WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 12, 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  :   203,720:    37,111     44,143     17,793    126,218    109,429    181,122    171,365:    22,598     32,355
Old  :    57,628:    22,438     22,770        459     22,944     23,260     45,841     46,489:    11,787     11,139
Other:   146,092:    26,008     32,708      5,999    103,274     86,169    135,281    124,876:    10,811     21,216
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -9,820:    -5,318      3,888     -1,924      5,625     -5,444     -1,617     -3,480:    -8,203     -6,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       21.7        8.7       62.0       53.7       88.9       84.1:      11.1       15.9
Old  :     100.0:      38.9       39.5        0.8       39.8       40.4       79.5       80.7:      20.5       19.3
Other:     100.0:      17.8       22.4        4.1       70.7       59.0       92.6       85.5:       7.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        56         75         50         42         48        134        147:
Old  :       153:        50         49          1         22         35         73         84:
Other:       166:        39         65         24         37         44         96        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       34.9       50.7       41.1       33.4       32.9       49.3       38.7
Old  :                 25.1       20.2       38.4       33.1       25.1       20.2       38.4       33.1
Other:                 43.1       43.8       59.0       49.5       42.6       41.6       58.5       47.2
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 5, 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  :   213,540:    42,429     40,255     19,717    120,593    114,873    182,739    174,845:    30,801     38,695
Old  :   108,014:    26,114     31,215      1,131     63,722     57,728     90,967     90,074:    17,047     17,940
Other:   105,526:    29,033     21,758      5,868     56,871     57,145     91,772     84,771:    13,754     20,755
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -11,668:   -13,215     -5,866        204     -2,487    -10,100    -15,498    -15,762:     3,830      4,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.9        9.2       56.5       53.8       85.6       81.9:      14.4       18.1
Old  :     100.0:      24.2       28.9        1.0       59.0       53.4       84.2       83.4:      15.8       16.6
Other:     100.0:      27.5       20.6        5.6       53.9       54.2       87.0       80.3:      13.0       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        58         68         53         45         51        141        145:
Old  :       164:        48         60          3         23         36         73         97:
Other:       155:        46         48         26         35         46         94        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       36.6       46.0       42.4       31.0       35.2       45.4       40.4
Old  :                 39.0       35.0       55.7       44.6       39.0       35.0       55.7       44.6
Other:                 36.1       40.4       47.7       46.5       35.4       37.5       46.0       43.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 12, 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  :   665,828:   107,598    112,155     35,523    402,999    312,253    546,120    459,931:   119,708    205,897
Old  :   486,227:    92,664    116,341     13,858    290,193    227,381    396,715    357,580:    89,512    128,647
Other:   179,601:    34,234     15,114      2,365    112,806     84,872    149,405    102,351:    30,196     77,250
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -12,691:        14     19,071     -9,003     -5,036    -17,872    -14,025     -7,804:     1,334     -4,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       16.8        5.3       60.5       46.9       82.0       69.1:      18.0       30.9
Old  :     100.0:      19.1       23.9        2.9       59.7       46.8       81.6       73.5:      18.4       26.5
Other:     100.0:      19.1        8.4        1.3       62.8       47.3       83.2       57.0:      16.8       43.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       456:       117         96         80        176        185        331        334:
Old  :       442:       117         97         55        151        165        291        298:
Other:       298:        57         52         16         94        154        161        212:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       14.2       29.5       19.6       17.8        9.5       27.3       14.5
Old  :                 22.6       17.2       33.4       22.9       22.6       14.9       33.4       20.6
Other:                 36.7       10.9       45.3       17.5       32.7        7.9       41.2       13.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 5, 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  :   678,519:   107,584     93,084     44,526    408,035    330,125    560,145    467,735:   118,374    210,784
Old  :   503,528:    95,651     96,929     23,780    294,650    249,143    414,081    369,852:    89,447    133,676
Other:   174,991:    30,190     14,412      2,489    113,385     80,982    146,064     97,883:    28,927     77,108
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    11,034:    -6,670     12,627      9,879      3,943    -19,107      7,152      3,399:     3,882      7,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       13.7        6.6       60.1       48.7       82.6       68.9:      17.4       31.1
Old  :     100.0:      19.0       19.2        4.7       58.5       49.5       82.2       73.5:      17.8       26.5
Other:     100.0:      17.3        8.2        1.4       64.8       46.3       83.5       55.9:      16.5       44.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       124         79         82        173        191        337        327:
Old  :       439:       120         85         58        144        173        293        294:
Other:       298:        55         51         18         91        157        158        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       15.6       29.4       21.2       17.1        9.4       27.1       14.3
Old  :                 21.2       19.5       34.1       25.5       21.2       16.1       32.4       21.9
Other:                 40.4        8.9       48.7       15.6       37.9        8.0       46.1       13.7
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 12, 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  :     8,440:     2,901        146         94      1,094      7,028      4,089      7,268:     4,351      1,172
Old  :     4,496:     1,910        160          0        280      3,893      2,190      4,053:     2,306        443
Other:     3,944:     1,060         55         25        814      3,135      1,899      3,215:     2,045        729
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       713:       209         15         67        311        636        587        718:       126         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        1.7        1.1       13.0       83.3       48.4       86.1:      51.6       13.9
Old  :     100.0:      42.5        3.6        0.0        6.2       86.6       48.7       90.1:      51.3        9.9
Other:     100.0:      26.9        1.4        0.6       20.6       79.5       48.1       81.5:      51.9       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          2          4          8         16         24         20:
Old  :        30:        10          3          0          2         15         12         18:
Other:        28:         8          2          4          8         14         18         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       46.4       35.7       63.1       24.0       43.7       33.1       58.9
Old  :                 36.6       54.5       45.0       76.4       36.6       54.5       45.0       76.4
Other:                 33.7       44.9       40.5       66.7       32.6       43.2       38.3       65.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 5, 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  :     7,727:     2,692        131         27        783      6,392      3,502      6,550:     4,225      1,177
Old  :     4,530:     1,721         70          0        310      3,887      2,031      3,957:     2,499        573
Other:     3,197:       971         61         27        473      2,505      1,471      2,593:     1,726        604
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       283:       245       -666        -29        -54      1,152        162        457:       121       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        1.7        0.3       10.1       82.7       45.3       84.8:      54.7       15.2
Old  :     100.0:      38.0        1.5        0.0        6.8       85.8       44.8       87.4:      55.2       12.6
Other:     100.0:      30.4        1.9        0.8       14.8       78.4       46.0       81.1:      54.0       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          2          3          8         16         23         19:
Old  :        29:        10          2          0          3         14         13         16:
Other:        27:         8          2          3          7         13         17         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       45.7       34.4       62.8       25.6       44.9       33.8       61.4
Old  :                 33.4       49.5       40.7       73.1       33.4       49.5       40.7       73.1
Other:                 34.1       48.2       40.5       66.9       33.6       47.4       39.1       64.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 12, 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  :   274,659:    48,109     47,117     22,671    151,951    112,833    222,731    182,621:    51,928     92,038
Old  :   212,744:    40,285     54,151      8,590    126,833     88,661    175,708    151,402:    37,036     61,342
Other:    61,915:    19,669      4,811      2,236     25,118     24,172     47,023     31,219:    14,892     30,696
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,257:    -4,342      3,337     -1,651     -5,748    -10,606    -11,741     -8,920:     4,484      1,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       17.2        8.3       55.3       41.1       81.1       66.5:      18.9       33.5
Old  :     100.0:      18.9       25.5        4.0       59.6       41.7       82.6       71.2:      17.4       28.8
Other:     100.0:      31.8        7.8        3.6       40.6       39.0       75.9       50.4:      24.1       49.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:        92         97         86         84        100        236        236:
Old  :       315:        80        110         58         72         95        193        225:
Other:       176:        67         24         15         47         58        119         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       14.0       36.3       20.8       25.1       11.2       35.3       16.7
Old  :                 30.1       16.9       42.9       24.0       30.0       15.5       42.3       21.8
Other:                 21.7       13.5       34.5       21.6       20.1       12.2       30.2       19.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 5, 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  :   281,916:    52,451     43,780     24,322    157,699    123,439    234,472    191,541:    47,444     90,375
Old  :   222,983:    45,568     46,634     13,324    129,339    101,860    188,231    161,818:    34,752     61,165
Other:    58,933:    15,574      5,837      2,307     28,360     21,579     46,241     29,723:    12,692     29,210
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -16,054:    -5,752       -306      1,495     -9,352    -13,074    -13,609    -11,885:    -2,445     -4,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.5        8.6       55.9       43.8       83.2       67.9:      16.8       32.1
Old  :     100.0:      20.4       20.9        6.0       58.0       45.7       84.4       72.6:      15.6       27.4
Other:     100.0:      26.4        9.9        3.9       48.1       36.6       78.5       50.4:      21.5       49.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       100        106         90         85        105        249        253:
Old  :       342:        92        117         69         71        102        213        244:
Other:       183:        63         34         16         43         62        112        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.8       36.8       20.9       24.0       11.3       35.1       17.5
Old  :                 28.0       16.1       42.4       24.1       27.8       14.8       40.4       21.9
Other:                 25.8       12.6       37.2       20.9       25.0       11.7       35.5       19.2
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,393:    12,380      2,910      1,131        234      1,087     13,745      5,128:     2,648     11,265
Old  :     8,313:     5,203      2,434        945        209        649      6,357      4,028:     1,956      4,285
Other:     8,080:     7,334        633         29         25        438      7,388      1,100:       692      6,980
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -94:        70       -405        462         22        217        554        274:      -648       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       17.8        6.9        1.4        6.6       83.8       31.3:      16.2       68.7
Old  :     100.0:      62.6       29.3       11.4        2.5        7.8       76.5       48.5:      23.5       51.5
Other:     100.0:      90.8        7.8        0.4        0.3        5.4       91.4       13.6:       8.6       86.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        12          9          9          2          4         20         16:
Old  :        25:        12          9          7          2          3         18         15:
Other:        15:         8          4          4          1          3         10         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       17.5       73.2       24.9       57.3       12.7       70.5       19.6
Old  :                 51.4       29.3       66.4       41.7       46.7       24.4       59.7       33.1
Other:                 81.3       12.9       91.1       13.6       81.1       12.5       90.8       12.9
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,487:    12,310      3,315        669        212        870     13,191      4,854:     3,296     11,633
Old  :     8,366:     5,192      2,681        494        202        495      5,888      3,670:     2,478      4,696
Other:     8,121:     7,277        793         16         10        375      7,303      1,184:       818      6,937
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -266:      -647       -317        253       -100          5       -494        -59:       228       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       20.1        4.1        1.3        5.3       80.0       29.4:      20.0       70.6
Old  :     100.0:      62.1       32.0        5.9        2.4        5.9       70.4       43.9:      29.6       56.1
Other:     100.0:      89.6        9.8        0.2        0.1        4.6       89.9       14.6:      10.1       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          7          7          2          3         19         14:
Old  :        24:        13          8          7          2          2         19         13:
Other:        14:         7          5          3          1          2          9          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       17.9       69.4       25.0       55.8       15.6       68.8       22.6
Old  :                 44.5       28.4       58.9       40.3       44.4       28.4       56.6       35.3
Other:                 80.3       14.0       89.9       14.6       80.2       13.9       89.6       14.3
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 12, 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  :   143,487:    27,425     14,314     16,126     70,097     98,674    113,648    129,114:    29,839     14,373
Old  :   115,765:    25,969     15,055     10,112     56,164     78,244     92,245    103,411:    23,520     12,354
Other:    27,722:     3,638      1,441      3,832     13,933     20,430     21,403     25,703:     6,319      2,019
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -8,912:    -3,591        731     -2,447     -3,387     -8,625     -9,425    -10,341:       513      1,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       10.0       11.2       48.9       68.8       79.2       90.0:      20.8       10.0
Old  :     100.0:      22.4       13.0        8.7       48.5       67.6       79.7       89.3:      20.3       10.7
Other:     100.0:      13.1        5.2       13.8       50.3       73.7       77.2       92.7:      22.8        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        36         26         28         40         40         95         84:
Old  :       122:        38         28         26         36         40         88         84:
Other:        52:         9         11         10         21         18         36         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  :                 21.5       37.4       32.9       50.1       21.4       34.8       30.9       44.9
Old  :                 22.7       34.3       34.3       48.1       22.7       32.1       31.9       42.7
Other:                 41.5       57.7       54.0       71.7       39.0       52.1       46.1       60.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   152,399:    31,016     13,583     18,573     73,484    107,299    123,073    139,455:    29,326     12,944
Old  :   124,398:    29,321     14,517     12,016     59,193     86,450    100,530    112,983:    23,868     11,415
Other:    28,001:     3,976      1,347      4,276     14,291     20,849     22,543     26,472:     5,458      1,529
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -7,723:    -2,027       -326     -3,214     -2,587     -2,885     -7,828     -6,425:       105     -1,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        8.9       12.2       48.2       70.4       80.8       91.5:      19.2        8.5
Old  :     100.0:      23.6       11.7        9.7       47.6       69.5       80.8       90.8:      19.2        9.2
Other:     100.0:      14.2        4.8       15.3       51.0       74.5       80.5       94.5:      19.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        42         28         33         44         42        110         89:
Old  :       135:        44         29         31         40         42        103         89:
Other:        55:        10         12         11         21         19         37         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       38.3       30.2       51.1       20.0       35.8       29.1       44.8
Old  :                 21.2       36.2       31.2       49.8       21.2       34.4       30.1       44.0
Other:                 44.4       58.7       56.9       72.7       40.8       52.6       48.2       60.9
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, April 12, 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  :   717,091:    94,420    141,771     22,140    460,121    394,588    576,681    558,499:   140,410    158,592
Old  :   717,091:    94,420    141,771     22,140    460,121    394,588    576,681    558,499:   140,410    158,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -18,342:    -2,261       -949        958    -21,450      5,581    -22,753      5,590:     4,411    -23,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       19.8        3.1       64.2       55.0       80.4       77.9:      19.6       22.1
Old  :     100.0:      13.2       19.8        3.1       64.2       55.0       80.4       77.9:      19.6       22.1
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  :       169:        37         34         25         56         78        108        125:
Old  :       169:        37         34         25         56         78        108        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       17.2       38.9       30.3       20.0       15.1       28.3       24.1
Old  :                 29.0       17.2       38.9       30.3       20.0       15.1       28.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, April 5, 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  :   735,433:    96,681    142,720     21,182    481,571    389,007    599,434    552,909:   135,999    182,524
Old  :   735,433:    96,681    142,720     21,182    481,571    389,007    599,434    552,909:   135,999    182,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -14,066:   -18,486    -14,787     -8,963     -9,288     -5,693    -36,737    -29,443:    22,671     15,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       19.4        2.9       65.5       52.9       81.5       75.2:      18.5       24.8
Old  :     100.0:      13.1       19.4        2.9       65.5       52.9       81.5       75.2:      18.5       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  :       167:        38         29         21         57         77        108        116:
Old  :       167:        38         29         21         57         77        108        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       17.2       38.8       30.3       21.0       15.7       28.8       25.1
Old  :                 29.4       17.2       38.8       30.3       21.0       15.7       28.8       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 12, 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  :   129,209:    22,188     17,891     15,991     60,916     74,024     99,095    107,906:    30,114     21,303
Old  :    99,388:    21,689     18,969      9,440     42,998     53,203     74,127     81,612:    25,261     17,776
Other:    29,821:     2,408        831      4,642     17,918     20,821     24,968     26,294:     4,853      3,527
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,945:    -2,526        645      3,038        566     -2,031      1,078      1,652:       867        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.8       12.4       47.1       57.3       76.7       83.5:      23.3       16.5
Old  :     100.0:      21.8       19.1        9.5       43.3       53.5       74.6       82.1:      25.4       17.9
Other:     100.0:       8.1        2.8       15.6       60.1       69.8       83.7       88.2:      16.3       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        33         29         40         50         52        115        106:
Old  :       142:        38         32         30         45         51        104        101:
Other:        71:        18         12         16         31         25         56         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       25.5       26.7       36.2       13.1       18.6       20.5       26.8
Old  :                 14.3       23.7       24.6       32.5       13.5       22.1       20.6       28.9
Other:                 35.7       53.6       46.7       65.5       32.3       52.8       41.7       60.4
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 5, 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  :   127,264:    24,714     17,246     12,953     60,350     76,055     98,017    106,254:    29,247     21,010
Old  :    99,483:    24,396     17,773      7,626     42,896     55,906     74,918     81,305:    24,565     18,178
Other:    27,781:     1,869      1,024      3,776     17,454     20,149     23,099     24,949:     4,682      2,832
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -9,169:    -6,412     -1,978     -2,420       -674     -5,562     -9,506     -9,960:       337        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       13.6       10.2       47.4       59.8       77.0       83.5:      23.0       16.5
Old  :     100.0:      24.5       17.9        7.7       43.1       56.2       75.3       81.7:      24.7       18.3
Other:     100.0:       6.7        3.7       13.6       62.8       72.5       83.1       89.8:      16.9       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        38         25         36         51         49        115         98:
Old  :       140:        42         27         26         47         47        104         92:
Other:        68:        12         15         15         31         24         53         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  :                 18.0       27.0       27.4       38.6       12.3       19.3       19.4       28.5
Old  :                 13.9       25.5       24.2       35.5       12.2       22.7       18.9       29.4
Other:                 43.6       55.8       53.7       68.1       41.0       55.3       50.1       63.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 12, 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  :     6,540:     3,278      1,478        657        781      3,417      4,716      5,552:     1,824        988
Old  :     6,167:     3,271      1,418        595        590      3,248      4,456      5,261:     1,711        906
Other:       373:        39         92         30        191        169        260        291:       113         82
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -296:       -77       -398       -311         79        748       -309         39:        13       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1       22.6       10.0       11.9       52.2       72.1       84.9:      27.9       15.1
Old  :     100.0:      53.0       23.0        9.6        9.6       52.7       72.3       85.3:      27.7       14.7
Other:     100.0:      10.5       24.7        8.0       51.2       45.3       69.7       78.0:      30.3       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17         11          8          7         10         29         24:
Old  :        40:        17         11          7          4         10         25         24:
Other:        18:         3          7          3          4          5         10         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       39.7       53.4       61.6       37.1       36.3       47.3       57.4
Old  :                 39.0       39.7       55.4       62.7       39.0       37.0       49.8       59.1
Other:                 57.6       56.3       68.9       74.0       56.0       50.4       61.1       66.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 5, 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  :     6,836:     3,355      1,876        968        702      2,669      5,025      5,513:     1,811      1,323
Old  :     6,658:     3,337      1,823        934        630      2,618      4,901      5,375:     1,757      1,283
Other:       178:        26         61         26         72         51        124        138:        54         40
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       840:        90         -5        810        -90       -136        810        669:        30        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       27.4       14.2       10.3       39.0       73.5       80.6:      26.5       19.4
Old  :     100.0:      50.1       27.4       14.0        9.5       39.3       73.6       80.7:      26.4       19.3
Other:     100.0:      14.6       34.3       14.6       40.4       28.7       69.7       77.5:      30.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16         13          9          7         10         28         28:
Old  :        41:        16         14          7          5         10         24         28:
Other:        15:         5          4          3          3          4         10          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       32.2       53.8       51.5       35.7       29.0       45.3       45.0
Old  :                 37.7       32.7       54.9       52.0       36.6       29.4       46.4       45.6
Other:                 55.6       67.4       67.4       76.4       50.6       52.8       53.9       61.8
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, April 12, 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  :   296,644:    89,586     57,358          6    145,457    136,276    235,049    193,640:    61,595    103,004
Old  :   296,644:    89,586     57,358          6    145,457    136,276    235,049    193,640:    61,595    103,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -16,773:   -13,405     -7,120          0     -6,445     -5,702    -19,850    -12,822:     3,077     -3,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       19.3        0.0       49.0       45.9       79.2       65.3:      20.8       34.7
Old  :     100.0:      30.2       19.3        0.0       49.0       45.9       79.2       65.3:      20.8       34.7
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  :        96:        19         23          1         34         41         54         64:
Old  :        96:        19         23          1         34         41         54         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       19.6       43.3       28.4       31.7       16.9       43.0       25.7
Old  :                 31.7       19.6       43.3       28.4       31.7       16.9       43.0       25.7
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, April 5, 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  :   313,417:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,518    106,955
Old  :   313,417:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,518    106,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -18,159:   -11,451    -14,750       -139    -12,475     -3,708    -24,065    -18,597:     5,906        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       20.6        0.0       48.5       45.3       81.3       65.9:      18.7       34.1
Old  :     100.0:      32.9       20.6        0.0       48.5       45.3       81.3       65.9:      18.7       34.1
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  :       101:        19         25          1         38         42         58         67:
Old  :       101:        19         25          1         38         42         58         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       19.5       43.0       28.9       30.2       17.8       43.0       26.9
Old  :                 30.2       19.5       43.0       28.9       30.2       17.8       43.0       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, April 12, 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  : 2,001,950:   344,955    534,209     77,955  1,392,071    979,450  1,814,981  1,591,614:   186,969    410,336
Old  : 2,001,950:   344,955    534,209     77,955  1,392,071    979,450  1,814,981  1,591,614:   186,969    410,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    15,075:     3,976     -8,365      3,061      8,296     98,216     15,333     92,912:      -258    -77,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.7        3.9       69.5       48.9       90.7       79.5:       9.3       20.5
Old  :     100.0:      17.2       26.7        3.9       69.5       48.9       90.7       79.5:       9.3       20.5
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  :       263:        37         79         39         81        126        141        221:
Old  :       263:        37         79         39         81        126        141        221:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       14.1       61.1       22.6       43.5       12.4       55.7       19.2
Old  :                 45.9       14.1       61.1       22.6       43.5       12.4       55.7       19.2
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, April 5, 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  : 1,986,875:   340,979    542,574     74,894  1,383,775    881,234  1,799,648  1,498,702:   187,227    488,173
Old  : 1,986,875:   340,979    542,574     74,894  1,383,775    881,234  1,799,648  1,498,702:   187,227    488,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :  -100,725:   -95,592   -108,227      1,911    -26,522     -3,859   -120,203   -110,175:    19,478      9,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       27.3        3.8       69.6       44.4       90.6       75.4:       9.4       24.6
Old  :     100.0:      17.2       27.3        3.8       69.6       44.4       90.6       75.4:       9.4       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        37         74         38         78        117        135        209:
Old  :       248:        37         74         38         78        117        135        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       13.5       61.0       22.0       43.9       12.5       57.2       19.7
Old  :                 45.7       13.5       61.0       22.0       43.9       12.5       57.2       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, April 12, 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  : 1,416,631:   168,268    342,246     35,232  1,066,129    711,392  1,269,629  1,088,870:   147,002    327,761
Old  : 1,416,631:   168,268    342,246     35,232  1,066,129    711,392  1,269,629  1,088,870:   147,002    327,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    30,299:    -9,975    -12,523      2,266     35,860     31,197     28,151     20,940:     2,148      9,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       24.2        2.5       75.3       50.2       89.6       76.9:      10.4       23.1
Old  :     100.0:      11.9       24.2        2.5       75.3       50.2       89.6       76.9:      10.4       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  :       191:        38         51         19         62         84        111        143:
Old  :       191:        38         51         19         62         84        111        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       20.7       51.5       29.9       29.6       14.3       40.1       22.4
Old  :                 39.0       20.7       51.5       29.9       29.6       14.3       40.1       22.4
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, April 5, 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  : 1,386,332:   178,243    354,769     32,966  1,030,269    680,195  1,241,478  1,067,930:   144,854    318,402
Old  : 1,386,332:   178,243    354,769     32,966  1,030,269    680,195  1,241,478  1,067,930:   144,854    318,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    19,732:   -41,655     17,032     -4,767     59,225     42,701     12,803     54,966:     6,929    -35,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       25.6        2.4       74.3       49.1       89.6       77.0:      10.4       23.0
Old  :     100.0:      12.9       25.6        2.4       74.3       49.1       89.6       77.0:      10.4       23.0
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  :       184:        34         51         19         63         77        107        137:
Old  :       184:        34         51         19         63         77        107        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       19.7       49.2       29.5       29.6       13.9       39.4       22.4
Old  :                 38.6       19.7       49.2       29.5       29.6       13.9       39.4       22.4
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, April 12, 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  :   479,778:   176,208     26,080     77,664    194,547    348,132    448,419    451,876:    31,359     27,902
Old  :   479,778:   176,208     26,080     77,664    194,547    348,132    448,419    451,876:    31,359     27,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    35,940:    -2,147       -377     20,644     20,679     19,618     39,176     39,885:    -3,236     -3,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        5.4       16.2       40.5       72.6       93.5       94.2:       6.5        5.8
Old  :     100.0:      36.7        5.4       16.2       40.5       72.6       93.5       94.2:       6.5        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        36         13         32         43         53         87         91:
Old  :       109:        36         13         32         43         53         87         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       34.2       46.3       47.9       22.0       28.7       30.0       36.8
Old  :                 32.2       34.2       46.3       47.9       22.0       28.7       30.0       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, April 5, 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  :   443,838:   178,355     26,457     57,020    173,868    328,514    409,243    411,991:    34,595     31,847
Old  :   443,838:   178,355     26,457     57,020    173,868    328,514    409,243    411,991:    34,595     31,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -60,299:   -23,082    -13,446      4,891    -36,385    -47,999    -54,576    -56,554:    -5,723     -3,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        6.0       12.8       39.2       74.0       92.2       92.8:       7.8        7.2
Old  :     100.0:      40.2        6.0       12.8       39.2       74.0       92.2       92.8:       7.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        36         10         27         44         50         85         83:
Old  :       103:        36         10         27         44         50         85         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       35.7       47.1       47.7       28.3       33.8       36.6       42.7
Old  :                 36.7       35.7       47.1       47.7       28.3       33.8       36.6       42.7
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, April 12, 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  :    38,782:     9,350     11,718        389     19,842     20,249     29,581     32,356:     9,201      6,426
Old  :    38,782:     9,350     11,718        389     19,842     20,249     29,581     32,356:     9,201      6,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       564:       -62        912        389       -515       -544       -188        757:       752       -193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       30.2        1.0       51.2       52.2       76.3       83.4:      23.7       16.6
Old  :     100.0:      24.1       30.2        1.0       51.2       52.2       76.3       83.4:      23.7       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16         17          1         17         10         34         27:
Old  :        59:        16         17          1         17         10         34         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       58.8       50.5       68.2       36.2       58.8       50.5       68.0
Old  :                 36.2       58.8       50.5       68.2       36.2       58.8       50.5       68.0
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, April 5, 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  :    38,218:     9,412     10,806          0     20,357     20,793     29,769     31,599:     8,449      6,619
Old  :    38,218:     9,412     10,806          0     20,357     20,793     29,769     31,599:     8,449      6,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -112:      -333      4,654          0         65     -5,558       -268       -904:       156        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       28.3        0.0       53.3       54.4       77.9       82.7:      22.1       17.3
Old  :     100.0:      24.6       28.3        0.0       53.3       54.4       77.9       82.7:      22.1       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        17         11          0         18         10         35         21:
Old  :        54:        17         11          0         18         10         35         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  :                 36.8       62.0       51.2       72.2       36.8       62.0       51.2       72.2
Old  :                 36.8       62.0       51.2       72.2       36.8       62.0       51.2       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, April 12, 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  :    45,928:    12,934     17,099        534     19,540     16,585     33,008     34,218:    12,920     11,710
Old  :    45,928:    12,934     17,099        534     19,540     16,585     33,008     34,218:    12,920     11,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,614:        59         72        160      4,243      4,179      4,462      4,411:     1,152      1,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       37.2        1.2       42.5       36.1       71.9       74.5:      28.1       25.5
Old  :     100.0:      28.2       37.2        1.2       42.5       36.1       71.9       74.5:      28.1       25.5
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  :        62:        28         14          3         14          8         44         23:
Old  :        62:        28         14          3         14          8         44         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  :                 35.9       52.6       45.1       63.8       35.9       52.6       45.1       63.8
Old  :                 35.9       52.6       45.1       63.8       35.9       52.6       45.1       63.8
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, April 5, 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  :    40,314:    12,875     17,027        374     15,297     12,406     28,546     29,807:    11,768     10,507
Old  :    40,314:    12,875     17,027        374     15,297     12,406     28,546     29,807:    11,768     10,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,617:     1,377      7,588        -68      5,845     -2,348      7,154      5,172:     1,463      3,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       42.2        0.9       37.9       30.8       70.8       73.9:      29.2       26.1
Old  :     100.0:      31.9       42.2        0.9       37.9       30.8       70.8       73.9:      29.2       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        27         17          3         12         11         41         29:
Old  :        65:        27         17          3         12         11         41         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  :                 32.2       42.1       44.1       55.4       32.2       42.1       44.1       55.4
Old  :                 32.2       42.1       44.1       55.4       32.2       42.1       44.1       55.4
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, April 12, 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  :    33,892:     4,167      6,240      1,046     28,482     25,222     33,695     32,508:       197      1,384
Old  :    33,892:     4,167      6,240      1,046     28,482     25,222     33,695     32,508:       197      1,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        92:       -52        163          0         56         62          4        225:        88       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       18.4        3.1       84.0       74.4       99.4       95.9:       0.6        4.1
Old  :     100.0:      12.3       18.4        3.1       84.0       74.4       99.4       95.9:       0.6        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  :        62:         6         23          4         21         19         30         43:
Old  :        62:         6         23          4         21         19         30         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  :                 41.1       45.3       68.2       64.9       41.1       43.4       68.1       63.0
Old  :                 41.1       45.3       68.2       64.9       41.1       43.4       68.1       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, April 5, 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  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Old  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -568:       -24       -786          0       -495        468       -519       -318:       -49       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Old  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         22          4         20         19         28         42:
Old  :        60:         5         22          4         20         19         28         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  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
Old  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    13,354:         0      2,026          0     13,353     11,228     13,353     13,254:         1        100
Old  :    13,354:         0      2,026          0     13,353     11,228     13,353     13,254:         1        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       767:         0         34          0        767      1,046        767      1,080:         0       -313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.2        0.0      100.0       84.1      100.0       99.3:       0.0        0.7
Old  :     100.0:       0.0       15.2        0.0      100.0       84.1      100.0       99.3:       0.0        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          9          0          5         10          5         19:
Old  :        24:         0          9          0          5         10          5         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  :                 99.3       72.3      100.0       83.6       99.3       72.3      100.0       83.6
Old  :                 99.3       72.3      100.0       83.6       99.3       72.3      100.0       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, April 5, 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  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Old  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -396:         0       -212          0       -252       -484       -252       -696:      -144        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Old  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          9          0          5          8          5         17:
Old  :        22:         0          9          0          5          8          5         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  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Old  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    22,233:     2,955      2,262        958     12,766     13,176     16,679     16,396:     5,554      5,837
Old  :    22,233:     2,955      2,262        958     12,766     13,176     16,679     16,396:     5,554      5,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       666:        26          1         21        329        449        376        471:       290        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       10.2        4.3       57.4       59.3       75.0       73.7:      25.0       26.3
Old  :     100.0:      13.3       10.2        4.3       57.4       59.3       75.0       73.7:      25.0       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         8          6         10         21         15         33         27:
Old  :        40:         8          6         10         21         15         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  :                 45.3       35.0       61.0       54.7       42.9       34.0       57.6       52.2
Old  :                 45.3       35.0       61.0       54.7       42.9       34.0       57.6       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, April 5, 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  :    21,567:     2,929      2,261        937     12,437     12,727     16,303     15,925:     5,264      5,642
Old  :    21,567:     2,929      2,261        937     12,437     12,727     16,303     15,925:     5,264      5,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,554:       258       -360       -255     -3,330     -2,689     -3,327     -3,304:      -227       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       10.5        4.3       57.7       59.0       75.6       73.8:      24.4       26.2
Old  :     100.0:      13.6       10.5        4.3       57.7       59.0       75.6       73.8:      24.4       26.2
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  :        42:        11          6         15         19         15         35         31:
Old  :        42:        11          6         15         19         15         35         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  :                 45.4       35.0       61.7       54.6       44.2       34.0       58.5       52.1
Old  :                 45.4       35.0       61.7       54.6       44.2       34.0       58.5       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, April 12, 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  :    92,561:    15,904      7,941     17,004     43,281     38,371     76,189     63,316:    16,372     29,245
Old  :    87,659:    16,125      8,027     15,712     40,734     36,667     72,571     60,406:    15,088     27,253
Other:     4,902:       986      1,121         85      2,547      1,704      3,618      2,910:     1,284      1,992
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,353:      -940        407      1,843     -1,011     -1,947       -108        303:    -1,245     -1,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        8.6       18.4       46.8       41.5       82.3       68.4:      17.7       31.6
Old  :     100.0:      18.4        9.2       17.9       46.5       41.8       82.8       68.9:      17.2       31.1
Other:     100.0:      20.1       22.9        1.7       52.0       34.8       73.8       59.4:      26.2       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        38         33         45         26         31         94         94:
Old  :       132:        41         32         44         26         31         93         94:
Other:        29:         9          6          2          3         12         13         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  :                 27.8       19.6       40.8       31.3       27.8       19.2       38.1       27.7
Old  :                 29.4       19.5       41.9       31.9       29.4       19.2       40.1       29.2
Other:                 65.8       41.4       72.9       52.0       64.3       41.4       69.8       52.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, April 5, 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  :    93,914:    16,844      7,534     15,161     44,292     40,318     76,297     63,013:    17,617     30,901
Old  :    89,355:    17,092      7,717     14,194     41,870     38,626     73,156     60,537:    16,199     28,818
Other:     4,559:       649        714         70      2,422      1,692      3,141      2,476:     1,418      2,083
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,086:    -1,041        510      2,804        271        169      2,034      3,483:     2,052        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        8.0       16.1       47.2       42.9       81.2       67.1:      18.8       32.9
Old  :     100.0:      19.1        8.6       15.9       46.9       43.2       81.9       67.7:      18.1       32.3
Other:     100.0:      14.2       15.7        1.5       53.1       37.1       68.9       54.3:      31.1       45.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        43         34         46         24         33         97         97:
Old  :       138:        43         36         46         24         33         97         97:
Other:        31:        10          5          1          4         13         14         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  :                 27.5       20.4       39.4       31.3       27.5       18.9       37.9       27.2
Old  :                 28.9       20.4       39.7       31.8       28.9       18.8       39.7       29.1
Other:                 59.7       35.2       67.2       46.7       58.1       35.2       64.0       46.7
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,375:       183        538         90      1,567        754      1,840      1,382:       535        993
Old  :     2,357:       183        536         90      1,554        749      1,827      1,375:       530        982
Other:        18:         0          2          0         13          5         13          7:         5         11
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        44:        27        -53          5          4         89         36         41:         8          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       22.7        3.8       66.0       31.7       77.5       58.2:      22.5       41.8
Old  :     100.0:       7.8       22.7        3.8       65.9       31.8       77.5       58.3:      22.5       41.7
Other:     100.0:       0.0       11.1        0.0       72.2       27.8       72.2       38.9:      27.8       61.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          8          3         10          4         17         13:
Old  :        25:         4          8          3          9          4         16         13:
Other:         4:         0          2          0          2          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  :                 54.9       38.9       65.1       51.8       45.7       33.6       55.1       41.3
Old  :                 54.8       39.2       65.1       52.1       45.6       33.8       55.0       41.4
Other:                 72.2       38.9       72.2       38.9       66.7       33.3       66.7       33.3
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,331:       156        591         85      1,563        665      1,804      1,341:       527        990
Old  :     2,318:       156        588         85      1,550        661      1,791      1,334:       527        984
Other:        13:         0          3          0         13          4         13          7:         0          6
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -182:        61        -14         11       -155         54        -83         51:       -99       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       25.4        3.6       67.1       28.5       77.4       57.5:      22.6       42.5
Old  :     100.0:       6.7       25.4        3.7       66.9       28.5       77.3       57.5:      22.7       42.5
Other:     100.0:       0.0       23.1        0.0      100.0       30.8      100.0       53.8:       0.0       46.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4         11          4         10          3         18         14:
Old  :        26:         4         11          4         10          3         18         14:
Other:         4:         0          2          0          2          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  :                 54.6       36.2       65.9       48.5       46.1       31.7       56.7       39.3
Old  :                 54.4       36.4       65.8       48.4       45.9       31.8       56.5       39.4
Other:                100.0       53.8      100.0       53.8       92.3       46.2       92.3       46.2
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, April 12, 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  :   139,966:    42,647     14,553     10,659     68,929     77,532    122,235    102,744:    17,731     37,222
Old  :   139,966:    42,647     14,553     10,659     68,929     77,532    122,235    102,744:    17,731     37,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -8,141:    -2,665        833     -1,722     -2,386     -3,712     -6,773     -4,601:    -1,368     -3,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       10.4        7.6       49.2       55.4       87.3       73.4:      12.7       26.6
Old  :     100.0:      30.5       10.4        7.6       49.2       55.4       87.3       73.4:      12.7       26.6
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  :       203:        47         36         32         63         97        136        148:
Old  :       203:        47         36         32         63         97        136        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       16.6       38.1       26.4       22.5       16.1       36.1       25.5
Old  :                 22.5       16.6       38.1       26.4       22.5       16.1       36.1       25.5
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, April 5, 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  :   148,107:    45,312     13,720     12,381     71,315     81,244    129,008    107,345:    19,099     40,762
Old  :   148,107:    45,312     13,720     12,381     71,315     81,244    129,008    107,345:    19,099     40,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -5,803:      -755     -3,884     -1,461     -1,976        284     -4,192     -5,061:    -1,611       -742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        9.3        8.4       48.2       54.9       87.1       72.5:      12.9       27.5
Old  :     100.0:      30.6        9.3        8.4       48.2       54.9       87.1       72.5:      12.9       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        52         35         34         71        111        145        166:
Old  :       220:        52         35         34         71        111        145        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.7       36.1       23.6       21.3       14.2       34.3       22.0
Old  :                 21.5       14.7       36.1       23.6       21.3       14.2       34.3       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 12, 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  :     4,784:     1,490        515         90      1,238      2,837      2,818      3,442:     1,966      1,342
Old  :     4,784:     1,490        515         90      1,238      2,837      2,818      3,442:     1,966      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -460:      -322        -61        -33         -5       -477       -360       -571:      -100        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       10.8        1.9       25.9       59.3       58.9       71.9:      41.1       28.1
Old  :     100.0:      31.1       10.8        1.9       25.9       59.3       58.9       71.9:      41.1       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  :        44:        15          8          6         15         15         33         26:
Old  :        44:        15          8          6         15         15         33         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       47.0       32.9       57.4       20.6       47.0       30.5       57.0
Old  :                 20.7       47.0       32.9       57.4       20.6       47.0       30.5       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 5, 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  :     5,244:     1,812        576        123      1,243      3,314      3,178      4,013:     2,066      1,231
Old  :     5,244:     1,812        576        123      1,243      3,314      3,178      4,013:     2,066      1,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       221:      -171         64         39        184        -32         52         71:       169        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       11.0        2.3       23.7       63.2       60.6       76.5:      39.4       23.5
Old  :     100.0:      34.6       11.0        2.3       23.7       63.2       60.6       76.5:      39.4       23.5
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:        19          9          8         14         17         39         28:
Old  :        51:        19          9          8         14         17         39         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       47.8       30.8       58.3       19.2       47.8       29.0       57.4
Old  :                 19.2       47.8       30.8       58.3       19.2       47.8       29.0       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, April 12, 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  :    27,925:    10,383      2,769      5,452      7,719      6,724     23,554     14,945:     4,371     12,980
Old  :    27,925:    10,383      2,769      5,452      7,719      6,724     23,554     14,945:     4,371     12,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -220:       -71         69       -274        292        263        -53         58:      -167       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        9.9       19.5       27.6       24.1       84.3       53.5:      15.7       46.5
Old  :     100.0:      37.2        9.9       19.5       27.6       24.1       84.3       53.5:      15.7       46.5
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  :       136:        46         20         20         33         50         90         82:
Old  :       136:        46         20         20         33         50         90         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       18.3       37.8       24.1       16.4        7.1       25.8       11.5
Old  :                 24.4       18.3       37.8       24.1       16.4        7.1       25.8       11.5
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, April 5, 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  :    28,145:    10,454      2,700      5,726      7,427      6,461     23,607     14,887:     4,538     13,258
Old  :    28,145:    10,454      2,700      5,726      7,427      6,461     23,607     14,887:     4,538     13,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,691:       721        346        -23        647         19      1,345        342:       346      1,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        9.6       20.3       26.4       23.0       83.9       52.9:      16.1       47.1
Old  :     100.0:      37.1        9.6       20.3       26.4       23.0       83.9       52.9:      16.1       47.1
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  :       132:        47         17         18         34         45         90         75:
Old  :       132:        47         17         18         34         45         90         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  :                 24.6       19.1       37.6       24.7       16.4        7.3       25.2       11.8
Old  :                 24.6       19.1       37.6       24.7       16.4        7.3       25.2       11.8
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    69,292:    15,951     23,385        617     24,234     30,277     40,802     54,279:    28,490     15,013
Old  :    69,292:    15,951     23,385        617     24,234     30,277     40,802     54,279:    28,490     15,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -11,010:   -19,848     13,261          0     11,191    -25,120     -8,657    -11,859:    -2,353        849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       33.7        0.9       35.0       43.7       58.9       78.3:      41.1       21.7
Old  :     100.0:      23.0       33.7        0.9       35.0       43.7       58.9       78.3:      41.1       21.7
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  :        66:        18         15          3         20         20         39         37:
Old  :        66:        18         15          3         20         20         39         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  :                 21.8       29.6       32.1       47.5       21.8       29.5       32.1       47.1
Old  :                 21.8       29.6       32.1       47.5       21.8       29.5       32.1       47.1
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, April 5, 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  :    80,302:    35,799     10,124        617     13,043     55,397     49,459     66,138:    30,843     14,164
Old  :    80,302:    35,799     10,124        617     13,043     55,397     49,459     66,138:    30,843     14,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -891:       344      1,359        -13     -1,183       -694       -852        652:       -39     -1,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6       12.6        0.8       16.2       69.0       61.6       82.4:      38.4       17.6
Old  :     100.0:      44.6       12.6        0.8       16.2       69.0       61.6       82.4:      38.4       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        26          9          3         16         23         43         34:
Old  :        68:        26          9          3         16         23         43         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       29.8       33.5       50.7       20.9       29.8       33.5       50.7
Old  :                 20.9       29.8       33.5       50.7       20.9       29.8       33.5       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, April 12, 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  :    45,692:     1,677     24,441          1     34,607      5,605     36,285     30,047:     9,407     15,645
Old  :    45,692:     1,677     24,441          1     34,607      5,605     36,285     30,047:     9,407     15,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,772:         0      3,985          0     -2,183     -6,871     -2,183     -2,886:       411      1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       53.5        0.0       75.7       12.3       79.4       65.8:      20.6       34.2
Old  :     100.0:       3.7       53.5        0.0       75.7       12.3       79.4       65.8:      20.6       34.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3         15          1         14          6         18         21:
Old  :        36:         3         15          1         14          6         18         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  :                 47.5       33.2       66.6       46.9       46.6       33.2       63.6       46.9
Old  :                 47.5       33.2       66.6       46.9       46.6       33.2       63.6       46.9
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, April 5, 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  :    47,464:     1,677     20,456          1     36,790     12,476     38,468     32,933:     8,996     14,531
Old  :    47,464:     1,677     20,456          1     36,790     12,476     38,468     32,933:     8,996     14,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,208:      -491      4,246          0      6,005        793      5,514      5,039:      -306        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       43.1        0.0       77.5       26.3       81.0       69.4:      19.0       30.6
Old  :     100.0:       3.5       43.1        0.0       77.5       26.3       81.0       69.4:      19.0       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3         13          1         16          5         20         18:
Old  :        35:         3         13          1         16          5         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  :                 43.6       40.1       64.6       54.2       43.2       40.1       61.7       53.8
Old  :                 43.6       40.1       64.6       54.2       43.2       40.1       61.7       53.8
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, April 12, 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  :    77,870:    51,661      3,749          0     17,116     70,675     68,777     74,424:     9,093      3,446
Old  :    77,870:    51,661      3,749          0     17,116     70,675     68,777     74,424:     9,093      3,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    17,407:    19,014     -7,068          0     -2,317     25,296     16,697     18,228:       710       -821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3        4.8        0.0       22.0       90.8       88.3       95.6:      11.7        4.4
Old  :     100.0:      66.3        4.8        0.0       22.0       90.8       88.3       95.6:      11.7        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        49         11          0         15         18         64         29:
Old  :        90:        49         11          0         15         18         64         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  :                 29.9       55.1       48.2       79.8       29.9       54.9       48.2       79.5
Old  :                 29.9       55.1       48.2       79.8       29.9       54.9       48.2       79.5
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, April 5, 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  :    60,463:    32,647     10,817          0     19,433     45,379     52,080     56,196:     8,383      4,267
Old  :    60,463:    32,647     10,817          0     19,433     45,379     52,080     56,196:     8,383      4,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       -63:       -45      1,957       -300     -1,032     -2,090     -1,377       -433:     1,314        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0       17.9        0.0       32.1       75.1       86.1       92.9:      13.9        7.1
Old  :     100.0:      54.0       17.9        0.0       32.1       75.1       86.1       92.9:      13.9        7.1
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  :        86:        41         16          0         13         20         54         36:
Old  :        86:        41         16          0         13         20         54         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  :                 26.8       51.6       45.2       77.0       26.8       51.4       45.2       76.8
Old  :                 26.8       51.6       45.2       77.0       26.8       51.4       45.2       76.8
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, April 12, 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  :    82,524:    26,824      6,453          1     37,784     64,686     64,609     71,140:    17,915     11,384
Old  :    82,524:    26,824      6,453          1     37,784     64,686     64,609     71,140:    17,915     11,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    14,108:     5,284        397        -56      9,574     13,518     14,802     13,859:      -694        249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        7.8        0.0       45.8       78.4       78.3       86.2:      21.7       13.8
Old  :     100.0:      32.5        7.8        0.0       45.8       78.4       78.3       86.2:      21.7       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        18         10          1         17         16         36         26:
Old  :        55:        18         10          1         17         16         36         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       55.6       47.2       71.4       31.8       54.7       46.3       70.2
Old  :                 32.5       55.6       47.2       71.4       31.8       54.7       46.3       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, April 5, 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  :    68,416:    21,540      6,056         57     28,210     51,168     49,807     57,281:    18,609     11,135
Old  :    68,416:    21,540      6,056         57     28,210     51,168     49,807     57,281:    18,609     11,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,036:     2,953       -657         56        652      3,337      3,661      2,736:    -1,625       -700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        8.9        0.1       41.2       74.8       72.8       83.7:      27.2       16.3
Old  :     100.0:      31.5        8.9        0.1       41.2       74.8       72.8       83.7:      27.2       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        17         10          2         18         16         36         27:
Old  :        54:        17         10          2         18         16         36         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  :                 23.9       57.5       40.5       68.3       22.9       55.9       39.5       66.0
Old  :                 23.9       57.5       40.5       68.3       22.9       55.9       39.5       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, April 12, 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  :   133,228:    11,954     56,150        647     95,502     46,209    108,103    103,006:    25,125     30,222
Old  :   133,228:    11,954     56,150        647     95,502     46,209    108,103    103,006:    25,125     30,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,822:     2,268     10,022        -34      2,888     -6,592      5,122      3,396:       700      2,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       42.1        0.5       71.7       34.7       81.1       77.3:      18.9       22.7
Old  :     100.0:       9.0       42.1        0.5       71.7       34.7       81.1       77.3:      18.9       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  :        84:        15         30          2         28         20         45         50:
Old  :        84:        15         30          2         28         20         45         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       27.1       57.8       39.1       41.6       26.7       53.9       37.6
Old  :                 44.6       27.1       57.8       39.1       41.6       26.7       53.9       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, April 5, 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  :   127,406:     9,686     46,128        681     92,614     52,801    102,981     99,610:    24,425     27,796
Old  :   127,406:     9,686     46,128        681     92,614     52,801    102,981     99,610:    24,425     27,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    13,138:    -1,347      4,906          1     15,676      5,315     14,330     10,222:    -1,192      2,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       36.2        0.5       72.7       41.4       80.8       78.2:      19.2       21.8
Old  :     100.0:       7.6       36.2        0.5       72.7       41.4       80.8       78.2:      19.2       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        16         30          3         28         21         47         51:
Old  :        85:        16         30          3         28         21         47         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  :                 45.1       31.5       58.8       42.9       42.8       30.8       54.5       41.0
Old  :                 45.1       31.5       58.8       42.9       42.8       30.8       54.5       41.0
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   131,025:    30,092     24,332        522     58,423     68,977     89,037     93,831:    41,988     37,194
Old  :   131,025:    30,092     24,332        522     58,423     68,977     89,037     93,831:    41,988     37,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     4,946:     3,623      4,761        330      4,856      8,028      8,809     13,119:    -3,863     -8,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       18.6        0.4       44.6       52.6       68.0       71.6:      32.0       28.4
Old  :     100.0:      23.0       18.6        0.4       44.6       52.6       68.0       71.6:      32.0       28.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        26         23          5         28         24         56         50:
Old  :        88:        26         23          5         28         24         56         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       29.8       38.9       43.7       29.2       28.0       38.5       41.0
Old  :                 29.2       29.8       38.9       43.7       29.2       28.0       38.5       41.0
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, April 5, 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  :   126,079:    26,469     19,571        192     53,567     60,949     80,228     80,712:    45,851     45,367
Old  :   126,079:    26,469     19,571        192     53,567     60,949     80,228     80,712:    45,851     45,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     9,191:    -3,781      7,074        -26     14,173     -2,954     10,366      4,094:    -1,175      5,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       15.5        0.2       42.5       48.3       63.6       64.0:      36.4       36.0
Old  :     100.0:      21.0       15.5        0.2       42.5       48.3       63.6       64.0:      36.4       36.0
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  :        93:        30         23          6         27         25         58         53:
Old  :        93:        30         23          6         27         25         58         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  :                 26.4       28.7       34.9       41.7       26.4       25.6       34.8       38.4
Old  :                 26.4       28.7       34.9       41.7       26.4       25.6       34.8       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Old  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -206:       -40          0          0       -136       -242       -176       -242:       -30         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        6.7
Old  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        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  :        20:         5          2          0          7          8         12         10:
Old  :        20:         5          2          0          7          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
Old  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
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, April 12, 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  :    94,768:    35,114      2,277          0     54,957     83,813     90,071     86,090:     4,697      8,678
Old  :    94,768:    35,114      2,277          0     54,957     83,813     90,071     86,090:     4,697      8,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    11,508:     4,909         39          0      6,687     11,254     11,596     11,293:       -88        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        2.4        0.0       58.0       88.4       95.0       90.8:       5.0        9.2
Old  :     100.0:      37.1        2.4        0.0       58.0       88.4       95.0       90.8:       5.0        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  :        28:         3          1          0         16         18         19         19:
Old  :        28:         3          1          0         16         18         19         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  :                 64.4       53.8       86.7       72.3       62.3       51.4       81.9       67.0
Old  :                 64.4       53.8       86.7       72.3       62.3       51.4       81.9       67.0
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, April 5, 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  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Old  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,102:       273        716          0      3,994      2,596      4,267      3,312:      -165        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       10.2
Old  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          0         16         18         19         19:
Old  :        28:         3          1          0         16         18         19         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  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
Old  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 12, 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  : 8,223,514:   714,964  1,238,270    867,043  5,736,187  4,555,725  7,318,194  6,661,038:   905,320  1,562,476
Old  : 8,223,514:   714,964  1,238,270    867,043  5,736,187  4,555,725  7,318,194  6,661,038:   905,320  1,562,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -33,682:   -76,213   -114,799    -92,045     78,372    132,494    -89,886    -74,350:    56,204     40,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       15.1       10.5       69.8       55.4       89.0       81.0:      11.0       19.0
Old  :     100.0:       8.7       15.1       10.5       69.8       55.4       89.0       81.0:      11.0       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        41         77         85        114        130        215        241:
Old  :       261:        41         77         85        114        130        215        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  :                 30.3       14.8       46.7       24.0       29.2       14.6       40.1       21.4
Old  :                 30.3       14.8       46.7       24.0       29.2       14.6       40.1       21.4
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, April 5, 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  : 8,257,196:   791,177  1,353,069    959,088  5,657,815  4,423,231  7,408,080  6,735,388:   849,116  1,521,808
Old  : 8,257,196:   791,177  1,353,069    959,088  5,657,815  4,423,231  7,408,080  6,735,388:   849,116  1,521,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   234,109:   -21,816     25,778     91,247    153,267     97,454    222,698    214,479:    11,411     19,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       16.4       11.6       68.5       53.6       89.7       81.6:      10.3       18.4
Old  :     100.0:       9.6       16.4       11.6       68.5       53.6       89.7       81.6:      10.3       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  :       263:        46         76         83        113        132        211        245:
Old  :       263:        46         76         83        113        132        211        245:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       14.4       46.6       23.2       28.4       14.1       40.1       21.1
Old  :                 29.5       14.4       46.6       23.2       28.4       14.1       40.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 12, 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  :   672,356:    60,868     76,461      8,206    474,245    482,886    543,319    567,553:   129,037    104,803
Old  :   672,356:    60,868     76,461      8,206    474,245    482,886    543,319    567,553:   129,037    104,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       481:     3,578     -2,502        744     -1,744     -1,188      2,578     -2,946:    -2,097      3,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       11.4        1.2       70.5       71.8       80.8       84.4:      19.2       15.6
Old  :     100.0:       9.1       11.4        1.2       70.5       71.8       80.8       84.4:      19.2       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        34         38         15         88         62        136        101:
Old  :       189:        34         38         15         88         62        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  :                 20.8       33.3       29.3       47.7       20.1       33.0       28.1       47.4
Old  :                 20.8       33.3       29.3       47.7       20.1       33.0       28.1       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 5, 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  :   671,875:    57,290     78,963      7,462    475,989    484,074    540,741    570,499:   131,134    101,376
Old  :   671,875:    57,290     78,963      7,462    475,989    484,074    540,741    570,499:   131,134    101,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -556:     2,493         91        259      1,262       -742      4,014       -392:    -4,570       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       11.8        1.1       70.8       72.0       80.5       84.9:      19.5       15.1
Old  :     100.0:       8.5       11.8        1.1       70.8       72.0       80.5       84.9:      19.5       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        30         40         12         90         60        131        101:
Old  :       187:        30         40         12         90         60        131        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       33.0       29.3       47.5       20.0       32.7       28.1       47.1
Old  :                 20.8       33.0       29.3       47.5       20.0       32.7       28.1       47.1
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, April 12, 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  :   882,185:   170,798    191,324     10,655    370,496    597,908    551,949    799,887:   330,236     82,298
Old  :   882,185:   170,798    191,324     10,655    370,496    597,908    551,949    799,887:   330,236     82,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     2,380:    36,353      3,629    -11,424    -23,374     28,982      1,555     21,187:       825    -18,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       21.7        1.2       42.0       67.8       62.6       90.7:      37.4        9.3
Old  :     100.0:      19.4       21.7        1.2       42.0       67.8       62.6       90.7:      37.4        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        44         50         12         49         51        102        104:
Old  :       176:        44         50         12         49         51        102        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       36.4       28.4       48.5       16.3       31.8       23.5       42.1
Old  :                 19.2       36.4       28.4       48.5       16.3       31.8       23.5       42.1
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, April 5, 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  :   879,805:   134,445    187,695     22,079    393,870    568,926    550,394    778,700:   329,411    101,105
Old  :   879,805:   134,445    187,695     22,079    393,870    568,926    550,394    778,700:   329,411    101,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    15,686:   -11,349     22,017      5,506     14,936     -2,391      9,093     25,132:     6,593     -9,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.3        2.5       44.8       64.7       62.6       88.5:      37.4       11.5
Old  :     100.0:      15.3       21.3        2.5       44.8       64.7       62.6       88.5:      37.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        33         52         18         44         50         88        109:
Old  :       163:        33         52         18         44         50         88        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       35.8       30.9       47.5       17.4       31.0       25.9       41.2
Old  :                 20.8       35.8       30.9       47.5       17.4       31.0       25.9       41.2
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, April 12, 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  :    11,789:       725      1,273          0      6,040      9,021      6,765     10,294:     5,024      1,495
Old  :    11,789:       725      1,273          0      6,040      9,021      6,765     10,294:     5,024      1,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        28:         0       -300          0       -378        187       -378       -113:       406        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       10.8        0.0       51.2       76.5       57.4       87.3:      42.6       12.7
Old  :     100.0:       6.1       10.8        0.0       51.2       76.5       57.4       87.3:      42.6       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          0         12         12         13         15:
Old  :        27:         1          3          0         12         12         13         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  :                 29.6       40.2       45.7       65.8       28.2       40.2       44.2       65.8
Old  :                 29.6       40.2       45.7       65.8       28.2       40.2       44.2       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, April 5, 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  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Old  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :        11:         0       -442          0       -201        147       -201       -295:       212        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
Old  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          4          0         13         12         14         16:
Old  :        29:         1          4          0         13         12         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
Old  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
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, April 12, 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  :    24,244:     5,799      1,179        118     13,299     16,272     19,216     17,569:     5,028      6,675
Old  :    24,244:     5,799      1,179        118     13,299     16,272     19,216     17,569:     5,028      6,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,130:    -1,971       -365         32      2,858        679        919        346:       211        784
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        4.9        0.5       54.9       67.1       79.3       72.5:      20.7       27.5
Old  :     100.0:      23.9        4.9        0.5       54.9       67.1       79.3       72.5:      20.7       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7          3          2         15         17         23         21:
Old  :        37:         7          3          2         15         17         23         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  :                 38.6       42.4       54.7       57.2       38.3       39.3       54.4       54.1
Old  :                 38.6       42.4       54.7       57.2       38.3       39.3       54.4       54.1
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Old  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,227:    -1,789         -7         61        234     -1,954     -1,494     -1,900:      -733       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
Old  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
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  :        38:         9          3          1         13         18         23         21:
Old  :        38:         9          3          1         13         18         23         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  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
Old  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
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, April 12, 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  :    52,398:     4,215     16,845          4     36,184     26,563     40,403     43,412:    11,995      8,986
Old  :    52,398:     4,215     16,845          4     36,184     26,563     40,403     43,412:    11,995      8,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,247:      -324      1,187         -1       -120       -661       -445        525:      -802     -1,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       32.1        0.0       69.1       50.7       77.1       82.9:      22.9       17.1
Old  :     100.0:       8.0       32.1        0.0       69.1       50.7       77.1       82.9:      22.9       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        12         23          1         37         29         50         52:
Old  :        90:        12         23          1         37         29         50         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       27.9       47.2       43.4       33.2       25.1       43.5       40.5
Old  :                 34.6       27.9       47.2       43.4       33.2       25.1       43.5       40.5
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, April 5, 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  :    53,645:     4,539     15,658          5     36,304     27,224     40,848     42,887:    12,797     10,758
Old  :    53,645:     4,539     15,658          5     36,304     27,224     40,848     42,887:    12,797     10,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,130:       553     -1,758          0        252       -560        805     -2,318:    -2,935        188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       29.2        0.0       67.7       50.7       76.1       79.9:      23.9       20.1
Old  :     100.0:       8.5       29.2        0.0       67.7       50.7       76.1       79.9:      23.9       20.1
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  :        89:        13         23          1         36         28         50         51:
Old  :        89:        13         23          1         36         28         50         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  :                 33.6       28.6       47.0       42.9       32.3       24.8       42.3       38.7
Old  :                 33.6       28.6       47.0       42.9       32.3       24.8       42.3       38.7
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, April 12, 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  :   280,497:    79,261    118,399      1,118    166,296    124,641    246,675    244,158:    33,822     36,339
Old  :   280,497:    79,261    118,399      1,118    166,296    124,641    246,675    244,158:    33,822     36,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    17,246:    22,009      8,908     -2,672     -5,447      5,898     13,890     12,134:     3,356      5,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       42.2        0.4       59.3       44.4       87.9       87.0:      12.1       13.0
Old  :     100.0:      28.3       42.2        0.4       59.3       44.4       87.9       87.0:      12.1       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  :       173:        41         66          8         43         34         90        102:
Old  :       173:        41         66          8         43         34         90        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  :                 43.9       28.3       56.4       42.6       40.7       23.2       50.8       34.0
Old  :                 43.9       28.3       56.4       42.6       40.7       23.2       50.8       34.0
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, April 5, 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  :   263,251:    57,252    109,491      3,790    171,743    118,743    232,785    232,024:    30,466     31,227
Old  :   263,251:    57,252    109,491      3,790    171,743    118,743    232,785    232,024:    30,466     31,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,420:   -17,409     -6,886        178        799      4,044    -16,432     -2,664:      -988    -14,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       41.6        1.4       65.2       45.1       88.4       88.1:      11.6       11.9
Old  :     100.0:      21.7       41.6        1.4       65.2       45.1       88.4       88.1:      11.6       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  :       169:        40         60          9         42         38         87        103:
Old  :       169:        40         60          9         42         38         87        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  :                 48.1       28.3       58.1       43.4       44.5       23.1       53.1       33.2
Old  :                 48.1       28.3       58.1       43.4       44.5       23.1       53.1       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 12, 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  :    85,163:    31,709      6,286          0     34,721     69,601     66,430     75,887:    18,733      9,276
Old  :    85,163:    31,709      6,286          0     34,721     69,601     66,430     75,887:    18,733      9,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     6,674:     5,575      1,238        -43      1,720      6,181      7,252      7,376:      -578       -702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        7.4        0.0       40.8       81.7       78.0       89.1:      22.0       10.9
Old  :     100.0:      37.2        7.4        0.0       40.8       81.7       78.0       89.1:      22.0       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14          7          0         17         17         31         24:
Old  :        47:        14          7          0         17         17         31         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  :                 44.1       65.0       55.2       76.8       44.0       64.3       54.7       75.3
Old  :                 44.1       65.0       55.2       76.8       44.0       64.3       54.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 5, 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  :    78,489:    26,134      5,048         43     33,001     63,420     59,178     68,511:    19,311      9,978
Old  :    78,489:    26,134      5,048         43     33,001     63,420     59,178     68,511:    19,311      9,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,835:    -4,685        853         43      4,307     -5,755       -335     -4,859:    -2,500      2,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        6.4        0.1       42.0       80.8       75.4       87.3:      24.6       12.7
Old  :     100.0:      33.3        6.4        0.1       42.0       80.8       75.4       87.3:      24.6       12.7
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  :        45:        14          6          2         18         14         33         21:
Old  :        45:        14          6          2         18         14         33         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  :                 40.2       63.9       53.8       77.2       40.1       63.4       53.1       76.3
Old  :                 40.2       63.9       53.8       77.2       40.1       63.4       53.1       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, April 12, 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  :    31,118:     1,192     10,850          0     25,486     14,979     26,678     25,829:     4,440      5,289
Old  :    31,118:     1,192     10,850          0     25,486     14,979     26,678     25,829:     4,440      5,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -68:         0        335          0       -161        491       -161        826:        93       -894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       34.9        0.0       81.9       48.1       85.7       83.0:      14.3       17.0
Old  :     100.0:       3.8       34.9        0.0       81.9       48.1       85.7       83.0:      14.3       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  :        58:         3         13          0         25         25         28         38:
Old  :        58:         3         13          0         25         25         28         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  :                 55.4       35.0       65.8       46.8       54.2       34.7       64.7       46.5
Old  :                 55.4       35.0       65.8       46.8       54.2       34.7       64.7       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, April 5, 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  :    31,186:     1,192     10,515          0     25,647     14,488     26,839     25,003:     4,347      6,183
Old  :    31,186:     1,192     10,515          0     25,647     14,488     26,839     25,003:     4,347      6,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       928:         2        269          0      1,311        400      1,313        669:      -385        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       33.7        0.0       82.2       46.5       86.1       80.2:      13.9       19.8
Old  :     100.0:       3.8       33.7        0.0       82.2       46.5       86.1       80.2:      13.9       19.8
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  :        57:         3         12          0         25         25         28         37:
Old  :        57:         3         12          0         25         25         28         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  :                 57.0       35.1       67.4       46.9       56.0       34.8       66.4       46.5
Old  :                 57.0       35.1       67.4       46.9       56.0       34.8       66.4       46.5
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, April 12, 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  :   175,471:    43,202     29,781      1,190    121,119    132,669    165,511    163,640:     9,960     11,831
Old  :   175,471:    43,202     29,781      1,190    121,119    132,669    165,511    163,640:     9,960     11,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,129:     6,745     -1,966        271      1,712      7,361      8,728      5,666:    -3,599       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       17.0        0.7       69.0       75.6       94.3       93.3:       5.7        6.7
Old  :     100.0:      24.6       17.0        0.7       69.0       75.6       94.3       93.3:       5.7        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  :       104:        17         34          4         29         40         47         77:
Old  :       104:        17         34          4         29         40         47         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  :                 48.8       38.0       67.3       52.5       46.7       36.7       64.0       51.0
Old  :                 48.8       38.0       67.3       52.5       46.7       36.7       64.0       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, April 5, 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  :   170,342:    36,457     31,747        919    119,407    125,308    156,783    157,974:    13,559     12,368
Old  :   170,342:    36,457     31,747        919    119,407    125,308    156,783    157,974:    13,559     12,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,208:     3,204        374       -210      8,870      8,408     11,864      8,572:    -3,656       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       18.6        0.5       70.1       73.6       92.0       92.7:       8.0        7.3
Old  :     100.0:      21.4       18.6        0.5       70.1       73.6       92.0       92.7:       8.0        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        17         38          5         31         40         50         81:
Old  :       110:        17         38          5         31         40         50         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       38.0       65.9       51.6       44.6       37.0       63.1       50.3
Old  :                 46.3       38.0       65.9       51.6       44.6       37.0       63.1       50.3
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, April 12, 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  :    35,452:    11,628     10,287         77     13,659     18,173     25,364     28,537:    10,088      6,915
Old  :    35,452:    11,628     10,287         77     13,659     18,173     25,364     28,537:    10,088      6,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -261:       -50        -82       -102      1,424      1,705      1,272      1,521:    -1,533     -1,782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       29.0        0.2       38.5       51.3       71.5       80.5:      28.5       19.5
Old  :     100.0:      32.8       29.0        0.2       38.5       51.3       71.5       80.5:      28.5       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  :        74:        23         16          2         17         21         41         38:
Old  :        74:        23         16          2         17         21         41         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  :                 23.4       28.6       35.0       44.9       23.2       28.2       34.9       43.4
Old  :                 23.4       28.6       35.0       44.9       23.2       28.2       34.9       43.4
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, April 5, 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  :    35,713:    11,678     10,369        179     12,235     16,468     24,092     27,016:    11,621      8,697
Old  :    35,713:    11,678     10,369        179     12,235     16,468     24,092     27,016:    11,621      8,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,137:      -662     -1,162         28        105        246       -529       -888:      -608       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       29.0        0.5       34.3       46.1       67.5       75.6:      32.5       24.4
Old  :     100.0:      32.7       29.0        0.5       34.3       46.1       67.5       75.6:      32.5       24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        23         14          3         17         21         42         36:
Old  :        71:        23         14          3         17         21         42         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       29.8       33.0       44.8       22.5       29.8       32.6       43.5
Old  :                 22.6       29.8       33.0       44.8       22.5       29.8       32.6       43.5
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, April 12, 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  :    69,626:     3,495      5,362        944     53,348     22,834     57,787     29,140:    11,839     40,486
Old  :    69,626:     3,495      5,362        944     53,348     22,834     57,787     29,140:    11,839     40,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       919:      -167         24        442      2,838       -933      3,113       -467:    -2,194      1,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        7.7        1.4       76.6       32.8       83.0       41.9:      17.0       58.1
Old  :     100.0:       5.0        7.7        1.4       76.6       32.8       83.0       41.9:      17.0       58.1
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  :        50:         4         15          3         18         26         23         44:
Old  :        50:         4         15          3         18         26         23         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  :                 65.6       16.7       74.1       24.6       58.9       10.0       63.6       15.2
Old  :                 65.6       16.7       74.1       24.6       58.9       10.0       63.6       15.2
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, April 5, 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  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Old  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,521:       416     -2,390        252      1,387     -1,803      2,055     -3,941:      -534      5,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
Old  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
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  :        48:         3         14          3         18         26         23         42:
Old  :        48:         3         14          3         18         26         23         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  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
Old  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, April 12, 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  :   102,168:    40,952      4,268      7,271     22,874     80,126     71,097     91,665:    31,071     10,503
Old  :   102,168:    40,952      4,268      7,271     22,874     80,126     71,097     91,665:    31,071     10,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     3,505:     1,691       -395        218         96      1,715      2,005      1,538:     1,500      1,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        4.2        7.1       22.4       78.4       69.6       89.7:      30.4       10.3
Old  :     100.0:      40.1        4.2        7.1       22.4       78.4       69.6       89.7:      30.4       10.3
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  :       145:        88         15         29         19         31        116         69:
Old  :       145:        88         15         29         19         31        116         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  :                 18.5       34.1       28.9       51.5       14.9       30.5       22.1       46.9
Old  :                 18.5       34.1       28.9       51.5       14.9       30.5       22.1       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    98,663:    39,261      4,663      7,053     22,778     78,411     69,092     90,127:    29,571      8,536
Old  :    98,663:    39,261      4,663      7,053     22,778     78,411     69,092     90,127:    29,571      8,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,095:     1,616        -11     -1,520      3,218      3,439      3,314      1,908:    -1,219        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        4.7        7.1       23.1       79.5       70.0       91.3:      30.0        8.7
Old  :     100.0:      39.8        4.7        7.1       23.1       79.5       70.0       91.3:      30.0        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  :       150:        88         17         31         23         31        123         72:
Old  :       150:        88         17         31         23         31        123         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  :                 19.6       33.0       29.0       51.7       15.5       30.4       22.1       47.5
Old  :                 19.6       33.0       29.0       51.7       15.5       30.4       22.1       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, April 12, 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  :   132,104:    46,134     17,988     25,485     41,964     74,093    113,583    117,566:    18,521     14,538
Old  :   132,104:    46,134     17,988     25,485     41,964     74,093    113,583    117,566:    18,521     14,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    12,414:     3,053      2,434        956      6,139      7,295     10,148     10,685:     2,266      1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       13.6       19.3       31.8       56.1       86.0       89.0:      14.0       11.0
Old  :     100.0:      34.9       13.6       19.3       31.8       56.1       86.0       89.0:      14.0       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  :       203:        69         66         42         45         46        146        134:
Old  :       203:        69         66         42         45         46        146        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.1       32.2       45.2       16.1       23.7       24.7       36.5
Old  :                 20.5       28.1       32.2       45.2       16.1       23.7       24.7       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, April 5, 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  :   119,690:    43,081     15,554     24,529     35,825     66,798    103,435    106,881:    16,255     12,809
Old  :   119,690:    43,081     15,554     24,529     35,825     66,798    103,435    106,881:    16,255     12,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,341:     2,390        468        759      1,282      3,736      4,431      4,963:       910        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       13.0       20.5       29.9       55.8       86.4       89.3:      13.6       10.7
Old  :     100.0:      36.0       13.0       20.5       29.9       55.8       86.4       89.3:      13.6       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        65         62         41         42         41        141        123:
Old  :       193:        65         62         41         42         41        141        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  :                 20.8       27.9       32.6       45.2       18.2       25.4       27.5       38.7
Old  :                 20.8       27.9       32.6       45.2       18.2       25.4       27.5       38.7
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, April 12, 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  :   279,545:   150,611     37,267     18,207     64,126    206,155    232,944    261,629:    46,601     17,916
Old  :   279,545:   150,611     37,267     18,207     64,126    206,155    232,944    261,629:    46,601     17,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     6,599:     7,124         44        614     -1,991      5,098      5,747      5,756:       852        843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       13.3        6.5       22.9       73.7       83.3       93.6:      16.7        6.4
Old  :     100.0:      53.9       13.3        6.5       22.9       73.7       83.3       93.6:      16.7        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:       114         47         25         35         40        162        102:
Old  :       215:       114         47         25         35         40        162        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  :                 29.7       39.2       40.5       58.6       28.5       34.6       36.2       51.7
Old  :                 29.7       39.2       40.5       58.6       28.5       34.6       36.2       51.7
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, April 5, 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  :   272,946:   143,487     37,223     17,593     66,117    201,057    227,197    255,873:    45,749     17,073
Old  :   272,946:   143,487     37,223     17,593     66,117    201,057    227,197    255,873:    45,749     17,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -8,655:     3,996       -747     -2,129     -4,244     -3,159     -2,377     -6,035:    -6,278     -2,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       13.6        6.4       24.2       73.7       83.2       93.7:      16.8        6.3
Old  :     100.0:      52.6       13.6        6.4       24.2       73.7       83.2       93.7:      16.8        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  :       205:       107         44         30         37         39        159        101:
Old  :       205:       107         44         30         37         39        159        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  :                 29.8       39.5       40.9       59.8       28.4       35.9       36.6       52.8
Old  :                 29.8       39.5       40.9       59.8       28.4       35.9       36.6       52.8
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,459:     7,701      1,380        435        275      8,736      8,411     10,551:     3,048        908
Old  :    11,459:     7,701      1,380        435        275      8,736      8,411     10,551:     3,048        908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       828:       -52        430       -150          0       -258       -202         22:     1,030        806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.2       12.0        3.8        2.4       76.2       73.4       92.1:      26.6        7.9
Old  :     100.0:      67.2       12.0        3.8        2.4       76.2       73.4       92.1:      26.6        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  :        38:        23          4          6          3          5         30         14:
Old  :        38:        23          4          6          3          5         30         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  :                 45.8       82.0       60.8       90.5       45.8       82.0       60.0       88.0
Old  :                 45.8       82.0       60.8       90.5       45.8       82.0       60.0       88.0
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Old  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       334:       365         45        -32        -24      1,177        309      1,190:        25       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Old  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
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  :        41:        24          4          8          3          5         33         16:
Old  :        41:        24          4          8          3          5         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
Old  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
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, April 12, 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  :    70,394:     9,794     13,647      2,993     44,716     33,154     57,503     49,794:    12,891     20,600
Old  :    23,161:     2,475      7,931          0     17,062      8,506     19,537     16,437:     3,624      6,724
Other:    47,233:     8,076      6,473      2,236     27,654     24,648     37,966     33,357:     9,267     13,876
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       729:    -2,146      3,097       -458      4,121       -709      1,517      1,930:      -788     -1,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       19.4        4.3       63.5       47.1       81.7       70.7:      18.3       29.3
Old  :     100.0:      10.7       34.2        0.0       73.7       36.7       84.4       71.0:      15.6       29.0
Other:     100.0:      17.1       13.7        4.7       58.5       52.2       80.4       70.6:      19.6       29.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        13         27         15         40         43         67         72:
Old  :        70:         6         17          0         22         27         28         44:
Other:        89:        17         19         11         35         35         60         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.4       44.9       35.7       24.8       16.2       33.0       22.8
Old  :                 55.2       28.3       66.6       40.2       55.2       28.3       66.6       39.1
Other:                 29.9       33.3       40.6       43.0       27.9       31.2       38.6       39.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    69,665:    11,940     10,550      3,451     40,595     33,863     55,986     47,864:    13,679     21,801
Old  :    29,244:     5,233      6,583         10     18,559     13,280     23,802     19,873:     5,442      9,371
Other:    40,421:     7,979      5,239      2,169     22,036     20,583     32,184     27,991:     8,237     12,430
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,056:    -5,965      1,723      1,857      1,163     -6,946     -2,945     -3,366:       889      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       15.1        5.0       58.3       48.6       80.4       68.7:      19.6       31.3
Old  :     100.0:      17.9       22.5        0.0       63.5       45.4       81.4       68.0:      18.6       32.0
Other:     100.0:      19.7       13.0        5.4       54.5       50.9       79.6       69.2:      20.4       30.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        19         25         15         39         45         70         74:
Old  :        78:        11         18          1         17         33         28         52:
Other:        89:        18         20         10         33         35         59         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       25.2       41.1       34.5       25.6       16.4       34.1       22.1
Old  :                 45.9       24.5       62.9       35.2       45.9       24.5       62.9       34.5
Other:                 28.0       32.1       39.9       39.5       24.7       29.7       35.9       35.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, April 12, 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  :    30,096:     1,523      4,348      1,086     19,466     14,839     22,075     20,273:     8,021      9,823
Old  :    20,425:     1,888      4,328        509     12,377      9,762     14,774     14,599:     5,651      5,826
Other:     9,671:       158        543         54      7,089      5,077      7,301      5,674:     2,370      3,997
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       527:       154        926         71       -114       -429        111        568:       416        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       14.4        3.6       64.7       49.3       73.3       67.4:      26.7       32.6
Old  :     100.0:       9.2       21.2        2.5       60.6       47.8       72.3       71.5:      27.7       28.5
Other:     100.0:       1.6        5.6        0.6       73.3       52.5       75.5       58.7:      24.5       41.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5         11          7         23         15         33         28:
Old  :        41:         6         10          4         19         15         28         26:
Other:        27:         4          3          5         13         12         19         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       31.2       50.8       45.7       27.2       20.8       39.7       30.5
Old  :                 37.3       35.0       50.7       52.2       30.1       31.3       42.7       44.6
Other:                 44.7       35.8       67.3       50.5       39.9       30.2       57.9       41.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, April 5, 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  :    29,569:     1,369      3,422      1,015     19,580     15,268     21,964     19,705:     7,605      9,864
Old  :    20,190:     1,914      3,246        406     12,641     10,254     14,961     13,906:     5,229      6,284
Other:     9,379:        16        737         48      6,939      5,014      7,003      5,799:     2,376      3,580
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,376:      -626      1,876        -38       -787     -3,084     -1,451     -1,246:    -1,925     -2,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       11.6        3.4       66.2       51.6       74.3       66.6:      25.7       33.4
Old  :     100.0:       9.5       16.1        2.0       62.6       50.8       74.1       68.9:      25.9       31.1
Other:     100.0:       0.2        7.9        0.5       74.0       53.5       74.7       61.8:      25.3       38.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         6          8          6         22         15         31         26:
Old  :        39:         8          6          4         19         14         28         23:
Other:        26:         1          5          4         12         13         16         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  :                 34.4       32.5       52.0       46.1       26.9       22.5       38.7       30.9
Old  :                 39.1       37.8       54.0       52.4       27.3       31.8       41.9       43.8
Other:                 44.5       34.6       68.2       49.9       40.3       31.7       59.0       43.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 12, 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  :   124,290:    44,731     18,318      5,773     55,743     92,080    106,247    116,171:    18,043      8,119
Old  :   104,950:    42,431     19,230      1,888     45,381     77,830     89,700     98,948:    15,250      6,002
Other:    19,340:     5,512      2,300        673     10,362     14,250     16,547     17,223:     2,793      2,117
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     5,664:     1,356        104     -1,331      6,120      7,059      6,145      5,832:      -481       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       14.7        4.6       44.8       74.1       85.5       93.5:      14.5        6.5
Old  :     100.0:      40.4       18.3        1.8       43.2       74.2       85.5       94.3:      14.5        5.7
Other:     100.0:      28.5       11.9        3.5       53.6       73.7       85.6       89.1:      14.4       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        83         45         39         56         61        168        123:
Old  :       210:        81         50         23         39         59        137        117:
Other:       104:        25         21         18         34         39         69         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       41.7       33.0       52.3       19.2       35.3       29.7       44.0
Old  :                 23.3       45.9       37.5       54.9       22.7       40.9       35.3       49.7
Other:                 33.5       34.2       49.4       47.4       31.3       31.4       41.9       41.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 5, 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  :   118,626:    43,375     18,214      7,104     49,623     85,021    100,102    110,339:    18,524      8,287
Old  :   100,035:    41,448     19,893      2,739     39,916     71,044     84,103     93,676:    15,932      6,359
Other:    18,591:     5,422      1,816        870      9,707     13,977     15,999     16,663:     2,592      1,928
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,619:    -1,665     -1,555        561         50       -266     -1,054     -1,260:      -565       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       15.4        6.0       41.8       71.7       84.4       93.0:      15.6        7.0
Old  :     100.0:      41.4       19.9        2.7       39.9       71.0       84.1       93.6:      15.9        6.4
Other:     100.0:      29.2        9.8        4.7       52.2       75.2       86.1       89.6:      13.9       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        81         43         47         57         59        175        125:
Old  :       209:        79         50         31         40         57        144        119:
Other:       103:        28         20         19         33         36         73         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       38.6       31.1       49.5       19.8       35.9       30.8       44.7
Old  :                 23.5       42.0       36.9       51.6       23.5       41.7       36.8       51.2
Other:                 35.1       35.6       52.8       49.2       33.1       32.7       46.2       42.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    33,250:    13,713      2,789      2,252     12,350     26,360     28,315     31,401:     4,935      1,849
Old  :    33,055:    13,749      2,849      2,110     12,333     26,277     28,192     31,236:     4,863      1,819
Other:       195:       101         77          5         17         83        123        165:        72         30
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :      -786:    -2,750       -411       -195      2,939       -363         -6       -969:      -780        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.2        8.4        6.8       37.1       79.3       85.2       94.4:      14.8        5.6
Old  :     100.0:      41.6        8.6        6.4       37.3       79.5       85.3       94.5:      14.7        5.5
Other:     100.0:      51.8       39.5        2.6        8.7       42.6       63.1       84.6:      36.9       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        61         18         21         22         15         94         47:
Old  :       114:        62         18         20         21         15         93         46:
Other:        12:         3          4          1          3          4          6          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       52.0       34.8       73.7       20.9       47.0       32.3       68.2
Old  :                 22.3       52.2       34.9       74.0       21.0       47.3       32.4       68.4
Other:                 60.0       67.7       63.1       83.1       57.4       67.7       57.4       79.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    34,036:    16,463      3,200      2,447      9,411     26,723     28,321     32,370:     5,715      1,666
Old  :    33,829:    16,478      3,239      2,326      9,396     26,627     28,200     32,192:     5,629      1,637
Other:       207:       101         77          5         15         96        121        178:        86         29
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,965:     1,514        352        313       -119      1,363      1,708      2,028:       257        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        9.4        7.2       27.7       78.5       83.2       95.1:      16.8        4.9
Old  :     100.0:      48.7        9.6        6.9       27.8       78.7       83.4       95.2:      16.6        4.8
Other:     100.0:      48.8       37.2        2.4        7.2       46.4       58.5       86.0:      41.5       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        66         19         25         21         17        104         51:
Old  :       122:        66         19         25         20         17        103         51:
Other:        12:         3          4          1          2          4          5          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       49.5       33.0       72.5       20.2       48.7       33.0       71.7
Old  :                 20.4       49.7       33.2       72.8       20.4       48.9       33.2       71.9
Other:                 56.5       68.1       58.5       84.5       54.1       68.1       54.1       81.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, April 12, 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  :   128,451:    30,473      4,471      2,218     82,248    114,899    114,939    121,588:    13,512      6,863
Old  :    70,210:    26,248      3,990      1,401     31,057     59,150     58,706     64,541:    11,504      5,669
Other:    58,241:     5,030      1,286         12     51,191     55,749     56,233     57,047:     2,008      1,194
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,215:    -2,438        433     -6,909        815       -782     -8,532     -7,258:     1,317         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        3.5        1.7       64.0       89.4       89.5       94.7:      10.5        5.3
Old  :     100.0:      37.4        5.7        2.0       44.2       84.2       83.6       91.9:      16.4        8.1
Other:     100.0:       8.6        2.2        0.0       87.9       95.7       96.6       97.9:       3.4        2.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        61         16         17         47         42        113         72:
Old  :       133:        59         17         13         40         39        105         64:
Other:        64:        17          8          1         27         29         45         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       42.2       43.7       63.6       17.6       30.5       27.1       40.7
Old  :                 17.7       37.9       30.9       56.5       17.1       32.0       26.5       48.4
Other:                 56.3       60.5       73.0       80.3       39.2       47.7       51.6       58.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, April 5, 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  :   135,666:    32,911      4,038      9,127     81,433    115,681    123,471    128,846:    12,195      6,820
Old  :    80,484:    29,368      3,697      8,031     32,281     62,850     69,680     74,578:    10,804      5,906
Other:    55,182:     4,345      1,143        294     49,152     52,831     53,791     54,268:     1,391        914
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,438:    -3,389       -453        337      1,503     -2,780     -1,549     -2,896:      -889        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        3.0        6.7       60.0       85.3       91.0       95.0:       9.0        5.0
Old  :     100.0:      36.5        4.6       10.0       40.1       78.1       86.6       92.7:      13.4        7.3
Other:     100.0:       7.9        2.1        0.5       89.1       95.7       97.5       98.3:       2.5        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        60         17         39         50         41        138         87:
Old  :       150:        58         21         37         44         39        130         83:
Other:        62:        19          6          3         26         27         47         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  :                 27.0       40.1       41.4       60.1       17.9       27.7       26.2       38.1
Old  :                 19.0       34.5       30.9       53.0       17.1       28.7       26.1       44.7
Other:                 57.3       62.2       74.4       80.7       40.5       48.9       55.1       59.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 12, 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  :   354,839:    67,311     83,494     14,550    206,630    196,863    288,491    294,907:    66,348     59,932
Old  :   354,839:    67,311     83,494     14,550    206,630    196,863    288,491    294,907:    66,348     59,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -9,072:    -3,539     20,428    -13,369     10,969    -19,087     -5,939    -12,028:    -3,133      2,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       23.5        4.1       58.2       55.5       81.3       83.1:      18.7       16.9
Old  :     100.0:      19.0       23.5        4.1       58.2       55.5       81.3       83.1:      18.7       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  :       144:        35         42         24         56         45        105         99:
Old  :       144:        35         42         24         56         45        105         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       25.3       30.2       41.3       15.9       21.3       28.3       32.3
Old  :                 17.5       25.3       30.2       41.3       15.9       21.3       28.3       32.3
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, April 5, 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  :   363,911:    70,850     63,066     27,919    195,661    215,950    294,430    306,935:    69,481     56,976
Old  :   363,911:    70,850     63,066     27,919    195,661    215,950    294,430    306,935:    69,481     56,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    11,827:    -5,243     18,771      3,177      9,952    -14,454      7,886      7,494:     3,941      4,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       17.3        7.7       53.8       59.3       80.9       84.3:      19.1       15.7
Old  :     100.0:      19.5       17.3        7.7       53.8       59.3       80.9       84.3:      19.1       15.7
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:        51         39         40         57         48        124        112:
Old  :       159:        51         39         40         57         48        124        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  :                 16.5       27.4       27.8       41.6       15.1       23.6       26.1       35.3
Old  :                 16.5       27.4       27.8       41.6       15.1       23.6       26.1       35.3
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   107,667:    38,141      8,155     13,570     47,027     80,811     98,738    102,536:     8,929      5,131
Old  :    96,810:    38,409     10,347      9,295     40,822     73,017     88,526     92,659:     8,284      4,151
Other:    10,857:     3,208      1,284        799      6,205      7,794     10,212      9,877:       645        980
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -8,664:    -8,651     -3,018        275      2,391     -3,736     -5,985     -6,479:    -2,679     -2,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        7.6       12.6       43.7       75.1       91.7       95.2:       8.3        4.8
Old  :     100.0:      39.7       10.7        9.6       42.2       75.4       91.4       95.7:       8.6        4.3
Other:     100.0:      29.5       11.8        7.4       57.2       71.8       94.1       91.0:       5.9        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:       133         34         61         90         97        249        179:
Old  :       296:       130         40         48         81         96        235        167:
Other:       116:        18         18         11         49         60         71         85:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       26.4       31.9       41.4       16.6       19.6       26.2       31.9
Old  :                 19.7       28.0       32.6       42.9       18.4       21.4       29.1       33.6
Other:                 43.3       31.1       56.8       46.7       34.4       23.2       41.6       36.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 5, 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  :   116,331:    46,792     11,173     13,295     44,636     84,547    104,723    109,015:    11,608      7,316
Old  :   106,912:    47,257     13,401      9,456     39,166     77,544     95,879    100,401:    11,033      6,511
Other:     9,419:     3,010      1,247        364      5,470      7,003      8,844      8,614:       575        805
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       481:      -199        246      1,638       -767     -1,391        672        493:      -191        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        9.6       11.4       38.4       72.7       90.0       93.7:      10.0        6.3
Old  :     100.0:      44.2       12.5        8.8       36.6       72.5       89.7       93.9:      10.3        6.1
Other:     100.0:      32.0       13.2        3.9       58.1       74.3       93.9       91.5:       6.1        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       143         49         79         90        104        280        209:
Old  :       339:       142         54         72         82        101        269        199:
Other:       113:        19         15          8         49         57         73         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       24.0       28.2       39.3       15.3       19.4       25.2       32.1
Old  :                 17.1       25.3       28.5       40.3       16.7       20.7       27.4       33.6
Other:                 43.7       29.0       59.1       47.0       35.7       26.5       44.9       40.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    17,744:     7,195      5,149      2,143      5,447      8,360     14,785     15,652:     2,959      2,092
Old  :    17,744:     7,195      5,149      2,143      5,447      8,360     14,785     15,652:     2,959      2,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        -9:     1,268       -221         28       -401        776        895        583:      -904       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       29.0       12.1       30.7       47.1       83.3       88.2:      16.7       11.8
Old  :     100.0:      40.5       29.0       12.1       30.7       47.1       83.3       88.2:      16.7       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  :        45:        15         16          4          8          6         27         23:
Old  :        45:        15         16          4          8          6         27         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  :                 53.0       66.3       67.5       77.6       47.1       56.0       58.2       65.0
Old  :                 53.0       66.3       67.5       77.6       47.1       56.0       58.2       65.0
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    17,753:     5,927      5,370      2,115      5,848      7,584     13,890     15,069:     3,863      2,684
Old  :    17,753:     5,927      5,370      2,115      5,848      7,584     13,890     15,069:     3,863      2,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -326:       720     -2,647        -15     -1,725      2,645     -1,020        -17:       694       -309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       30.2       11.9       32.9       42.7       78.2       84.9:      21.8       15.1
Old  :     100.0:      33.4       30.2       11.9       32.9       42.7       78.2       84.9:      21.8       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15         17          3          6          4         24         22:
Old  :        42:        15         17          3          6          4         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       63.4       68.1       74.6       47.3       52.9       57.7       62.2
Old  :                 53.1       63.4       68.1       74.6       47.3       52.9       57.7       62.2
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, April 12, 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  :   173,382:    29,168     30,999     17,603     96,646     99,929    143,417    148,531:    29,965     24,851
Old  :   173,382:    29,168     30,999     17,603     96,646     99,929    143,417    148,531:    29,965     24,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -11,228:   -11,304     -4,434      2,023        546     -6,365     -8,735     -8,776:    -2,493     -2,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       17.9       10.2       55.7       57.6       82.7       85.7:      17.3       14.3
Old  :     100.0:      16.8       17.9       10.2       55.7       57.6       82.7       85.7:      17.3       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        26         30         26         59         56        107         92:
Old  :       122:        26         30         26         59         56        107         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  :                 19.7       29.2       31.6       41.3       14.6       20.5       22.5       29.3
Old  :                 19.7       29.2       31.6       41.3       14.6       20.5       22.5       29.3
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, April 5, 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  :   184,610:    40,472     35,433     15,580     96,100    106,294    152,152    157,307:    32,458     27,303
Old  :   184,610:    40,472     35,433     15,580     96,100    106,294    152,152    157,307:    32,458     27,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,034:     3,739      2,578     -2,776     -2,024        135     -1,061        -63:     2,095      1,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       19.2        8.4       52.1       57.6       82.4       85.2:      17.6       14.8
Old  :     100.0:      21.9       19.2        8.4       52.1       57.6       82.4       85.2:      17.6       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        37         28         23         56         55        110         89:
Old  :       127:        37         28         23         56         55        110         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       30.1       31.8       41.4       13.7       22.7       22.6       29.7
Old  :                 19.0       30.1       31.8       41.4       13.7       22.7       22.6       29.7
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, April 12, 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  :   474,979:    45,873     51,005    157,943    208,934    238,680    412,750    447,628:    62,229     27,351
Old  :   474,979:    45,873     51,005    157,943    208,934    238,680    412,750    447,628:    62,229     27,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,117:   -12,675     -1,542      3,305     19,512        348     10,142      2,111:    -9,025       -994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       10.7       33.3       44.0       50.3       86.9       94.2:      13.1        5.8
Old  :     100.0:       9.7       10.7       33.3       44.0       50.3       86.9       94.2:      13.1        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        49         48         70         81         72        171        156:
Old  :       188:        49         48         70         81         72        171        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       23.1       29.7       37.2        7.8       10.7       11.7       16.7
Old  :                 18.7       23.1       29.7       37.2        7.8       10.7       11.7       16.7
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, April 5, 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  :   473,862:    58,548     52,547    154,638    189,422    238,332    402,608    445,517:    71,254     28,345
Old  :   473,862:    58,548     52,547    154,638    189,422    238,332    402,608    445,517:    71,254     28,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    13,651:     6,123      3,903      6,973      2,138      6,555     15,234     17,431:    -1,583     -3,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       11.1       32.6       40.0       50.3       85.0       94.0:      15.0        6.0
Old  :     100.0:      12.4       11.1       32.6       40.0       50.3       85.0       94.0:      15.0        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  :       186:        49         43         69         81         69        174        147:
Old  :       186:        49         43         69         81         69        174        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  :                 17.3       24.0       26.9       37.5        7.0       12.0       11.1       19.0
Old  :                 17.3       24.0       26.9       37.5        7.0       12.0       11.1       19.0
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, April 12, 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  :    95,736:    10,446      3,738          0     77,082     87,862     87,528     91,600:     8,208      4,136
Old  :    95,736:    10,446      3,738          0     77,082     87,862     87,528     91,600:     8,208      4,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,623:         0       -310          0      2,111      1,747      2,111      1,437:      -488        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        3.9        0.0       80.5       91.8       91.4       95.7:       8.6        4.3
Old  :     100.0:      10.9        3.9        0.0       80.5       91.8       91.4       95.7:       8.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          0         18         26         19         27:
Old  :        32:         1          1          0         18         26         19         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  :                 63.7       39.0       79.1       58.8       63.2       37.5       72.5       54.9
Old  :                 63.7       39.0       79.1       58.8       63.2       37.5       72.5       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, April 5, 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  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Old  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,831:      -988        180       -180      3,084      2,166      1,916      2,166:       -85       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        4.2
Old  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          1          0         18         25         19         26:
Old  :        31:         1          1          0         18         25         19         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
Old  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, April 12, 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  :    51,239:     2,190      4,048      4,048     42,835     34,323     49,073     42,419:     2,166      8,820
Old  :    51,239:     2,190      4,048      4,048     42,835     34,323     49,073     42,419:     2,166      8,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -2,770:     2,190     -1,292        122     -5,089     -3,289     -2,777     -4,459:         7      1,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        7.9        7.9       83.6       67.0       95.8       82.8:       4.2       17.2
Old  :     100.0:       4.3        7.9        7.9       83.6       67.0       95.8       82.8:       4.2       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          1         11         12         13         15:
Old  :        20:         2          2          1         11         12         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       52.1       83.3       72.2       45.7       49.9       67.6       62.8
Old  :                 51.6       52.1       83.3       72.2       45.7       49.9       67.6       62.8
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, April 12, 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  :    49,299:     6,539      2,374      2,902     35,208     37,126     44,649     42,402:     4,650      6,897
Old  :    49,299:     6,539      2,374      2,902     35,208     37,126     44,649     42,402:     4,650      6,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     2,198:       796      1,530       -273      1,987        273      2,510      1,530:      -312        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        4.8        5.9       71.4       75.3       90.6       86.0:       9.4       14.0
Old  :     100.0:      13.3        4.8        5.9       71.4       75.3       90.6       86.0:       9.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         18         15         21         18:
Old  :        22:         2          1          3         18         15         21         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  :                 57.7       42.5       73.7       67.1       55.1       39.6       66.8       57.5
Old  :                 57.7       42.5       73.7       67.1       55.1       39.6       66.8       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, April 5, 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  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Old  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,138:       560       -224         94     -4,948     -4,862     -4,294     -4,992:     1,156      1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
Old  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          3         17         15         20         18:
Old  :        22:         2          1          3         17         15         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  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
Old  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
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, April 12, 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  :    61,298:         0      3,096      4,761     47,271     44,264     52,032     52,121:     9,266      9,177
Old  :    61,298:         0      3,096      4,761     47,271     44,264     52,032     52,121:     9,266      9,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     1,167:         0       -431        491      1,806      1,410      2,297      1,470:    -1,130       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        7.8       77.1       72.2       84.9       85.0:      15.1       15.0
Old  :     100.0:       0.0        5.1        7.8       77.1       72.2       84.9       85.0:      15.1       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  :        25:         0          2          2         20         18         22         20:
Old  :        25:         0          2          2         20         18         22         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  :                 35.0       60.0       59.5       71.6       27.8       44.0       40.7       51.0
Old  :                 35.0       60.0       59.5       71.6       27.8       44.0       40.7       51.0
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, April 5, 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  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Old  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -6,293:      -148      1,986       -725     -7,193     -7,654     -8,066     -6,393:     1,773        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       15.8
Old  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       15.8
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  :        22:         0          2          2         18         15         20         17:
Old  :        22:         0          2          2         18         15         20         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  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
Old  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   955,703:   278,148     64,881    143,522    509,993    735,151    931,663    943,554:    24,040     12,149
Old  :   955,703:   278,148     64,881    143,522    509,993    735,151    931,663    943,554:    24,040     12,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    20,054:     5,196     -2,909      6,180      8,175     17,479     19,551     20,750:       503       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.8       15.0       53.4       76.9       97.5       98.7:       2.5        1.3
Old  :     100.0:      29.1        6.8       15.0       53.4       76.9       97.5       98.7:       2.5        1.3
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  :       114:        19          9         25         78         75        106        102:
Old  :       114:        19          9         25         78         75        106        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  :                 33.6       22.8       46.3       38.4       27.8       20.0       35.6       31.0
Old  :                 33.6       22.8       46.3       38.4       27.8       20.0       35.6       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 5, 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  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Old  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -46,292:     3,900        525    -17,466    -30,430    -25,020    -43,996    -41,961:    -2,296     -4,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
Old  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
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  :       112:        19          9         25         75         74        103        101:
Old  :       112:        19          9         25         75         74        103        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  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
Old  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
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, April 12, 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  :   140,941:    30,575     49,630     30,616     75,556     57,471    136,747    137,717:     4,194      3,224
Old  :   140,941:    30,575     49,630     30,616     75,556     57,471    136,747    137,717:     4,194      3,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -1,906:    -3,587      6,746     -2,098      4,965     -5,787       -720     -1,139:    -1,186       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.2       21.7       53.6       40.8       97.0       97.7:       3.0        2.3
Old  :     100.0:      21.7       35.2       21.7       53.6       40.8       97.0       97.7:       3.0        2.3
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  :        45:        11          8         12         24         24         42         37:
Old  :        45:        11          8         12         24         24         42         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  :                 30.8       51.8       49.5       71.9       19.5       34.9       29.3       43.1
Old  :                 30.8       51.8       49.5       71.9       19.5       34.9       29.3       43.1
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, April 5, 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  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Old  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,476:     4,707      1,065     -2,641      3,556      6,611      5,622      5,035:      -146        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Old  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11          7         12         22         22         39         35:
Old  :        42:        11          7         12         22         22         39         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  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
Old  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
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, April 12, 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  :    45,933:    10,062      2,940      9,623     25,964     33,190     45,649     45,753:       284        180
Old  :    45,933:    10,062      2,940      9,623     25,964     33,190     45,649     45,753:       284        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        68:     1,620         80       -527       -805        795        288        348:      -220       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        6.4       21.0       56.5       72.3       99.4       99.6:       0.6        0.4
Old  :     100.0:      21.9        6.4       21.0       56.5       72.3       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          5          8         31         28         39         36:
Old  :        40:         3          5          8         31         28         39         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  :                 51.0       49.1       71.2       69.4       33.8       41.1       44.5       48.5
Old  :                 51.0       49.1       71.2       69.4       33.8       41.1       44.5       48.5
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, April 5, 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  :    45,865:     8,442      2,860     10,150     26,769     32,395     45,361     45,405:       504        460
Old  :    45,865:     8,442      2,860     10,150     26,769     32,395     45,361     45,405:       504        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       282:     1,260       -480        390     -1,556         62         94        -28:       188        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        6.2       22.1       58.4       70.6       98.9       99.0:       1.1        1.0
Old  :     100.0:      18.4        6.2       22.1       58.4       70.6       98.9       99.0:       1.1        1.0
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  :        40:         3          5          7         28         27         35         35:
Old  :        40:         3          5          7         28         27         35         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       51.4       73.4       71.0       34.5       43.5       47.4       50.5
Old  :                 50.3       51.4       73.4       71.0       34.5       43.5       47.4       50.5
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,796:     2,765        369      1,517     16,276     18,672     20,558     20,558:       238        238
Old  :    20,796:     2,765        369      1,517     16,276     18,672     20,558     20,558:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :     2,801:      -858         43        388      3,271      2,370      2,801      2,801:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        1.8        7.3       78.3       89.8       98.9       98.9:       1.1        1.1
Old  :     100.0:      13.3        1.8        7.3       78.3       89.8       98.9       98.9:       1.1        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  :        25:         3          1          4         17         17         21         21:
Old  :        25:         3          1          4         17         17         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  :                 70.4       54.1       84.1       73.4       65.4       50.3       70.6       63.6
Old  :                 70.4       54.1       84.1       73.4       65.4       50.3       70.6       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, April 5, 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  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Old  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,057:       423       -184       -327     -1,153       -546     -1,057     -1,057:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.8        6.3       72.3       90.6       98.7       98.7:       1.3        1.3
Old  :     100.0:      20.1        1.8        6.3       72.3       90.6       98.7       98.7:       1.3        1.3
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  :        25:         3          1          4         16         17         20         21:
Old  :        25:         3          1          4         16         17         20         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  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
Old  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
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, April 12, 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  :   836,618:   154,538     94,888    136,873    478,355    533,292    769,766    765,053:    66,852     71,565
Old  :   836,618:   154,538     94,888    136,873    478,355    533,292    769,766    765,053:    66,852     71,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :   -23,201:   -19,055     10,007     11,561    -10,452    -33,281    -17,946    -11,713:    -5,255    -11,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.3       16.4       57.2       63.7       92.0       91.4:       8.0        8.6
Old  :     100.0:      18.5       11.3       16.4       57.2       63.7       92.0       91.4:       8.0        8.6
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  :       268:        72         86         94         88         86        222        216:
Old  :       268:        72         86         94         88         86        222        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.2       28.0       30.1       12.8       14.6       19.8       20.7
Old  :                 18.0       19.2       28.0       30.1       12.8       14.6       19.8       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, April 5, 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  :   859,819:   173,593     84,881    125,312    488,807    566,573    787,712    776,766:    72,107     83,053
Old  :   859,819:   173,593     84,881    125,312    488,807    566,573    787,712    776,766:    72,107     83,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    20,486:     9,579     -5,341      7,261     -4,491     19,678     12,349     21,598:     8,137     -1,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        9.9       14.6       56.8       65.9       91.6       90.3:       8.4        9.7
Old  :     100.0:      20.2        9.9       14.6       56.8       65.9       91.6       90.3:       8.4        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        79         76         93         76         79        212        205:
Old  :       257:        79         76         93         76         79        212        205:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.8       28.4       31.7       12.0       14.4       18.6       20.0
Old  :                 17.7       20.8       28.4       31.7       12.0       14.4       18.6       20.0
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, April 12, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,940:     8,991      1,978         79      1,073     10,436     10,143     12,493:     2,797        447
Old  :    12,940:     8,991      1,978         79      1,073     10,436     10,143     12,493:     2,797        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :        17:       167        161          4        -32         40        139        205:      -122       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.5       15.3        0.6        8.3       80.6       78.4       96.5:      21.6        3.5
Old  :     100.0:      69.5       15.3        0.6        8.3       80.6       78.4       96.5:      21.6        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        68         11          2          9         23         79         35:
Old  :       112:        68         11          2          9         23         79         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  :                 24.2       42.6       35.2       61.6       24.2       42.6       35.2       61.6
Old  :                 24.2       42.6       35.2       61.6       24.2       42.6       35.2       61.6
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Old  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       460:       348         64          0         42        353        390        417:        70         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        4.9
Old  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        66         10          2         10         22         78         33:
Old  :       109:        66         10          2         10         22         78         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  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
Old  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
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, April 12, 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  :     7,606:     4,634        700         86        926      6,097      5,646      6,883:     1,960        723
Old  :     7,606:     4,634        700         86        926      6,097      5,646      6,883:     1,960        723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :       -35:       156        150          0        -70       -135         86         15:      -121        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.9        9.2        1.1       12.2       80.2       74.2       90.5:      25.8        9.5
Old  :     100.0:      60.9        9.2        1.1       12.2       80.2       74.2       90.5:      25.8        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        23          4          2          8         15         32         20:
Old  :        46:        23          4          2          8         15         32         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  :                 33.3       53.4       46.9       72.0       33.3       53.2       46.7       71.7
Old  :                 33.3       53.4       46.9       72.0       33.3       53.2       46.7       71.7
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, April 5, 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  :     7,641:     4,478        550         86        996      6,232      5,560      6,868:     2,081        773
Old  :     7,641:     4,478        550         86        996      6,232      5,560      6,868:     2,081        773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -307:       -80         43         26       -213       -424       -267       -355:       -40         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6        7.2        1.1       13.0       81.6       72.8       89.9:      27.2       10.1
Old  :     100.0:      58.6        7.2        1.1       13.0       81.6       72.8       89.9:      27.2       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  :        45:        22          3          2          7         16         30         20:
Old  :        45:        22          3          2          7         16         30         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  :                 32.4       56.6       45.3       74.5       32.4       56.4       44.9       74.3
Old  :                 32.4       56.6       45.3       74.5       32.4       56.4       44.9       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, April 12, 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  :   171,591:    39,973      6,245     13,098     97,549    139,263    150,620    158,606:    20,971     12,985
Old  :   171,591:    39,973      6,245     13,098     97,549    139,263    150,620    158,606:    20,971     12,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 5, 2005                        :
     :    -7,220:    -9,934        281     -1,395      6,091     -4,892     -5,238     -6,006:    -1,982     -1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.6        7.6       56.8       81.2       87.8       92.4:      12.2        7.6
Old  :     100.0:      23.3        3.6        7.6       56.8       81.2       87.8       92.4:      12.2        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        56         18         34         66         80        134        121:
Old  :       164:        56         18         34         66         80        134        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  :                 23.1       21.7       34.6       34.2       21.0       15.4       30.9       23.7
Old  :                 23.1       21.7       34.6       34.2       21.0       15.4       30.9       23.7
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, April 5, 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  :   178,811:    49,907      5,964     14,493     91,458    144,155    155,858    164,612:    22,953     14,199
Old  :   178,811:    49,907      5,964     14,493     91,458    144,155    155,858    164,612:    22,953     14,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,984:     2,158     -1,280          5     -4,433        666     -2,270       -609:     4,254      2,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        3.3        8.1       51.1       80.6       87.2       92.1:      12.8        7.9
Old  :     100.0:      27.9        3.3        8.1       51.1       80.6       87.2       92.1:      12.8        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  :       177:        60         22         38         65         84        139        132:
Old  :       177:        60         22         38         65         84        139        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.7       33.5       32.0       18.9       14.2       29.7       23.8
Old  :                 21.2       19.7       33.5       32.0       18.9       14.2       29.7       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005