082     99,294     27,204    296,122    258,717    427,408    385,215:    96,704    138,897
Other:   114,716:    18,327     14,701      1,110     76,753     47,802     96,190     63,613:    18,526     51,103
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -5,198:    12,800    -41,000      7,255     -5,055     27,023     15,000     -6,722:   -20,198      1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       15.4        6.9       58.4       48.0       82.0       70.3:      18.0       29.7
Old  :     100.0:      19.9       18.9        5.2       56.5       49.4       81.5       73.5:      18.5       26.5
Other:     100.0:      16.0       12.8        1.0       66.9       41.7       83.9       55.5:      16.1       44.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       125         91        101        162        170        341        329:
Old  :       441:       117         96         80        143        157        307        303:
Other:       272:        50         50         15         79        135        140        189:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.6       28.8       21.7       18.1       13.5       28.7       18.3
Old  :                 20.4       19.1       31.9       24.3       20.4       15.5       31.2       20.6
Other:                 35.8       10.0       45.9       17.1       35.8        9.3       45.9       15.8
 
                                  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
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,354:     2,041        573         17      1,391      4,742      3,449      5,332:     3,905      2,022
Old  :     6,322:     1,859        553         12      1,326      4,231      3,197      4,796:     3,125      1,526
Other:     1,032:       186         24          1         65        511        252        536:       780        496
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -696:      -191        -12         -5       -689       -962       -885       -979:       189        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        7.8        0.2       18.9       64.5       46.9       72.5:      53.1       27.5
Old  :     100.0:      29.4        8.7        0.2       21.0       66.9       50.6       75.9:      49.4       24.1
Other:     100.0:      18.0        2.3        0.1        6.3       49.5       24.4       51.9:      75.6       48.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          4          3          7         15         21         21:
Old  :        32:        13          4          1          7         13         20         18:
Other:        15:         5          2          1          3          6          9          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       39.0       35.8       55.0       20.1       37.9       28.8       50.9
Old  :                 28.2       43.9       40.5       61.1       23.4       42.7       32.6       56.0
Other:                 17.0       40.5       24.3       51.9       17.0       40.5       24.1       51.6
 
                                  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
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 1, 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  :   273,860:    53,541     61,425     22,709    149,249    107,261    225,499    191,395:    48,361     82,465
Old  :   235,174:    52,358     67,703     11,446    131,999     93,462    195,803    172,611:    39,371     62,563
Other:    38,686:    11,158      3,697      1,288     17,250     13,799     29,696     18,784:     8,990     19,902
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     8,086:    15,486     -5,849        816     -4,214      6,178     12,088      1,145:    -4,002      6,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.4        8.3       54.5       39.2       82.3       69.9:      17.7       30.1
Old  :     100.0:      22.3       28.8        4.9       56.1       39.7       83.3       73.4:      16.7       26.6
Other:     100.0:      28.8        9.6        3.3       44.6       35.7       76.8       48.6:      23.2       51.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        87        101         75         69         93        214        231:
Old  :       317:        91        108         50         65         88        193        216:
Other:       141:        34         36         14         25         55         67         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.1       39.2       23.7       27.1       15.8       37.0       21.5
Old  :                 29.1       18.7       41.9       25.5       28.3       18.5       40.0       24.2
Other:                 34.9       17.4       49.7       24.6       32.9       16.4       47.3       23.2
 
                                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
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    13,745:    10,316      4,054         77        350        555     10,743      4,686:     3,002      9,059
Old  :     9,873:     7,145      3,838         51        350        555      7,546      4,444:     2,327      5,429
Other:     3,872:     3,181        226         16          0          0      3,197        242:       675      3,630
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,348:     5,646        925     -1,173        150         86      4,623       -162:      -275      4,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       29.5        0.6        2.5        4.0       78.2       34.1:      21.8       65.9
Old  :     100.0:      72.4       38.9        0.5        3.5        5.6       76.4       45.0:      23.6       55.0
Other:     100.0:      82.2        5.8        0.4        0.0        0.0       82.6        6.3:      17.4       93.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          8          6          1          2         17         14:
Old  :        24:        14          8          5          1          2         16         14:
Other:         6:         5          1          2          0          0          5          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  :                 51.8       21.2       64.0       30.6       51.6       21.2       63.6       30.4
Old  :                 43.3       27.3       60.0       40.3       43.0       27.3       59.6       40.2
Other:                 82.3        6.3       82.6        6.3       81.9        5.8       82.2        5.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 1, 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  :   151,495:    29,440     18,004     24,925     72,848     94,728    127,213    137,657:    24,282     13,838
Old  :   129,788:    30,165     21,423     15,331     63,907     80,213    109,403    116,967:    20,385     12,821
Other:    21,707:     5,361      2,667      3,508      8,941     14,515     17,810     20,690:     3,897      1,017
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -14,584:     8,221    -19,418      1,430    -21,059     12,178    -11,408     -5,810:    -3,176     -8,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       11.9       16.5       48.1       62.5       84.0       90.9:      16.0        9.1
Old  :     100.0:      23.2       16.5       11.8       49.2       61.8       84.3       90.1:      15.7        9.9
Other:     100.0:      24.7       12.3       16.2       41.2       66.9       82.0       95.3:      18.0        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        44         28         36         43         45        111         97:
Old  :       142:        47         33         34         43         45        109         97:
Other:        49:        15         10         11         17         15         36         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       35.8       28.0       47.7       17.1       29.4       26.5       38.8
Old  :                 20.0       33.3       30.6       45.7       19.8       29.3       28.9       38.6
Other:                 35.5       54.9       51.7       69.8       29.8       42.1       38.6       51.5
 
                              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
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, March 1, 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  :   807,644:   118,328    137,699     55,030    479,271    435,577    652,629    628,306:   155,015    179,338
Old  :   807,644:   118,328    137,699     55,030    479,271    435,577    652,629    628,306:   155,015    179,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    26,092:   -16,935     10,074     12,416     28,111      5,169     23,592     27,659:     2,500     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.0        6.8       59.3       53.9       80.8       77.8:      19.2       22.2
Old  :     100.0:      14.7       17.0        6.8       59.3       53.9       80.8       77.8:      19.2       22.2
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  :       164:        32         33         22         64         77        106        127:
Old  :       164:        32         33         22         64         77        106        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       16.0       33.9       28.0       18.0       13.7       25.6       22.8
Old  :                 24.5       16.0       33.9       28.0       18.0       13.7       25.6       22.8
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 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
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 1, 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  :   153,438:    26,334     21,162     25,693     70,781     83,757    122,808    130,612:    30,630     22,826
Old  :   129,329:    30,028     21,101     14,930     57,785     73,070    102,743    109,101:    26,586     20,228
Other:    24,109:     1,864      5,619      5,205     12,996     10,687     20,065     21,511:     4,044      2,598
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -9,929:       902     -3,913     -5,298     -4,728      3,252     -9,124     -5,959:      -805     -3,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.8       16.7       46.1       54.6       80.0       85.1:      20.0       14.9
Old  :     100.0:      23.2       16.3       11.5       44.7       56.5       79.4       84.4:      20.6       15.6
Other:     100.0:       7.7       23.3       21.6       53.9       44.3       83.2       89.2:      16.8       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        37         35         37         48         54        115        115:
Old  :       157:        46         35         31         46         54        108        114:
Other:        66:        10         18         13         24         21         44         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  :                 17.7       23.0       27.1       34.6       11.7       13.7       18.1       22.4
Old  :                 14.1       24.7       23.4       35.7       12.2       18.0       19.7       28.0
Other:                 43.5       47.9       57.8       66.1       36.8       38.9       45.8       48.3
 
                              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
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,914:     2,137      2,177        243      1,232      1,066      3,612      3,486:     1,302      1,428
Old  :     4,893:     2,142      2,169        234      1,232      1,063      3,608      3,466:     1,285      1,427
Other:        21:         1         14          3          0          3          4         20:        17          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -762:       277       -215        -38       -616       -293       -377       -546:      -385       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       44.3        4.9       25.1       21.7       73.5       70.9:      26.5       29.1
Old  :     100.0:      43.8       44.3        4.8       25.2       21.7       73.7       70.8:      26.3       29.2
Other:     100.0:       4.8       66.7       14.3        0.0       14.3       19.0       95.2:      81.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11         13          4          8          7         22         21:
Old  :        35:        12         12          4          8          7         22         21:
Other:         4:         1          2          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  :                 37.1       34.0       50.8       52.1       32.9       31.8       43.9       45.9
Old  :                 37.2       34.1       51.0       52.3       33.1       31.9       44.1       46.0
Other:                 19.0       95.2       19.0       95.2        4.8       81.0        4.8       81.0
 
                               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
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, March 1, 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  :   364,581:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,542    130,676
Old  :   364,581:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,542    130,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -15,388:    17,770    -21,896     -6,916    -23,664        544    -12,810    -28,268:    -2,578     12,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       35.8
Old  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       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  :       101:        15         26          5         39         47         55         77:
Old  :       101:        15         26          5         39         47         55         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
Old  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
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 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
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, March 1, 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  : 1,955,525:   392,364    412,554     54,283  1,246,450    937,544  1,693,097  1,404,381:   262,428    551,144
Old  : 1,955,525:   392,364    412,554     54,283  1,246,450    937,544  1,693,097  1,404,381:   262,428    551,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -81,031:   -53,051     54,059   -116,199    136,034    -15,945    -33,216    -78,085:   -47,815     -2,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.1        2.8       63.7       47.9       86.6       71.8:      13.4       28.2
Old  :     100.0:      20.1       21.1        2.8       63.7       47.9       86.6       71.8:      13.4       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  :       257:        38         70         32         92        129        150        211:
Old  :       257:        38         70         32         92        129        150        211:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       13.4       52.4       21.0       32.6       13.1       45.6       18.6
Old  :                 34.7       13.4       52.4       21.0       32.6       13.1       45.6       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 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
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, March 1, 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  : 1,285,660:   199,770    256,295     50,027    903,948    618,586  1,153,745    924,908:   131,915    360,752
Old  : 1,285,660:   199,770    256,295     50,027    903,948    618,586  1,153,745    924,908:   131,915    360,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -2,960:      -604     70,621     -3,256     17,860    -82,082     14,000    -14,717:   -16,960     11,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       19.9        3.9       70.3       48.1       89.7       71.9:      10.3       28.1
Old  :     100.0:      15.5       19.9        3.9       70.3       48.1       89.7       71.9:      10.3       28.1
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  :       183:        28         54         27         56         87         97        155:
Old  :       183:        28         54         27         56         87         97        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       12.7       40.8       20.5       25.1       11.6       38.3       17.9
Old  :                 27.3       12.7       40.8       20.5       25.1       11.6       38.3       17.9
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
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, March 1, 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  :   481,101:   196,497     34,439     55,734    167,363    326,586    419,594    416,759:    61,507     64,342
Old  :   481,101:   196,497     34,439     55,734    167,363    326,586    419,594    416,759:    61,507     64,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    38,741:    48,682       -783     16,847     -4,825    -13,685     60,704      2,379:   -21,963     36,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        7.2       11.6       34.8       67.9       87.2       86.6:      12.8       13.4
Old  :     100.0:      40.8        7.2       11.6       34.8       67.9       87.2       86.6:      12.8       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        34         11         25         42         39         82         69:
Old  :        95:        34         11         25         42         39         82         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       45.2       52.0       55.5       32.5       43.9       42.5       50.4
Old  :                 39.9       45.2       52.0       55.5       32.5       43.9       42.5       50.4
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
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, March 1, 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  :    52,811:    16,505      2,843          0     22,278     40,823     38,783     43,666:    14,028      9,145
Old  :    52,811:    16,505      2,843          0     22,278     40,823     38,783     43,666:    14,028      9,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,768:     2,494       -287        -35      1,014      2,509      3,473      2,187:       295      1,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        5.4        0.0       42.2       77.3       73.4       82.7:      26.6       17.3
Old  :     100.0:      31.3        5.4        0.0       42.2       77.3       73.4       82.7:      26.6       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        26          9          0         21         14         47         23:
Old  :        66:        26          9          0         21         14         47         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  :                 27.0       62.4       38.2       72.1       27.0       61.5       38.2       71.3
Old  :                 27.0       62.4       38.2       72.1       27.0       61.5       38.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 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 AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, March 1, 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  :    70,707:    10,982     26,832        872     50,717     21,589     62,571     49,293:     8,136     21,414
Old  :    70,707:    10,982     26,832        872     50,717     21,589     62,571     49,293:     8,136     21,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -1,329:     2,593        829       -289     -2,710       -724       -406       -184:      -923     -1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       37.9        1.2       71.7       30.5       88.5       69.7:      11.5       30.3
Old  :     100.0:      15.5       37.9        1.2       71.7       30.5       88.5       69.7:      11.5       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  :        67:        18         23          5         20         10         40         36:
Old  :        67:        18         23          5         20         10         40         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  :                 43.6       45.0       62.6       52.7       43.6       44.8       62.4       51.9
Old  :                 43.6       45.0       62.6       52.7       43.6       44.8       62.4       51.9
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
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Old  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,220:      -569        -19        -78      3,413      3,432      2,766      3,335:       454       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        5.3
Old  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        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  :        60:         3         24          4         19         22         25         47:
Old  :        60:         3         24          4         19         22         25         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
Old  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
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 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 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, March 1, 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  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Old  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       -74:         0       -373          0         -4        284         -4        -89:       -70         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Old  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          8          0          6         12          7         20:
Old  :        26:         1          8          0          6         12          7         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  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
Old  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
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
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, March 1, 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  :    26,989:     3,858      2,880      1,433     16,872     16,260     22,163     20,573:     4,826      6,416
Old  :    26,989:     3,858      2,880      1,433     16,872     16,260     22,163     20,573:     4,826      6,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       714:       878        -13        172        133        658      1,183        817:      -469       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       10.7        5.3       62.5       60.2       82.1       76.2:      17.9       23.8
Old  :     100.0:      14.3       10.7        5.3       62.5       60.2       82.1       76.2:      17.9       23.8
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:        14          8         13         23         18         41         35:
Old  :        52:        14          8         13         23         18         41         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  :                 49.8       36.9       62.7       56.2       47.9       36.0       59.4       53.5
Old  :                 49.8       36.9       62.7       56.2       47.9       36.0       59.4       53.5
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
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, March 1, 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  :   104,265:    22,935      8,381     20,337     41,519     42,689     84,791     71,407:    19,474     32,858
Old  :   101,938:    22,936      8,346     20,146     40,367     41,893     83,449     70,385:    18,489     31,553
Other:     2,327:       190        226          0      1,152        796      1,342      1,022:       985      1,305
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    10,049:     5,183        746      1,927      1,928      6,025      9,038      8,698:     1,011      1,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        8.0       19.5       39.8       40.9       81.3       68.5:      18.7       31.5
Old  :     100.0:      22.5        8.2       19.8       39.6       41.1       81.9       69.0:      18.1       31.0
Other:     100.0:       8.2        9.7        0.0       49.5       34.2       57.7       43.9:      42.3       56.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        58         29         46         26         38        119         95:
Old  :       154:        58         29         46         25         38        118         95:
Other:        21:         6          2          0          4         11         10         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       19.5       35.9       31.4       25.4       18.2       34.8       28.4
Old  :                 26.0       19.6       36.6       31.8       26.0       19.0       35.4       29.5
Other:                 50.8       30.0       57.0       40.7       49.5       30.0       55.3       40.5
 
                             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
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 1, 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  :     3,006:       255      1,476         81      1,654        399      1,990      1,956:     1,016      1,050
Old  :     3,006:       255      1,476         81      1,654        399      1,990      1,956:     1,016      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -511:        -3        209       -536        -71        -66       -610       -393:        99       -118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       49.1        2.7       55.0       13.3       66.2       65.1:      33.8       34.9
Old  :     100.0:       8.5       49.1        2.7       55.0       13.3       66.2       65.1:      33.8       34.9
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  :        31:         5         18          4          7          2         16         20:
Old  :        31:         5         18          4          7          2         16         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  :                 50.7       31.7       60.6       45.7       50.7       31.1       60.6       44.3
Old  :                 50.7       31.7       60.6       45.7       50.7       31.1       60.6       44.3
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 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
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 1, 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  :   128,754:    38,101     19,332     10,702     67,336     66,137    116,139     96,171:    12,615     32,583
Old  :   128,754:    38,101     19,332     10,702     67,336     66,137    116,139     96,171:    12,615     32,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -3,191:       181      1,798     -2,095        359       -129     -1,555       -426:    -1,636     -2,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.0        8.3       52.3       51.4       90.2       74.7:       9.8       25.3
Old  :     100.0:      29.6       15.0        8.3       52.3       51.4       90.2       74.7:       9.8       25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        45         41         33         42         83        105        144:
Old  :       188:        45         41         33         42         83        105        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       13.8       45.8       23.8       25.9       13.8       43.3       23.3
Old  :                 27.0       13.8       45.8       23.8       25.9       13.8       43.3       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, 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
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, March 1, 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  :     5,199:     2,126        295        216        848      3,434      3,190      3,945:     2,009      1,254
Old  :     5,199:     2,126        295        216        848      3,434      3,190      3,945:     2,009      1,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       -59:        98        -83         47        187        204        332        168:      -391       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.7        4.2       16.3       66.1       61.4       75.9:      38.6       24.1
Old  :     100.0:      40.9        5.7        4.2       16.3       66.1       61.4       75.9:      38.6       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        23          7          7         12         16         39         27:
Old  :        51:        23          7          7         12         16         39         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  :                 21.6       49.0       31.9       59.5       21.0       49.0       29.6       58.4
Old  :                 21.6       49.0       31.9       59.5       21.0       49.0       29.6       58.4
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
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, March 1, 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  :    23,828:     7,061      3,763      3,818      9,028      4,609     19,907     12,190:     3,921     11,638
Old  :    23,828:     7,061      3,763      3,818      9,028      4,609     19,907     12,190:     3,921     11,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -304:       300         21       -274       -279        223       -253        -30:       -51       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.8       16.0       37.9       19.3       83.5       51.2:      16.5       48.8
Old  :     100.0:      29.6       15.8       16.0       37.9       19.3       83.5       51.2:      16.5       48.8
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  :       110:        27         20         20         33         40         70         75:
Old  :       110:        27         20         20         33         40         70         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       14.8       44.3       21.4       20.3        8.9       33.4       14.8
Old  :                 29.6       14.8       44.3       21.4       20.3        8.9       33.4       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 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
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, March 1, 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  :    95,644:    11,793     18,622        963     56,547     60,041     69,303     79,626:    26,341     16,018
Old  :    95,644:    11,793     18,622        963     56,547     60,041     69,303     79,626:    26,341     16,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     7,369:       518      4,206       -189      6,143        791      6,472      4,808:       897      2,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.5        1.0       59.1       62.8       72.5       83.3:      27.5       16.7
Old  :     100.0:      12.3       19.5        1.0       59.1       62.8       72.5       83.3:      27.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        15         15          4         24         20         41         37:
Old  :        63:        15         15          4         24         20         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       46.7       50.4       60.1       34.9       46.6       46.8       59.9
Old  :                 37.9       46.7       50.4       60.1       34.9       46.6       46.8       59.9
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 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
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 1, 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  :    61,956:     7,313      9,216          0     36,723     39,778     44,036     48,994:    17,920     12,962
Old  :    61,956:     7,313      9,216          0     36,723     39,778     44,036     48,994:    17,920     12,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     7,519:     2,523        976       -727      6,318      9,713      8,114      9,962:      -595     -2,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       14.9        0.0       59.3       64.2       71.1       79.1:      28.9       20.9
Old  :     100.0:      11.8       14.9        0.0       59.3       64.2       71.1       79.1:      28.9       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7          5          0         13         11         20         16:
Old  :        32:         7          5          0         13         11         20         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  :                 42.1       58.6       56.3       70.8       41.8       58.5       55.6       69.3
Old  :                 42.1       58.6       56.3       70.8       41.8       58.5       55.6       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, 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
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 1, 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  :   102,386:    70,999      8,686        247     20,324     89,296     91,570     98,229:    10,816      4,157
Old  :   102,386:    70,999      8,686        247     20,324     89,296     91,570     98,229:    10,816      4,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,741:      -257        448       -216      6,458      6,200      5,985      6,432:    -1,244     -1,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.3        8.5        0.2       19.9       87.2       89.4       95.9:      10.6        4.1
Old  :     100.0:      69.3        8.5        0.2       19.9       87.2       89.4       95.9:      10.6        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        55          9          2         15         22         71         33:
Old  :        96:        55          9          2         15         22         71         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  :                 28.8       52.7       46.7       72.1       28.8       52.6       46.5       72.0
Old  :                 28.8       52.7       46.7       72.1       28.8       52.6       46.5       72.0
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
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, March 1, 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  :    79,910:    38,182      4,663         34     15,806     62,860     54,022     67,557:    25,888     12,353
Old  :    79,910:    38,182      4,663         34     15,806     62,860     54,022     67,557:    25,888     12,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       732:     8,813        450         10    -10,472       -165     -1,649        295:     2,381        437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        5.8        0.0       19.8       78.7       67.6       84.5:      32.4       15.5
Old  :     100.0:      47.8        5.8        0.0       19.8       78.7       67.6       84.5:      32.4       15.5
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  :        51:        25          8          2          9         15         36         23:
Old  :        51:        25          8          2          9         15         36         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  :                 20.5       59.6       34.2       72.9       18.2       59.6       31.5       67.7
Old  :                 20.5       59.6       34.2       72.9       18.2       59.6       31.5       67.7
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
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 1, 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  :   153,631:    13,422     20,545        189    107,980    112,908    121,591    133,642:    32,040     19,989
Old  :   153,631:    13,422     20,545        189    107,980    112,908    121,591    133,642:    32,040     19,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -453:      -656    -19,468       -595      1,575     22,968        324      2,905:      -777     -3,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       13.4        0.1       70.3       73.5       79.1       87.0:      20.9       13.0
Old  :     100.0:       8.7       13.4        0.1       70.3       73.5       79.1       87.0:      20.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        14         18          3         23         23         39         42:
Old  :        66:        14         18          3         23         23         39         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  :                 51.3       51.5       63.3       63.9       43.3       42.2       51.8       52.3
Old  :                 51.3       51.5       63.3       63.9       43.3       42.2       51.8       52.3
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
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, March 1, 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  :   169,942:    46,880     13,462      1,179     60,219    108,439    108,278    123,080:    61,664     46,862
Old  :   169,942:    46,880     13,462      1,179     60,219    108,439    108,278    123,080:    61,664     46,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,981:    17,876    -11,518       -437    -10,135     29,118      7,304     17,163:    -2,323    -12,182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        7.9        0.7       35.4       63.8       63.7       72.4:      36.3       27.6
Old  :     100.0:      27.6        7.9        0.7       35.4       63.8       63.7       72.4:      36.3       27.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        32         18          7         31         28         67         49:
Old  :        92:        32         18          7         31         28         67         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  :                 22.7       32.5       33.0       46.4       20.2       32.1       29.5       44.1
Old  :                 22.7       32.5       33.0       46.4       20.2       32.1       29.5       44.1
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
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 1, 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  :    33,775:    10,366      1,640        250     18,430     26,154     29,046     28,044:     4,729      5,731
Old  :    33,775:    10,366      1,640        250     18,430     26,154     29,046     28,044:     4,729      5,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,830:         0          0          0      1,042        -38      1,042        -38:       788      1,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        4.9        0.7       54.6       77.4       86.0       83.0:      14.0       17.0
Old  :     100.0:      30.7        4.9        0.7       54.6       77.4       86.0       83.0:      14.0       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  :        21:         2          1          1          7         17          9         19:
Old  :        21:         2          1          1          7         17          9         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  :                 68.4       41.3       85.9       58.9       59.5       31.4       68.8       48.9
Old  :                 68.4       41.3       85.9       58.9       59.5       31.4       68.8       48.9
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, March 1, 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  : 8,314,107:   737,253  1,384,262    910,058  5,737,405  4,486,532  7,384,716  6,780,852:   929,391  1,533,255
Old  : 8,314,107:   737,253  1,384,262    910,058  5,737,405  4,486,532  7,384,716  6,780,852:   929,391  1,533,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   319,479:    35,128    116,965     35,187    218,787    189,228    289,102    341,380:    30,377    -21,901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       16.6       10.9       69.0       54.0       88.8       81.6:      11.2       18.4
Old  :     100.0:       8.9       16.6       10.9       69.0       54.0       88.8       81.6:      11.2       18.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        40         69         78        120        137        207        244:
Old  :       257:        40         69         78        120        137        207        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.0       44.5       21.7       25.6       11.4       37.6       18.3
Old  :                 27.1       13.0       44.5       21.7       25.6       11.4       37.6       18.3
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
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, March 1, 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  :   709,236:    65,782     83,044      8,570    487,703    507,921    562,055    599,535:   147,181    109,701
Old  :   709,236:    65,782     83,044      8,570    487,703    507,921    562,055    599,535:   147,181    109,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    13,151:     3,662      2,709        349     10,227      1,370     14,238      4,428:    -1,087      8,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       11.7        1.2       68.8       71.6       79.2       84.5:      20.8       15.5
Old  :     100.0:       9.3       11.7        1.2       68.8       71.6       79.2       84.5:      20.8       15.5
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:        40         29         18         91         66        142        102:
Old  :       184:        40         29         18         91         66        142        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       32.5       28.5       45.9       19.0       31.6       27.5       44.9
Old  :                 19.7       32.5       28.5       45.9       19.0       31.6       27.5       44.9
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
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, March 1, 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  : 1,001,414:   207,057    261,570     16,560    434,474    627,475    658,091    905,605:   343,323     95,809
Old  : 1,001,414:   207,057    261,570     16,560    434,474    627,475    658,091    905,605:   343,323     95,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    96,319:      -154     21,344      5,317     52,500     81,412     57,663    108,073:    38,656    -11,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       26.1        1.7       43.4       62.7       65.7       90.4:      34.3        9.6
Old  :     100.0:      20.7       26.1        1.7       43.4       62.7       65.7       90.4:      34.3        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        37         60         19         56         56        108        121:
Old  :       178:        37         60         19         56         56        108        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       29.0       28.1       41.8       16.5       26.0       26.1       36.2
Old  :                 18.0       29.0       28.1       41.8       16.5       26.0       26.1       36.2
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
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, March 1, 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  :    13,913:     1,567        523         56      6,836     11,712      8,459     12,291:     5,454      1,622
Old  :    13,913:     1,567        523         56      6,836     11,712      8,459     12,291:     5,454      1,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       592:       -43        283         56        838        187        851        526:      -259         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        3.8        0.4       49.1       84.2       60.8       88.3:      39.2       11.7
Old  :     100.0:      11.3        3.8        0.4       49.1       84.2       60.8       88.3:      39.2       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  :        31:         3          2          1         17         11         20         14:
Old  :        31:         3          2          1         17         11         20         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  :                 24.3       46.5       38.3       73.4       23.9       44.3       37.9       70.7
Old  :                 24.3       46.5       38.3       73.4       23.9       44.3       37.9       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 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
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, March 1, 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  :    32,445:     4,558      6,171        273     21,560     18,650     26,391     25,094:     6,054      7,351
Old  :    32,445:     4,558      6,171        273     21,560     18,650     26,391     25,094:     6,054      7,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,324:     2,071        299          4     -2,221        686       -146        989:     1,470        335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       19.0        0.8       66.5       57.5       81.3       77.3:      18.7       22.7
Old  :     100.0:      14.0       19.0        0.8       66.5       57.5       81.3       77.3:      18.7       22.7
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  :        38:         4          5          2         18         19         23         25:
Old  :        38:         4          5          2         18         19         23         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  :                 39.2       33.7       59.1       54.0       39.2       29.1       56.9       48.2
Old  :                 39.2       33.7       59.1       54.0       39.2       29.1       56.9       48.2
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
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, March 1, 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  :    89,809:     4,519     20,074          0     40,556     57,614     45,075     77,688:    44,734     12,121
Old  :    89,809:     4,519     20,074          0     40,556     57,614     45,075     77,688:    44,734     12,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     2,671:      -125        643       -188      3,743      4,053      3,430      4,508:      -759     -1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       22.4        0.0       45.2       64.2       50.2       86.5:      49.8       13.5
Old  :     100.0:       5.0       22.4        0.0       45.2       64.2       50.2       86.5:      49.8       13.5
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  :        87:        14         22          0         38         32         52         54:
Old  :        87:        14         22          0         38         32         52         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       43.4       28.5       58.9       19.0       41.9       26.6       54.6
Old  :                 19.4       43.4       28.5       58.9       19.0       41.9       26.6       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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, March 1, 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  :   457,495:   115,131     99,353      2,718    305,684    169,033    423,533    271,104:    33,962    186,391
Old  :   457,495:   115,131     99,353      2,718    305,684    169,033    423,533    271,104:    33,962    186,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -16,733:       121     -7,196       -854     -5,770      5,421     -6,503     -2,629:   -10,230    -14,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       21.7        0.6       66.8       36.9       92.6       59.3:       7.4       40.7
Old  :     100.0:      25.2       21.7        0.6       66.8       36.9       92.6       59.3:       7.4       40.7
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  :       168:        46         58         11         46         31        100         92:
Old  :       168:        46         58         11         46         31        100         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  :                 47.7       23.5       66.4       33.2       42.8       20.4       60.5       25.6
Old  :                 47.7       23.5       66.4       33.2       42.8       20.4       60.5       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, 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
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 1, 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  :   104,099:    56,250        871      1,336     16,082     94,838     73,668     97,045:    30,431      7,054
Old  :   104,099:    56,250        871      1,336     16,082     94,838     73,668     97,045:    30,431      7,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     8,920:     6,332     -3,077        242      1,827     12,566      8,401      9,731:       519       -811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0        0.8        1.3       15.4       91.1       70.8       93.2:      29.2        6.8
Old  :     100.0:      54.0        0.8        1.3       15.4       91.1       70.8       93.2:      29.2        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  :        52:        21          3          2         12         25         34         29:
Old  :        52:        21          3          2         12         25         34         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  :                 35.6       50.3       47.6       71.3       35.6       50.3       47.6       70.6
Old  :                 35.6       50.3       47.6       71.3       35.6       50.3       47.6       70.6
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
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, March 1, 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  :    35,719:     1,503     14,550        310     27,635     16,418     29,448     31,278:     6,271      4,441
Old  :    35,719:     1,503     14,550        310     27,635     16,418     29,448     31,278:     6,271      4,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,123:       128      1,055         50      4,052      2,955      4,230      4,060:      -107         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       40.7        0.9       77.4       46.0       82.4       87.6:      17.6       12.4
Old  :     100.0:       4.2       40.7        0.9       77.4       46.0       82.4       87.6:      17.6       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         5         11          3         28         20         35         32:
Old  :        56:         5         11          3         28         20         35         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  :                 45.6       54.0       58.6       62.9       32.0       41.2       43.2       48.8
Old  :                 45.6       54.0       58.6       62.9       32.0       41.2       43.2       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, March 1, 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  :   211,226:    61,495     34,806      1,095    135,446    160,763    198,036    196,664:    13,190     14,562
Old  :   211,226:    61,495     34,806      1,095    135,446    160,763    198,036    196,664:    13,190     14,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    12,039:    11,702      3,271       -291        -37      7,994     11,374     10,974:       665      1,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       16.5        0.5       64.1       76.1       93.8       93.1:       6.2        6.9
Old  :     100.0:      29.1       16.5        0.5       64.1       76.1       93.8       93.1:       6.2        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  :       105:        18         30          5         30         41         52         72:
Old  :       105:        18         30          5         30         41         52         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       37.9       74.5       54.1       59.0       37.7       70.3       53.3
Old  :                 62.9       37.9       74.5       54.1       59.0       37.7       70.3       53.3
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
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, March 1, 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  :    40,064:    11,848      8,498        154     15,744     23,908     27,746     32,560:    12,318      7,504
Old  :    40,064:    11,848      8,498        154     15,744     23,908     27,746     32,560:    12,318      7,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,788:       634      1,124         26      2,268        513      2,928      1,663:    -1,140        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       21.2        0.4       39.3       59.7       69.3       81.3:      30.7       18.7
Old  :     100.0:      29.6       21.2        0.4       39.3       59.7       69.3       81.3:      30.7       18.7
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  :        75:        22         17          3         19         22         43         40:
Old  :        75:        22         17          3         19         22         43         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  :                 22.3       32.9       34.6       47.6       20.5       31.3       30.7       42.1
Old  :                 22.3       32.9       34.6       47.6       20.5       31.3       30.7       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, March 1, 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  :   118,566:       100     10,511      2,618     58,180     75,322     60,898     88,451:    57,668     30,115
Old  :   118,566:       100     10,511      2,618     58,180     75,322     60,898     88,451:    57,668     30,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -941:      -190      3,601         87      1,848     -2,193      1,745      1,495:    -2,686     -2,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        8.9        2.2       49.1       63.5       51.4       74.6:      48.6       25.4
Old  :     100.0:       0.1        8.9        2.2       49.1       63.5       51.4       74.6:      48.6       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         1         18          5         21         28         27         47:
Old  :        51:         1         18          5         21         28         27         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       50.1       45.5       57.9        7.5       19.1        9.1       25.2
Old  :                 40.6       50.1       45.5       57.9        7.5       19.1        9.1       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 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
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, March 1, 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  :    99,341:    47,371      4,887      7,835     14,986     77,260     70,192     89,982:    29,149      9,359
Old  :    99,341:    47,371      4,887      7,835     14,986     77,260     70,192     89,982:    29,149      9,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -2,762:      -100       -270       -710     -1,039        955     -1,849        -25:      -913     -2,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        4.9        7.9       15.1       77.8       70.7       90.6:      29.3        9.4
Old  :     100.0:      47.7        4.9        7.9       15.1       77.8       70.7       90.6:      29.3        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        81         20         32         19         35        115         77:
Old  :       145:        81         20         32         19         35        115         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       34.9       28.1       51.3       16.8       32.1       25.8       48.3
Old  :                 16.9       34.9       28.1       51.3       16.8       32.1       25.8       48.3
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
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, March 1, 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  :   112,973:    49,255     16,029     14,176     34,259     73,780     97,690    103,985:    15,283      8,988
Old  :   112,973:    49,255     16,029     14,176     34,259     73,780     97,690    103,985:    15,283      8,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,169:     5,095       -413        953     -2,149      3,215      3,899      3,755:       270        414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6       14.2       12.5       30.3       65.3       86.5       92.0:      13.5        8.0
Old  :     100.0:      43.6       14.2       12.5       30.3       65.3       86.5       92.0:      13.5        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  :       164:        63         49         27         39         44        126         97:
Old  :       164:        63         49         27         39         44        126         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       38.6       33.2       55.6       19.0       32.9       30.1       49.4
Old  :                 21.5       38.6       33.2       55.6       19.0       32.9       30.1       49.4
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
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, March 1, 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  :   287,761:   135,741     79,060     19,973     78,389    169,645    234,103    268,678:    53,658     19,083
Old  :   287,761:   135,741     79,060     19,973     78,389    169,645    234,103    268,678:    53,658     19,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    19,901:    16,423     -1,353      2,032        865     18,522     19,320     19,201:       581        700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2       27.5        6.9       27.2       59.0       81.4       93.4:      18.6        6.6
Old  :     100.0:      47.2       27.5        6.9       27.2       59.0       81.4       93.4:      18.6        6.6
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  :       218:       108         44         34         35         49        167        112:
Old  :       218:       108         44         34         35         49        167        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       32.1       36.6       51.0       26.3       27.4       32.2       45.2
Old  :                 28.9       32.1       36.6       51.0       26.3       27.4       32.2       45.2
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
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,307:     6,192        875        347        400      6,984      6,939      8,206:     2,368      1,101
Old  :     9,307:     6,192        875        347        400      6,984      6,939      8,206:     2,368      1,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       920:       584        472         34        140        547        758      1,053:       162       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5        9.4        3.7        4.3       75.0       74.6       88.2:      25.4       11.8
Old  :     100.0:      66.5        9.4        3.7        4.3       75.0       74.6       88.2:      25.4       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  :        29:        20          3          4          3          3         26          8:
Old  :        29:        20          3          4          3          3         26          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  :                 44.5       84.0       57.0       88.2       44.5       82.5       56.9       82.9
Old  :                 44.5       84.0       57.0       88.2       44.5       82.5       56.9       82.9
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
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    66,242:    13,779      7,924      2,464     35,945     36,028     52,188     46,416:    14,054     19,826
Old  :    37,687:    10,807      4,519          0     19,037     21,741     29,844     26,260:     7,843     11,427
Other:    28,555:     3,452      3,885      1,984     16,908     14,287     22,344     20,156:     6,211      8,399
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -10,346:     4,256    -12,581     -2,674     -6,920      7,157     -5,338     -8,098:    -5,008     -2,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       12.0        3.7       54.3       54.4       78.8       70.1:      21.2       29.9
Old  :     100.0:      28.7       12.0        0.0       50.5       57.7       79.2       69.7:      20.8       30.3
Other:     100.0:      12.1       13.6        6.9       59.2       50.0       78.2       70.6:      21.8       29.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        24         24         15         39         38         75         68:
Old  :        91:        20         19          0         25         36         45         55:
Other:        71:        13         16          9         27         29         45         50:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       26.8       34.9       37.1       20.6       21.8       30.4       27.8
Old  :                 31.9       26.9       45.7       37.3       31.9       25.7       45.7       35.0
Other:                 31.0       35.2       46.0       47.2       22.8       31.3       36.9       36.9
 
                               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 - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, March 1, 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  :    33,913:     1,230      3,753      1,106     20,535     18,158     22,871     23,017:    11,042     10,896
Old  :    26,825:     1,894      3,796        151     15,961     13,464     18,006     17,411:     8,819      9,414
Other:     7,088:       203        824         88      4,574      4,694      4,865      5,606:     2,223      1,482
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -4,044:       195     -4,335     -1,014     -2,246        967     -3,065     -4,382:      -979        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       11.1        3.3       60.6       53.5       67.4       67.9:      32.6       32.1
Old  :     100.0:       7.1       14.2        0.6       59.5       50.2       67.1       64.9:      32.9       35.1
Other:     100.0:       2.9       11.6        1.2       64.5       66.2       68.6       79.1:      31.4       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6         10          5         19         20         29         31:
Old  :        43:         7          9          4         16         20         26         30:
Other:        26:         4          2          3         10         15         15         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       30.8       50.7       44.3       21.6       17.9       32.2       24.9
Old  :                 40.2       32.7       52.8       43.8       22.8       22.0       34.7       30.1
Other:                 45.1       46.4       62.4       68.7       40.1       43.4       53.2       61.8
 
                               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
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 1, 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  :   108,045:    40,194     21,521      3,766     47,093     73,881     91,053     99,168:    16,992      8,877
Old  :    95,744:    40,183     23,119      1,362     39,378     64,245     80,923     88,726:    14,821      7,018
Other:    12,301:     2,097        488        318      7,715      9,636     10,130     10,442:     2,171      1,859
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    12,854:    12,848      3,163     -1,769        156     11,749     11,235     13,143:     1,619       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       19.9        3.5       43.6       68.4       84.3       91.8:      15.7        8.2
Old  :     100.0:      42.0       24.1        1.4       41.1       67.1       84.5       92.7:      15.5        7.3
Other:     100.0:      17.0        4.0        2.6       62.7       78.3       82.4       84.9:      17.6       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        77         52         38         52         51        161        113:
Old  :       196:        79         53         17         41         49        132        108:
Other:        81:        27         10         13         29         30         58         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       41.4       32.4       51.6       20.7       37.5       32.4       45.9
Old  :                 23.3       44.0       36.6       53.8       23.3       42.4       36.6       51.3
Other:                 37.1       33.2       48.7       52.7       23.7       25.2       31.4       38.1
 
                             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
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, March 1, 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  :    26,972:    10,415      3,888      1,111     10,401     20,866     21,927     25,865:     5,045      1,107
Old  :    26,905:    10,415      3,916      1,078     10,397     20,829     21,890     25,823:     5,015      1,082
Other:        67:        33          5          0          4         37         37         42:        30         25
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -3,260:     2,477       -505       -492     -4,884     -1,910     -2,899     -2,907:      -361       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       14.4        4.1       38.6       77.4       81.3       95.9:      18.7        4.1
Old  :     100.0:      38.7       14.6        4.0       38.6       77.4       81.4       96.0:      18.6        4.0
Other:     100.0:      49.3        7.5        0.0        6.0       55.2       55.2       62.7:      44.8       37.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        56         21         16         21         16         90         41:
Old  :       107:        56         21         16         20         16         89         41:
Other:         5:         1          1          0          1          3          2          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       46.5       35.5       69.5       20.2       41.8       29.0       60.2
Old  :                 25.3       46.6       35.6       69.6       20.2       41.9       29.1       60.3
Other:                 55.2       62.7       55.2       62.7       49.3       56.7       49.3       56.7
 
                    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
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, March 1, 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  :   133,028:    41,319      5,676      3,181     77,362    120,817    121,862    129,674:    11,166      3,354
Old  :    82,603:    39,988      5,653      2,192     30,118     71,696     72,298     79,541:    10,305      3,062
Other:    50,425:     1,975        667        345     47,244     49,121     49,564     50,133:       861        292
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    17,304:    16,203     -1,699      2,010     -2,450     15,676     15,763     15,987:     1,541      1,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        4.3        2.4       58.2       90.8       91.6       97.5:       8.4        2.5
Old  :     100.0:      48.4        6.8        2.7       36.5       86.8       87.5       96.3:      12.5        3.7
Other:     100.0:       3.9        1.3        0.7       93.7       97.4       98.3       99.4:       1.7        0.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        60         25         21         43         35        116         73:
Old  :       137:        59         27         20         39         35        111         72:
Other:        47:        12          2          4         25         23         37         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       43.1       41.4       67.7       18.1       32.9       26.0       44.0
Old  :                 20.5       38.3       32.3       60.2       17.5       33.3       28.4       51.2
Other:                 59.5       69.5       73.0       87.3       41.7       54.6       51.2       63.3
 
                                 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
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 1, 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  :   360,142:   103,081     33,169     24,679    161,061    265,857    288,821    323,705:    71,321     36,437
Old  :   360,142:   103,081     33,169     24,679    161,061    265,857    288,821    323,705:    71,321     36,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -21,306:    -8,736      3,062      4,249     -8,490    -24,969    -12,977    -17,658:    -8,329     -3,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        9.2        6.9       44.7       73.8       80.2       89.9:      19.8       10.1
Old  :     100.0:      28.6        9.2        6.9       44.7       73.8       80.2       89.9:      19.8       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        51         31         29         47         43        117         85:
Old  :       142:        51         31         29         47         43        117         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  :                 17.0       36.5       29.0       54.6       16.3       30.8       27.2       45.7
Old  :                 17.0       36.5       29.0       54.6       16.3       30.8       27.2       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, 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
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 1, 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  :   109,420:    53,228     11,283      7,266     36,993     84,968     97,487    103,517:    11,933      5,903
Old  :   103,696:    53,289     12,491      4,710     34,199     81,089     92,198     98,290:    11,498      5,406
Other:     5,724:     1,996        849        499      2,794      3,879      5,289      5,227:       435        497
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,420:         2        565      2,594        590        272      3,186      3,431:       234        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       10.3        6.6       33.8       77.7       89.1       94.6:      10.9        5.4
Old  :     100.0:      51.4       12.0        4.5       33.0       78.2       88.9       94.8:      11.1        5.2
Other:     100.0:      34.9       14.8        8.7       48.8       67.8       92.4       91.3:       7.6        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       143         49         50         86        110        254        196:
Old  :       332:       144         54         46         82        109        249        192:
Other:        92:        19          8          8         36         47         58         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       25.8       27.8       38.3       17.0       23.4       27.8       35.0
Old  :                 17.9       26.2       29.3       39.1       17.9       24.4       29.3       36.1
Other:                 32.6       28.8       48.6       47.0       27.4       25.0       40.0       40.3
 
                               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
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, March 1, 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  :    23,437:     7,442     14,440      2,217     11,556      3,931     21,215     20,588:     2,222      2,849
Old  :    23,437:     7,442     14,440      2,217     11,556      3,931     21,215     20,588:     2,222      2,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,898:       415      1,616         84      1,449       -277      1,948      1,423:       -50        475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       61.6        9.5       49.3       16.8       90.5       87.8:       9.5       12.2
Old  :     100.0:      31.8       61.6        9.5       49.3       16.8       90.5       87.8:       9.5       12.2
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  :        48:        10         27          7          4          8         18         39:
Old  :        48:        10         27          7          4          8         18         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       42.7       87.9       63.8       68.4       37.8       71.4       55.5
Old  :                 74.9       42.7       87.9       63.8       68.4       37.8       71.4       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 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
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, March 1, 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  :   162,734:    27,665     30,522     14,821     90,730     90,523    133,216    135,866:    29,518     26,868
Old  :   162,734:    27,665     30,522     14,821     90,730     90,523    133,216    135,866:    29,518     26,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,406:     6,848      6,481       -534     -2,909     -1,549      3,405      4,398:     1,001          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       18.8        9.1       55.8       55.6       81.9       83.5:      18.1       16.5
Old  :     100.0:      17.0       18.8        9.1       55.8       55.6       81.9       83.5:      18.1       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        25         30         29         58         64        108        100:
Old  :       126:        25         30         29         58         64        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  :                 20.5       22.4       32.9       32.4       17.3       15.3       24.9       21.6
Old  :                 20.5       22.4       32.9       32.4       17.3       15.3       24.9       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, 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
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 1, 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  :   418,238:    38,021     54,126    131,295    175,938    204,874    345,254    390,295:    72,984     27,943
Old  :   418,238:    38,021     54,126    131,295    175,938    204,874    345,254    390,295:    72,984     27,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -5,426:     9,495    -14,624      1,936    -21,134     12,460     -9,703       -228:     4,277     -5,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       12.9       31.4       42.1       49.0       82.5       93.3:      17.5        6.7
Old  :     100.0:       9.1       12.9       31.4       42.1       49.0       82.5       93.3:      17.5        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        55         41         64         75         67        159        150:
Old  :       182:        55         41         64         75         67        159        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       25.0       28.2       38.0        7.3       11.6       10.5       18.1
Old  :                 17.8       25.0       28.2       38.0        7.3       11.6       10.5       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 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
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, March 1, 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  :    66,492:     4,348      4,708          0     54,833     57,160     59,181     61,868:     7,311      4,624
Old  :    66,492:     4,348      4,708          0     54,833     57,160     59,181     61,868:     7,311      4,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -3,196:       353        124     -1,333     -1,523     -2,461     -2,503     -3,670:      -693        474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        7.1        0.0       82.5       86.0       89.0       93.0:      11.0        7.0
Old  :     100.0:       6.5        7.1        0.0       82.5       86.0       89.0       93.0:      11.0        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  :        27:         1          1          0         19         19         20         20:
Old  :        27:         1          1          0         19         19         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  :                 49.4       46.9       68.7       67.1       49.4       43.4       63.8       59.4
Old  :                 49.4       46.9       68.7       67.1       49.4       43.4       63.8       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, 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
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, March 1, 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  :    38,769:     4,212        143      4,297     26,052     30,510     34,561     34,950:     4,208      3,819
Old  :    38,769:     4,212        143      4,297     26,052     30,510     34,561     34,950:     4,208      3,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -4,318:     2,027     -1,292       -135     -5,526     -3,960     -3,634     -5,387:      -684      1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        0.4       11.1       67.2       78.7       89.1       90.1:      10.9        9.9
Old  :     100.0:      10.9        0.4       11.1       67.2       78.7       89.1       90.1:      10.9        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  :        22:         3          1          3         17         14         21         17:
Old  :        22:         3          1          3         17         14         21         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  :                 56.1       45.1       71.7       66.5       50.0       42.7       57.5       55.6
Old  :                 56.1       45.1       71.7       66.5       50.0       42.7       57.5       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, 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
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,235:     5,740      1,607        906     47,861     49,778     54,507     52,291:     6,728      8,944
Old  :    61,235:     5,740      1,607        906     47,861     49,778     54,507     52,291:     6,728      8,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -6,610:    -2,310      1,607       -310     -5,342     -5,378     -7,962     -4,081:     1,352     -2,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        2.6        1.5       78.2       81.3       89.0       85.4:      11.0       14.6
Old  :     100.0:       9.4        2.6        1.5       78.2       81.3       89.0       85.4:      11.0       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         19         16         20         18:
Old  :        23:         1          1          1         19         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       63.1       66.7       74.1       35.6       52.2       50.8       57.9
Old  :                 41.0       63.1       66.7       74.1       35.6       52.2       50.8       57.9
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 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
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, March 1, 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  :   930,637:   246,185     62,269    157,808    509,801    700,076    913,794    920,153:    16,843     10,484
Old  :   930,637:   246,185     62,269    157,808    509,801    700,076    913,794    920,153:    16,843     10,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -53,276:    16,814        759    -15,512    -40,265    -27,237    -38,963    -41,990:   -14,313    -11,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        6.7       17.0       54.8       75.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      26.5        6.7       17.0       54.8       75.2       98.2       98.9:       1.8        1.1
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  :       112:        17          7         23         77         73        105         97:
Old  :       112:        17          7         23         77         73        105         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       22.5       44.3       37.2       25.6       19.1       33.0       29.6
Old  :                 31.9       22.5       44.3       37.2       25.6       19.1       33.0       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, March 1, 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  :   108,407:    24,742     45,890     21,960     56,317     38,757    103,019    106,607:     5,388      1,800
Old  :   108,407:    24,742     45,890     21,960     56,317     38,757    103,019    106,607:     5,388      1,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -22,295:    -4,103      7,959    -14,729     -6,296    -16,236    -25,128    -23,006:     2,833        711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       42.3       20.3       51.9       35.8       95.0       98.3:       5.0        1.7
Old  :     100.0:      22.8       42.3       20.3       51.9       35.8       95.0       98.3:       5.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        10          7         13         19         19         36         32:
Old  :        39:        10          7         13         19         19         36         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       57.7       62.3       72.5       33.2       45.3       42.7       52.1
Old  :                 39.9       57.7       62.3       72.5       33.2       45.3       42.7       52.1
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
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, March 1, 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  :    40,980:     3,142      3,710      9,010     27,451     27,449     39,603     40,169:     1,377        811
Old  :    40,980:     3,142      3,710      9,010     27,451     27,449     39,603     40,169:     1,377        811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       857:      -312     -1,820        480       -380      1,626       -212        286:     1,069        571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        9.1       22.0       67.0       67.0       96.6       98.0:       3.4        2.0
Old  :     100.0:       7.7        9.1       22.0       67.0       67.0       96.6       98.0:       3.4        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          3          6         22         26         29         33:
Old  :        35:         5          3          6         22         26         29         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  :                 47.1       59.6       71.4       75.0       38.0       47.7       52.1       54.4
Old  :                 47.1       59.6       71.4       75.0       38.0       47.7       52.1       54.4
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
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, March 1, 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  :    18,773:     2,402      1,340      1,879     14,492     15,514     18,773     18,733:         0         40
Old  :    18,773:     2,402      1,340      1,879     14,492     15,514     18,773     18,733:         0         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       172:       258        -44          0        -86        176        172        132:         0         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        7.1       10.0       77.2       82.6      100.0       99.8:       0.0        0.2
Old  :     100.0:      12.8        7.1       10.0       77.2       82.6      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 68.8       53.9       86.2       74.8       62.8       50.2       69.2       64.2
Old  :                 68.8       53.9       86.2       74.8       62.8       50.2       69.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, March 1, 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  :     9,318:       218      5,614      1,228      7,872      2,476      9,318      9,318:         0          0
Old  :     9,318:       218      5,614      1,228      7,872      2,476      9,318      9,318:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       -42:         0          0          0        -42        -42        -42        -42:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       60.2       13.2       84.5       26.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.3       60.2       13.2       84.5       26.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 66.1       81.7       89.5       94.3       64.3       71.2       79.1       80.1
Old  :                 66.1       81.7       89.5       94.3       64.3       71.2       79.1       80.1
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
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, March 1, 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  :   775,874:   130,797     70,624     97,516    482,665    533,258    710,978    701,398:    64,896     74,476
Old  :   775,874:   130,797     70,624     97,516    482,665    533,258    710,978    701,398:    64,896     74,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    15,584:     9,833      3,836     -3,008     -1,721      9,022      5,104      9,850:    10,480      5,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        9.1       12.6       62.2       68.7       91.6       90.4:       8.4        9.6
Old  :     100.0:      16.9        9.1       12.6       62.2       68.7       91.6       90.4:       8.4        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        67         74         79         80         85        198        195:
Old  :       246:        67         74         79         80         85        198        195:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.6       34.3       34.2       13.8       14.5       20.8       20.5
Old  :                 22.4       23.6       34.3       34.2       13.8       14.5       20.8       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 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
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, March 1, 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  :    13,290:     7,981      2,549         93      2,397      9,538     10,471     12,180:     2,819      1,110
Old  :    13,290:     7,981      2,549         93      2,397      9,538     10,471     12,180:     2,819      1,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -1,112:      -111        -23       -692         32       -251       -771       -966:      -341       -146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.1       19.2        0.7       18.0       71.8       78.8       91.6:      21.2        8.4
Old  :     100.0:      60.1       19.2        0.7       18.0       71.8       78.8       91.6:      21.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        63         22          4         17         23         83         46:
Old  :       118:        63         22          4         17         23         83         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       38.5       33.8       57.2       22.3       35.9       33.2       54.1
Old  :                 22.3       38.5       33.8       57.2       22.3       35.9       33.2       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, 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
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, March 1, 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  :     7,347:     3,352        380        160      1,772      5,852      5,284      6,392:     2,063        955
Old  :     7,347:     3,352        380        160      1,772      5,852      5,284      6,392:     2,063        955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -163:      -421         25        160        -89       -335       -350       -150:       187        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6        5.2        2.2       24.1       79.7       71.9       87.0:      28.1       13.0
Old  :     100.0:      45.6        5.2        2.2       24.1       79.7       71.9       87.0:      28.1       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          3          7         12         28         18:
Old  :        43:        20          4          3          7         12         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  :                 33.7       58.6       46.6       74.9       33.7       58.6       46.1       74.9
Old  :                 33.7       58.6       46.6       74.9       33.7       58.6       46.1       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, 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
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, March 1, 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  :   156,234:    31,099      5,517     12,885     94,558    124,220    138,542    142,622:    17,692     13,612
Old  :   156,234:    31,099      5,517     12,885     94,558    124,220    138,542    142,622:    17,692     13,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -4,993:     2,960      2,471     -1,905     -8,505     -4,321     -7,450     -3,755:     2,457     -1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        3.5        8.2       60.5       79.5       88.7       91.3:      11.3        8.7
Old  :     100.0:      19.9        3.5        8.2       60.5       79.5       88.7       91.3:      11.3        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  :       159:        40         24         42         71         79        135        128:
Old  :       159:        40         24         42         71         79        135        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  :                 27.0       18.3       39.2       29.7       24.7       14.3       35.2       23.4
Old  :                 27.0       18.3       39.2       29.7       24.7       14.3       35.2       23.4
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 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
 
 

Updated March 11, 2005