WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   204,698:    32,640     54,785     12,491    139,784    105,798    184,915    173,074:    19,783     31,624
Old  :   203,928:    32,628     54,594     12,483    139,260    105,621    184,371    172,698:    19,557     31,230
Other:       770:        20        199          0        524        177        544        376:       226        394
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     9,434:     1,713      6,484      3,700      3,969      2,759      9,382     12,943:        52     -3,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       26.8        6.1       68.3       51.7       90.3       84.6:       9.7       15.4
Old  :     100.0:      16.0       26.8        6.1       68.3       51.8       90.4       84.7:       9.6       15.3
Other:     100.0:       2.6       25.8        0.0       68.1       23.0       70.6       48.8:      29.4       51.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        47         86         36         40         53        115        154:
Old  :       207:        48         85         36         39         53        114        154:
Other:        23:         1          3          0          3         16          4         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  :                 40.7       33.2       57.7       40.1       40.3       32.2       57.3       38.5
Old  :                 40.8       33.3       57.9       40.2       40.5       32.5       57.5       38.9
Other:                 70.6       36.1       70.6       42.2       70.6       36.1       70.6       42.2
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :   195,264:    30,927     48,301      8,791    135,815    103,039    175,533    160,131:    19,731     35,133
Old  :   194,576:    30,998     48,218      8,696    135,356    102,905    175,050    159,819:    19,526     34,757
Other:       688:        22        176          2        459        134        483        312:       205        376
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -7,243:    -5,601        609       -548        563     -8,811     -5,586     -8,750:    -1,657      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       24.7        4.5       69.6       52.8       89.9       82.0:      10.1       18.0
Old  :     100.0:      15.9       24.8        4.5       69.6       52.9       90.0       82.1:      10.0       17.9
Other:     100.0:       3.2       25.6        0.3       66.7       19.5       70.2       45.3:      29.8       54.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        42         80         29         39         50        106        140:
Old  :       192:        43         80         29         39         50        106        140:
Other:        21:         2          2          1          2         15          4         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  :                 40.0       34.7       57.6       41.4       39.6       33.4       57.3       39.4
Old  :                 40.2       34.8       57.8       41.5       39.8       33.7       57.5       39.7
Other:                 70.2       34.9       70.2       40.4       69.9       34.9       69.9       40.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 10, 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  :   683,390:   105,734    148,997     42,022    416,550    308,284    564,306    499,303:   119,084    184,087
Old  :   478,595:    85,722    148,937     10,175    302,060    220,509    397,957    379,621:    80,638     98,974
Other:   204,795:    47,124     27,172      4,735    114,490     87,775    166,349    119,682:    38,446     85,113
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    10,086:     5,764     15,740     -2,696        662        735      3,730     13,779:     6,356     -3,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       21.8        6.1       61.0       45.1       82.6       73.1:      17.4       26.9
Old  :     100.0:      17.9       31.1        2.1       63.1       46.1       83.2       79.3:      16.8       20.7
Other:     100.0:      23.0       13.3        2.3       55.9       42.9       81.2       58.4:      18.8       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       119        114         79        159        163        322        328:
Old  :       444:       117        115         42        126        142        266        279:
Other:       310:        76         53         25        103        140        192        205:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.5       32.1       24.2       22.5       16.8       31.7       21.0
Old  :                 30.1       24.8       40.1       29.6       30.1       23.5       40.0       28.3
Other:                 28.4       12.1       36.4       18.1       23.8        7.2       30.6       12.5
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :   673,304:    99,970    133,257     44,718    415,888    307,549    560,576    485,524:   112,728    187,780
Old  :   471,233:    80,588    132,315     15,395    297,041    220,025    393,024    367,735:    78,209    103,498
Other:   202,071:    43,585     25,145      5,120    118,847     87,524    167,552    117,789:    34,519     84,282
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,515:     6,361     31,579      5,473      8,849    -20,777     20,683     16,275:   -11,168     -6,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.8        6.6       61.8       45.7       83.3       72.1:      16.7       27.9
Old  :     100.0:      17.1       28.1        3.3       63.0       46.7       83.4       78.0:      16.6       22.0
Other:     100.0:      21.6       12.4        2.5       58.8       43.3       82.9       58.3:      17.1       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       116        112         89        159        163        325        335:
Old  :       444:       111        115         51        121        147        264        292:
Other:       303:        69         55         21        103        138        185        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       18.9       32.4       23.5       22.4       15.4       31.8       19.6
Old  :                 29.6       23.5       39.8       28.2       29.6       22.1       39.8       26.7
Other:                 31.3       12.3       39.4       18.7       25.4        7.5       33.0       12.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 10, 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  :     7,910:     2,068      1,563         35      1,854      4,452      3,957      6,050:     3,953      1,860
Old  :     7,910:     2,068      1,563         35      1,854      4,452      3,957      6,050:     3,953      1,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       363:         2        398        -78        232       -463        156       -143:       207        506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       19.8        0.4       23.4       56.3       50.0       76.5:      50.0       23.5
Old  :     100.0:      26.1       19.8        0.4       23.4       56.3       50.0       76.5:      50.0       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  :        35:         8          9          3          9         15         20         24:
Old  :        35:         8          9          3          9         15         20         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  :                 24.0       35.4       36.5       53.4       23.8       34.1       35.0       52.2
Old  :                 24.0       35.4       36.5       53.4       23.8       34.1       35.0       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Old  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -642:      -741        847         -9        603     -1,679       -147       -841:      -495        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
Old  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7          9          4         10         16         21         25:
Old  :        35:         7          9          4         10         16         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Old  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   247,350:    48,840     26,813     24,705    124,304    119,365    197,849    170,883:    49,501     76,467
Old  :   171,557:    38,033     36,542      5,965     97,399     86,808    141,397    129,315:    30,160     42,242
Other:    75,793:    27,074      6,538      2,473     26,905     32,557     56,452     41,568:    19,341     34,225
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     5,396:     6,360     -3,040     -2,080     -1,691     11,399      2,589      6,279:     2,807       -883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       10.8       10.0       50.3       48.3       80.0       69.1:      20.0       30.9
Old  :     100.0:      22.2       21.3        3.5       56.8       50.6       82.4       75.4:      17.6       24.6
Other:     100.0:      35.7        8.6        3.3       35.5       43.0       74.5       54.8:      25.5       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:       103         67         64         72         87        217        186:
Old  :       279:        83         84         31         52         81        158        174:
Other:       177:        73         19         17         50         59        129         90:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       16.0       36.2       25.9       24.5       14.7       34.0       22.3
Old  :                 34.9       20.4       45.5       30.7       34.9       20.0       44.4       28.2
Other:                 23.4       14.9       33.2       23.9       21.0       14.3       29.4       21.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 3, 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  :   241,954:    42,480     29,853     26,785    125,995    107,966    195,260    164,604:    46,694     77,350
Old  :   169,661:    32,426     39,601      7,245    101,328     78,313    140,999    125,159:    28,662     44,502
Other:    72,293:    26,614      6,812      2,980     24,667     29,653     54,261     39,445:    18,032     32,848
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,454:   -10,448     -2,424      4,644     -3,975     -8,796     -9,779     -6,576:    -3,675     -6,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       12.3       11.1       52.1       44.6       80.7       68.0:      19.3       32.0
Old  :     100.0:      19.1       23.3        4.3       59.7       46.2       83.1       73.8:      16.9       26.2
Other:     100.0:      36.8        9.4        4.1       34.1       41.0       75.1       54.6:      24.9       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        89         75         74         75         91        220        201:
Old  :       281:        76         90         36         55         87        160        187:
Other:       179:        74         22         20         47         56        129         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       15.0       36.5       22.7       24.2       13.5       34.4       20.0
Old  :                 33.0       20.4       46.6       28.5       33.0       20.1       45.4       26.7
Other:                 22.1       14.9       31.9       23.7       19.7       14.5       27.9       21.7
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    13,923:    10,674      3,185        234        121        728     11,029      4,147:     2,894      9,776
Old  :     5,428:     3,415      3,009         39         36         47      3,490      3,095:     1,938      2,333
Other:     8,495:     7,370        287         84         85        681      7,539      1,052:       956      7,443
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -105:      -313        261        -30          0          6       -343        237:       238       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.7       22.9        1.7        0.9        5.2       79.2       29.8:      20.8       70.2
Old  :     100.0:      62.9       55.4        0.7        0.7        0.9       64.3       57.0:      35.7       43.0
Other:     100.0:      86.8        3.4        1.0        1.0        8.0       88.7       12.4:      11.3       87.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          7          5          1          3         14         13:
Old  :        21:        10          8          1          1          2         12         10:
Other:        13:         7          3          4          1          3          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  :                 57.5       18.9       72.6       25.9       57.1       18.5       72.3       24.7
Old  :                 39.2       43.4       59.4       56.2       39.2       43.4       59.4       55.4
Other:                 84.0       10.2       88.7       12.2       83.5        9.1       86.8       10.4
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    14,028:    10,987      2,924        264        121        722     11,372      3,910:     2,656     10,118
Old  :     5,226:     3,320      2,690         63         36         41      3,419      2,794:     1,807      2,432
Other:     8,802:     7,775        342         93         85        681      7,953      1,116:       849      7,686
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :        57:       245      1,178        -29       -304       -178        -88        971:       145       -914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       20.8        1.9        0.9        5.1       81.1       27.9:      18.9       72.1
Old  :     100.0:      63.5       51.5        1.2        0.7        0.8       65.4       53.5:      34.6       46.5
Other:     100.0:      88.3        3.9        1.1        1.0        7.7       90.4       12.7:       9.6       87.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          6          6          1          3         15         13:
Old  :        21:        11          7          3          1          2         13         11:
Other:        15:         8          4          5          1          3         10         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       19.3       73.3       25.2       56.7       18.4       72.7       23.9
Old  :                 38.3       44.0       57.5       52.8       38.3       44.0       57.5       52.0
Other:                 79.6       10.4       89.7       12.4       79.0        9.4       88.3       10.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 10, 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  :   145,340:    34,994     11,582     14,355     70,094    105,335    119,443    131,272:    25,897     14,068
Old  :   112,755:    31,963     12,640      7,305     53,834     81,204     93,102    101,149:    19,653     11,606
Other:    32,585:     6,461      2,372      3,620     16,260     24,131     26,341     30,123:     6,244      2,462
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       947:     6,757     -3,269     -3,263     -4,222      7,697       -728      1,165:     1,675       -218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        8.0        9.9       48.2       72.5       82.2       90.3:      17.8        9.7
Old  :     100.0:      28.3       11.2        6.5       47.7       72.0       82.6       89.7:      17.4       10.3
Other:     100.0:      19.8        7.3       11.1       49.9       74.1       80.8       92.4:      19.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        45         26         26         41         44        100         87:
Old  :       131:        42         28         18         37         42         89         80:
Other:        61:        15         12          8         24         22         43         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       38.0       32.2       52.3       22.5       32.7       30.7       46.6
Old  :                 24.3       40.5       34.3       54.8       23.8       37.9       33.1       50.8
Other:                 38.6       50.0       52.8       64.1       35.8       43.0       42.8       53.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 3, 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  :   144,393:    28,237     14,851     17,618     74,316     97,638    120,171    130,107:    24,222     14,286
Old  :   111,478:    25,905     15,819      9,739     57,459     73,576     93,103     99,134:    18,375     12,344
Other:    32,915:     6,420      3,120      3,791     16,857     24,062     27,068     30,973:     5,847      1,942
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,034:    -1,056      3,026        468      2,710     -3,885      2,122       -391:    -1,088      1,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       10.3       12.2       51.5       67.6       83.2       90.1:      16.8        9.9
Old  :     100.0:      23.2       14.2        8.7       51.5       66.0       83.5       88.9:      16.5       11.1
Other:     100.0:      19.5        9.5       11.5       51.2       73.1       82.2       94.1:      17.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        43         25         33         45         44        106         95:
Old  :       138:        42         30         30         42         42        101         91:
Other:        59:        11         13         10         26         22         41         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       36.0       33.9       49.2       23.5       30.4       31.7       42.1
Old  :                 24.8       38.5       35.4       50.6       23.8       34.6       33.1       45.4
Other:                 42.6       51.5       56.0       63.7       39.0       44.7       46.6       55.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 10, 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  :   704,316:    97,739    110,179     13,741    442,453    424,336    553,933    548,256:   150,383    156,060
Old  :   704,316:    97,739    110,179     13,741    442,453    424,336    553,933    548,256:   150,383    156,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :   -12,582:    -4,585       -849     -3,640     -5,306     -5,778    -13,531    -10,267:       949     -2,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.6        2.0       62.8       60.2       78.6       77.8:      21.4       22.2
Old  :     100.0:      13.9       15.6        2.0       62.8       60.2       78.6       77.8:      21.4       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        34         33         22         62         81        105        128:
Old  :       169:        34         33         22         62         81        105        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       17.6       36.6       28.9       17.0       12.4       22.8       20.2
Old  :                 28.4       17.6       36.6       28.9       17.0       12.4       22.8       20.2
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, May 3, 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  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Old  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,316:    -2,878        804      4,120     -7,738      9,622     -6,496     14,546:    15,812     -5,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       22.1
Old  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       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  :       167:        34         31         26         63         76        110        122:
Old  :       167:        34         31         26         63         76        110        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
Old  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
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, May 10, 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  :   128,883:    28,364     12,986     14,830     56,804     81,188     99,998    109,004:    28,885     19,879
Old  :    91,629:    27,482     13,642      7,693     33,186     55,049     68,361     76,384:    23,268     15,245
Other:    37,254:     4,169      2,631      3,850     23,618     26,139     31,637     32,620:     5,617      4,634
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -3,438:    -1,529        105       -411     -1,033     -2,432     -2,973     -2,738:      -465       -700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       10.1       11.5       44.1       63.0       77.6       84.6:      22.4       15.4
Old  :     100.0:      30.0       14.9        8.4       36.2       60.1       74.6       83.4:      25.4       16.6
Other:     100.0:      11.2        7.1       10.3       63.4       70.2       84.9       87.6:      15.1       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        41         27         35         49         57        121        105:
Old  :       151:        49         27         27         44         56        112         98:
Other:        77:        15         16         16         36         27         63         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       29.4       25.7       41.6       10.8       21.9       17.6       28.9
Old  :                 14.2       32.0       22.9       39.0       14.0       27.8       22.3       34.1
Other:                 31.2       46.8       46.8       64.2       28.8       45.8       43.0       56.3
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 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  :   132,321:    29,893     12,881     15,241     57,837     83,620    102,971    111,742:    29,350     20,579
Old  :    97,360:    28,549     13,563      8,844     35,860     58,651     73,253     81,058:    24,107     16,302
Other:    34,961:     3,437      1,411      4,304     21,977     24,969     29,718     30,684:     5,243      4,277
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -11,006:    -3,868     -1,178     -1,272     -3,246     -7,530     -8,386     -9,980:    -2,620     -1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        9.7       11.5       43.7       63.2       77.8       84.4:      22.2       15.6
Old  :     100.0:      29.3       13.9        9.1       36.8       60.2       75.2       83.3:      24.8       16.7
Other:     100.0:       9.8        4.0       12.3       62.9       71.4       85.0       87.8:      15.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        42         27         34         48         56        117        104:
Old  :       149:        45         29         27         43         54        109         97:
Other:        72:        17         12         12         34         26         57         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       29.3       25.6       41.0       11.6       21.8       18.5       30.2
Old  :                 14.4       29.7       23.1       37.9       14.1       27.1       22.7       33.2
Other:                 32.1       48.4       46.6       64.4       29.4       46.9       42.6       56.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 10, 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  :     6,751:     3,218        647        663        996      4,455      4,877      5,765:     1,874        986
Old  :     5,789:     3,273        646        483        510      3,812      4,266      4,941:     1,523        848
Other:       962:        41         97         84        486        643        611        824:       351        138
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       -32:        13       -648         26        215        636        254         14:      -286        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        9.6        9.8       14.8       66.0       72.2       85.4:      27.8       14.6
Old  :     100.0:      56.5       11.2        8.3        8.8       65.8       73.7       85.4:      26.3       14.6
Other:     100.0:       4.3       10.1        8.7       50.5       66.8       63.5       85.7:      36.5       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15         11          7          9         16         31         27:
Old  :        43:        17          9          5          3         15         24         25:
Other:        21:         2          6          4          7          9         12         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  :                 38.6       44.9       50.8       64.5       38.6       41.9       45.3       56.2
Old  :                 45.0       45.5       57.7       66.7       45.0       45.4       52.8       61.4
Other:                 40.7       45.0       58.0       65.9       27.8       29.4       28.6       44.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 3, 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  :     6,783:     3,205      1,295        637        781      3,819      4,623      5,751:     2,160      1,032
Old  :     5,952:     3,242      1,321        445        457      3,418      4,144      5,184:     1,808        768
Other:       831:        92        103         63        324        401        479        567:       352        264
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -299:      -228       -194        185       -400       -279       -443       -288:       144        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       19.1        9.4       11.5       56.3       68.2       84.8:      31.8       15.2
Old  :     100.0:      54.5       22.2        7.5        7.7       57.4       69.6       87.1:      30.4       12.9
Other:     100.0:      11.1       12.4        7.6       39.0       48.3       57.6       68.2:      42.4       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         11          8          7         14         28         28:
Old  :        41:        17         10          4          2         13         22         24:
Other:        21:         4          5          4          6          9         12         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  :                 37.7       40.4       49.3       63.9       37.7       38.8       44.4       57.9
Old  :                 42.9       42.2       55.4       68.6       42.9       42.1       50.9       63.5
Other:                 33.9       30.3       50.5       51.9       26.8       27.3       33.0       39.4
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 10, 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  :   330,437:   115,134     78,863      1,718    152,029    143,604    268,881    224,185:    61,556    106,252
Old  :   330,437:   115,134     78,863      1,718    152,029    143,604    268,881    224,185:    61,556    106,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -4,830:     1,642     -4,828        -72     -6,783     -4,020     -5,213     -8,920:       383      4,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       23.9        0.5       46.0       43.5       81.4       67.8:      18.6       32.2
Old  :     100.0:      34.8       23.9        0.5       46.0       43.5       81.4       67.8:      18.6       32.2
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:        18         28          3         38         40         58         69:
Old  :       103:        18         28          3         38         40         58         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  :                 33.6       17.7       49.8       26.5       33.3       16.7       49.0       25.4
Old  :                 33.6       17.7       49.8       26.5       33.3       16.7       49.0       25.4
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, May 3, 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  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Old  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    19,925:     8,069     10,180      1,567     13,201      5,480     22,837     17,227:    -2,912      2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
Old  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
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  :       106:        18         28          4         39         43         61         72:
Old  :       106:        18         28          4         39         43         61         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  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
Old  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
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, May 10, 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  : 2,102,089:   371,107    498,305    162,696  1,327,889  1,037,613  1,861,692  1,698,614:   240,397    403,475
Old  : 2,102,089:   371,107    498,305    162,696  1,327,889  1,037,613  1,861,692  1,698,614:   240,397    403,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :   -17,799:     6,451     32,551    -16,165     -5,246    -33,358    -14,960    -16,972:    -2,839       -827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       23.7        7.7       63.2       49.4       88.6       80.8:      11.4       19.2
Old  :     100.0:      17.7       23.7        7.7       63.2       49.4       88.6       80.8:      11.4       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        40         93         48         82        134        155        242:
Old  :       289:        40         93         48         82        134        155        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       15.0       52.2       23.4       35.5       11.9       44.5       16.9
Old  :                 40.0       15.0       52.2       23.4       35.5       11.9       44.5       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 3, 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  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Old  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    76,655:    22,323     -5,845     76,505    -18,429     38,907     80,399    109,567:    -3,744    -32,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
Old  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        42         87         44         81        132        153        233:
Old  :       284:        42         87         44         81        132        153        233:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
Old  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
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, May 10, 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  : 1,368,539:   149,805    299,903     66,395    999,397    723,692  1,215,597  1,089,990:   152,942    278,549
Old  : 1,368,539:   149,805    299,903     66,395    999,397    723,692  1,215,597  1,089,990:   152,942    278,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -8,873:    -2,056     13,160     18,731    -21,323    -35,873     -4,648     -3,982:    -4,225     -4,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       21.9        4.9       73.0       52.9       88.8       79.6:      11.2       20.4
Old  :     100.0:      10.9       21.9        4.9       73.0       52.9       88.8       79.6:      11.2       20.4
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  :       194:        33         53         28         69         87        118        152:
Old  :       194:        33         53         28         69         87        118        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       21.2       51.2       30.0       28.5       14.8       40.2       21.9
Old  :                 37.8       21.2       51.2       30.0       28.5       14.8       40.2       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 3, 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  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Old  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     6,680:    12,954      1,878      6,137    -14,788      4,334      4,303     12,349:     2,377     -5,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
Old  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
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  :       195:        33         50         22         66         92        110        153:
Old  :       195:        33         50         22         66         92        110        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
Old  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
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, May 10, 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  :   424,186:   108,121     28,046     88,587    189,661    274,529    386,369    391,162:    37,817     33,024
Old  :   424,186:   108,121     28,046     88,587    189,661    274,529    386,369    391,162:    37,817     33,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    14,056:   -37,809      7,874     30,632     15,276    -30,629      8,099      7,877:     5,957      6,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        6.6       20.9       44.7       64.7       91.1       92.2:       8.9        7.8
Old  :     100.0:      25.5        6.6       20.9       44.7       64.7       91.1       92.2:       8.9        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        34         15         32         40         49         85         87:
Old  :       105:        34         15         32         40         49         85         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       42.9       51.9       54.5       16.2       24.7       23.6       32.0
Old  :                 38.9       42.9       51.9       54.5       16.2       24.7       23.6       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, May 3, 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  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Old  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -91,932:   -55,695     -3,964    -18,930    -11,903    -64,798    -86,528    -87,692:    -5,404     -4,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Old  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        35         11         28         42         47         86         79:
Old  :       102:        35         11         28         42         47         86         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       39.9       50.1       53.4       23.5       31.9       30.7       40.9
Old  :                 36.3       39.9       50.1       53.4       23.5       31.9       30.7       40.9
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, May 10, 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  :    41,556:    10,577      5,105        397     20,567     28,390     31,541     33,892:    10,015      7,664
Old  :    41,556:    10,577      5,105        397     20,567     28,390     31,541     33,892:    10,015      7,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       -60:      -262         -6         -6        -86         75       -354         63:       294       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       12.3        1.0       49.5       68.3       75.9       81.6:      24.1       18.4
Old  :     100.0:      25.5       12.3        1.0       49.5       68.3       75.9       81.6:      24.1       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  :        64:        22         13          3         19         11         42         26:
Old  :        64:        22         13          3         19         11         42         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  :                 32.9       60.8       47.6       69.0       32.9       60.8       47.5       68.0
Old  :                 32.9       60.8       47.6       69.0       32.9       60.8       47.5       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, May 3, 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  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Old  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       343:       689     -6,604         10       -276      6,466        423       -128:       -80        471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       18.7
Old  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        24         12          3         20         11         46         24:
Old  :        67:        24         12          3         20         11         46         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
Old  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
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, May 10, 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  :    67,118:    12,330     28,657        499     38,918     17,690     51,747     46,846:    15,371     20,272
Old  :    67,118:    12,330     28,657        499     38,918     17,690     51,747     46,846:    15,371     20,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     4,060:     3,105      4,015         72      1,287       -688      4,464      3,399:      -404        661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       42.7        0.7       58.0       26.4       77.1       69.8:      22.9       30.2
Old  :     100.0:      18.4       42.7        0.7       58.0       26.4       77.1       69.8:      22.9       30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        20         25          5         15         12         38         39:
Old  :        68:        20         25          5         15         12         38         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       33.4       60.3       44.0       49.8       33.4       58.9       44.0
Old  :                 51.3       33.4       60.3       44.0       49.8       33.4       58.9       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 3, 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  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Old  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,013:      -346        652         -6      2,209     -1,482      1,857       -836:     1,156      3,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
Old  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        20         26          3         12         13         34         40:
Old  :        67:        20         26          3         12         13         34         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
Old  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    37,756:     6,047      6,038      1,046     29,676     29,327     36,769     36,411:       987      1,345
Old  :    37,756:     6,047      6,038      1,046     29,676     29,327     36,769     36,411:       987      1,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,333:     1,675         80          0       -215      1,444      1,460      1,524:      -127       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       16.0        2.8       78.6       77.7       97.4       96.4:       2.6        3.6
Old  :     100.0:      16.0       16.0        2.8       78.6       77.7       97.4       96.4:       2.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         7         21          4         17         18         27         40:
Old  :        58:         7         21          4         17         18         27         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       46.3       71.7       70.7       53.8       41.1       71.6       65.4
Old  :                 53.8       46.3       71.7       70.7       53.8       41.1       71.6       65.4
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, May 3, 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  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Old  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       896:       410        137          0        207        636        617        773:       279        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        4.2
Old  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        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  :        59:         8         20          4         17         19         28         40:
Old  :        59:         8         20          4         17         19         28         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
Old  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,251:         0      1,045          0     14,188     13,126     14,188     14,171:        63         80
Old  :    14,251:         0      1,045          0     14,188     13,126     14,188     14,171:        63         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       -72:         0          6          0        163        180        163        186:      -235       -258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       99.6       92.1       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        7.3        0.0       99.6       92.1       99.6       99.4:       0.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          7          0          4         11          4         18:
Old  :        22:         0          7          0          4         11          4         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  :                 99.6       79.3       99.6       89.9       99.6       79.3       99.6       89.9
Old  :                 99.6       79.3       99.6       89.9       99.6       79.3       99.6       89.9
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, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Old  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,634:         0          1          0      1,642      1,695      1,642      1,696:        -8        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
Old  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          7          0          5         12          5         19:
Old  :        24:         0          7          0          5         12          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  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
Old  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
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, May 10, 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  :    22,045:     2,566      1,855      1,329     13,568     12,536     17,463     15,720:     4,582      6,325
Old  :    22,045:     2,566      1,855      1,329     13,568     12,536     17,463     15,720:     4,582      6,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       638:       451         24        202        575         68      1,228        294:      -590        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        8.4        6.0       61.5       56.9       79.2       71.3:      20.8       28.7
Old  :     100.0:      11.6        8.4        6.0       61.5       56.9       79.2       71.3:      20.8       28.7
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  :        42:        12          5         11         20         17         34         31:
Old  :        42:        12          5         11         20         17         34         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  :                 48.2       31.7       62.8       51.5       47.5       29.4       59.9       47.4
Old  :                 48.2       31.7       62.8       51.5       47.5       29.4       59.9       47.4
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, May 3, 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  :    21,407:     2,115      1,831      1,127     12,993     12,468     16,235     15,426:     5,172      5,981
Old  :    21,407:     2,115      1,831      1,127     12,993     12,468     16,235     15,426:     5,172      5,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,885:      -905       -375       -107     -1,287     -1,727     -2,299     -2,209:      -586       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.6        5.3       60.7       58.2       75.8       72.1:      24.2       27.9
Old  :     100.0:       9.9        8.6        5.3       60.7       58.2       75.8       72.1:      24.2       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11          4         11         19         16         31         30:
Old  :        39:        11          4         11         19         16         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       32.9       61.7       52.6       46.9       30.6       58.4       48.2
Old  :                 47.6       32.9       61.7       52.6       46.9       30.6       58.4       48.2
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, May 10, 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  :    96,177:    14,529     11,868     18,661     44,323     35,402     77,513     65,931:    18,664     30,246
Old  :    88,102:    14,334     11,921     16,379     40,477     32,705     71,190     61,005:    16,912     27,097
Other:     8,075:     2,107      1,859        370      3,846      2,697      6,323      4,926:     1,752      3,149
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -2,334:    -2,286      1,657     -2,105        440     -3,207     -3,951     -3,655:     1,617      1,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.3       19.4       46.1       36.8       80.6       68.6:      19.4       31.4
Old  :     100.0:      16.3       13.5       18.6       45.9       37.1       80.8       69.2:      19.2       30.8
Other:     100.0:      26.1       23.0        4.6       47.6       33.4       78.3       61.0:      21.7       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        36         45         43         21         30         85         99:
Old  :       132:        35         44         42         21         30         82         99:
Other:        34:        10          6          2          6         15         18         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       18.6       42.6       29.9       28.5       17.2       39.1       23.6
Old  :                 31.2       18.8       45.4       30.9       31.2       17.8       42.6       27.3
Other:                 60.6       35.4       71.7       47.4       59.3       31.0       69.1       42.9
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 3, 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  :    98,511:    16,815     10,211     20,766     43,883     38,609     81,464     69,586:    17,047     28,925
Old  :    91,438:    16,696     10,540     18,674     40,708     36,074     76,078     65,288:    15,360     26,150
Other:     7,073:     1,862      1,414        349      3,175      2,535      5,386      4,298:     1,687      2,775
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,219:        14       -692       -297      1,853      2,403      1,570      1,414:     1,649      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.4       21.1       44.5       39.2       82.7       70.6:      17.3       29.4
Old  :     100.0:      18.3       11.5       20.4       44.5       39.5       83.2       71.4:      16.8       28.6
Other:     100.0:      26.3       20.0        4.9       44.9       35.8       76.1       60.8:      23.9       39.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        47         35         53         22         33        100        107:
Old  :       144:        46         36         51         21         33         96        106:
Other:        34:        11          6          3          6         14         19         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       18.7       39.9       28.8       27.7       17.6       37.7       25.7
Old  :                 29.8       18.8       42.5       29.6       29.8       18.4       40.5       28.9
Other:                 57.0       39.2       69.3       49.4       55.5       34.4       66.2       44.6
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     3,731:       397      1,484        376      1,537        806      2,310      2,666:     1,421      1,065
Old  :     3,709:       397      1,489        370      1,521        801      2,288      2,660:     1,421      1,049
Other:        22:         5          0          1         16          5         22          6:         0         16
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       130:      -213         13        123         76         12        -14        148:       144        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       39.8       10.1       41.2       21.6       61.9       71.5:      38.1       28.5
Old  :     100.0:      10.7       40.1       10.0       41.0       21.6       61.7       71.7:      38.3       28.3
Other:     100.0:      22.7        0.0        4.5       72.7       22.7      100.0       27.3:       0.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8         12          6          7          4         19         18:
Old  :        29:         8         12          6          7          4         19         18:
Other:         3:         1          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       46.9       49.1       60.1       33.4       43.5       41.4       50.9
Old  :                 35.2       47.2       48.8       60.5       33.2       43.8       41.2       51.2
Other:                100.0       27.3      100.0       27.3       90.9       18.2       90.9       18.2
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     3,601:       610      1,471        253      1,461        794      2,324      2,518:     1,277      1,083
Old  :     3,581:       607      1,471        252      1,446        794      2,305      2,517:     1,276      1,064
Other:        20:         3          0          1         15          0         19          1:         1         19
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -104:       184        -33        -59       -178         29        -53        -63:       -51        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       40.8        7.0       40.6       22.0       64.5       69.9:      35.5       30.1
Old  :     100.0:      17.0       41.1        7.0       40.4       22.2       64.4       70.3:      35.6       29.7
Other:     100.0:      15.0        0.0        5.0       75.0        0.0       95.0        5.0:       5.0       95.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        13         11          5          6          3         19         19:
Old  :        32:        13         11          5          6          3         19         19:
Other:         2:         1          0          1          1          0          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       47.8       47.8       59.6       32.6       44.6       43.0       53.2
Old  :                 34.8       48.0       47.7       59.9       32.3       44.9       42.8       53.5
Other:                 95.0        5.0       95.0        5.0       90.0        0.0       90.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   141,299:    45,449     17,812     13,979     63,342     72,065    122,770    103,856:    18,529     37,443
Old  :   141,299:    45,449     17,812     13,979     63,342     72,065    122,770    103,856:    18,529     37,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,935:     1,532       -472      1,858     -2,735        -27        655      1,359:     1,280        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       12.6        9.9       44.8       51.0       86.9       73.5:      13.1       26.5
Old  :     100.0:      32.2       12.6        9.9       44.8       51.0       86.9       73.5:      13.1       26.5
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  :       209:        57         37         40         51         94        135        152:
Old  :       209:        57         37         40         51         94        135        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.3       37.1       25.3       23.4       15.2       35.6       24.5
Old  :                 23.4       15.3       37.1       25.3       23.4       15.2       35.6       24.5
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, May 3, 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  :   139,364:    43,917     18,284     12,121     66,077     72,092    122,115    102,497:    17,249     36,867
Old  :   139,364:    43,917     18,284     12,121     66,077     72,092    122,115    102,497:    17,249     36,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,269:    -1,511        125       -246     -1,607       -821     -3,364       -942:        95     -2,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       13.1        8.7       47.4       51.7       87.6       73.5:      12.4       26.5
Old  :     100.0:      31.5       13.1        8.7       47.4       51.7       87.6       73.5:      12.4       26.5
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  :       211:        55         35         33         49         99        127        152:
Old  :       211:        55         35         33         49         99        127        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       15.0       38.6       25.1       23.7       15.0       36.4       24.3
Old  :                 23.7       15.0       38.6       25.1       23.7       15.0       36.4       24.3
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,399:     1,075        322         56        876      1,966      2,007      2,344:     1,392      1,055
Old  :     3,399:     1,075        322         56        876      1,966      2,007      2,344:     1,392      1,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -533:      -163        -49          1        -56       -407       -218       -455:      -315        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.5        1.6       25.8       57.8       59.0       69.0:      41.0       31.0
Old  :     100.0:      31.6        9.5        1.6       25.8       57.8       59.0       69.0:      41.0       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        12          6          3         13         16         26         24:
Old  :        40:        12          6          3         13         16         26         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  :                 25.5       42.3       37.1       52.8       22.9       41.8       33.3       51.0
Old  :                 25.5       42.3       37.1       52.8       22.9       41.8       33.3       51.0
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, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,932:     1,238        371         55        932      2,373      2,225      2,799:     1,707      1,133
Old  :     3,932:     1,238        371         55        932      2,373      2,225      2,799:     1,707      1,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -512:         2       -160        -58       -274       -178       -330       -396:      -182       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        9.4        1.4       23.7       60.4       56.6       71.2:      43.4       28.8
Old  :     100.0:      31.5        9.4        1.4       23.7       60.4       56.6       71.2:      43.4       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        15          6          4         11         14         27         24:
Old  :        42:        15          6          4         11         14         27         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  :                 23.4       45.5       34.6       57.2       22.0       45.4       31.6       55.0
Old  :                 23.4       45.5       34.6       57.2       22.0       45.4       31.6       55.0
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,847:    10,012      3,461      2,265      7,733      5,119     20,010     10,845:     4,837     14,002
Old  :    24,847:    10,012      3,461      2,265      7,733      5,119     20,010     10,845:     4,837     14,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       245:       136       -274        199       -145       -516        190       -591:        55        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       13.9        9.1       31.1       20.6       80.5       43.6:      19.5       56.4
Old  :     100.0:      40.3       13.9        9.1       31.1       20.6       80.5       43.6:      19.5       56.4
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  :       137:        41         27         23         33         45         92         80:
Old  :       137:        41         27         23         33         45         92         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       11.5       30.8       17.8       18.8        9.9       29.7       14.3
Old  :                 18.8       11.5       30.8       17.8       18.8        9.9       29.7       14.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    24,602:     9,876      3,735      2,066      7,878      5,635     19,820     11,436:     4,782     13,166
Old  :    24,602:     9,876      3,735      2,066      7,878      5,635     19,820     11,436:     4,782     13,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,803:      -492        -70     -1,313       -882       -846     -2,687     -2,229:      -116       -574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       15.2        8.4       32.0       22.9       80.6       46.5:      19.4       53.5
Old  :     100.0:      40.1       15.2        8.4       32.0       22.9       80.6       46.5:      19.4       53.5
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  :       135:        43         26         23         29         46         88         82:
Old  :       135:        43         26         23         29         46         88         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  :                 18.5       11.7       30.1       17.9       18.5        9.5       29.5       15.5
Old  :                 18.5       11.7       30.1       17.9       18.5        9.5       29.5       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, May 10, 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  :    86,866:    11,651     39,446        617     50,106     24,688     62,374     64,751:    24,492     22,115
Old  :    86,866:    11,651     39,446        617     50,106     24,688     62,374     64,751:    24,492     22,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -6,412:      -783     -6,309         29     -6,403        970     -7,157     -5,310:       745     -1,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       45.4        0.7       57.7       28.4       71.8       74.5:      28.2       25.5
Old  :     100.0:      13.4       45.4        0.7       57.7       28.4       71.8       74.5:      28.2       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  :        70:        13         20          4         28         18         44         39:
Old  :        70:        13         20          4         28         18         44         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       32.6       46.5       49.1       32.7       32.6       45.4       48.9
Old  :                 33.7       32.6       46.5       49.1       32.7       32.6       45.4       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, May 3, 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  :    93,278:    12,434     45,755        588     56,509     23,718     69,531     70,061:    23,747     23,217
Old  :    93,278:    12,434     45,755        588     56,509     23,718     69,531     70,061:    23,747     23,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     7,441:    -1,342      7,260          2     10,252     -4,791      8,912      2,471:    -1,471      4,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       49.1        0.6       60.6       25.4       74.5       75.1:      25.5       24.9
Old  :     100.0:      13.3       49.1        0.6       60.6       25.4       74.5       75.1:      25.5       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        16         19          3         31         18         49         38:
Old  :        74:        16         19          3         31         18         49         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  :                 36.5       30.0       48.3       45.5       35.4       30.0       47.2       45.5
Old  :                 36.5       30.0       48.3       45.5       35.4       30.0       47.2       45.5
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, May 10, 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  :    43,977:     2,214     19,638         29     32,738      7,641     34,981     27,308:     8,996     16,669
Old  :    43,977:     2,214     19,638         29     32,738      7,641     34,981     27,308:     8,996     16,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     5,393:    -2,675      3,419         28      7,986       -643      5,339      2,804:        54      2,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       44.7        0.1       74.4       17.4       79.5       62.1:      20.5       37.9
Old  :     100.0:       5.0       44.7        0.1       74.4       17.4       79.5       62.1:      20.5       37.9
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  :        36:         4         14          2         13          8         19         22:
Old  :        36:         4         14          2         13          8         19         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  :                 51.7       29.6       67.8       42.4       46.0       27.5       62.0       39.1
Old  :                 51.7       29.6       67.8       42.4       46.0       27.5       62.0       39.1
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, May 3, 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  :    38,584:     4,889     16,219          1     24,752      8,284     29,642     24,504:     8,942     14,080
Old  :    38,584:     4,889     16,219          1     24,752      8,284     29,642     24,504:     8,942     14,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     4,188:     1,385      4,090          0      3,631        565      5,016      4,655:      -828       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       42.0        0.0       64.2       21.5       76.8       63.5:      23.2       36.5
Old  :     100.0:      12.7       42.0        0.0       64.2       21.5       76.8       63.5:      23.2       36.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6         11          1         13          9         20         20:
Old  :        36:         6         11          1         13          9         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       26.5       61.7       41.6       42.0       25.8       56.5       39.2
Old  :                 44.1       26.5       61.7       41.6       42.0       25.8       56.5       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 10, 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  :   107,076:    79,579      4,143        231     19,122     98,376     98,932    102,750:     8,144      4,326
Old  :   107,076:    79,579      4,143        231     19,122     98,376     98,932    102,750:     8,144      4,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -2,023:    -1,175       -289        231       -363     -3,846     -1,307     -3,904:      -716      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3        3.9        0.2       17.9       91.9       92.4       96.0:       7.6        4.0
Old  :     100.0:      74.3        3.9        0.2       17.9       91.9       92.4       96.0:       7.6        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        58         15          2         17         19         76         35:
Old  :       104:        58         15          2         17         19         76         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  :                 34.2       55.4       49.5       79.4       34.2       55.1       49.5       79.2
Old  :                 34.2       55.4       49.5       79.4       34.2       55.1       49.5       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 3, 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  :   109,099:    80,754      4,432          0     19,485    102,222    100,239    106,654:     8,860      2,445
Old  :   109,099:    80,754      4,432          0     19,485    102,222    100,239    106,654:     8,860      2,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    10,370:     9,495       -485          0        316     11,075      9,811     10,590:       559       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0        4.1        0.0       17.9       93.7       91.9       97.8:       8.1        2.2
Old  :     100.0:      74.0        4.1        0.0       17.9       93.7       91.9       97.8:       8.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        60         12          0         17         18         77         30:
Old  :       104:        60         12          0         17         18         77         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       58.6       48.3       80.6       34.3       58.5       48.3       80.5
Old  :                 34.3       58.6       48.3       80.6       34.3       58.5       48.3       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, May 10, 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  :    89,238:    25,907      5,809         15     40,597     70,896     66,519     76,720:    22,719     12,518
Old  :    89,238:    25,907      5,809         15     40,597     70,896     66,519     76,720:    22,719     12,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       297:        62       -158         14      1,780     -2,565      1,856     -2,709:    -1,559      3,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        6.5        0.0       45.5       79.4       74.5       86.0:      25.5       14.0
Old  :     100.0:      29.0        6.5        0.0       45.5       79.4       74.5       86.0:      25.5       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  :        62:        22         11          1         17         17         39         29:
Old  :        62:        22         11          1         17         17         39         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       56.8       44.4       71.4       30.1       54.4       43.5       69.0
Old  :                 31.0       56.8       44.4       71.4       30.1       54.4       43.5       69.0
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, May 3, 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  :    88,941:    25,845      5,967          1     38,817     73,461     64,663     79,429:    24,278      9,512
Old  :    88,941:    25,845      5,967          1     38,817     73,461     64,663     79,429:    24,278      9,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,476:    -3,437        396          0      5,425      3,126      1,988      3,522:     1,488        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.7        0.0       43.6       82.6       72.7       89.3:      27.3       10.7
Old  :     100.0:      29.1        6.7        0.0       43.6       82.6       72.7       89.3:      27.3       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  :        59:        19         11          1         18         16         38         27:
Old  :        59:        19         11          1         18         16         38         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  :                 30.2       59.9       44.0       76.1       29.3       56.9       42.6       73.1
Old  :                 30.2       59.9       44.0       76.1       29.3       56.9       42.6       73.1
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, May 10, 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  :   160,836:    20,771     30,334        677    109,373    110,558    130,821    141,569:    30,015     19,267
Old  :   160,836:    20,771     30,334        677    109,373    110,558    130,821    141,569:    30,015     19,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       651:    -1,061     -5,629        -37       -659      7,262     -1,757      1,596:     2,408       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.9        0.4       68.0       68.7       81.3       88.0:      18.7       12.0
Old  :     100.0:      12.9       18.9        0.4       68.0       68.7       81.3       88.0:      18.7       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        21         15          4         27         27         49         45:
Old  :        78:        21         15          4         27         27         49         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       44.0       63.4       59.0       54.7       42.0       63.2       57.1
Old  :                 54.7       44.0       63.4       59.0       54.7       42.0       63.2       57.1
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, May 3, 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  :   160,185:    21,832     35,963        714    110,032    103,296    132,578    139,973:    27,607     20,212
Old  :   160,185:    21,832     35,963        714    110,032    103,296    132,578    139,973:    27,607     20,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    21,397:    10,617     -7,754        -39      7,609     31,940     18,187     24,147:     3,210     -2,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.5        0.4       68.7       64.5       82.8       87.4:      17.2       12.6
Old  :     100.0:      13.6       22.5        0.4       68.7       64.5       82.8       87.4:      17.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        20         18          6         27         27         50         48:
Old  :        80:        20         18          6         27         27         50         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       44.3       63.7       58.9       53.3       43.0       62.3       55.9
Old  :                 53.3       44.3       63.7       58.9       53.3       43.0       62.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   148,731:    27,335     28,879        750     73,185     70,847    101,270    100,476:    47,461     48,255
Old  :   148,731:    27,335     28,879        750     73,185     70,847    101,270    100,476:    47,461     48,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    10,713:     1,265      7,684        187      7,216     -2,174      8,668      5,697:     2,045      5,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       19.4        0.5       49.2       47.6       68.1       67.6:      31.9       32.4
Old  :     100.0:      18.4       19.4        0.5       49.2       47.6       68.1       67.6:      31.9       32.4
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  :        94:        25         28          7         25         28         54         59:
Old  :        94:        25         28          7         25         28         54         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       30.1       43.5       40.8       28.5       29.0       41.7       38.8
Old  :                 28.8       30.1       43.5       40.8       28.5       29.0       41.7       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, May 3, 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  :   138,018:    26,070     21,195        563     65,969     73,021     92,602     94,779:    45,416     43,239
Old  :   138,018:    26,070     21,195        563     65,969     73,021     92,602     94,779:    45,416     43,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     4,988:     2,546      1,890       -631      2,395      3,270      4,310      4,529:       678        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       15.4        0.4       47.8       52.9       67.1       68.7:      32.9       31.3
Old  :     100.0:      18.9       15.4        0.4       47.8       52.9       67.1       68.7:      32.9       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        32         25          6         25         27         60         55:
Old  :        96:        32         25          6         25         27         60         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       34.0       39.1       44.3       26.3       32.9       37.8       41.8
Old  :                 27.1       34.0       39.1       44.3       26.3       32.9       37.8       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 10, 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  :    92,531:    29,644      6,000        758     58,431     79,012     88,833     85,770:     3,698      6,761
Old  :    92,531:    29,644      6,000        758     58,431     79,012     88,833     85,770:     3,698      6,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    17,511:      -740          0        140     17,900     17,638     17,300     17,778:       211       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        6.5        0.8       63.1       85.4       96.0       92.7:       4.0        7.3
Old  :     100.0:      32.0        6.5        0.8       63.1       85.4       96.0       92.7:       4.0        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  :        31:         4          2          3         16         21         20         26:
Old  :        31:         4          2          3         16         21         20         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  :                 61.7       51.3       81.4       73.1       54.8       48.1       68.2       64.7
Old  :                 61.7       51.3       81.4       73.1       54.8       48.1       68.2       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 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  :    75,020:    30,384      6,000        618     40,531     61,374     71,533     67,992:     3,487      7,028
Old  :    75,020:    30,384      6,000        618     40,531     61,374     71,533     67,992:     3,487      7,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -416:    -1,000          0        450       -723       -726     -1,273       -276:       857       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        8.0        0.8       54.0       81.8       95.4       90.6:       4.6        9.4
Old  :     100.0:      40.5        8.0        0.8       54.0       81.8       95.4       90.6:       4.6        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          2          3         14         19         18         24:
Old  :        30:         4          2          3         14         19         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       55.3       83.6       73.1       62.0       54.6       79.5       70.2
Old  :                 65.3       55.3       83.6       73.1       62.0       54.6       79.5       70.2
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, May 10, 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  : 8,482,994:   722,596    935,050  1,030,145  5,793,355  5,000,466  7,546,096  6,965,661:   936,898  1,517,333
Old  : 8,482,994:   722,596    935,050  1,030,145  5,793,355  5,000,466  7,546,096  6,965,661:   936,898  1,517,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :   -67,040:   -24,357     39,197     82,345     33,973     -1,034     91,961    120,508:  -159,001   -187,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       11.0       12.1       68.3       58.9       89.0       82.1:      11.0       17.9
Old  :     100.0:       8.5       11.0       12.1       68.3       58.9       89.0       82.1:      11.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        50         66         90        132        141        236        253:
Old  :       273:        50         66         90        132        141        236        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       15.4       42.4       24.5       27.4       13.1       36.6       19.7
Old  :                 28.7       15.4       42.4       24.5       27.4       13.1       36.6       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  : 8,550,034:   746,953    895,853    947,800  5,759,382  5,001,500  7,454,135  6,845,153: 1,095,899  1,704,881
Old  : 8,550,034:   746,953    895,853    947,800  5,759,382  5,001,500  7,454,135  6,845,153: 1,095,899  1,704,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   248,021:    59,399    -24,431     85,740     70,216    125,958    215,355    187,267:    32,666     60,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.5       11.1       67.4       58.5       87.2       80.1:      12.8       19.9
Old  :     100.0:       8.7       10.5       11.1       67.4       58.5       87.2       80.1:      12.8       19.9
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  :       261:        50         61         88        129        133        231        239:
Old  :       261:        50         61         88        129        133        231        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       15.9       43.2       25.2       26.8       13.1       36.4       19.8
Old  :                 28.2       15.9       43.2       25.2       26.8       13.1       36.4       19.8
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   696,468:    60,027     72,761     14,536    484,779    494,782    559,342    582,079:   137,126    114,389
Old  :   696,468:    60,027     72,761     14,536    484,779    494,782    559,342    582,079:   137,126    114,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     6,497:       631        160      2,662       -148     -2,084      3,145        738:     3,352      5,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.4        2.1       69.6       71.0       80.3       83.6:      19.7       16.4
Old  :     100.0:       8.6       10.4        2.1       69.6       71.0       80.3       83.6:      19.7       16.4
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  :       196:        35         39         17         96         62        144        105:
Old  :       196:        35         39         17         96         62        144        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       33.4       28.4       46.4       19.2       33.0       27.3       45.9
Old  :                 20.0       33.4       28.4       46.4       19.2       33.0       27.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :   689,971:    59,396     72,601     11,874    484,927    496,866    556,197    581,341:   133,774    108,630
Old  :   689,971:    59,396     72,601     11,874    484,927    496,866    556,197    581,341:   133,774    108,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -366:    -1,688        203      2,309      1,236     -3,053      1,857       -541:    -2,223        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.5        1.7       70.3       72.0       80.6       84.3:      19.4       15.7
Old  :     100.0:       8.6       10.5        1.7       70.3       72.0       80.6       84.3:      19.4       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  :       194:        34         39         17         95         61        143        103:
Old  :       194:        34         39         17         95         61        143        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  :                 20.0       34.1       28.4       47.4       19.4       33.7       27.4       46.9
Old  :                 20.0       34.1       28.4       47.4       19.4       33.7       27.4       46.9
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,019,983:   196,557    251,601     16,911    483,360    635,018    696,828    903,530:   323,155    116,453
Old  : 1,019,983:   196,557    251,601     16,911    483,360    635,018    696,828    903,530:   323,155    116,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    47,432:    13,504     45,282        743     19,415     -1,644     33,662     44,381:    13,770      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       24.7        1.7       47.4       62.3       68.3       88.6:      31.7       11.4
Old  :     100.0:      19.3       24.7        1.7       47.4       62.3       68.3       88.6:      31.7       11.4
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  :       194:        37         67         20         58         58        109        131:
Old  :       194:        37         67         20         58         58        109        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       25.4       31.4       38.3       15.6       21.9       24.2       32.3
Old  :                 20.5       25.4       31.4       38.3       15.6       21.9       24.2       32.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 3, 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  :   972,551:   183,053    206,319     16,168    463,945    636,662    663,166    859,149:   309,385    113,402
Old  :   972,551:   183,053    206,319     16,168    463,945    636,662    663,166    859,149:   309,385    113,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    12,472:   -26,265     -4,690      2,343     22,198      5,095     -1,724      2,748:    14,196      9,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       21.2        1.7       47.7       65.5       68.2       88.3:      31.8       11.7
Old  :     100.0:      18.8       21.2        1.7       47.7       65.5       68.2       88.3:      31.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        38         52         17         54         61        103        119:
Old  :       181:        38         52         17         54         61        103        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.0       30.4       39.4       16.2       22.6       24.7       33.2
Old  :                 21.2       26.0       30.4       39.4       16.2       22.6       24.7       33.2
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, May 10, 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  :    11,837:       725      1,429          0      5,388      9,263      6,113     10,692:     5,724      1,145
Old  :    11,837:       725      1,429          0      5,388      9,263      6,113     10,692:     5,724      1,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :        96:         0        197          0       -439          0       -439        197:       535       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.1        0.0       45.5       78.3       51.6       90.3:      48.4        9.7
Old  :     100.0:       6.1       12.1        0.0       45.5       78.3       51.6       90.3:      48.4        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  :        27:         1          4          0         10         13         11         17:
Old  :        27:         1          4          0         10         13         11         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  :                 28.9       39.8       44.9       65.3       27.5       39.8       43.5       65.3
Old  :                 28.9       39.8       44.9       65.3       27.5       39.8       43.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 3, 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  :    11,741:       725      1,232          0      5,827      9,263      6,552     10,495:     5,189      1,246
Old  :    11,741:       725      1,232          0      5,827      9,263      6,552     10,495:     5,189      1,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -107:         0         -6          0        383          0        383         -6:      -490       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       10.5        0.0       49.6       78.9       55.8       89.4:      44.2       10.6
Old  :     100.0:       6.2       10.5        0.0       49.6       78.9       55.8       89.4:      44.2       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          0         11         13         12         16:
Old  :        27:         1          3          0         11         13         12         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  :                 29.9       40.1       45.9       65.8       28.4       40.1       44.5       65.8
Old  :                 29.9       40.1       45.9       65.8       28.4       40.1       44.5       65.8
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, May 10, 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  :    27,919:     9,413      3,609         27     15,312     16,345     24,752     19,981:     3,167      7,938
Old  :    27,919:     9,413      3,609         27     15,312     16,345     24,752     19,981:     3,167      7,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,802:       748      1,555         27      2,179       -154      2,954      1,428:      -152      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       12.9        0.1       54.8       58.5       88.7       71.6:      11.3       28.4
Old  :     100.0:      33.7       12.9        0.1       54.8       58.5       88.7       71.6:      11.3       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  :        41:         6          7          1         18         18         25         25:
Old  :        41:         6          7          1         18         18         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       33.4       65.5       48.7       43.0       30.2       64.6       45.5
Old  :                 43.0       33.4       65.5       48.7       43.0       30.2       64.6       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    25,117:     8,665      2,054          0     13,133     16,499     21,798     18,553:     3,319      6,564
Old  :    25,117:     8,665      2,054          0     13,133     16,499     21,798     18,553:     3,319      6,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,152:     1,350      1,289        -82     -3,446     -1,429     -2,178       -222:        26     -1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        8.2        0.0       52.3       65.7       86.8       73.9:      13.2       26.1
Old  :     100.0:      34.5        8.2        0.0       52.3       65.7       86.8       73.9:      13.2       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  :        37:         5          5          0         17         18         22         23:
Old  :        37:         5          5          0         17         18         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       37.1       69.2       52.2       46.7       34.2       68.3       49.2
Old  :                 46.7       37.1       69.2       52.2       46.7       34.2       68.3       49.2
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, May 10, 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  :    57,829:     4,502     18,228          6     35,390     28,670     39,898     46,904:    17,931     10,925
Old  :    57,829:     4,502     18,228          6     35,390     28,670     39,898     46,904:    17,931     10,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -374:      -288       -936          1       -494      1,288       -781        353:       407       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       31.5        0.0       61.2       49.6       69.0       81.1:      31.0       18.9
Old  :     100.0:       7.8       31.5        0.0       61.2       49.6       69.0       81.1:      31.0       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        12         24          2         33         31         46         56:
Old  :        89:        12         24          2         33         31         46         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       27.6       43.7       42.9       31.6       24.6       40.9       39.7
Old  :                 32.8       27.6       43.7       42.9       31.6       24.6       40.9       39.7
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, May 3, 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  :    58,203:     4,790     19,164          5     35,884     27,382     40,679     46,551:    17,524     11,652
Old  :    58,203:     4,790     19,164          5     35,884     27,382     40,679     46,551:    17,524     11,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,760:    -2,054     -1,243          4        -10       -402     -2,060     -1,641:      -700     -1,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       32.9        0.0       61.7       47.0       69.9       80.0:      30.1       20.0
Old  :     100.0:       8.2       32.9        0.0       61.7       47.0       69.9       80.0:      30.1       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        12         23          1         33         31         45         55:
Old  :        87:        12         23          1         33         31         45         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       27.0       43.7       40.7       31.5       24.1       40.7       37.8
Old  :                 32.7       27.0       43.7       40.7       31.5       24.1       40.7       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 10, 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  :   360,852:    76,963    163,376      1,654    248,598    130,795    327,215    295,825:    33,637     65,027
Old  :   360,852:    76,963    163,376      1,654    248,598    130,795    327,215    295,825:    33,637     65,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    21,422:    10,907     19,269       -134     22,879      2,346     33,652     21,481:   -12,230        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       45.3        0.5       68.9       36.2       90.7       82.0:       9.3       18.0
Old  :     100.0:      21.3       45.3        0.5       68.9       36.2       90.7       82.0:       9.3       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        32         80          7         46         36         80        121:
Old  :       182:        32         80          7         46         36         80        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  :                 45.1       26.1       63.6       38.3       42.2       24.1       58.8       32.8
Old  :                 45.1       26.1       63.6       38.3       42.2       24.1       58.8       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 3, 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  :   339,430:    66,056    144,107      1,788    225,719    128,449    293,563    274,344:    45,867     65,086
Old  :   339,430:    66,056    144,107      1,788    225,719    128,449    293,563    274,344:    45,867     65,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,078:   -13,167     -2,832        426      4,793      1,642     -7,948       -764:     5,870     -1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       42.5        0.5       66.5       37.8       86.5       80.8:      13.5       19.2
Old  :     100.0:      19.5       42.5        0.5       66.5       37.8       86.5       80.8:      13.5       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        38         75          9         49         35         90        116:
Old  :       185:        38         75          9         49         35         90        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  :                 40.9       24.7       57.4       37.2       38.2       20.0       50.0       30.3
Old  :                 40.9       24.7       57.4       37.2       38.2       20.0       50.0       30.3
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    89,282:    36,178      5,352          0     30,980     73,518     67,158     78,870:    22,124     10,412
Old  :    89,282:    36,178      5,352          0     30,980     73,518     67,158     78,870:    22,124     10,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -266:     2,191        730        -20     -3,423       -623     -1,252         87:       986       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        6.0        0.0       34.7       82.3       75.2       88.3:      24.8       11.7
Old  :     100.0:      40.5        6.0        0.0       34.7       82.3       75.2       88.3:      24.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17          4          0         17         16         34         20:
Old  :        47:        17          4          0         17         16         34         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  :                 39.3       63.6       51.8       77.6       39.3       63.5       51.7       76.6
Old  :                 39.3       63.6       51.8       77.6       39.3       63.5       51.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    89,548:    33,987      4,622         20     34,403     74,141     68,410     78,783:    21,138     10,765
Old  :    89,548:    33,987      4,622         20     34,403     74,141     68,410     78,783:    21,138     10,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       275:         1     -2,070         20      1,676      1,047      1,697     -1,003:    -1,422      1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        5.2        0.0       38.4       82.8       76.4       88.0:      23.6       12.0
Old  :     100.0:      38.0        5.2        0.0       38.4       82.8       76.4       88.0:      23.6       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          5          1         17         15         35         21:
Old  :        49:        18          5          1         17         15         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  :                 38.9       63.8       51.3       76.9       38.9       62.5       51.2       74.8
Old  :                 38.9       63.8       51.3       76.9       38.9       62.5       51.2       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    35,378:     1,121     13,161          5     28,693     16,725     29,819     29,891:     5,559      5,487
Old  :    35,378:     1,121     13,161          5     28,693     16,725     29,819     29,891:     5,559      5,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       121:         0       -407          0         32       -203         32       -610:        89        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       37.2        0.0       81.1       47.3       84.3       84.5:      15.7       15.5
Old  :     100.0:       3.2       37.2        0.0       81.1       47.3       84.3       84.5:      15.7       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         2         13          1         26         26         29         39:
Old  :        59:         2         13          1         26         26         29         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       37.5       66.0       49.2       54.7       37.5       64.4       48.6
Old  :                 56.1       37.5       66.0       49.2       54.7       37.5       64.4       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    35,257:     1,121     13,568          5     28,661     16,928     29,787     30,501:     5,470      4,756
Old  :    35,257:     1,121     13,568          5     28,661     16,928     29,787     30,501:     5,470      4,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       761:         0        292          0        631        309        631        601:       130        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       38.5        0.0       81.3       48.0       84.5       86.5:      15.5       13.5
Old  :     100.0:       3.2       38.5        0.0       81.3       48.0       84.5       86.5:      15.5       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         2         14          1         26         27         29         41:
Old  :        61:         2         14          1         26         27         29         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       37.5       66.3       49.6       55.1       37.5       64.9       49.6
Old  :                 56.2       37.5       66.3       49.6       55.1       37.5       64.9       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 10, 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  :   234,934:    54,713     33,682      1,412    171,911    183,166    228,036    218,260:     6,898     16,674
Old  :   234,934:    54,713     33,682      1,412    171,911    183,166    228,036    218,260:     6,898     16,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,000:    -5,404     -1,531        -34      6,874      1,006      1,436       -559:      -436      1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       14.3        0.6       73.2       78.0       97.1       92.9:       2.9        7.1
Old  :     100.0:      23.3       14.3        0.6       73.2       78.0       97.1       92.9:       2.9        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  :       113:        16         36          6         32         46         50         86:
Old  :       113:        16         36          6         32         46         50         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       35.8       73.3       50.1       60.1       30.8       69.6       44.7
Old  :                 62.8       35.8       73.3       50.1       60.1       30.8       69.6       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 3, 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  :   233,934:    60,117     35,213      1,446    165,037    182,160    226,600    218,819:     7,334     15,115
Old  :   233,934:    60,117     35,213      1,446    165,037    182,160    226,600    218,819:     7,334     15,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    16,257:     3,877      6,448        -18     17,402     13,024     21,261     19,454:    -5,004     -3,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.1        0.6       70.5       77.9       96.9       93.5:       3.1        6.5
Old  :     100.0:      25.7       15.1        0.6       70.5       77.9       96.9       93.5:       3.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        21         35          7         33         42         57         81:
Old  :       113:        21         35          7         33         42         57         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  :                 60.8       35.9       71.3       49.9       57.9       31.3       67.8       45.1
Old  :                 60.8       35.9       71.3       49.9       57.9       31.3       67.8       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 10, 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  :    39,391:    10,171      5,408        449     15,925     23,801     26,545     29,658:    12,846      9,733
Old  :    39,391:    10,171      5,408        449     15,925     23,801     26,545     29,658:    12,846      9,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,851:      -244       -420         98      1,641      1,049      1,495        727:       356      1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.7        1.1       40.4       60.4       67.4       75.3:      32.6       24.7
Old  :     100.0:      25.8       13.7        1.1       40.4       60.4       67.4       75.3:      32.6       24.7
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  :        79:        24         16          2         17         26         43         42:
Old  :        79:        24         16          2         17         26         43         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  :                 23.6       27.2       33.7       39.3       21.6       25.8       29.8       36.7
Old  :                 23.6       27.2       33.7       39.3       21.6       25.8       29.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :    37,540:    10,415      5,828        351     14,284     22,752     25,050     28,931:    12,490      8,609
Old  :    37,540:    10,415      5,828        351     14,284     22,752     25,050     28,931:    12,490      8,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       471:       -55       -869        316        -48      1,735        213      1,182:       258       -711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       15.5        0.9       38.1       60.6       66.7       77.1:      33.3       22.9
Old  :     100.0:      27.7       15.5        0.9       38.1       60.6       66.7       77.1:      33.3       22.9
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  :        76:        24         15          3         16         24         43         39:
Old  :        76:        24         15          3         16         24         43         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       29.9       32.6       42.9       22.0       26.8       30.9       39.2
Old  :                 22.9       29.9       32.6       42.9       22.0       26.8       30.9       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    30,104:     6,983        930         15     15,784      2,248     22,782      3,193:     7,322     26,911
Old  :    30,104:     6,983        930         15     15,784      2,248     22,782      3,193:     7,322     26,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     4,765:      -339        270         -5      1,209        223        865        488:     3,900      4,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.1        0.0       52.4        7.5       75.7       10.6:      24.3       89.4
Old  :     100.0:      23.2        3.1        0.0       52.4        7.5       75.7       10.6:      24.3       89.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          3          1          9          4         18          8:
Old  :        24:         9          3          1          9          4         18          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5        7.9       65.7       10.6       52.6        7.8       64.5        9.4
Old  :                 53.5        7.9       65.7       10.6       52.6        7.8       64.5        9.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    25,339:     7,322        660         20     14,575      2,025     21,917      2,705:     3,422     22,634
Old  :    25,339:     7,322        660         20     14,575      2,025     21,917      2,705:     3,422     22,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,333:    -1,130         -6          5        796        306       -329        305:    -2,004     -2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        2.6        0.1       57.5        8.0       86.5       10.7:      13.5       89.3
Old  :     100.0:      28.9        2.6        0.1       57.5        8.0       86.5       10.7:      13.5       89.3
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:         9          2          1         11          4         20          7:
Old  :        25:         9          2          1         11          4         20          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0        9.7       72.3       10.7       61.0        9.7       72.2       10.5
Old  :                 61.0        9.7       72.3       10.7       61.0        9.7       72.2       10.5
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, May 10, 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  :    72,419:     3,176      4,235        523     51,635     27,826     55,334     32,584:    17,085     39,835
Old  :    72,419:     3,176      4,235        523     51,635     27,826     55,334     32,584:    17,085     39,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,292:      -402         91         80        160        976       -162      1,147:     1,454        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        5.8        0.7       71.3       38.4       76.4       45.0:      23.6       55.0
Old  :     100.0:       4.4        5.8        0.7       71.3       38.4       76.4       45.0:      23.6       55.0
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  :        50:         3         13          3         19         30         24         45:
Old  :        50:         3         13          3         19         30         24         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       19.4       68.2       28.5       49.8       12.3       53.8       16.4
Old  :                 59.5       19.4       68.2       28.5       49.8       12.3       53.8       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :    71,127:     3,578      4,144        443     51,475     26,850     55,496     31,437:    15,631     39,690
Old  :    71,127:     3,578      4,144        443     51,475     26,850     55,496     31,437:    15,631     39,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,888:         2          0          0       -549      2,788       -547      2,788:     2,435       -900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        5.8        0.6       72.4       37.7       78.0       44.2:      22.0       55.8
Old  :     100.0:       5.0        5.8        0.6       72.4       37.7       78.0       44.2:      22.0       55.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3         12          1         18         28         22         41:
Old  :        47:         3         12          1         18         28         22         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       18.8       70.4       28.6       52.7       12.6       57.1       17.7
Old  :                 61.9       18.8       70.4       28.6       52.7       12.6       57.1       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, May 10, 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  :   104,114:    37,632     15,121      8,685     27,294     70,479     73,611     94,285:    30,503      9,829
Old  :   104,114:    37,632     15,121      8,685     27,294     70,479     73,611     94,285:    30,503      9,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -1,147:      -255     -2,908        775     -1,710     -1,218     -1,190     -3,351:        43      2,204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       14.5        8.3       26.2       67.7       70.7       90.6:      29.3        9.4
Old  :     100.0:      36.1       14.5        8.3       26.2       67.7       70.7       90.6:      29.3        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        90         19         30         24         32        121         78:
Old  :       155:        90         19         30         24         32        121         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       32.1       29.7       49.0       15.8       26.2       22.5       42.5
Old  :                 20.7       32.1       29.7       49.0       15.8       26.2       22.5       42.5
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, May 3, 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  :   105,261:    37,887     18,029      7,910     29,004     71,697     74,801     97,636:    30,460      7,625
Old  :   105,261:    37,887     18,029      7,910     29,004     71,697     74,801     97,636:    30,460      7,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -6,726:    -6,714     13,793     -1,748      5,301    -14,904     -3,161     -2,859:    -3,565     -3,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       17.1        7.5       27.6       68.1       71.1       92.8:      28.9        7.2
Old  :     100.0:      36.0       17.1        7.5       27.6       68.1       71.1       92.8:      28.9        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  :       158:        85         26         29         23         31        119         79:
Old  :       158:        85         26         29         23         31        119         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       33.4       29.6       49.3       16.1       28.7       24.1       44.5
Old  :                 20.0       33.4       29.6       49.3       16.1       28.7       24.1       44.5
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, May 10, 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  :   104,321:    31,653     14,769     19,813     40,762     57,550     92,228     92,132:    12,093     12,189
Old  :   104,321:    31,653     14,769     19,813     40,762     57,550     92,228     92,132:    12,093     12,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -3,080:    -2,996       -500        313        121     -2,838     -2,562     -3,025:      -518        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       14.2       19.0       39.1       55.2       88.4       88.3:      11.6       11.7
Old  :     100.0:      30.3       14.2       19.0       39.1       55.2       88.4       88.3:      11.6       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        58         50         31         40         40        117        104:
Old  :       163:        58         50         31         40         40        117        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  :                 24.0       28.4       38.1       46.0       21.1       28.2       29.7       41.1
Old  :                 24.0       28.4       38.1       46.0       21.1       28.2       29.7       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, May 3, 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  :   107,401:    34,649     15,269     19,500     40,641     60,388     94,790     95,157:    12,611     12,244
Old  :   107,401:    34,649     15,269     19,500     40,641     60,388     94,790     95,157:    12,611     12,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -8,811:      -568      2,412     -2,376     -4,049     -8,986     -6,993     -8,950:    -1,818        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       14.2       18.2       37.8       56.2       88.3       88.6:      11.7       11.4
Old  :     100.0:      32.3       14.2       18.2       37.8       56.2       88.3       88.6:      11.7       11.4
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  :       174:        59         55         27         40         42        118        110:
Old  :       174:        59         55         27         40         42        118        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       28.7       36.0       45.2       20.3       28.4       28.3       41.3
Old  :                 22.6       28.7       36.0       45.2       20.3       28.4       28.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, May 10, 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  :   282,478:   134,719     54,341     19,727     79,372    187,921    233,818    261,989:    48,660     20,489
Old  :   282,478:   134,719     54,341     19,727     79,372    187,921    233,818    261,989:    48,660     20,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -8,061:   -19,195      8,155       -543     11,534    -17,612     -8,204    -10,000:       143      1,939
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       19.2        7.0       28.1       66.5       82.8       92.7:      17.2        7.3
Old  :     100.0:      47.7       19.2        7.0       28.1       66.5       82.8       92.7:      17.2        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  :       229:       110         58         30         40         42        171        115:
Old  :       229:       110         58         30         40         42        171        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       37.7       38.4       54.3       25.1       33.8       32.7       46.8
Old  :                 27.7       37.7       38.4       54.3       25.1       33.8       32.7       46.8
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, May 3, 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  :   290,539:   153,914     46,186     20,270     67,838    205,533    242,022    271,989:    48,517     18,550
Old  :   290,539:   153,914     46,186     20,270     67,838    205,533    242,022    271,989:    48,517     18,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -11,545:   -19,912     10,137        974     10,226    -21,368     -8,712    -10,257:    -2,833     -1,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0       15.9        7.0       23.3       70.7       83.3       93.6:      16.7        6.4
Old  :     100.0:      53.0       15.9        7.0       23.3       70.7       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  :       226:       115         54         30         32         40        170        107:
Old  :       226:       115         54         30         32         40        170        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       38.1       37.9       54.9       25.1       33.5       33.3       47.8
Old  :                 26.3       38.1       37.9       54.9       25.1       33.5       33.3       47.8
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, May 10, 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  :    12,652:     7,761        895        540        561      9,603      8,862     11,038:     3,790      1,614
Old  :    12,652:     7,761        895        540        561      9,603      8,862     11,038:     3,790      1,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       390:       194       -184        -60          0        568        134        324:       256         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.3        7.1        4.3        4.4       75.9       70.0       87.2:      30.0       12.8
Old  :     100.0:      61.3        7.1        4.3        4.4       75.9       70.0       87.2:      30.0       12.8
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  :        39:        23          4          8          6          5         35         15:
Old  :        39:        23          4          8          6          5         35         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  :                 42.4       76.5       54.9       85.0       42.4       74.2       54.5       80.5
Old  :                 42.4       76.5       54.9       85.0       42.4       74.2       54.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, May 3, 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  :    12,262:     7,567      1,079        600        561      9,035      8,728     10,714:     3,534      1,548
Old  :    12,262:     7,567      1,079        600        561      9,035      8,728     10,714:     3,534      1,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       520:       319       -247        101        129          3        549       -143:       -29        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        8.8        4.9        4.6       73.7       71.2       87.4:      28.8       12.6
Old  :     100.0:      61.7        8.8        4.9        4.6       73.7       71.2       87.4:      28.8       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        25          5          9          5          5         35         18:
Old  :        42:        25          5          9          5          5         35         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  :                 43.4       79.2       55.5       84.6       43.4       77.0       54.6       80.0
Old  :                 43.4       79.2       55.5       84.6       43.4       77.0       54.6       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 10, 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  :    63,220:    12,369     10,583      1,793     34,064     33,717     48,226     46,093:    14,994     17,127
Old  :    63,213:    12,369     10,583      1,793     34,057     33,715     48,219     46,091:    14,994     17,122
Other:         7:         0          0          0          7          2          7          2:         0          5
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,704:     1,085      2,119       -196      1,255      1,942      2,144      3,865:       560     -1,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       16.7        2.8       53.9       53.3       76.3       72.9:      23.7       27.1
Old  :     100.0:      19.6       16.7        2.8       53.9       53.3       76.3       72.9:      23.7       27.1
Other:     100.0:       0.0        0.0        0.0      100.0       28.6      100.0       28.6:       0.0       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        28         24         16         39         42         73         77:
Old  :       111:        28         24         16         39         42         73         77:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       27.3       34.4       35.9       24.3       24.1       33.4       31.7
Old  :                 25.3       27.3       34.4       35.9       24.3       24.1       33.4       31.7
Other:                100.0       28.6      100.0       28.6      100.0       28.6      100.0       28.6
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 3, 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  :    60,516:    11,284      8,464      1,989     32,809     31,775     46,082     42,228:    14,434     18,288
Old  :    60,509:    11,284      8,464      1,989     32,802     31,773     46,075     42,226:    14,434     18,283
Other:         7:         0          0          0          7          2          7          2:         0          5
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,918:       225     -2,120       -716     -3,704         -3     -4,195     -2,839:       277     -1,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       14.0        3.3       54.2       52.5       76.1       69.8:      23.9       30.2
Old  :     100.0:      18.6       14.0        3.3       54.2       52.5       76.1       69.8:      23.9       30.2
Other:     100.0:       0.0        0.0        0.0      100.0       28.6      100.0       28.6:       0.0       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        26         21         13         42         41         72         72:
Old  :       107:        26         21         13         42         41         72         72:
Other:         2:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       25.9       34.1       35.3       23.3       22.0       33.0       29.5
Old  :                 24.5       25.9       34.1       35.3       23.3       22.0       33.0       29.5
Other:                100.0       28.6      100.0       28.6      100.0       28.6      100.0       28.6
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, May 10, 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  :    27,403:     2,147      3,764      1,147     16,785     13,788     20,079     18,699:     7,324      8,704
Old  :    15,093:     3,009      3,833          0      7,588      7,544     10,597     11,377:     4,496      3,716
Other:    12,310:       175        968        110      9,197      6,244      9,482      7,322:     2,828      4,988
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       490:       -95        728         86        106        193         97      1,007:       393       -517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       13.7        4.2       61.3       50.3       73.3       68.2:      26.7       31.8
Old  :     100.0:      19.9       25.4        0.0       50.3       50.0       70.2       75.4:      29.8       24.6
Other:     100.0:       1.4        7.9        0.9       74.7       50.7       77.0       59.5:      23.0       40.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         9          9          6         19         12         30         25:
Old  :        39:        10          8          0         14         11         24         19:
Other:        25:         4          4          3         13         11         19         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  :                 39.7       37.7       53.1       52.0       37.2       33.5       47.3       43.2
Old  :                 41.1       37.7       52.8       56.9       37.7       37.3       49.4       56.3
Other:                 47.5       45.2       65.4       54.0       47.4       35.3       59.7       42.8
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, May 3, 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  :    26,913:     2,242      3,036      1,061     16,679     13,595     19,982     17,692:     6,931      9,221
Old  :    15,504:     3,091      3,091          0      8,167      8,038     11,258     11,129:     4,246      4,375
Other:    11,409:       151        945         61      8,512      5,557      8,724      6,563:     2,685      4,846
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,824:       216       -703       -744       -368        -74       -896     -1,521:      -928       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       11.3        3.9       62.0       50.5       74.2       65.7:      25.8       34.3
Old  :     100.0:      19.9       19.9        0.0       52.7       51.8       72.6       71.8:      27.4       28.2
Other:     100.0:       1.3        8.3        0.5       74.6       48.7       76.5       57.5:      23.5       42.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          9          7         21         16         32         29:
Old  :        40:        10          7          0         16         14         26         21:
Other:        26:         4          4          3         14         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  :                 39.4       37.0       53.1       50.0       37.2       31.1       48.1       40.1
Old  :                 40.4       35.9       52.1       54.5       36.1       34.2       47.1       51.4
Other:                 48.3       42.9       66.0       52.5       48.3       34.4       61.3       42.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 10, 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  :   107,372:    34,144     11,506      4,119     55,401     85,717     93,664    101,342:    13,708      6,030
Old  :    81,628:    31,847      9,916         23     40,008     68,312     71,878     78,251:     9,750      3,377
Other:    25,744:     5,660      4,953        733     15,393     17,405     21,786     23,091:     3,958      2,653
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :   -11,322:   -10,101     -1,615        523      1,283     -9,747     -8,295    -10,839:    -3,027       -483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       10.7        3.8       51.6       79.8       87.2       94.4:      12.8        5.6
Old  :     100.0:      39.0       12.1        0.0       49.0       83.7       88.1       95.9:      11.9        4.1
Other:     100.0:      22.0       19.2        2.8       59.8       67.6       84.6       89.7:      15.4       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        79         35         29         54         51        147        105:
Old  :       178:        78         36          1         22         45        100         82:
Other:       120:        23         34         15         43         41         78         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       45.2       36.5       56.3       23.9       39.5       34.1       49.7
Old  :                 31.0       52.7       42.7       63.7       31.0       50.3       42.7       61.3
Other:                 30.1       28.5       47.3       42.9       27.5       24.4       40.2       37.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 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  :   118,694:    44,245     13,121      3,596     54,118     95,464    101,959    112,181:    16,735      6,513
Old  :    94,379:    39,960     11,907         80     41,081     78,680     81,121     90,667:    13,258      3,712
Other:    24,315:     7,176      4,105        625     13,037     16,784     20,838     21,514:     3,477      2,801
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -502:    -1,977      2,068        139      2,319     -3,261        481     -1,054:      -983        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       11.1        3.0       45.6       80.4       85.9       94.5:      14.1        5.5
Old  :     100.0:      42.3       12.6        0.1       43.5       83.4       86.0       96.1:      14.0        3.9
Other:     100.0:      29.5       16.9        2.6       53.6       69.0       85.7       88.5:      14.3       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        86         41         34         45         51        158        107:
Old  :       198:        85         47          3         21         47        107         96:
Other:       110:        25         32         16         35         38         74         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       45.6       33.4       57.0       21.4       40.1       31.8       50.7
Old  :                 26.8       51.4       38.2       62.3       26.8       48.8       37.9       59.7
Other:                 29.1       30.2       48.0       43.7       26.2       27.0       40.4       38.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,751:     9,851      3,622        845     11,978     20,561     22,674     25,028:     4,077      1,723
Old  :    26,445:     9,869      3,684        673     11,899     20,449     22,441     24,806:     4,004      1,639
Other:       306:       128         84         26         79        112        233        222:        73         84
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -1,144:    -1,626       -554       -126        569       -810     -1,183     -1,490:        39        346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       13.5        3.2       44.8       76.9       84.8       93.6:      15.2        6.4
Old  :     100.0:      37.3       13.9        2.5       45.0       77.3       84.9       93.8:      15.1        6.2
Other:     100.0:      41.8       27.5        8.5       25.8       36.6       76.1       72.5:      23.9       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        52         19         11         21         14         78         39:
Old  :       102:        52         19         10         20         14         76         39:
Other:        11:         4          3          1          3          2          8          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       57.1       39.6       72.3       30.3       56.3       39.6       70.8
Old  :                 30.4       57.4       39.8       72.7       30.4       56.6       39.8       71.4
Other:                 64.4       70.9       76.1       72.5       62.4       62.4       66.3       62.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 3, 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  :    27,895:    11,477      4,176        971     11,409     21,371     23,857     26,518:     4,038      1,377
Old  :    27,676:    11,450      4,188        877     11,384     21,298     23,711     26,363:     3,965      1,313
Other:       219:       107         68         14         25         73        146        155:        73         64
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,611:        86        408       -339     -2,396     -3,736     -2,649     -3,667:      -962         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       15.0        3.5       40.9       76.6       85.5       95.1:      14.5        4.9
Old  :     100.0:      41.4       15.1        3.2       41.1       77.0       85.7       95.3:      14.3        4.7
Other:     100.0:      48.9       31.1        6.4       11.4       33.3       66.7       70.8:      33.3       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        55         21         11         18         14         79         40:
Old  :       104:        55         21         10         17         14         77         40:
Other:        11:         4          2          1          3          3          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       57.0       38.0       72.0       26.1       54.6       38.0       69.2
Old  :                 26.3       57.3       38.3       72.4       26.3       54.9       38.2       69.6
Other:                 59.4       62.1       66.7       70.8       53.0       62.1       58.4       62.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, May 10, 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  :   121,716:    22,561     16,764      3,127     85,984     97,127    111,672    117,018:    10,044      4,698
Old  :    58,213:    15,485     16,217      1,090     32,612     36,990     49,187     54,297:     9,026      3,916
Other:    63,503:     8,403      1,874        710     53,372     60,137     62,485     62,721:     1,018        782
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       519:    -2,416      1,954        418      1,824     -1,760       -174        612:       693        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       13.8        2.6       70.6       79.8       91.7       96.1:       8.3        3.9
Old  :     100.0:      26.6       27.9        1.9       56.0       63.5       84.5       93.3:      15.5        6.7
Other:     100.0:      13.2        3.0        1.1       84.0       94.7       98.4       98.8:       1.6        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        56         30         17         51         40        112         84:
Old  :       141:        53         31         13         44         36        102         75:
Other:        74:        19         12          6         30         30         55         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       38.9       45.5       56.1       21.0       29.4       31.4       37.9
Old  :                 19.0       31.6       31.1       45.3       17.7       29.1       29.0       42.8
Other:                 49.5       58.6       67.2       75.8       31.8       42.0       45.9       54.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, May 3, 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  :   121,197:    24,977     14,810      2,709     84,160     98,887    111,846    116,406:     9,351      4,791
Old  :    59,568:    18,646     14,278        666     31,515     40,127     50,827     55,071:     8,741      4,497
Other:    61,629:     7,748      1,949        626     52,645     58,760     61,019     61,335:       610        294
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     2,316:      -340        652         69      2,457      1,461      2,186      2,182:       130        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       12.2        2.2       69.4       81.6       92.3       96.0:       7.7        4.0
Old  :     100.0:      31.3       24.0        1.1       52.9       67.4       85.3       92.5:      14.7        7.5
Other:     100.0:      12.6        3.2        1.0       85.4       95.3       99.0       99.5:       1.0        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        55         27         16         50         40        111         77:
Old  :       137:        54         25         10         43         36        101         67:
Other:        71:        19         11          5         29         29         53         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       38.7       44.5       56.4       22.1       30.7       32.6       40.4
Old  :                 19.6       33.6       32.6       48.1       18.0       31.8       29.8       46.1
Other:                 50.6       57.1       67.8       75.4       33.9       42.9       47.7       55.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   353,842:    67,619    103,481     14,139    216,525    184,223    298,283    301,843:    55,559     51,999
Old  :   353,842:    67,619    103,481     14,139    216,525    184,223    298,283    301,843:    55,559     51,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     8,089:      -263      4,193      1,144     10,843        428     11,724      5,765:    -3,635      2,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       29.2        4.0       61.2       52.1       84.3       85.3:      15.7       14.7
Old  :     100.0:      19.1       29.2        4.0       61.2       52.1       84.3       85.3:      15.7       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        38         50         24         52         39        105         99:
Old  :       152:        38         50         24         52         39        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  :                 19.3       25.8       33.4       42.2       17.9       21.8       30.6       30.5
Old  :                 19.3       25.8       33.4       42.2       17.9       21.8       30.6       30.5
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, May 3, 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  :   345,753:    67,882     99,288     12,995    205,682    183,795    286,559    296,078:    59,194     49,675
Old  :   345,753:    67,882     99,288     12,995    205,682    183,795    286,559    296,078:    59,194     49,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,539:      -431        996       -281       -995     -5,708     -1,707     -4,993:    -2,832        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       28.7        3.8       59.5       53.2       82.9       85.6:      17.1       14.4
Old  :     100.0:      19.6       28.7        3.8       59.5       53.2       82.9       85.6:      17.1       14.4
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  :       148:        39         48         21         50         37        102         93:
Old  :       148:        39         48         21         50         37        102         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       28.1       33.1       43.7       18.0       23.9       31.0       33.5
Old  :                 19.3       28.1       33.1       43.7       18.0       23.9       31.0       33.5
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, May 10, 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  :    97,209:    35,551     11,055      9,559     42,260     71,227     87,370     91,841:     9,839      5,368
Old  :    80,935:    36,308     15,896      2,241     33,237     58,410     71,786     76,547:     9,149      4,388
Other:    16,274:     5,775      1,691        786      9,023     12,817     15,584     15,294:       690        980
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -242:      -428        585        440        273     -1,024        285          1:      -527       -243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       11.4        9.8       43.5       73.3       89.9       94.5:      10.1        5.5
Old  :     100.0:      44.9       19.6        2.8       41.1       72.2       88.7       94.6:      11.3        5.4
Other:     100.0:      35.5       10.4        4.8       55.4       78.8       95.8       94.0:       4.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       140         35         54         90         98        254        174:
Old  :       301:       137         42         34         76         95        228        159:
Other:       131:        24         21         13         57         62         87         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       28.3       30.8       41.6       18.6       24.5       28.9       35.2
Old  :                 22.4       28.2       34.5       41.8       22.4       25.9       34.4       39.0
Other:                 38.7       43.8       56.1       55.4       37.5       40.1       47.5       50.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 3, 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  :    97,451:    35,979     10,470      9,119     41,987     72,251     87,085     91,840:    10,366      5,611
Old  :    82,539:    36,565     14,907      2,368     34,063     60,642     72,996     77,917:     9,543      4,622
Other:    14,912:     5,433      1,582        732      7,924     11,609     14,089     13,923:       823        989
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,478:       661        476     -1,331       -925       -281     -1,595     -1,136:       117       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       10.7        9.4       43.1       74.1       89.4       94.2:      10.6        5.8
Old  :     100.0:      44.3       18.1        2.9       41.3       73.5       88.4       94.4:      11.6        5.6
Other:     100.0:      36.4       10.6        4.9       53.1       77.9       94.5       93.4:       5.5        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       136         40         51         92        104        250        178:
Old  :       301:       133         42         37         77        101        226        167:
Other:       134:        26         19         14         57         62         88         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.2       29.1       42.0       16.3       24.7       26.6       35.4
Old  :                 19.3       28.8       31.2       42.7       19.3       26.1       31.2       39.3
Other:                 39.7       41.1       54.9       52.9       36.2       35.4       43.3       46.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 10, 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  :    20,907:     8,779      5,365      2,080      6,646     11,189     17,505     18,634:     3,402      2,273
Old  :    20,907:     8,779      5,365      2,080      6,646     11,189     17,505     18,634:     3,402      2,273
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,323:       358        661        -22        707        371      1,043      1,010:       280        313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.0       25.7        9.9       31.8       53.5       83.7       89.1:      16.3       10.9
Old  :     100.0:      42.0       25.7        9.9       31.8       53.5       83.7       89.1:      16.3       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  :        43:        15         16          3          6          6         24         23:
Old  :        43:        15         16          3          6          6         24         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  :                 51.4       67.8       71.4       78.0       51.2       59.3       63.5       68.2
Old  :                 51.4       67.8       71.4       78.0       51.2       59.3       63.5       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 3, 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  :    19,584:     8,421      4,704      2,102      5,939     10,818     16,462     17,624:     3,122      1,960
Old  :    19,584:     8,421      4,704      2,102      5,939     10,818     16,462     17,624:     3,122      1,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     2,202:     1,509         33         77        398      2,451      1,984      2,561:       218       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       24.0       10.7       30.3       55.2       84.1       90.0:      15.9       10.0
Old  :     100.0:      43.0       24.0       10.7       30.3       55.2       84.1       90.0:      15.9       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12         15          3          6          5         21         21:
Old  :        38:        12         15          3          6          5         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  :                 53.2       71.0       73.9       81.7       50.2       61.9       65.2       70.4
Old  :                 53.2       71.0       73.9       81.7       50.2       61.9       65.2       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, May 10, 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  :   176,445:    27,289     22,953     22,103     94,166    107,052    143,558    152,108:    32,887     24,337
Old  :   176,445:    27,289     22,953     22,103     94,166    107,052    143,558    152,108:    32,887     24,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     5,083:     2,013     -1,459       -452        625      4,714      2,186      2,803:     2,897      2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       13.0       12.5       53.4       60.7       81.4       86.2:      18.6       13.8
Old  :     100.0:      15.5       13.0       12.5       53.4       60.7       81.4       86.2:      18.6       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  :       125:        31         25         28         62         60        110         97:
Old  :       125:        31         25         28         62         60        110         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       25.6       28.7       35.7       13.8       18.3       20.8       26.2
Old  :                 16.7       25.6       28.7       35.7       13.8       18.3       20.8       26.2
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, May 3, 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  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Old  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,753:    -4,584     -1,718      2,671     -4,924     -7,471     -6,837     -6,518:    -2,916     -3,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       12.9
Old  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        29         26         33         59         57        109         98:
Old  :       123:        29         26         33         59         57        109         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
Old  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
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, May 10, 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  :   473,695:    33,450     58,377    146,464    222,430    230,715    402,344    435,556:    71,351     38,139
Old  :   473,695:    33,450     58,377    146,464    222,430    230,715    402,344    435,556:    71,351     38,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,701:    -1,746      4,141     -4,535      6,446        137        165       -257:     1,536      1,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       12.3       30.9       47.0       48.7       84.9       91.9:      15.1        8.1
Old  :     100.0:       7.1       12.3       30.9       47.0       48.7       84.9       91.9:      15.1        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        38         58         60         84         73        158        157:
Old  :       185:        38         58         60         84         73        158        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       23.0       30.4       35.5        6.8       10.2       10.6       15.0
Old  :                 21.5       23.0       30.4       35.5        6.8       10.2       10.6       15.0
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, May 3, 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  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Old  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,318:    -1,515      9,163    -10,732      5,471    -11,485     -6,776    -13,054:    -2,542      3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
Old  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
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  :       186:        36         60         67         83         72        160        162:
Old  :       186:        36         60         67         83         72        160        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
Old  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, May 10, 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  :   103,462:     8,556      8,768        842     85,496     83,535     94,894     93,145:     8,568     10,317
Old  :   103,462:     8,556      8,768        842     85,496     83,535     94,894     93,145:     8,568     10,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,069:    -2,512      8,124     -3,922      7,833     -5,365      1,399     -1,163:       670      3,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        8.5        0.8       82.6       80.7       91.7       90.0:       8.3       10.0
Old  :     100.0:       8.3        8.5        0.8       82.6       80.7       91.7       90.0:       8.3       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          1         18         24         20         26:
Old  :        31:         1          2          1         18         24         20         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  :                 67.8       39.2       82.5       57.6       64.2       38.8       75.1       55.4
Old  :                 67.8       39.2       82.5       57.6       64.2       38.8       75.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, May 3, 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  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Old  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,511:      -376     -2,288      3,006       -344        133      2,286        851:      -775        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        7.0
Old  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          2         17         25         20         27:
Old  :        32:         2          1          2         17         25         20         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  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
Old  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
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, May 10, 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  :    53,634:     8,860      9,434        604     40,969     36,008     50,433     46,046:     3,201      7,588
Old  :    53,634:     8,860      9,434        604     40,969     36,008     50,433     46,046:     3,201      7,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       734:         0          0          0        734        734        734        734:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       17.6        1.1       76.4       67.1       94.0       85.9:       6.0       14.1
Old  :     100.0:      16.5       17.6        1.1       76.4       67.1       94.0       85.9:       6.0       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          1         12         11         14         14:
Old  :        20:         1          3          1         12         11         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       52.0       82.9       73.3       49.3       50.4       71.7       66.5
Old  :                 57.3       52.0       82.9       73.3       49.3       50.4       71.7       66.5
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, May 3, 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  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Old  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,286:     1,498     -2,230          0     -5,284     -4,105     -3,786     -6,335:      -500      2,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       14.3
Old  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       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  :        20:         1          3          1         12         11         14         14:
Old  :        20:         1          3          1         12         11         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
Old  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 10, 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  :    47,138:     1,483      5,063      2,785     37,523     36,562     41,791     44,410:     5,347      2,728
Old  :    47,138:     1,483      5,063      2,785     37,523     36,562     41,791     44,410:     5,347      2,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,751:    -1,027      2,212        -75      3,638        -82      2,536      2,055:      -785       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       10.7        5.9       79.6       77.6       88.7       94.2:      11.3        5.8
Old  :     100.0:       3.1       10.7        5.9       79.6       77.6       88.7       94.2:      11.3        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          1         18         15         19         18:
Old  :        22:         1          2          1         18         15         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       47.1       66.0       74.7       17.9       27.5       31.7       39.7
Old  :                 48.3       47.1       66.0       74.7       17.9       27.5       31.7       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Old  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       587:     2,510     -1,320       -279       -866      3,224      1,365      1,625:      -778     -1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        6.7
Old  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          3         15         15         18         18:
Old  :        20:         1          2          3         15         15         18         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  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
Old  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
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, May 10, 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  :    55,940:     6,774     11,243      2,397     43,233     38,141     52,404     51,781:     3,536      4,159
Old  :    55,940:     6,774     11,243      2,397     43,233     38,141     52,404     51,781:     3,536      4,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     3,660:        64       -840        142      3,763      4,301      3,969      3,603:      -309         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       20.1        4.3       77.3       68.2       93.7       92.6:       6.3        7.4
Old  :     100.0:      12.1       20.1        4.3       77.3       68.2       93.7       92.6:       6.3        7.4
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  :        28:         2          3          4         20         17         24         22:
Old  :        28:         2          3          4         20         17         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  :                 50.9       40.8       71.5       63.6       49.5       35.0       62.4       52.4
Old  :                 50.9       40.8       71.5       63.6       49.5       35.0       62.4       52.4
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, May 3, 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  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Old  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,892:     2,142      5,561     -2,609     -3,315     -5,264     -3,782     -2,312:    -1,110     -2,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
Old  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          3         19         19         23         23:
Old  :        28:         2          3          3         19         19         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
Old  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
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, May 10, 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  :    61,877:         0      3,032      4,357     46,254     44,558     50,611     51,947:    11,266      9,930
Old  :    61,877:         0      3,032      4,357     46,254     44,558     50,611     51,947:    11,266      9,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -517:         0       -122        -92       -484       -543       -576       -757:        59        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9        7.0       74.8       72.0       81.8       84.0:      18.2       16.0
Old  :     100.0:       0.0        4.9        7.0       74.8       72.0       81.8       84.0:      18.2       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         19         20         21         22:
Old  :        26:         0          2          2         19         20         21         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  :                 36.2       61.5       57.8       73.1       28.2       46.0       41.8       54.0
Old  :                 36.2       61.5       57.8       73.1       28.2       46.0       41.8       54.0
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, May 3, 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  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Old  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       706:         0        242       -186       -318        106       -504        162:     1,210        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
Old  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         19         20         21         22:
Old  :        26:         0          2          2         19         20         21         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  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Old  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 10, 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  :    74,010:    36,208     24,550        420     32,214     46,048     68,842     71,018:     5,168      2,992
Old  :    74,010:    36,208     24,550        420     32,214     46,048     68,842     71,018:     5,168      2,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     4,581:      -300      5,732        300      4,111     -1,090      4,111      4,942:       470       -361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9       33.2        0.6       43.5       62.2       93.0       96.0:       7.0        4.0
Old  :     100.0:      48.9       33.2        0.6       43.5       62.2       93.0       96.0:       7.0        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         17         17         19         19:
Old  :        24:         2          1          1         17         17         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  :                 70.2       63.0       83.8       80.4       65.1       62.3       72.1       72.4
Old  :                 70.2       63.0       83.8       80.4       65.1       62.3       72.1       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Old  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,957:       346      2,630        120     -2,663     -4,490     -2,197     -1,740:       240       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        4.8
Old  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          1         15         16         17         18:
Old  :        22:         2          1          1         15         16         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
Old  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
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, May 10, 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  :   975,192:   247,554     69,482    157,707    549,050    735,731    954,311    962,920:    20,881     12,272
Old  :   975,192:   247,554     69,482    157,707    549,050    735,731    954,311    962,920:    20,881     12,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    10,604:   -26,784     -4,543     18,978     20,965     -1,556     13,159     12,879:    -2,555     -2,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.1       16.2       56.3       75.4       97.9       98.7:       2.1        1.3
Old  :     100.0:      25.4        7.1       16.2       56.3       75.4       97.9       98.7:       2.1        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  :       124:        23         10         31         82         77        118        109:
Old  :       124:        23         10         31         82         77        118        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  :                 30.7       22.7       43.1       38.2       25.0       17.8       32.4       29.2
Old  :                 30.7       22.7       43.1       38.2       25.0       17.8       32.4       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Old  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -36,895:       238      2,847     -5,908    -30,846    -36,962    -36,516    -40,023:      -379      3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
Old  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        22          8         29         81         77        114        107:
Old  :       120:        22          8         29         81         77        114        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
Old  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
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, May 10, 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  :   136,983:    21,328     51,325     28,402     84,011     55,434    133,741    135,161:     3,242      1,822
Old  :   136,983:    21,328     51,325     28,402     84,011     55,434    133,741    135,161:     3,242      1,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     6,084:     2,445     -1,994      4,118        434      5,180      6,997      7,304:      -913     -1,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       37.5       20.7       61.3       40.5       97.6       98.7:       2.4        1.3
Old  :     100.0:      15.6       37.5       20.7       61.3       40.5       97.6       98.7:       2.4        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  :        48:        10         10         15         26         26         43         44:
Old  :        48:        10         10         15         26         26         43         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  :                 30.5       48.6       48.8       67.4       24.6       35.7       36.7       44.5
Old  :                 30.5       48.6       48.8       67.4       24.6       35.7       36.7       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Old  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -27,070:   -10,440      7,477     -9,665     -4,825     -8,261    -24,930    -10,449:    -2,140    -16,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        2.3
Old  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        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  :        43:         8         10         15         23         23         39         40:
Old  :        43:         8         10         15         23         23         39         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       50.6       48.3       68.6       25.1       37.2       38.0       46.2
Old  :                 29.3       50.6       48.3       68.6       25.1       37.2       38.0       46.2
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, May 10, 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  :    58,759:    15,618      2,740     12,997     29,542     42,922     58,157     58,659:       602        100
Old  :    58,759:    15,618      2,740     12,997     29,542     42,922     58,157     58,659:       602        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,723:    -1,440        -20      1,844      2,268        868      2,672      2,692:        51         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        4.7       22.1       50.3       73.0       99.0       99.8:       1.0        0.2
Old  :     100.0:      26.6        4.7       22.1       50.3       73.0       99.0       99.8:       1.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          4          7         31         28         38         36:
Old  :        42:         4          4          7         31         28         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       41.1       68.5       63.7       37.0       32.5       45.5       46.1
Old  :                 52.0       41.1       68.5       63.7       37.0       32.5       45.5       46.1
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, May 3, 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  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Old  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       623:     2,540      1,500     -1,110     -1,114        224        316        614:       307          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
Old  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          4          7         32         29         39         37:
Old  :        42:         4          4          7         32         29         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  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
Old  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 10, 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  :    22,325:     3,184        731      1,482     17,275     19,219     21,941     21,432:       384        893
Old  :    22,325:     3,184        731      1,482     17,275     19,219     21,941     21,432:       384        893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       335:     1,142         88       -109       -800        254        233        233:       102        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        3.3        6.6       77.4       86.1       98.3       96.0:       1.7        4.0
Old  :     100.0:      14.3        3.3        6.6       77.4       86.1       98.3       96.0:       1.7        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          3         17         18         21         21:
Old  :        27:         2          2          3         17         18         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  :                 61.4       51.7       81.6       71.1       60.4       47.8       69.7       60.1
Old  :                 61.4       51.7       81.6       71.1       60.4       47.8       69.7       60.1
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, May 3, 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  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Old  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -849:      -419        318       -190       -284     -1,021       -893       -893:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
Old  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          4         17         18         21         22:
Old  :        27:         2          2          4         17         18         21         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  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
Old  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Old  :     8,935:       172      5,474        856      7,907      2,605      8,935      8,935:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       216:         0          0          0        216        216        216        216:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       61.3        9.6       88.5       29.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9       61.3        9.6       88.5       29.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          3          2         12          9         15         12:
Old  :        23:         1          3          2         12          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Old  :                 64.8       79.9       89.5       96.6       64.7       70.3       83.7       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Old  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -693:       -84       -845          0       -609        152       -693       -693:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       62.8        9.8       88.2       27.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0       62.8        9.8       88.2       27.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          3          2         11          7         14         10:
Old  :        20:         1          3          2         11          7         14         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  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
Old  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 10, 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  :     9,430:     3,680      2,800      1,700      3,780      4,530      9,160      9,030:       270        400
Old  :     9,430:     3,680      2,800      1,700      3,780      4,530      9,160      9,030:       270        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       210:       180        240         60         60        -10        300        290:       -90        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       29.7       18.0       40.1       48.0       97.1       95.8:       2.9        4.2
Old  :     100.0:      39.0       29.7       18.0       40.1       48.0       97.1       95.8:       2.9        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  :        21:         3          2          5         13         14         18         19:
Old  :        21:         3          2          5         13         14         18         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  :                 63.4       59.4       82.3       81.2       51.3       49.8       62.1       63.0
Old  :                 63.4       59.4       82.3       81.2       51.3       49.8       62.1       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 3, 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  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Old  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
Old  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          4         14         14         19         18:
Old  :        22:         3          2          4         14         14         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
Old  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
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, May 10, 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  :   831,666:   103,029    102,944    140,008    520,162    504,290    763,199    747,242:    68,467     84,424
Old  :   831,666:   103,029    102,944    140,008    520,162    504,290    763,199    747,242:    68,467     84,424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    20,873:    -3,974      4,344      5,416      8,586      1,684     10,028     11,444:    10,845      9,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       12.4       16.8       62.5       60.6       91.8       89.8:       8.2       10.2
Old  :     100.0:      12.4       12.4       16.8       62.5       60.6       91.8       89.8:       8.2       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        61         98        100         79         88        206        229:
Old  :       262:        61         98        100         79         88        206        229:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       16.5       31.0       27.5       15.1       11.8       24.0       18.2
Old  :                 19.7       16.5       31.0       27.5       15.1       11.8       24.0       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 3, 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  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Old  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       291:   -14,603      3,002      8,940      3,191    -17,626     -2,472     -5,684:     2,763      5,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
Old  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        63         97        100         86         86        213        225:
Old  :       264:        63         97        100         86         86        213        225:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       19.8
Old  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,320:     8,099      3,071        256      2,127      9,189     10,482     12,516:     2,838        804
Old  :    13,320:     8,099      3,071        256      2,127      9,189     10,482     12,516:     2,838        804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :        85:      -487        298        -63        564       -246         14        -11:        71         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       23.1        1.9       16.0       69.0       78.7       94.0:      21.3        6.0
Old  :     100.0:      60.8       23.1        1.9       16.0       69.0       78.7       94.0:      21.3        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  :       117:        60         19          5         12         24         77         47:
Old  :       117:        60         19          5         12         24         77         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       44.0       35.4       61.2       22.2       44.0       35.4       61.2
Old  :                 22.2       44.0       35.4       61.2       22.2       44.0       35.4       61.2
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, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Old  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -146:      -154         97        169        108       -581        123       -315:      -269        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
Old  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        63         18          7         11         25         79         48:
Old  :       118:        63         18          7         11         25         79         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
Old  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 10, 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  :     9,459:     6,395      1,237          5      1,052      7,167      7,452      8,409:     2,007      1,050
Old  :     9,459:     6,395      1,237          5      1,052      7,167      7,452      8,409:     2,007      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       775:       497         70        -88        209        472        618        454:       157        321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6       13.1        0.1       11.1       75.8       78.8       88.9:      21.2       11.1
Old  :     100.0:      67.6       13.1        0.1       11.1       75.8       78.8       88.9:      21.2       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        27          9          1          5         19         33         28:
Old  :        59:        27          9          1          5         19         33         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  :                 34.7       47.6       50.2       61.6       34.7       47.6       50.2       61.6
Old  :                 34.7       47.6       50.2       61.6       34.7       47.6       50.2       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, May 3, 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  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Old  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -496:      -356         89         88        -51       -612       -319       -435:      -177        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
Old  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        25          8          2          4         18         30         27:
Old  :        54:        25          8          2          4         18         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
Old  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
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, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   149,482:    31,923      9,449     10,881     90,451    116,083    133,255    136,413:    16,227     13,069
Old  :   149,482:    31,923      9,449     10,881     90,451    116,083    133,255    136,413:    16,227     13,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,962:    -1,573      2,099      1,144      1,359     -1,076        930      2,167:     2,032        795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        6.3        7.3       60.5       77.7       89.1       91.3:      10.9        8.7
Old  :     100.0:      21.4        6.3        7.3       60.5       77.7       89.1       91.3:      10.9        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        48         20         37         62         72        126        115:
Old  :       153:        48         20         37         62         72        126        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       17.9       39.6       31.1       23.0       11.9       34.7       19.4
Old  :                 26.3       17.9       39.6       31.1       23.0       11.9       34.7       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, May 3, 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  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Old  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,234:    -4,923        148       -283     -3,949    -10,478     -9,155    -10,613:    -4,079     -2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
Old  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        50         21         37         61         73        127        118:
Old  :       158:        50         21         37         61         73        127        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Old  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2005