WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, August 2, 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  :   257,888:    43,440     68,720     24,113    160,148    120,350    227,701    213,183:    30,187     44,705
Old  :   248,580:    43,205     66,773     22,491    153,581    117,763    219,277    207,027:    29,303     41,553
Other:     9,308:     1,841      3,553         16      6,567      2,587      8,424      6,156:       884      3,152
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     8,745:    -1,425     -1,159      2,932       -292       -554      1,215      1,219:     7,530      7,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       26.6        9.4       62.1       46.7       88.3       82.7:      11.7       17.3
Old  :     100.0:      17.4       26.9        9.0       61.8       47.4       88.2       83.3:      11.8       16.7
Other:     100.0:      19.8       38.2        0.2       70.6       27.8       90.5       66.1:       9.5       33.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        55        100         52         40         52        137        173:
Old  :       233:        55        104         49         37         52        132        172:
Other:        64:        14         15          1         10         33         24         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       30.7       47.6       37.0       32.4       25.3       47.1       31.4
Old  :                 33.6       31.8       49.1       38.2       33.6       28.2       48.9       34.5
Other:                 62.8       33.2       75.5       43.5       60.4       31.4       72.8       40.6
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, July 26, 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  :   249,143:    44,865     69,879     21,181    160,440    120,904    226,486    211,964:    22,657     37,179
Old  :   242,008:    44,555     67,997     20,565    154,971    118,674    220,091    207,236:    21,917     34,772
Other:     7,135:       926      2,498          0      5,469      2,230      6,395      4,728:       740      2,407
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     5,483:    -2,856      5,681      2,819      5,229     -4,478      5,192      4,022:       291      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       28.0        8.5       64.4       48.5       90.9       85.1:       9.1       14.9
Old  :     100.0:      18.4       28.1        8.5       64.0       49.0       90.9       85.6:       9.1       14.4
Other:     100.0:      13.0       35.0        0.0       76.7       31.3       89.6       66.3:      10.4       33.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        55        101         52         39         48        133        172:
Old  :       228:        56        102         51         36         46        130        169:
Other:        59:        10         14          0         11         31         21         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       33.7       49.3       40.3       33.6       28.5       48.8       34.7
Old  :                 34.6       34.6       50.5       41.4       34.6       31.0       50.3       37.3
Other:                 66.8       35.9       82.0       46.9       64.1       35.6       78.2       44.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, August 2, 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  :   743,559:   143,203     76,057     73,620    397,558    413,696    614,381    563,373:   129,178    180,186
Old  :   249,086:    35,850     64,514        160    178,690    148,015    214,700    212,689:    34,386     36,397
Other:   494,473:   162,168     66,358     18,645    218,868    265,681    399,681    350,684:    94,792    143,789
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,718:     2,528      1,072        913     -4,850       -754     -1,409      1,231:     5,127      2,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       10.2        9.9       53.5       55.6       82.6       75.8:      17.4       24.2
Old  :     100.0:      14.4       25.9        0.1       71.7       59.4       86.2       85.4:      13.8       14.6
Other:     100.0:      32.8       13.4        3.8       44.3       53.7       80.8       70.9:      19.2       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       143         98        119        194        235        408        405:
Old  :       413:        72         91          3        117        154        192        245:
Other:       532:       152         89         65        147        224        332        349:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       18.6       31.6       24.5       21.8       16.5       31.1       21.4
Old  :                 41.6       29.6       57.0       40.7       41.6       29.6       56.9       40.7
Other:                 18.7       15.3       26.5       20.9       18.4       14.3       26.2       19.5
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, July 26, 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  :   739,841:   140,675     74,985     72,707    402,408    414,450    615,790    562,142:   124,051    177,699
Old  :   280,462:    45,418     59,446        435    199,595    181,208    245,448    241,089:    35,014     39,373
Other:   459,379:   150,618     70,900     16,911    202,813    233,242    370,342    321,053:    89,037    138,326
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    15,160:    -9,409        260      9,559     13,220     15,145     13,370     24,964:     1,790     -9,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       10.1        9.8       54.4       56.0       83.2       76.0:      16.8       24.0
Old  :     100.0:      16.2       21.2        0.2       71.2       64.6       87.5       86.0:      12.5       14.0
Other:     100.0:      32.8       15.4        3.7       44.1       50.8       80.6       69.9:      19.4       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       563:       136        105        128        193        234        413        412:
Old  :       428:        75         99          4        113        163        192        262:
Other:       530:       152         93         69        143        223        329        354:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       18.3       32.0       24.3       22.0       16.4       31.5       21.4
Old  :                 41.0       32.3       57.3       41.5       41.0       32.3       57.3       41.5
Other:                 20.0       12.5       27.6       18.2       19.6       11.5       27.3       17.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, August 2, 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  :     7,734:     3,288        360        205      1,580      5,715      5,073      6,280:     2,661      1,454
Old  :     7,734:     3,288        360        205      1,580      5,715      5,073      6,280:     2,661      1,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -175:      -440         15        176       -144       -325       -408       -134:       233        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        4.7        2.7       20.4       73.9       65.6       81.2:      34.4       18.8
Old  :     100.0:      42.5        4.7        2.7       20.4       73.9       65.6       81.2:      34.4       18.8
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  :        33:        12          4          4          9         14         24         20:
Old  :        33:        12          4          4          9         14         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       45.8       52.3       63.0       35.1       45.7       48.5       59.4
Old  :                 35.1       45.8       52.3       63.0       35.1       45.7       48.5       59.4
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, July 26, 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  :     7,909:     3,728        345         29      1,724      6,040      5,481      6,414:     2,428      1,495
Old  :     7,909:     3,728        345         29      1,724      6,040      5,481      6,414:     2,428      1,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       -86:       156        -29          5       -108        -32         53        -56:      -139        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.1        4.4        0.4       21.8       76.4       69.3       81.1:      30.7       18.9
Old  :     100.0:      47.1        4.4        0.4       21.8       76.4       69.3       81.1:      30.7       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  :        32:        13          3          3          9         14         24         18:
Old  :        32:        13          3          3          9         14         24         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  :                 34.3       46.0       52.8       65.6       34.0       44.6       50.0       58.6
Old  :                 34.3       46.0       52.8       65.6       34.0       44.6       50.0       58.6
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, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   272,292:    70,606     24,332     17,506    128,304    166,197    216,416    208,035:    55,876     64,257
Old  :   268,157:    70,225     25,173     14,831    127,975    165,000    213,031    205,004:    55,126     63,153
Other:     4,135:     3,056      1,834          0        329      1,197      3,385      3,031:       750      1,104
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -772:     1,591     -2,903      2,413     -3,719      1,731        285      1,241:    -1,057     -2,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        8.9        6.4       47.1       61.0       79.5       76.4:      20.5       23.6
Old  :     100.0:      26.2        9.4        5.5       47.7       61.5       79.4       76.4:      20.6       23.6
Other:     100.0:      73.9       44.4        0.0        8.0       28.9       81.9       73.3:      18.1       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       122         74         67         85        124        249        237:
Old  :       355:       123         76         61         85        124        247        233:
Other:        94:        11         20          0          8         56         19         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.3       34.0       32.2       23.6       19.7       33.9       27.5
Old  :                 24.0       22.5       34.5       32.5       24.0       19.9       34.4       27.8
Other:                 58.1       46.8       70.4       57.6       58.1       46.8       70.4       57.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   273,064:    69,015     27,235     15,093    132,023    164,466    216,131    206,794:    56,933     66,270
Old  :    23,074:     6,375      1,815         10      9,908     16,086     16,293     17,911:     6,781      5,163
Other:   249,990:    65,919     28,699     11,804    122,115    148,380    199,838    188,883:    50,152     61,107
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -4,385:     3,125      1,712     -2,274     -2,869     -4,982     -2,018     -5,544:    -2,367      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       10.0        5.5       48.3       60.2       79.2       75.7:      20.8       24.3
Old  :     100.0:      27.6        7.9        0.0       42.9       69.7       70.6       77.6:      29.4       22.4
Other:     100.0:      26.4       11.5        4.7       48.8       59.4       79.9       75.6:      20.1       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       113         69         64        103        127        260        228:
Old  :       158:        32         18          1         58         59         91         78:
Other:       336:       109         75         50         76        126        218        225:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.7       33.6       31.7       23.4       19.6       33.5       26.7
Old  :                 20.8       40.9       31.9       52.1       20.8       39.6       31.7       50.8
Other:                 25.6       22.0       36.6       30.5       25.6       19.8       36.6       26.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, August 2, 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  :   137,333:    35,437     11,681     16,932     58,867     96,298    111,236    124,911:    26,097     12,422
Old  :    25,926:    13,547      3,319        743      6,939     18,443     21,229     22,505:     4,697      3,421
Other:   111,407:    30,091     16,563      7,988     51,928     77,855     90,007    102,406:    21,400      9,001
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       259:    -1,337      2,111      2,330        -15     -3,340        978      1,101:      -719       -842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.5       12.3       42.9       70.1       81.0       91.0:      19.0        9.0
Old  :     100.0:      52.3       12.8        2.9       26.8       71.1       81.9       86.8:      18.1       13.2
Other:     100.0:      27.0       14.9        7.2       46.6       69.9       80.8       91.9:      19.2        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        55         23         34         38         34        114         83:
Old  :        85:        36         13          9         20         24         56         46:
Other:       132:        51         33         23         35         29        100         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       40.2       33.2       54.8       22.5       34.3       31.2       48.2
Old  :                 20.5       40.0       33.5       53.7       18.3       39.8       30.0       53.0
Other:                 28.4       44.8       39.4       58.0       27.7       41.0       37.2       52.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, July 26, 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  :   137,074:    36,774      9,570     14,602     58,882     99,638    110,258    123,810:    26,816     13,264
Old  :    36,004:    14,031      2,172      3,178     11,842     26,072     29,051     31,422:     6,953      4,582
Other:   101,070:    27,478     12,133      6,689     47,040     73,566     81,207     92,388:    19,863      8,682
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -9,199:    -2,915       -284     -1,479     -3,156     -7,258     -7,550     -9,021:    -1,649       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.0       10.7       43.0       72.7       80.4       90.3:      19.6        9.7
Old  :     100.0:      39.0        6.0        8.8       32.9       72.4       80.7       87.3:      19.3       12.7
Other:     100.0:      27.2       12.0        6.6       46.5       72.8       80.3       91.4:      19.7        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        52         18         26         40         36        108         75:
Old  :        83:        30         11         12         23         29         57         50:
Other:       120:        46         24         18         35         31         91         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       41.9       33.7       56.1       22.5       34.4       30.8       48.1
Old  :                 27.6       37.9       37.7       51.5       14.7       24.1       23.7       35.7
Other:                 30.5       46.9       41.3       60.8       30.5       42.3       40.4       55.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, August 2, 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  :   554,372:    77,271     83,775      6,308    366,151    306,042    449,730    396,125:   104,642    158,247
Old  :   554,372:    77,271     83,775      6,308    366,151    306,042    449,730    396,125:   104,642    158,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,700:   -10,998     11,445       -729     18,280    -14,703      6,553     -3,987:    -8,253      2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.1        1.1       66.0       55.2       81.1       71.5:      18.9       28.5
Old  :     100.0:      13.9       15.1        1.1       66.0       55.2       81.1       71.5:      18.9       28.5
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  :       155:        27         30         20         64         73        100        114:
Old  :       155:        27         30         20         64         73        100        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       14.6       36.8       23.0       26.7       12.9       32.7       18.8
Old  :                 29.1       14.6       36.8       23.0       26.7       12.9       32.7       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, July 26, 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  :   556,072:    88,269     72,330      7,037    347,871    320,745    443,177    400,112:   112,895    155,960
Old  :   556,072:    88,269     72,330      7,037    347,871    320,745    443,177    400,112:   112,895    155,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :   -16,695:    -7,149     -6,343     -4,610     -9,505     -1,202    -21,264    -12,155:     4,569     -4,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       13.0        1.3       62.6       57.7       79.7       72.0:      20.3       28.0
Old  :     100.0:      15.9       13.0        1.3       62.6       57.7       79.7       72.0:      20.3       28.0
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  :       149:        29         27         23         59         72         98        112:
Old  :       149:        29         27         23         59         72         98        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       15.4       37.5       24.0       27.2       13.8       33.2       20.0
Old  :                 29.8       15.4       37.5       24.0       27.2       13.8       33.2       20.0
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, August 2, 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  :   113,404:    22,271      2,590     17,972     42,059     78,201     82,302     98,763:    31,102     14,641
Old  :    30,784:    10,805      1,458      2,034     10,495     21,083     23,334     24,575:     7,450      6,209
Other:    82,620:    18,930      8,596      8,474     31,564     57,118     58,968     74,188:    23,652      8,432
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -4,998:    -2,825      1,378      2,912     -3,983     -8,909     -3,896     -4,619:    -1,102       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.3       15.8       37.1       69.0       72.6       87.1:      27.4       12.9
Old  :     100.0:      35.1        4.7        6.6       34.1       68.5       75.8       79.8:      24.2       20.2
Other:     100.0:      22.9       10.4       10.3       38.2       69.1       71.4       89.8:      28.6       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        46         13         34         54         48        119         87:
Old  :        91:        23          9         11         37         35         66         53:
Other:       118:        43         19         25         44         36        100         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       36.6       23.5       50.3       10.6       32.8       16.7       43.8
Old  :                 18.8       33.6       31.5       47.0       17.5       29.4       28.0       38.7
Other:                 18.0       40.8       26.7       54.6       14.4       37.2       22.0       49.9
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, July 26, 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  :   118,402:    25,096      1,212     15,060     46,042     87,110     86,198    103,382:    32,204     15,020
Old  :    36,948:    10,956        284      2,578     13,480     27,822     27,014     30,684:     9,934      6,264
Other:    81,454:    19,826      6,614      6,796     32,562     59,288     59,184     72,698:    22,270      8,756
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -5,436:    -1,131       -196       -315     -2,711     -3,202     -4,157     -3,713:    -1,279     -1,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        1.0       12.7       38.9       73.6       72.8       87.3:      27.2       12.7
Old  :     100.0:      29.7        0.8        7.0       36.5       75.3       73.1       83.0:      26.9       17.0
Other:     100.0:      24.3        8.1        8.3       40.0       72.8       72.7       89.3:      27.3       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        49          6         31         54         49        115         83:
Old  :        93:        27          6         10         39         43         70         58:
Other:       111:        40         17         21         42         37         93         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.4       25.4       53.5       10.4       32.6       16.8       44.1
Old  :                 19.0       45.0       28.4       53.4       12.6       33.2       19.6       41.4
Other:                 19.8       41.2       28.4       55.7       14.8       38.0       23.5       50.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, August 2, 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  :     7,663:     2,865      1,277      1,372      2,088      3,156      6,325      5,805:     1,338      1,858
Old  :     7,663:     2,865      1,277      1,372      2,088      3,156      6,325      5,805:     1,338      1,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       158:      -205         -5        287        124        -17        206        265:       -48       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       16.7       17.9       27.2       41.2       82.5       75.8:      17.5       24.2
Old  :     100.0:      37.4       16.7       17.9       27.2       41.2       82.5       75.8:      17.5       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17         10          9         13         12         35         26:
Old  :        46:        17         10          9         13         12         35         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  :                 35.7       33.2       51.9       53.0       33.6       31.0       45.1       41.8
Old  :                 35.7       33.2       51.9       53.0       33.6       31.0       45.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, July 26, 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  :     7,505:     3,070      1,282      1,085      1,964      3,173      6,119      5,540:     1,386      1,965
Old  :     7,505:     3,070      1,282      1,085      1,964      3,173      6,119      5,540:     1,386      1,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       271:       134       -140          2        152        312        288        174:       -17         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       17.1       14.5       26.2       42.3       81.5       73.8:      18.5       26.2
Old  :     100.0:      40.9       17.1       14.5       26.2       42.3       81.5       73.8:      18.5       26.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20          9         10         12         10         36         25:
Old  :        46:        20          9         10         12         10         36         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       34.8       51.4       52.7       35.3       32.3       46.2       44.5
Old  :                 36.3       34.8       51.4       52.7       35.3       32.3       46.2       44.5
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, August 2, 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  :   360,649:   105,895    112,713      2,139    199,192    138,808    307,226    253,660:    53,423    106,989
Old  :   360,649:   105,895    112,713      2,139    199,192    138,808    307,226    253,660:    53,423    106,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       530:     2,545      7,307        222     -1,325     -6,047      1,442      1,482:      -912       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       31.3        0.6       55.2       38.5       85.2       70.3:      14.8       29.7
Old  :     100.0:      29.4       31.3        0.6       55.2       38.5       85.2       70.3:      14.8       29.7
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  :       106:        15         29          4         44         41         61         72:
Old  :       106:        15         29          4         44         41         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  :                 28.9       17.5       45.7       26.4       28.9       16.8       45.7       25.2
Old  :                 28.9       17.5       45.7       26.4       28.9       16.8       45.7       25.2
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, July 26, 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  :   360,119:   103,350    105,406      1,917    200,517    144,855    305,784    252,178:    54,335    107,941
Old  :   360,119:   103,350    105,406      1,917    200,517    144,855    305,784    252,178:    54,335    107,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -7,447:     1,163     -3,049      1,795     -9,866     -5,474     -6,908     -6,728:      -539       -719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       29.3        0.5       55.7       40.2       84.9       70.0:      15.1       30.0
Old  :     100.0:      28.7       29.3        0.5       55.7       40.2       84.9       70.0:      15.1       30.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        13         29          3         44         41         59         71:
Old  :       104:        13         29          3         44         41         59         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       18.7       46.2       28.0       29.2       18.0       46.2       26.4
Old  :                 29.2       18.7       46.2       28.0       29.2       18.0       46.2       26.4
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, August 2, 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  : 2,006,687:   488,007    376,932    121,689  1,181,143  1,054,995  1,790,839  1,553,616:   215,848    453,071
Old  : 2,006,687:   488,007    376,932    121,689  1,181,143  1,054,995  1,790,839  1,553,616:   215,848    453,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    96,875:    79,546     -8,119     -8,223     19,101     58,452     90,424     42,110:     6,451     54,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       18.8        6.1       58.9       52.6       89.2       77.4:      10.8       22.6
Old  :     100.0:      24.3       18.8        6.1       58.9       52.6       89.2       77.4:      10.8       22.6
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  :       260:        54         58         42         89        122        161        204:
Old  :       260:        54         58         42         89        122        161        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       22.0       50.6       33.0       29.4       19.7       41.2       28.5
Old  :                 34.6       22.0       50.6       33.0       29.4       19.7       41.2       28.5
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, July 26, 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  : 1,909,812:   408,461    385,051    129,912  1,162,042    996,543  1,700,415  1,511,506:   209,397    398,306
Old  : 1,909,812:   408,461    385,051    129,912  1,162,042    996,543  1,700,415  1,511,506:   209,397    398,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    56,216:    10,592    -11,889     14,637     15,413     13,233     40,642     15,981:    15,574     40,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       20.2        6.8       60.8       52.2       89.0       79.1:      11.0       20.9
Old  :     100.0:      21.4       20.2        6.8       60.8       52.2       89.0       79.1:      11.0       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        46         64         44         76        116        146        200:
Old  :       246:        46         64         44         76        116        146        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       21.1       52.3       32.4       31.4       19.3       43.2       28.1
Old  :                 35.8       21.1       52.3       32.4       31.4       19.3       43.2       28.1
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, August 2, 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  : 1,450,245:   212,073    404,539     21,779  1,084,000    718,578  1,317,852  1,144,896:   132,393    305,349
Old  : 1,450,245:   212,073    404,539     21,779  1,084,000    718,578  1,317,852  1,144,896:   132,393    305,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   118,323:    18,355     53,837        326     98,950     47,168    117,631    101,331:       692     16,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       27.9        1.5       74.7       49.5       90.9       78.9:       9.1       21.1
Old  :     100.0:      14.6       27.9        1.5       74.7       49.5       90.9       78.9:       9.1       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        37         42         20         67         80        109        137:
Old  :       183:        37         42         20         67         80        109        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       23.8       47.4       35.1       31.4       23.1       42.8       32.9
Old  :                 32.1       23.8       47.4       35.1       31.4       23.1       42.8       32.9
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, July 26, 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  : 1,331,922:   193,718    350,702     21,453    985,050    671,410  1,200,221  1,043,565:   131,701    288,357
Old  : 1,331,922:   193,718    350,702     21,453    985,050    671,410  1,200,221  1,043,565:   131,701    288,357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    89,168:     7,980     72,445      8,626     97,125     10,076    113,731     91,147:   -24,563     -1,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       26.3        1.6       74.0       50.4       90.1       78.4:       9.9       21.6
Old  :     100.0:      14.5       26.3        1.6       74.0       50.4       90.1       78.4:       9.9       21.6
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  :       177:        36         39         16         67         75        109        124:
Old  :       177:        36         39         16         67         75        109        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       25.3       47.1       35.8       32.3       24.5       43.0       34.6
Old  :                 33.1       25.3       47.1       35.8       32.3       24.5       43.0       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, August 2, 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  :   379,708:   115,455     54,550     38,716    174,646    253,207    328,817    346,473:    50,891     33,235
Old  :   379,708:   115,455     54,550     38,716    174,646    253,207    328,817    346,473:    50,891     33,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   -53,187:     5,054       -447     -6,886    -44,586    -44,125    -46,418    -51,458:    -6,769     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       14.4       10.2       46.0       66.7       86.6       91.2:      13.4        8.8
Old  :     100.0:      30.4       14.4       10.2       46.0       66.7       86.6       91.2:      13.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        29         21         29         41         37         84         73:
Old  :       101:        29         21         29         41         37         84         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       42.4       49.2       52.8       25.7       34.7       36.1       42.6
Old  :                 33.9       42.4       49.2       52.8       25.7       34.7       36.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, July 26, 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  :   432,895:   110,401     54,997     45,602    219,232    297,332    375,235    397,931:    57,660     34,964
Old  :   432,895:   110,401     54,997     45,602    219,232    297,332    375,235    397,931:    57,660     34,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    32,995:    23,786     -1,435      8,303      9,736     29,401     41,825     36,269:    -8,830     -3,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       12.7       10.5       50.6       68.7       86.7       91.9:      13.3        8.1
Old  :     100.0:      25.5       12.7       10.5       50.6       68.7       86.7       91.9:      13.3        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  :       115:        31         25         32         52         42        100         82:
Old  :       115:        31         25         32         52         42        100         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  :                 27.9       38.3       40.2       49.5       18.4       31.4       28.2       40.3
Old  :                 27.9       38.3       40.2       49.5       18.4       31.4       28.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, August 2, 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  :    30,723:     8,248      5,649          0     15,888     18,032     24,136     23,681:     6,587      7,042
Old  :    30,723:     8,248      5,649          0     15,888     18,032     24,136     23,681:     6,587      7,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       767:       345        524         -1        535        542        879      1,065:      -112       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       18.4        0.0       51.7       58.7       78.6       77.1:      21.4       22.9
Old  :     100.0:      26.8       18.4        0.0       51.7       58.7       78.6       77.1:      21.4       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  :        53:        14          9          0         19         12         33         21:
Old  :        53:        14          9          0         19         12         33         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       45.7       47.8       62.0       32.0       44.7       47.8       61.0
Old  :                 32.0       45.7       47.8       62.0       32.0       44.7       47.8       61.0
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, July 26, 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  :    29,956:     7,903      5,125          1     15,353     17,490     23,257     22,616:     6,699      7,340
Old  :    29,956:     7,903      5,125          1     15,353     17,490     23,257     22,616:     6,699      7,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,738:     1,101        406          0        -78        660      1,023      1,066:       715        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       17.1        0.0       51.3       58.4       77.6       75.5:      22.4       24.5
Old  :     100.0:      26.4       17.1        0.0       51.3       58.4       77.6       75.5:      22.4       24.5
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  :        52:        15          9          1         18         11         34         20:
Old  :        52:        15          9          1         18         11         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  :                 32.7       45.3       49.1       61.2       32.7       44.6       49.1       60.5
Old  :                 32.7       45.3       49.1       61.2       32.7       44.6       49.1       60.5
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, August 2, 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  :    54,527:    12,556     30,204        471     29,251     12,390     42,278     43,065:    12,249     11,462
Old  :    54,527:    12,556     30,204        471     29,251     12,390     42,278     43,065:    12,249     11,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,674:     2,010      2,783       -187        -66       -977      1,757      1,619:       -83         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       55.4        0.9       53.6       22.7       77.5       79.0:      22.5       21.0
Old  :     100.0:      23.0       55.4        0.9       53.6       22.7       77.5       79.0:      22.5       21.0
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  :        74:        20         27          4         18         13         40         42:
Old  :        74:        20         27          4         18         13         40         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       37.9       53.2       49.0       43.6       37.9       53.2       49.0
Old  :                 43.6       37.9       53.2       49.0       43.6       37.9       53.2       49.0
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, July 26, 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  :    52,853:    10,546     27,421        658     29,317     13,367     40,521     41,446:    12,332     11,407
Old  :    52,853:    10,546     27,421        658     29,317     13,367     40,521     41,446:    12,332     11,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     3,025:     1,980      2,302        131       -473       -140      1,638      2,293:     1,387        732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       51.9        1.2       55.5       25.3       76.7       78.4:      23.3       21.6
Old  :     100.0:      20.0       51.9        1.2       55.5       25.3       76.7       78.4:      23.3       21.6
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  :        73:        18         26          5         16         16         36         45:
Old  :        73:        18         26          5         16         16         36         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  :                 43.9       36.1       54.5       46.2       43.9       36.1       54.5       46.2
Old  :                 43.9       36.1       54.5       46.2       43.9       36.1       54.5       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, August 2, 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  :    36,259:     2,053      5,046      1,004     32,867     29,326     35,924     35,376:       335        883
Old  :    36,259:     2,053      5,046      1,004     32,867     29,326     35,924     35,376:       335        883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,065:    -1,717       -378        -15        630       -642     -1,102     -1,035:        37        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       13.9        2.8       90.6       80.9       99.1       97.6:       0.9        2.4
Old  :     100.0:       5.7       13.9        2.8       90.6       80.9       99.1       97.6:       0.9        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  :        59:         6         18          4         21         20         30         39:
Old  :        59:         6         18          4         21         20         30         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  :                 54.6       51.1       73.2       75.1       53.8       48.9       68.9       67.3
Old  :                 54.6       51.1       73.2       75.1       53.8       48.9       68.9       67.3
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, July 26, 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  :    37,324:     3,770      5,424      1,019     32,237     29,968     37,026     36,411:       298        913
Old  :    37,324:     3,770      5,424      1,019     32,237     29,968     37,026     36,411:       298        913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       214:        16         76         -4        206        129        218        201:        -4         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.5        2.7       86.4       80.3       99.2       97.6:       0.8        2.4
Old  :     100.0:      10.1       14.5        2.7       86.4       80.3       99.2       97.6:       0.8        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  :        56:         7         17          4         20         18         30         36:
Old  :        56:         7         17          4         20         18         30         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  :                 53.2       51.2       71.2       74.7       51.5       49.7       66.9       67.2
Old  :                 53.2       51.2       71.2       74.7       51.5       49.7       66.9       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, August 2, 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  :    22,908:     2,368      2,245        591     15,376     13,400     18,335     16,236:     4,573      6,672
Old  :    22,908:     2,368      2,245        591     15,376     13,400     18,335     16,236:     4,573      6,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       285:        81        354        -27        148        -15        202        312:        83        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        9.8        2.6       67.1       58.5       80.0       70.9:      20.0       29.1
Old  :     100.0:      10.3        9.8        2.6       67.1       58.5       80.0       70.9:      20.0       29.1
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  :        40:         8          7          9         21         17         32         30:
Old  :        40:         8          7          9         21         17         32         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  :                 43.6       30.7       61.2       51.5       43.6       28.5       59.5       45.6
Old  :                 43.6       30.7       61.2       51.5       43.6       28.5       59.5       45.6
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, July 26, 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  :    22,623:     2,287      1,891        618     15,228     13,415     18,133     15,924:     4,490      6,699
Old  :    22,623:     2,287      1,891        618     15,228     13,415     18,133     15,924:     4,490      6,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       547:       951         12       -313        -38        839        600        538:       -53          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        8.4        2.7       67.3       59.3       80.2       70.4:      19.8       29.6
Old  :     100.0:      10.1        8.4        2.7       67.3       59.3       80.2       70.4:      19.8       29.6
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  :        40:         7          6          9         23         18         33         30:
Old  :        40:         7          6          9         23         18         33         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  :                 43.5       30.6       60.8       51.9       43.5       28.0       59.2       45.6
Old  :                 43.5       30.6       60.8       51.9       43.5       28.0       59.2       45.6
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, August 2, 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  :    95,494:    13,735     23,031     20,659     49,322     24,720     83,716     68,410:    11,778     27,084
Old  :    72,286:    12,956     30,922      9,387     42,811     14,377     65,154     54,686:     7,132     17,600
Other:    23,208:    10,486      1,816      1,565      6,511     10,343     18,562     13,724:     4,646      9,484
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       837:       236     -2,685        165        -96      1,843        305       -677:       532      1,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       24.1       21.6       51.6       25.9       87.7       71.6:      12.3       28.4
Old  :     100.0:      17.9       42.8       13.0       59.2       19.9       90.1       75.7:       9.9       24.3
Other:     100.0:      45.2        7.8        6.7       28.1       44.6       80.0       59.1:      20.0       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        35         50         38         25         31         86        101:
Old  :       136:        32         58         21         19         30         63         99:
Other:        70:        29         11          5         12         22         43         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       18.1       46.4       30.6       31.1       15.5       45.3       22.3
Old  :                 40.9       22.7       57.4       34.2       40.9       18.5       57.2       26.4
Other:                 39.1       24.3       55.2       35.0       37.2       23.9       52.7       32.4
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    94,657:    13,499     25,716     20,494     49,418     22,877     83,411     69,087:    11,246     25,570
Old  :    74,725:    12,121     29,009     12,616     42,527     14,804     67,264     56,429:     7,461     18,296
Other:    19,932:     7,225      2,554      2,031      6,891      8,073     16,147     12,658:     3,785      7,274
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -4,685:       673       -531     -6,231      1,211      1,268     -4,347     -5,494:      -338        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       27.2       21.7       52.2       24.2       88.1       73.0:      11.9       27.0
Old  :     100.0:      16.2       38.8       16.9       56.9       19.8       90.0       75.5:      10.0       24.5
Other:     100.0:      36.2       12.8       10.2       34.6       40.5       81.0       63.5:      19.0       36.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        31         53         40         23         29         83        103:
Old  :       136:        30         58         26         19         29         66        101:
Other:        63:        22         12          6         11         21         37         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       17.5       47.2       29.0       31.4       15.3       46.1       22.7
Old  :                 39.6       18.2       56.7       30.3       39.6       15.8       55.2       23.9
Other:                 41.2       27.8       58.8       42.6       39.6       23.0       55.1       33.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,054:       805        807          5        482        462      1,292      1,274:       762        780
Old  :     2,054:       805        807          5        482        462      1,292      1,274:       762        780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -165:       279        -70        -63       -158         81         58        -52:      -223       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       39.3        0.2       23.5       22.5       62.9       62.0:      37.1       38.0
Old  :     100.0:      39.2       39.3        0.2       23.5       22.5       62.9       62.0:      37.1       38.0
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:         6         11          2          6          4         13         16:
Old  :        27:         6         11          2          6          4         13         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  :                 43.6       39.7       57.5       53.7       43.6       39.6       57.5       53.6
Old  :                 43.6       39.7       57.5       53.7       43.6       39.6       57.5       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,219:       526        877         68        640        381      1,234      1,326:       985        893
Old  :     1,901:       537        887         25        505        292      1,067      1,204:       834        697
Other:       318:        22         23         10        135         89        167        122:       151        196
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -187:        21        -69         -2        -72        -63        -53       -134:      -134        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       39.5        3.1       28.8       17.2       55.6       59.8:      44.4       40.2
Old  :     100.0:      28.2       46.7        1.3       26.6       15.4       56.1       63.3:      43.9       36.7
Other:     100.0:       6.9        7.2        3.1       42.5       28.0       52.5       38.4:      47.5       61.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7         14          4          8          5         18         20:
Old  :        31:         7         14          1          8          5         16         19:
Other:        12:         3          3          1          4          2          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  :                 34.7       33.9       45.8       45.7       32.0       32.2       43.1       42.9
Old  :                 35.3       35.3       47.5       49.0       32.4       34.0       44.3       46.3
Other:                 42.5       35.8       52.5       38.4       42.5       34.3       49.4       35.2
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, August 2, 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  :   139,375:    33,991     35,059     16,948     72,381     60,955    123,320    112,962:    16,055     26,413
Old  :   139,375:    33,991     35,059     16,948     72,381     60,955    123,320    112,962:    16,055     26,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     2,677:     2,439     -1,979      3,989     -1,392      3,220      5,036      5,230:    -2,359     -2,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       25.2       12.2       51.9       43.7       88.5       81.0:      11.5       19.0
Old  :     100.0:      24.4       25.2       12.2       51.9       43.7       88.5       81.0:      11.5       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        59         62         63         54         85        142        192:
Old  :       229:        59         62         63         54         85        142        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       13.6       41.5       22.2       25.7       13.5       40.4       21.5
Old  :                 25.7       13.6       41.5       22.2       25.7       13.5       40.4       21.5
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, July 26, 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  :   136,698:    31,552     37,038     12,959     73,773     57,735    118,284    107,732:    18,414     28,966
Old  :   136,698:    31,552     37,038     12,959     73,773     57,735    118,284    107,732:    18,414     28,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -5,854:       208       -625     -3,639       -906       -797     -4,337     -5,061:    -1,517       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       27.1        9.5       54.0       42.2       86.5       78.8:      13.5       21.2
Old  :     100.0:      23.1       27.1        9.5       54.0       42.2       86.5       78.8:      13.5       21.2
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  :       227:        48         68         53         60         83        134        189:
Old  :       227:        48         68         53         60         83        134        189:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       11.7       43.1       20.6       26.2       11.7       41.9       20.2
Old  :                 26.7       11.7       43.1       20.6       26.2       11.7       41.9       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,102:     1,116      1,228        274      1,072      1,018      2,462      2,520:     1,640      1,582
Old  :     4,102:     1,116      1,228        274      1,072      1,018      2,462      2,520:     1,640      1,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       561:       185        169        188         45         45        418        402:       143        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       29.9        6.7       26.1       24.8       60.0       61.4:      40.0       38.6
Old  :     100.0:      27.2       29.9        6.7       26.1       24.8       60.0       61.4:      40.0       38.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         16          5         16          9         30         28:
Old  :        47:        11         16          5         16          9         30         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  :                 22.7       33.3       35.4       43.4       22.5       28.8       31.8       38.1
Old  :                 22.7       33.3       35.4       43.4       22.5       28.8       31.8       38.1
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, July 26, 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  :     3,541:       931      1,059         86      1,027        973      2,044      2,118:     1,497      1,423
Old  :     3,541:       931      1,059         86      1,027        973      2,044      2,118:     1,497      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       325:       -38        239         65        194        -94        221        210:       104        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       29.9        2.4       29.0       27.5       57.7       59.8:      42.3       40.2
Old  :     100.0:      26.3       29.9        2.4       29.0       27.5       57.7       59.8:      42.3       40.2
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:        10         14          6         15          8         27         27:
Old  :        42:        10         14          6         15          8         27         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  :                 24.4       33.4       38.2       44.5       24.1       32.8       36.3       42.9
Old  :                 24.4       33.4       38.2       44.5       24.1       32.8       36.3       42.9
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, August 2, 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  :    25,137:     7,477      3,978      4,012      8,748      5,808     20,237     13,798:     4,900     11,339
Old  :    25,137:     7,477      3,978      4,012      8,748      5,808     20,237     13,798:     4,900     11,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,414:       204       -175        541        590      1,040      1,335      1,406:        79          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       15.8       16.0       34.8       23.1       80.5       54.9:      19.5       45.1
Old  :     100.0:      29.7       15.8       16.0       34.8       23.1       80.5       54.9:      19.5       45.1
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  :       126:        31         28         22         40         43         88         80:
Old  :       126:        31         28         22         40         43         88         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  :                 21.7       20.8       32.0       29.1       15.4       14.1       24.9       19.2
Old  :                 21.7       20.8       32.0       29.1       15.4       14.1       24.9       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    23,723:     7,273      4,153      3,471      8,158      4,768     18,902     12,392:     4,821     11,331
Old  :    23,723:     7,273      4,153      3,471      8,158      4,768     18,902     12,392:     4,821     11,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :         1:      -407        197        162        258       -438         13        -79:       -12         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       17.5       14.6       34.4       20.1       79.7       52.2:      20.3       47.8
Old  :     100.0:      30.7       17.5       14.6       34.4       20.1       79.7       52.2:      20.3       47.8
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  :       118:        31         31         23         35         35         82         75:
Old  :       118:        31         31         23         35         35         82         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       18.6       30.2       26.8       15.5       14.9       24.8       19.7
Old  :                 20.0       18.6       30.2       26.8       15.5       14.9       24.8       19.7
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, August 2, 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  :    87,906:    28,966     16,802        540     29,385     53,362     58,891     70,704:    29,015     17,202
Old  :    87,906:    28,966     16,802        540     29,385     53,362     58,891     70,704:    29,015     17,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,847:    -2,874      2,481         -3      2,142     -9,120       -735     -6,642:    -2,112      3,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       19.1        0.6       33.4       60.7       67.0       80.4:      33.0       19.6
Old  :     100.0:      33.0       19.1        0.6       33.4       60.7       67.0       80.4:      33.0       19.6
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  :        76:        24         13          1         22         24         46         38:
Old  :        76:        24         13          1         22         24         46         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  :                 19.2       30.4       35.3       49.7       18.5       30.4       33.1       49.3
Old  :                 19.2       30.4       35.3       49.7       18.5       30.4       33.1       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, July 26, 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  :    90,753:    31,840     14,321        543     27,243     62,482     59,626     77,346:    31,127     13,407
Old  :    90,753:    31,840     14,321        543     27,243     62,482     59,626     77,346:    31,127     13,407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -502:    -3,844      4,462          0      3,353     -3,362       -491      1,100:       -11     -1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       15.8        0.6       30.0       68.8       65.7       85.2:      34.3       14.8
Old  :     100.0:      35.1       15.8        0.6       30.0       68.8       65.7       85.2:      34.3       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        25          9          2         23         25         48         36:
Old  :        74:        25          9          2         23         25         48         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  :                 17.6       33.5       32.2       53.7       17.6       33.5       30.7       53.4
Old  :                 17.6       33.5       32.2       53.7       17.6       33.5       30.7       53.4
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, August 2, 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  :    71,327:     4,633     35,959         24     58,879     13,085     63,536     49,068:     7,791     22,259
Old  :    71,327:     4,633     35,959         24     58,879     13,085     63,536     49,068:     7,791     22,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,441:        29     -5,074         23     -3,660      4,286     -3,608       -765:     1,167     -1,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       50.4        0.0       82.5       18.3       89.1       68.8:      10.9       31.2
Old  :     100.0:       6.5       50.4        0.0       82.5       18.3       89.1       68.8:      10.9       31.2
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  :        38:         3         18          1          8         12         12         30:
Old  :        38:         3         18          1          8         12         12         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  :                 71.1       34.0       87.3       44.5       71.1       34.0       85.2       44.5
Old  :                 71.1       34.0       87.3       44.5       71.1       34.0       85.2       44.5
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, July 26, 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  :    73,768:     4,604     41,033          1     62,539      8,799     67,144     49,833:     6,624     23,935
Old  :    73,768:     4,604     41,033          1     62,539      8,799     67,144     49,833:     6,624     23,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,352:    -1,415     -1,478          0      3,472      1,115      2,057       -363:      -705      1,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       55.6        0.0       84.8       11.9       91.0       67.6:       9.0       32.4
Old  :     100.0:       6.2       55.6        0.0       84.8       11.9       91.0       67.6:       9.0       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  :        41:         4         22          1          9          8         13         31:
Old  :        41:         4         22          1          9          8         13         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  :                 70.9       31.4       88.1       43.3       70.9       31.4       87.1       43.3
Old  :                 70.9       31.4       88.1       43.3       70.9       31.4       87.1       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, August 2, 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  :    95,783:    74,738      1,568        200     12,074     87,479     87,012     89,247:     8,771      6,536
Old  :    95,783:    74,738      1,568        200     12,074     87,479     87,012     89,247:     8,771      6,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,299:      -733       -294         30     -1,081     -2,053     -1,784     -2,317:       485      1,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.0        1.6        0.2       12.6       91.3       90.8       93.2:       9.2        6.8
Old  :     100.0:      78.0        1.6        0.2       12.6       91.3       90.8       93.2:       9.2        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        57          8          1         17         14         74         23:
Old  :        92:        57          8          1         17         14         74         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  :                 31.4       66.8       47.4       86.0       31.4       66.5       47.4       85.5
Old  :                 31.4       66.8       47.4       86.0       31.4       66.5       47.4       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    97,082:    75,471      1,862        170     13,155     89,532     88,796     91,564:     8,286      5,518
Old  :    97,082:    75,471      1,862        170     13,155     89,532     88,796     91,564:     8,286      5,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     2,441:       865     -2,520        -70      1,957      5,267      2,752      2,677:      -311       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.7        1.9        0.2       13.6       92.2       91.5       94.3:       8.5        5.7
Old  :     100.0:      77.7        1.9        0.2       13.6       92.2       91.5       94.3:       8.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        60          8          1         17         14         78         22:
Old  :        95:        60          8          1         17         14         78         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  :                 31.6       69.8       46.6       87.3       31.6       69.5       46.6       86.9
Old  :                 31.6       69.8       46.6       87.3       31.6       69.5       46.6       86.9
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, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    73,519:    12,377     29,356         89     43,456     22,949     55,922     52,394:    17,597     21,125
Old  :    73,519:    12,377     29,356         89     43,456     22,949     55,922     52,394:    17,597     21,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,244:       101     -2,785         66     -2,882       -771     -2,715     -3,490:       471      1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       39.9        0.1       59.1       31.2       76.1       71.3:      23.9       28.7
Old  :     100.0:      16.8       39.9        0.1       59.1       31.2       76.1       71.3:      23.9       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  :        56:        11         18          3         16         19         30         37:
Old  :        56:        11         18          3         16         19         30         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  :                 42.0       32.7       58.6       46.2       39.0       32.6       52.8       44.3
Old  :                 42.0       32.7       58.6       46.2       39.0       32.6       52.8       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, July 26, 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  :    75,763:    12,276     32,141         23     46,338     23,720     58,637     55,884:    17,126     19,879
Old  :    75,763:    12,276     32,141         23     46,338     23,720     58,637     55,884:    17,126     19,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -1,833:     1,008     -4,751         13     -2,380      1,936     -1,359     -2,802:      -474        969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       42.4        0.0       61.2       31.3       77.4       73.8:      22.6       26.2
Old  :     100.0:      16.2       42.4        0.0       61.2       31.3       77.4       73.8:      22.6       26.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        12         22          2         17         20         31         42:
Old  :        63:        12         22          2         17         20         31         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  :                 40.4       28.6       58.8       42.5       37.4       28.6       54.0       42.1
Old  :                 40.4       28.6       58.8       42.5       37.4       28.6       54.0       42.1
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, August 2, 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  :   165,281:     9,337     52,488        436    130,470     84,655    140,243    137,579:    25,038     27,702
Old  :   165,281:     9,337     52,488        436    130,470     84,655    140,243    137,579:    25,038     27,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     4,267:     1,305     -3,312         13      1,781      9,030      3,099      5,731:     1,168     -1,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       31.8        0.3       78.9       51.2       84.9       83.2:      15.1       16.8
Old  :     100.0:       5.6       31.8        0.3       78.9       51.2       84.9       83.2:      15.1       16.8
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  :        83:        15         31          2         24         23         40         55:
Old  :        83:        15         31          2         24         23         40         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  :                 45.6       40.9       67.4       53.2       40.0       30.6       53.7       41.2
Old  :                 45.6       40.9       67.4       53.2       40.0       30.6       53.7       41.2
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, July 26, 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  :   161,014:     8,032     55,800        423    128,689     75,625    137,144    131,848:    23,870     29,166
Old  :   161,014:     8,032     55,800        423    128,689     75,625    137,144    131,848:    23,870     29,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -7,683:    -1,133    -12,421        -53     -4,366      8,345     -5,552     -4,129:    -2,131     -3,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       34.7        0.3       79.9       47.0       85.2       81.9:      14.8       18.1
Old  :     100.0:       5.0       34.7        0.3       79.9       47.0       85.2       81.9:      14.8       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        13         30          2         23         22         37         53:
Old  :        79:        13         30          2         23         22         37         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       39.8       68.6       52.8       39.6       29.7       55.0       40.9
Old  :                 45.1       39.8       68.6       52.8       39.6       29.7       55.0       40.9
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, August 2, 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  :   143,594:    24,408     24,599        626     72,783     74,601     97,817     99,826:    45,777     43,768
Old  :   143,594:    24,408     24,599        626     72,783     74,601     97,817     99,826:    45,777     43,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,191:      -112     -8,217        -25        823      9,748        686      1,506:    -1,877     -2,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       17.1        0.4       50.7       52.0       68.1       69.5:      31.9       30.5
Old  :     100.0:      17.0       17.1        0.4       50.7       52.0       68.1       69.5:      31.9       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  :        97:        30         28          7         26         27         59         59:
Old  :        97:        30         28          7         26         27         59         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  :                 29.1       31.4       43.6       43.1       23.4       27.7       36.8       37.5
Old  :                 29.1       31.4       43.6       43.1       23.4       27.7       36.8       37.5
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, July 26, 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  :   144,785:    24,520     32,816        651     71,960     64,853     97,131     98,320:    47,654     46,465
Old  :   144,785:    24,520     32,816        651     71,960     64,853     97,131     98,320:    47,654     46,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,733:     1,465     -2,109        358     -3,004      4,575     -1,181      2,824:     2,914     -1,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       22.7        0.4       49.7       44.8       67.1       67.9:      32.9       32.1
Old  :     100.0:      16.9       22.7        0.4       49.7       44.8       67.1       67.9:      32.9       32.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        29         30          8         23         28         54         64:
Old  :        98:        29         30          8         23         28         54         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       27.3       44.1       38.3       28.8       26.2       42.2       37.2
Old  :                 30.6       27.3       44.1       38.3       28.8       26.2       42.2       37.2
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, August 2, 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  :    72,436:     4,884      1,000        795     61,490     64,820     67,169     66,615:     5,267      5,821
Old  :    72,436:     4,884      1,000        795     61,490     64,820     67,169     66,615:     5,267      5,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     4,827:    -1,113          0        380      4,559      3,279      3,826      3,659:     1,001      1,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        1.4        1.1       84.9       89.5       92.7       92.0:       7.3        8.0
Old  :     100.0:       6.7        1.4        1.1       84.9       89.5       92.7       92.0:       7.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         11         16         13         18:
Old  :        24:         2          1          1         11         16         13         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  :                 65.5       64.9       84.8       83.0       63.2       62.0       82.5       79.8
Old  :                 65.5       64.9       84.8       83.0       63.2       62.0       82.5       79.8
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, July 26, 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  :    67,609:     5,997      1,000        415     56,931     61,541     63,343     62,956:     4,266      4,653
Old  :    67,609:     5,997      1,000        415     56,931     61,541     63,343     62,956:     4,266      4,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     6,696:    -3,375          0         55      9,895      7,318      6,575      7,373:       121       -677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        1.5        0.6       84.2       91.0       93.7       93.1:       6.3        6.9
Old  :     100.0:       8.9        1.5        0.6       84.2       91.0       93.7       93.1:       6.3        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          1          9         16         11         18:
Old  :        22:         2          1          1          9         16         11         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  :                 72.3       67.2       89.9       84.5       70.6       64.8       87.3       81.8
Old  :                 72.3       67.2       89.9       84.5       70.6       64.8       87.3       81.8
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, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,727,059:   769,756  1,046,973    833,324  5,229,987  4,326,021  6,833,067  6,206,318:   893,992  1,520,741
Old  : 7,727,059:   769,756  1,046,973    833,324  5,229,987  4,326,021  6,833,067  6,206,318:   893,992  1,520,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   265,213:   -12,969     30,172      9,298    242,411    200,870    238,740    240,340:    26,473     24,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       13.5       10.8       67.7       56.0       88.4       80.3:      11.6       19.7
Old  :     100.0:      10.0       13.5       10.8       67.7       56.0       88.4       80.3:      11.6       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        43         71         87        121        132        214        245:
Old  :       264:        43         71         87        121        132        214        245:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       12.0       48.4       21.9       31.7       10.0       42.0       17.5
Old  :                 32.6       12.0       48.4       21.9       31.7       10.0       42.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,461,846:   782,725  1,016,801    824,026  4,987,576  4,125,151  6,594,327  5,965,978:   867,519  1,495,868
Old  : 7,461,846:   782,725  1,016,801    824,026  4,987,576  4,125,151  6,594,327  5,965,978:   867,519  1,495,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :   142,985:    10,713    105,616     17,697     83,655    -34,938    112,065     88,375:    30,920     54,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.6       11.0       66.8       55.3       88.4       80.0:      11.6       20.0
Old  :     100.0:      10.5       13.6       11.0       66.8       55.3       88.4       80.0:      11.6       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  :       256:        46         66         79        123        131        210        237:
Old  :       256:        46         66         79        123        131        210        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       12.3       48.0       21.9       31.4       10.4       42.6       17.7
Old  :                 32.3       12.3       48.0       21.9       31.4       10.4       42.6       17.7
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, August 2, 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  :   648,000:    51,938     48,535      4,945    464,565    502,071    521,448    555,551:   126,552     92,449
Old  :   648,000:    51,938     48,535      4,945    464,565    502,071    521,448    555,551:   126,552     92,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -7,214:    -2,020      1,836      1,011     -5,499       -901     -6,508      1,946:      -706     -9,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        7.5        0.8       71.7       77.5       80.5       85.7:      19.5       14.3
Old  :     100.0:       8.0        7.5        0.8       71.7       77.5       80.5       85.7:      19.5       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  :       184:        33         34         17         86         64        131        103:
Old  :       184:        33         34         17         86         64        131        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       35.4       31.0       50.3       21.0       34.6       30.9       49.4
Old  :                 21.0       35.4       31.0       50.3       21.0       34.6       30.9       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, July 26, 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  :   655,214:    53,958     46,699      3,934    470,064    502,972    527,956    553,605:   127,258    101,609
Old  :   655,214:    53,958     46,699      3,934    470,064    502,972    527,956    553,605:   127,258    101,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -1,447:    -2,517      3,708       -621      1,067     -1,576     -2,071      1,511:       624     -2,958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        7.1        0.6       71.7       76.8       80.6       84.5:      19.4       15.5
Old  :     100.0:       8.2        7.1        0.6       71.7       76.8       80.6       84.5:      19.4       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        36         28         13         85         62        130         94:
Old  :       183:        36         28         13         85         62        130         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       35.0       30.7       49.8       21.1       34.2       30.6       48.9
Old  :                 21.1       35.0       30.7       49.8       21.1       34.2       30.6       48.9
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, August 2, 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  : 1,005,704:   186,822    294,936     11,209    504,744    595,655    702,775    901,800:   302,929    103,904
Old  : 1,005,704:   186,822    294,936     11,209    504,744    595,655    702,775    901,800:   302,929    103,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    55,735:    33,110     45,505      5,306     48,213     -9,344     86,629     41,467:   -30,894     14,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       29.3        1.1       50.2       59.2       69.9       89.7:      30.1       10.3
Old  :     100.0:      18.6       29.3        1.1       50.2       59.2       69.9       89.7:      30.1       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        46         62         17         56         60        113        128:
Old  :       199:        46         62         17         56         60        113        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  :                 24.6       25.1       34.7       37.2       20.1       21.0       29.9       32.2
Old  :                 24.6       25.1       34.7       37.2       20.1       21.0       29.9       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, July 26, 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  :   949,969:   153,712    249,431      5,903    456,531    604,999    616,146    860,333:   333,823     89,636
Old  :   949,969:   153,712    249,431      5,903    456,531    604,999    616,146    860,333:   333,823     89,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,602:    17,357     11,268     -1,073    -16,343     -2,772        -59      7,423:     1,661     -5,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       26.3        0.6       48.1       63.7       64.9       90.6:      35.1        9.4
Old  :     100.0:      16.2       26.3        0.6       48.1       63.7       64.9       90.6:      35.1        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  :       188:        42         56         15         54         60        105        122:
Old  :       188:        42         56         15         54         60        105        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  :                 23.0       27.0       32.2       40.4       18.7       23.9       27.0       35.8
Old  :                 23.0       27.0       32.2       40.4       18.7       23.9       27.0       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, August 2, 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  :    12,341:     1,279        452          0      7,027     10,927      8,306     11,379:     4,035        962
Old  :    12,341:     1,279        452          0      7,027     10,927      8,306     11,379:     4,035        962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       -84:      -187        -42          0        224       -160         37       -202:      -121        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        3.7        0.0       56.9       88.5       67.3       92.2:      32.7        7.8
Old  :     100.0:      10.4        3.7        0.0       56.9       88.5       67.3       92.2:      32.7        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  :        32:         3          1          0         17         16         20         17:
Old  :        32:         3          1          0         17         16         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       37.9       43.7       65.6       27.0       36.8       40.7       64.1
Old  :                 28.2       37.9       43.7       65.6       27.0       36.8       40.7       64.1
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, July 26, 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  :    12,425:     1,466        494          0      6,803     11,087      8,269     11,581:     4,156        844
Old  :    12,425:     1,466        494          0      6,803     11,087      8,269     11,581:     4,156        844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       159:       406        157          0        260        127        666        284:      -507       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        4.0        0.0       54.8       89.2       66.6       93.2:      33.4        6.8
Old  :     100.0:      11.8        4.0        0.0       54.8       89.2       66.6       93.2:      33.4        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          1          0         15         18         19         19:
Old  :        32:         4          1          0         15         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       38.0       42.8       65.5       26.1       36.9       40.2       64.1
Old  :                 27.6       38.0       42.8       65.5       26.1       36.9       40.2       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, August 2, 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  :    33,443:     9,078      1,418          0     20,271     30,077     29,349     31,495:     4,094      1,948
Old  :    33,443:     9,078      1,418          0     20,271     30,077     29,349     31,495:     4,094      1,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,427:        94       -210          0      2,213      3,322      2,307      3,112:     1,120        315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        4.2        0.0       60.6       89.9       87.8       94.2:      12.2        5.8
Old  :     100.0:      27.1        4.2        0.0       60.6       89.9       87.8       94.2:      12.2        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  :        38:         5          3          0         17         19         22         22:
Old  :        38:         5          3          0         17         19         22         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  :                 51.6       59.5       69.1       75.0       51.6       58.1       68.5       70.6
Old  :                 51.6       59.5       69.1       75.0       51.6       58.1       68.5       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    30,016:     8,984      1,628          0     18,058     26,755     27,042     28,383:     2,974      1,633
Old  :    30,016:     8,984      1,628          0     18,058     26,755     27,042     28,383:     2,974      1,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -825:       109         44          0        603      1,368        712      1,412:    -1,537     -2,237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        5.4        0.0       60.2       89.1       90.1       94.6:       9.9        5.4
Old  :     100.0:      29.9        5.4        0.0       60.2       89.1       90.1       94.6:       9.9        5.4
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  :        39:         7          3          0         17         19         24         22:
Old  :        39:         7          3          0         17         19         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  :                 55.0       55.7       70.7       73.0       55.0       54.3       68.9       68.8
Old  :                 55.0       55.7       70.7       73.0       55.0       54.3       68.9       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, August 2, 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  :    49,222:     6,680      7,552        455     27,461     32,784     34,596     40,791:    14,626      8,431
Old  :    49,222:     6,680      7,552        455     27,461     32,784     34,596     40,791:    14,626      8,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -112:      -172     -1,065        455        513        178        796       -432:      -908        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.3        0.9       55.8       66.6       70.3       82.9:      29.7       17.1
Old  :     100.0:      13.6       15.3        0.9       55.8       66.6       70.3       82.9:      29.7       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        12         15          1         30         22         42         38:
Old  :        74:        12         15          1         30         22         42         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  :                 22.6       40.3       34.1       55.4       20.4       34.7       31.0       48.8
Old  :                 22.6       40.3       34.1       55.4       20.4       34.7       31.0       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, July 26, 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  :    49,334:     6,852      8,617          0     26,948     32,606     33,800     41,223:    15,534      8,111
Old  :    49,334:     6,852      8,617          0     26,948     32,606     33,800     41,223:    15,534      8,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,622:      -518      1,513          0        781        749        263      2,262:     1,359       -640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.5        0.0       54.6       66.1       68.5       83.6:      31.5       16.4
Old  :     100.0:      13.9       17.5        0.0       54.6       66.1       68.5       83.6:      31.5       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  :        74:        11         16          0         30         22         41         38:
Old  :        74:        11         16          0         30         22         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       39.6       33.7       54.6       20.3       34.3       30.7       48.4
Old  :                 22.1       39.6       33.7       54.6       20.3       34.3       30.7       48.4
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, August 2, 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  :   308,181:   144,814     63,824      1,863    139,901    209,786    286,578    275,473:    21,603     32,708
Old  :   308,181:   144,814     63,824      1,863    139,901    209,786    286,578    275,473:    21,603     32,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    19,391:    20,772      2,635       -267       -847     20,643     19,658     23,011:      -267     -3,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       20.7        0.6       45.4       68.1       93.0       89.4:       7.0       10.6
Old  :     100.0:      47.0       20.7        0.6       45.4       68.1       93.0       89.4:       7.0       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  :       200:        79         49          8         37         45        121         98:
Old  :       200:        79         49          8         37         45        121         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  :                 36.4       36.1       49.5       47.5       31.0       27.3       40.2       36.7
Old  :                 36.4       36.1       49.5       47.5       31.0       27.3       40.2       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, July 26, 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  :   288,790:   124,042     61,189      2,130    140,748    189,143    266,920    252,462:    21,870     36,328
Old  :   288,790:   124,042     61,189      2,130    140,748    189,143    266,920    252,462:    21,870     36,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    22,331:    24,238    -11,208        339     -3,705     30,454     20,872     19,585:     1,459      2,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       21.2        0.7       48.7       65.5       92.4       87.4:       7.6       12.6
Old  :     100.0:      43.0       21.2        0.7       48.7       65.5       92.4       87.4:       7.6       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  :       199:        75         55          7         34         44        114        101:
Old  :       199:        75         55          7         34         44        114        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       35.4       49.3       46.3       30.1       27.8       39.3       36.7
Old  :                 37.5       35.4       49.3       46.3       30.1       27.8       39.3       36.7
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, August 2, 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  :    60,900:    20,549      3,232          0     21,469     48,155     42,018     51,387:    18,882      9,513
Old  :    60,900:    20,549      3,232          0     21,469     48,155     42,018     51,387:    18,882      9,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       -38:       -94        -68          0     -1,376      1,731     -1,470      1,663:     1,432     -1,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        5.3        0.0       35.3       79.1       69.0       84.4:      31.0       15.6
Old  :     100.0:      33.7        5.3        0.0       35.3       79.1       69.0       84.4:      31.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11          3          0         12         18         23         21:
Old  :        39:        11          3          0         12         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       38.5       55.6       61.2       44.1       37.6       55.6       60.0
Old  :                 44.1       38.5       55.6       61.2       44.1       37.6       55.6       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, July 26, 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  :    60,938:    20,643      3,300          0     22,845     46,424     43,488     49,724:    17,450     11,214
Old  :    60,938:    20,643      3,300          0     22,845     46,424     43,488     49,724:    17,450     11,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -2,721:     4,434     -6,153         -7     -9,196      7,721     -4,769      1,561:     2,048     -4,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        5.4        0.0       37.5       76.2       71.4       81.6:      28.6       18.4
Old  :     100.0:      33.9        5.4        0.0       37.5       76.2       71.4       81.6:      28.6       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  :        37:        10          3          0         13         17         23         20:
Old  :        37:        10          3          0         13         17         23         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  :                 43.2       38.6       58.7       61.5       43.2       37.8       58.6       60.0
Old  :                 43.2       38.6       58.7       61.5       43.2       37.8       58.6       60.0
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, August 2, 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  :    30,750:       458      4,072          0     25,044     20,356     25,502     24,428:     5,248      6,322
Old  :    30,750:       458      4,072          0     25,044     20,356     25,502     24,428:     5,248      6,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,638:       -10        -62          0      1,699      1,222      1,689      1,160:       -51        478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       13.2        0.0       81.4       66.2       82.9       79.4:      17.1       20.6
Old  :     100.0:       1.5       13.2        0.0       81.4       66.2       82.9       79.4:      17.1       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  :        52:         2          9          0         28         22         30         31:
Old  :        52:         2          9          0         28         22         30         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  :                 53.5       35.0       63.0       49.2       53.0       35.0       62.5       49.0
Old  :                 53.5       35.0       63.0       49.2       53.0       35.0       62.5       49.0
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, July 26, 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  :    29,112:       468      4,134          0     23,345     19,134     23,813     23,268:     5,299      5,844
Old  :    29,112:       468      4,134          0     23,345     19,134     23,813     23,268:     5,299      5,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -162:      -310       -110          0        -86       -156       -396       -266:       234        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       14.2        0.0       80.2       65.7       81.8       79.9:      18.2       20.1
Old  :     100.0:       1.6       14.2        0.0       80.2       65.7       81.8       79.9:      18.2       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         2         10          0         28         21         30         31:
Old  :        52:         2         10          0         28         21         30         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  :                 50.8       36.9       60.5       51.2       49.9       36.9       59.6       50.9
Old  :                 50.8       36.9       60.5       51.2       49.9       36.9       59.6       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, August 2, 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  :   226,147:    25,067     44,056        511    184,317    171,172    209,895    215,739:    16,252     10,408
Old  :   226,147:    25,067     44,056        511    184,317    171,172    209,895    215,739:    16,252     10,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     4,268:     1,091      1,206        -71       -495      1,703        525      2,838:     3,743      1,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.5        0.2       81.5       75.7       92.8       95.4:       7.2        4.6
Old  :     100.0:      11.1       19.5        0.2       81.5       75.7       92.8       95.4:       7.2        4.6
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  :       124:        25         36          3         32         49         58         87:
Old  :       124:        25         36          3         32         49         58         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  :                 56.5       36.4       67.0       52.9       52.6       33.9       61.0       48.6
Old  :                 56.5       36.4       67.0       52.9       52.6       33.9       61.0       48.6
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, July 26, 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  :   221,879:    23,976     42,850        582    184,812    169,469    209,370    212,901:    12,509      8,978
Old  :   221,879:    23,976     42,850        582    184,812    169,469    209,370    212,901:    12,509      8,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -2,830:    -2,107       -717       -298         20       -534     -2,385     -1,549:      -445     -1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       19.3        0.3       83.3       76.4       94.4       96.0:       5.6        4.0
Old  :     100.0:      10.8       19.3        0.3       83.3       76.4       94.4       96.0:       5.6        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  :       125:        23         39          4         32         49         57         90:
Old  :       125:        23         39          4         32         49         57         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       35.0       68.6       51.6       53.6       32.9       62.5       48.8
Old  :                 58.2       35.0       68.6       51.6       53.6       32.9       62.5       48.8
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, August 2, 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  :    44,679:    16,110      6,727        418     14,834     26,556     31,362     33,701:    13,317     10,978
Old  :    44,679:    16,110      6,727        418     14,834     26,556     31,362     33,701:    13,317     10,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,977:     2,299        125          3      1,061      2,736      3,363      2,864:       614      1,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       15.1        0.9       33.2       59.4       70.2       75.4:      29.8       24.6
Old  :     100.0:      36.1       15.1        0.9       33.2       59.4       70.2       75.4:      29.8       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        29         12          3         19         24         49         38:
Old  :        80:        29         12          3         19         24         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  :                 19.5       39.1       31.6       49.2       19.5       38.8       31.4       48.8
Old  :                 19.5       39.1       31.6       49.2       19.5       38.8       31.4       48.8
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, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    40,702:    13,811      6,602        415     13,773     23,820     27,999     30,837:    12,703      9,865
Old  :    40,702:    13,811      6,602        415     13,773     23,820     27,999     30,837:    12,703      9,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     3,092:       397       -481          4      1,453      1,850      1,854      1,373:     1,238      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       16.2        1.0       33.8       58.5       68.8       75.8:      31.2       24.2
Old  :     100.0:      33.9       16.2        1.0       33.8       58.5       68.8       75.8:      31.2       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        28         12          3         17         21         46         35:
Old  :        75:        28         12          3         17         21         46         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  :                 19.5       38.8       31.6       49.2       19.5       38.8       31.6       48.8
Old  :                 19.5       38.8       31.6       49.2       19.5       38.8       31.6       48.8
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, August 2, 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  :    25,351:     6,505          0          0     14,499      8,041     21,004      8,041:     4,347     17,310
Old  :    25,351:     6,505          0          0     14,499      8,041     21,004      8,041:     4,347     17,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,062:       913          0        -70      2,370      2,347      3,213      2,277:      -151        785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        0.0        0.0       57.2       31.7       82.9       31.7:      17.1       68.3
Old  :     100.0:      25.7        0.0        0.0       57.2       31.7       82.9       31.7:      17.1       68.3
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  :        23:        10          0          0          9          5         19          5:
Old  :        23:        10          0          0          9          5         19          5:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       30.7       67.6       31.7       54.5       27.3       64.7       27.3
Old  :                 55.9       30.7       67.6       31.7       54.5       27.3       64.7       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, August 2, 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  :    30,806:     1,615      3,551         29     15,263     22,171     16,907     25,751:    13,899      5,055
Old  :    30,806:     1,615      3,551         29     15,263     22,171     16,907     25,751:    13,899      5,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,785:       104      1,209         -4        476       -203        576      1,002:     1,209        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       11.5        0.1       49.5       72.0       54.9       83.6:      45.1       16.4
Old  :     100.0:       5.2       11.5        0.1       49.5       72.0       54.9       83.6:      45.1       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  :        38:         3         12          1         15         19         19         31:
Old  :        38:         3         12          1         15         19         19         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  :                 25.9       43.1       39.8       62.0       17.0       34.6       24.5       43.8
Old  :                 25.9       43.1       39.8       62.0       17.0       34.6       24.5       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, July 26, 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  :    29,021:     1,511      2,342         33     14,787     22,374     16,331     24,749:    12,690      4,272
Old  :    29,021:     1,511      2,342         33     14,787     22,374     16,331     24,749:    12,690      4,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :        62:       358        -24        -74        498         36        782        -62:      -720        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.1        0.1       51.0       77.1       56.3       85.3:      43.7       14.7
Old  :     100.0:       5.2        8.1        0.1       51.0       77.1       56.3       85.3:      43.7       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  :        37:         3         10          1         15         21         19         31:
Old  :        37:         3         10          1         15         21         19         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  :                 28.1       49.1       42.6       64.9       13.9       32.4       19.8       39.9
Old  :                 28.1       49.1       42.6       64.9       13.9       32.4       19.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, August 2, 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  :   122,020:    43,043      9,640     13,790     32,724     87,071     89,557    110,501:    32,463     11,519
Old  :   122,020:    43,043      9,640     13,790     32,724     87,071     89,557    110,501:    32,463     11,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,465:     1,741     -9,744        524     -3,729      8,167     -1,464     -1,053:        -1       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        7.9       11.3       26.8       71.4       73.4       90.6:      26.6        9.4
Old  :     100.0:      35.3        7.9       11.3       26.8       71.4       73.4       90.6:      26.6        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  :       156:        90         23         26         18         36        117         78:
Old  :       156:        90         23         26         18         36        117         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  :                 24.0       32.6       35.4       52.2       14.8       29.1       21.6       43.2
Old  :                 24.0       32.6       35.4       52.2       14.8       29.1       21.6       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, July 26, 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  :   123,485:    41,302     19,384     13,266     36,453     78,904     91,021    111,554:    32,464     11,931
Old  :   123,485:    41,302     19,384     13,266     36,453     78,904     91,021    111,554:    32,464     11,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -4,728:    -1,896     -1,912         83     -1,929     -2,004     -3,742     -3,833:      -986       -895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       15.7       10.7       29.5       63.9       73.7       90.3:      26.3        9.7
Old  :     100.0:      33.4       15.7       10.7       29.5       63.9       73.7       90.3:      26.3        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  :       158:        89         28         29         21         32        119         82:
Old  :       158:        89         28         29         21         32        119         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  :                 26.5       29.3       36.9       47.9       15.5       25.8       22.6       39.7
Old  :                 26.5       29.3       36.9       47.9       15.5       25.8       22.6       39.7
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, August 2, 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  :   117,895:    46,210     28,016     18,049     38,363     56,950    102,622    103,015:    15,273     14,880
Old  :   117,895:    46,210     28,016     18,049     38,363     56,950    102,622    103,015:    15,273     14,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,643:     3,860      2,485        679       -337        104      4,202      3,268:      -559        375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       23.8       15.3       32.5       48.3       87.0       87.4:      13.0       12.6
Old  :     100.0:      39.2       23.8       15.3       32.5       48.3       87.0       87.4:      13.0       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  :       208:        69         73         59         43         41        161        138:
Old  :       208:        69         73         59         43         41        161        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       36.6       34.7       47.5       22.4       33.2       33.5       44.0
Old  :                 22.4       36.6       34.7       47.5       22.4       33.2       33.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, July 26, 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  :   114,252:    42,350     25,531     17,370     38,700     56,846     98,420     99,747:    15,832     14,505
Old  :   114,252:    42,350     25,531     17,370     38,700     56,846     98,420     99,747:    15,832     14,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     3,111:     2,706      2,764        293         10       -339      3,009      2,718:       102        393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       22.3       15.2       33.9       49.8       86.1       87.3:      13.9       12.7
Old  :     100.0:      37.1       22.3       15.2       33.9       49.8       86.1       87.3:      13.9       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        65         68         53         45         43        154        132:
Old  :       199:        65         68         53         45         43        154        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       35.5       34.2       47.3       22.9       31.7       32.9       43.4
Old  :                 22.9       35.5       34.2       47.3       22.9       31.7       32.9       43.4
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, August 2, 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  :   244,488:   118,941     53,372     18,462     55,334    155,141    192,737    226,975:    51,751     17,513
Old  :   244,488:   118,941     53,372     18,462     55,334    155,141    192,737    226,975:    51,751     17,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   -12,398:     8,256     -8,291     -1,992    -12,967      4,031     -6,703     -6,252:    -5,695     -6,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6       21.8        7.6       22.6       63.5       78.8       92.8:      21.2        7.2
Old  :     100.0:      48.6       21.8        7.6       22.6       63.5       78.8       92.8:      21.2        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  :       223:       113         60         30         29         41        157        118:
Old  :       223:       113         60         30         29         41        157        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  :                 31.6       41.1       39.2       59.3       26.0       38.5       31.8       51.4
Old  :                 31.6       41.1       39.2       59.3       26.0       38.5       31.8       51.4
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, July 26, 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  :   256,886:   110,685     61,663     20,454     68,301    151,110    199,440    233,227:    57,446     23,659
Old  :   256,886:   110,685     61,663     20,454     68,301    151,110    199,440    233,227:    57,446     23,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :   -13,115:    -5,887       -798     -2,893     -7,690     -8,929    -16,470    -12,620:     3,355       -495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       24.0        8.0       26.6       58.8       77.6       90.8:      22.4        9.2
Old  :     100.0:      43.1       24.0        8.0       26.6       58.8       77.6       90.8:      22.4        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:       109         66         42         38         42        173        132:
Old  :       235:       109         66         42         38         42        173        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       37.4       35.8       53.6       24.0       35.0       29.5       47.4
Old  :                 28.8       37.4       35.8       53.6       24.0       35.0       29.5       47.4
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, August 2, 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  :    12,178:     5,333      2,524        589      3,103      8,086      9,025     11,199:     3,153        979
Old  :    12,178:     5,333      2,524        589      3,103      8,086      9,025     11,199:     3,153        979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,001:       239         92        -35        336        394        540        451:       461        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       20.7        4.8       25.5       66.4       74.1       92.0:      25.9        8.0
Old  :     100.0:      43.8       20.7        4.8       25.5       66.4       74.1       92.0:      25.9        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        23          3         10          6          6         38         18:
Old  :        43:        23          3         10          6          6         38         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  :                 48.0       78.4       56.8       87.9       44.1       68.4       50.2       76.8
Old  :                 48.0       78.4       56.8       87.9       44.1       68.4       50.2       76.8
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, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    11,177:     5,094      2,432        624      2,767      7,692      8,485     10,748:     2,692        429
Old  :    11,177:     5,094      2,432        624      2,767      7,692      8,485     10,748:     2,692        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -745:       162          0         30        182        210        374        240:    -1,119       -985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       21.8        5.6       24.8       68.8       75.9       96.2:      24.1        3.8
Old  :     100.0:      45.6       21.8        5.6       24.8       68.8       75.9       96.2:      24.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        23          2         11          6          6         38         18:
Old  :        42:        23          2         11          6          6         38         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  :                 48.6       82.3       58.2       91.9       45.1       73.4       51.7       81.8
Old  :                 48.6       82.3       58.2       91.9       45.1       73.4       51.7       81.8
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, August 2, 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  :    90,847:    22,561      7,137      3,360     48,639     61,384     74,560     71,881:    16,287     18,966
Old  :    88,584:    22,644      7,211      2,708     47,190     60,687     72,542     70,606:    16,042     17,978
Other:     2,263:       555        564         14      1,449        697      2,018      1,275:       245        988
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     5,481:     2,644       -509      1,667        352      2,309      4,663      3,467:       818      2,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        7.9        3.7       53.5       67.6       82.1       79.1:      17.9       20.9
Old  :     100.0:      25.6        8.1        3.1       53.3       68.5       81.9       79.7:      18.1       20.3
Other:     100.0:      24.5       24.9        0.6       64.0       30.8       89.2       56.3:      10.8       43.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        41         13         16         47         54         98         78:
Old  :       135:        42         13         15         47         54         98         77:
Other:        34:         3          6          1          5         21          8         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       33.1       38.4       45.0       23.7       30.6       31.3       37.6
Old  :                 30.1       33.9       38.0       46.0       22.9       31.3       30.7       38.3
Other:                 78.0       38.7       89.2       47.7       78.0       36.8       86.7       45.8
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, July 26, 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  :    85,366:    19,917      7,646      1,693     48,287     59,075     69,897     68,414:    15,469     16,952
Old  :    84,445:    19,688      7,722      1,579     47,851     58,519     69,118     67,820:    15,327     16,625
Other:       921:       329         24         14        436        556        779        594:       142        327
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,402:    -1,291        982        416      3,234      2,091      2,359      3,489:      -957     -2,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        9.0        2.0       56.6       69.2       81.9       80.1:      18.1       19.9
Old  :     100.0:      23.3        9.1        1.9       56.7       69.3       81.8       80.3:      18.2       19.7
Other:     100.0:      35.7        2.6        1.5       47.3       60.4       84.6       64.5:      15.4       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        38         15         12         51         59         96         81:
Old  :       133:        37         15         11         51         58         94         80:
Other:        35:         3          4          1          4         25          7         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       33.0       40.0       44.6       26.0       31.0       33.8       38.1
Old  :                 32.1       33.3       40.2       44.9       26.1       31.3       33.9       38.3
Other:                 68.0       29.2       84.6       48.5       66.4       29.2       78.4       45.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, August 2, 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  :    27,416:     2,472      2,003        582     17,888     16,667     20,942     19,252:     6,474      8,164
Old  :    27,325:     2,464      2,003        582     17,886     16,654     20,932     19,239:     6,393      8,086
Other:        91:         8          0          0          2         13         10         13:        81         78
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       881:       338       -309        -16       -241        564         81        239:       800        642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.3        2.1       65.2       60.8       76.4       70.2:      23.6       29.8
Old  :     100.0:       9.0        7.3        2.1       65.5       60.9       76.6       70.4:      23.4       29.6
Other:     100.0:       8.8        0.0        0.0        2.2       14.3       11.0       14.3:      89.0       85.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          6          3         22         15         31         23:
Old  :        41:         8          6          3         22         15         31         23:
Other:         6:         1          0          0          1          4          2          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       52.7       51.1       59.3       29.7       40.3       39.9       45.6
Old  :                 36.6       52.9       51.3       59.5       29.8       40.5       40.1       45.8
Other:                 11.0       14.3       11.0       14.3       11.0       14.3       11.0       14.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, July 26, 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  :    26,535:     2,134      2,312        598     18,129     16,103     20,861     19,013:     5,674      7,522
Old  :    26,445:     2,134      2,312        598     18,127     16,093     20,859     19,003:     5,586      7,442
Other:        90:         0          0          0          2         10          2         10:        88         80
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       833:      -294      1,071        -79      1,125       -860        752        132:        81        701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        8.7        2.3       68.3       60.7       78.6       71.7:      21.4       28.3
Old  :     100.0:       8.1        8.7        2.3       68.5       60.9       78.9       71.9:      21.1       28.1
Other:     100.0:       0.0        0.0        0.0        2.2       11.1        2.2       11.1:      97.8       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         7          7          3         24         16         33         25:
Old  :        44:         7          7          3         24         16         33         25:
Other:         4:         0          0          0          1          3          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       48.6       52.1       57.2       36.1       40.1       46.5       46.8
Old  :                 40.1       48.7       52.3       57.4       36.2       40.3       46.7       47.0
Other:                  2.2       11.1        2.2       11.1        2.2       11.1        2.2       11.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, August 2, 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  :    94,139:    20,114     26,280      3,017     59,378     53,972     82,509     83,269:    11,630     10,870
Old  :    93,673:    20,202     26,410      2,799     59,075     53,724     82,076     82,933:    11,597     10,740
Other:       466:       130         88          0        303        248        433        336:        33        130
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       251:    -1,248       -896        606        618       -182        -24       -472:       275        723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       27.9        3.2       63.1       57.3       87.6       88.5:      12.4       11.5
Old  :     100.0:      21.6       28.2        3.0       63.1       57.4       87.6       88.5:      12.4       11.5
Other:     100.0:      27.9       18.9        0.0       65.0       53.2       92.9       72.1:       7.1       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        49         60         38         54         47        127        127:
Old  :       185:        49         60         36         54         47        126        126:
Other:        13:         2          1          0          4          6          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       36.2       40.1       46.2       27.4       33.3       40.0       42.1
Old  :                 27.6       36.4       40.3       46.4       27.6       33.4       40.2       42.3
Other:                 85.8       62.0       92.9       72.1       85.8       62.0       92.9       72.1
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, July 26, 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  :    93,888:    21,362     27,176      2,411     58,760     54,154     82,533     83,741:    11,355     10,147
Old  :    93,422:    21,420     27,276      2,223     58,457     53,918     82,100     83,417:    11,322     10,005
Other:       466:       130         88          0        303        236        433        324:        33        142
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,887:       759      3,755        -16      1,612     -2,421      2,355      1,318:      -468        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       28.9        2.6       62.6       57.7       87.9       89.2:      12.1       10.8
Old  :     100.0:      22.9       29.2        2.4       62.6       57.7       87.9       89.3:      12.1       10.7
Other:     100.0:      27.9       18.9        0.0       65.0       50.6       92.9       69.5:       7.1       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       189:        56         62         32         54         47        129        124:
Old  :       189:        56         62         30         54         47        128        123:
Other:        13:         2          1          0          4          6          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       36.6       40.0       46.5       27.5       33.4       39.8       42.5
Old  :                 27.7       36.8       40.2       46.7       27.7       33.6       40.0       42.8
Other:                 85.8       62.0       92.9       69.5       85.8       62.0       92.9       69.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, August 2, 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  :    31,191:    13,306      2,270      1,637     12,127     25,589     27,070     29,496:     4,121      1,695
Old  :    29,358:    12,934      2,642        933     11,542     24,124     25,409     27,699:     3,949      1,659
Other:     1,833:       859        115        217        585      1,465      1,661      1,797:       172         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -381:       106        267         55       -410       -923       -249       -601:      -132        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        7.3        5.2       38.9       82.0       86.8       94.6:      13.2        5.4
Old  :     100.0:      44.1        9.0        3.2       39.3       82.2       86.5       94.3:      13.5        5.7
Other:     100.0:      46.9        6.3       11.8       31.9       79.9       90.6       98.0:       9.4        2.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        48         14         16         21         17         77         40:
Old  :        93:        48         15         14         20         16         74         39:
Other:        26:        11          5          6          6          5         21         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       60.8       42.3       77.3       25.7       53.8       37.5       68.6
Old  :                 28.8       62.4       43.3       77.3       26.2       55.0       38.2       69.6
Other:                 46.6       82.8       68.0       94.1       43.6       79.1       64.2       85.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, July 26, 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  :    31,572:    13,200      2,003      1,582     12,537     26,512     27,319     30,097:     4,253      1,475
Old  :    29,736:    12,844      2,399        853     11,952     25,061     25,649     28,313:     4,087      1,423
Other:     1,836:       856        104        229        585      1,451      1,670      1,784:       166         52
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -742:    -1,121       -160         12        438       -315       -671       -463:       -71       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        6.3        5.0       39.7       84.0       86.5       95.3:      13.5        4.7
Old  :     100.0:      43.2        8.1        2.9       40.2       84.3       86.3       95.2:      13.7        4.8
Other:     100.0:      46.6        5.7       12.5       31.9       79.0       91.0       97.2:       9.0        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        54         10         18         21         17         82         40:
Old  :        97:        54         12         14         19         16         76         39:
Other:        27:        11          5          7          6          5         22         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       62.1       42.2       78.9       25.2       54.1       36.3       69.4
Old  :                 29.7       63.4       43.3       79.1       25.7       54.9       37.0       70.2
Other:                 46.5       82.4       68.1       92.5       44.4       78.4       65.0       83.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, August 2, 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  :   126,674:    22,734     23,339      1,978     93,309     96,996    118,021    122,313:     8,653      4,361
Old  :    38,012:    10,257     21,058        100     21,452     13,618     31,809     34,776:     6,203      3,236
Other:    88,662:    13,747      3,551        608     71,857     83,378     86,212     87,537:     2,450      1,125
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -3,380:    -1,484     -2,797       -871     -1,195        789     -3,550     -2,879:       170       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.4        1.6       73.7       76.6       93.2       96.6:       6.8        3.4
Old  :     100.0:      27.0       55.4        0.3       56.4       35.8       83.7       91.5:      16.3        8.5
Other:     100.0:      15.5        4.0        0.7       81.0       94.0       97.2       98.7:       2.8        1.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         48         15         53         37        111         93:
Old  :       140:        44         40          2         41         23         86         64:
Other:        99:        25         19          9         44         34         74         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       34.2       51.3       50.3       21.8       22.6       33.4       32.0
Old  :                 27.4       33.6       36.1       49.2       24.5       33.6       33.1       48.6
Other:                 44.5       45.1       62.3       62.4       29.3       30.3       39.2       42.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, July 26, 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  :   130,054:    24,218     26,136      2,849     94,504     96,207    121,571    125,192:     8,483      4,862
Old  :    43,998:    12,865     24,539        396     24,389     15,189     37,650     40,124:     6,348      3,874
Other:    86,056:    13,392      3,636        414     70,115     81,018     83,921     85,068:     2,135        988
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     2,911:       457      1,410        409      2,094      1,428      2,960      3,247:       -49       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       20.1        2.2       72.7       74.0       93.5       96.3:       6.5        3.7
Old  :     100.0:      29.2       55.8        0.9       55.4       34.5       85.6       91.2:      14.4        8.8
Other:     100.0:      15.6        4.2        0.5       81.5       94.1       97.5       98.9:       2.5        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        51         45         18         53         36        112         95:
Old  :       154:        54         40          3         44         23        100         64:
Other:        90:        20         20          7         39         33         63         56:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.5       50.2       51.2       21.5       23.7       32.7       33.3
Old  :                 24.7       32.1       32.7       48.7       21.9       31.2       29.4       46.5
Other:                 45.9       48.9       64.3       66.3       30.1       34.0       40.9       46.2
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, August 2, 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  :   452,855:   154,747     42,061     29,153    190,137    340,482    374,037    411,696:    78,818     41,159
Old  :   452,855:   154,747     42,061     29,153    190,137    340,482    374,037    411,696:    78,818     41,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    28,722:    17,917      1,782      4,731     -4,058     16,065     18,590     22,578:    10,132      6,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        9.3        6.4       42.0       75.2       82.6       90.9:      17.4        9.1
Old  :     100.0:      34.2        9.3        6.4       42.0       75.2       82.6       90.9:      17.4        9.1
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  :       173:        70         30         33         53         55        145         99:
Old  :       173:        70         30         33         53         55        145         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  :                 15.6       31.1       25.9       50.1       14.3       24.6       23.0       39.8
Old  :                 15.6       31.1       25.9       50.1       14.3       24.6       23.0       39.8
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, July 26, 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  :   424,133:   136,830     40,279     24,422    194,195    324,417    355,447    389,118:    68,686     35,015
Old  :   424,133:   136,830     40,279     24,422    194,195    324,417    355,447    389,118:    68,686     35,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    13,805:     8,860     -6,263     -1,210      4,207     24,296     11,857     16,823:     1,948     -3,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.5        5.8       45.8       76.5       83.8       91.7:      16.2        8.3
Old  :     100.0:      32.3        9.5        5.8       45.8       76.5       83.8       91.7:      16.2        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        70         27         31         55         51        144         94:
Old  :       171:        70         27         31         55         51        144         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       31.0       28.8       49.1       15.2       23.5       23.5       38.1
Old  :                 17.0       31.0       28.8       49.1       15.2       23.5       23.5       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, August 2, 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  :    93,689:    26,818     16,687      7,402     50,182     63,196     84,402     87,285:     9,287      6,404
Old  :    56,018:    24,134     17,167        198     25,596     34,465     49,928     51,830:     6,090      4,188
Other:    37,671:     7,587      4,423      2,301     24,586     28,731     34,474     35,455:     3,197      2,216
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -243:     1,191        245       -521       -804        525       -134        249:      -109       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       17.8        7.9       53.6       67.5       90.1       93.2:       9.9        6.8
Old  :     100.0:      43.1       30.6        0.4       45.7       61.5       89.1       92.5:      10.9        7.5
Other:     100.0:      20.1       11.7        6.1       65.3       76.3       91.5       94.1:       8.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        97         70         54         90         91        217        198:
Old  :       272:        89         78          5         58         59        148        141:
Other:       201:        59         34         25         69         80        138        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       24.2       33.7       35.6       18.8       17.8       30.7       28.1
Old  :                 23.5       28.6       38.6       41.5       23.5       28.5       38.6       40.5
Other:                 28.7       27.7       42.7       41.0       25.2       24.8       38.3       35.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, July 26, 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  :    93,932:    25,627     16,442      7,923     50,986     62,671     84,536     87,036:     9,396      6,896
Old  :    61,371:    25,157     17,325        346     29,236     38,913     54,739     56,584:     6,632      4,787
Other:    32,561:     5,862      4,509      2,185     21,750     23,758     29,797     30,452:     2,764      2,109
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -942:    -1,134         42        745        948       -313        559        474:    -1,501     -1,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       17.5        8.4       54.3       66.7       90.0       92.7:      10.0        7.3
Old  :     100.0:      41.0       28.2        0.6       47.6       63.4       89.2       92.2:      10.8        7.8
Other:     100.0:      18.0       13.8        6.7       66.8       73.0       91.5       93.5:       8.5        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        87         74         48         88         86        201        193:
Old  :       273:        87         76          5         58         62        146        142:
Other:       180:        45         36         19         63         74        118        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       24.7       34.1       36.3       18.7       18.1       30.9       28.7
Old  :                 24.2       27.4       39.6       41.7       24.2       27.3       39.4       41.0
Other:                 32.6       31.0       46.9       43.1       30.7       27.0       43.3       37.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, August 2, 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  :    25,732:    11,640      2,405      2,194      8,895     18,960     22,729     23,559:     3,003      2,173
Old  :    25,732:    11,640      2,405      2,194      8,895     18,960     22,729     23,559:     3,003      2,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,691:    -4,704        717       -106      2,624     -3,148     -2,186     -2,537:      -505       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        9.3        8.5       34.6       73.7       88.3       91.6:      11.7        8.4
Old  :     100.0:      45.2        9.3        8.5       34.6       73.7       88.3       91.6:      11.7        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  :        41:        20          8          6          9          4         33         16:
Old  :        41:        20          8          6          9          4         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       79.5       65.1       88.1       43.2       68.8       59.4       76.9
Old  :                 43.2       79.5       65.1       88.1       43.2       68.8       59.4       76.9
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, July 26, 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  :    28,423:    16,344      1,688      2,300      6,271     22,108     24,915     26,096:     3,508      2,327
Old  :    28,423:    16,344      1,688      2,300      6,271     22,108     24,915     26,096:     3,508      2,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -615:    -1,131        -53         55         -2     -1,338     -1,078     -1,336:       463        721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5        5.9        8.1       22.1       77.8       87.7       91.8:      12.3        8.2
Old  :     100.0:      57.5        5.9        8.1       22.1       77.8       87.7       91.8:      12.3        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        29          8          8          7          4         42         16:
Old  :        48:        29          8          8          7          4         42         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  :                 38.3       83.0       59.4       89.8       38.3       73.7       54.4       78.3
Old  :                 38.3       83.0       59.4       89.8       38.3       73.7       54.4       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, August 2, 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  :   176,682:    33,197     21,706     21,689     86,579    108,763    141,465    152,158:    35,217     24,524
Old  :   176,682:    33,197     21,706     21,689     86,579    108,763    141,465    152,158:    35,217     24,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,727:     5,131      3,339       -915     -4,049       -796        167      1,628:    -1,894     -3,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       12.3       12.3       49.0       61.6       80.1       86.1:      19.9       13.9
Old  :     100.0:      18.8       12.3       12.3       49.0       61.6       80.1       86.1:      19.9       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        34         25         34         56         58        110        101:
Old  :       127:        34         25         34         56         58        110        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       19.8       27.2       32.6       13.4       13.3       20.2       20.3
Old  :                 15.5       19.8       27.2       32.6       13.4       13.3       20.2       20.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   178,409:    28,066     18,367     22,604     90,628    109,559    141,298    150,530:    37,111     27,879
Old  :   178,409:    28,066     18,367     22,604     90,628    109,559    141,298    150,530:    37,111     27,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -452:    -2,816     -2,952     -1,537      2,080      2,271     -2,273     -2,218:     1,821      1,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       10.3       12.7       50.8       61.4       79.2       84.4:      20.8       15.6
Old  :     100.0:      15.7       10.3       12.7       50.8       61.4       79.2       84.4:      20.8       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        29         24         34         60         56        110         96:
Old  :       119:        29         24         34         60         56        110         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       19.3       26.8       31.1       13.5       12.0       20.1       18.9
Old  :                 15.8       19.3       26.8       31.1       13.5       12.0       20.1       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, August 2, 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  :   502,094:    52,929     68,726    168,470    208,580    238,172    429,979    475,368:    72,115     26,726
Old  :   502,094:    52,929     68,726    168,470    208,580    238,172    429,979    475,368:    72,115     26,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -6,122:    12,239      1,132     -4,432    -11,977     -1,321     -4,170     -4,621:    -1,952     -1,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.7       33.6       41.5       47.4       85.6       94.7:      14.4        5.3
Old  :     100.0:      10.5       13.7       33.6       41.5       47.4       85.6       94.7:      14.4        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  :       205:        51         50         71         95         82        192        162:
Old  :       205:        51         50         71         95         82        192        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  :                 19.1       25.3       28.8       37.5        7.5       11.3       11.2       17.6
Old  :                 19.1       25.3       28.8       37.5        7.5       11.3       11.2       17.6
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, July 26, 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  :   508,216:    40,690     67,594    172,902    220,557    239,493    434,149    479,989:    74,067     28,227
Old  :   508,216:    40,690     67,594    172,902    220,557    239,493    434,149    479,989:    74,067     28,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -3,873:    -7,637     -4,832      5,819     -3,489     -4,053     -5,307     -3,066:     1,434       -807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       13.3       34.0       43.4       47.1       85.4       94.4:      14.6        5.6
Old  :     100.0:       8.0       13.3       34.0       43.4       47.1       85.4       94.4:      14.6        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        48         55         71         92         80        189        161:
Old  :       203:        48         55         71         92         80        189        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       25.1       29.0       38.3        7.0       10.6       10.2       17.1
Old  :                 19.5       25.1       29.0       38.3        7.0       10.6       10.2       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, August 2, 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  :    36,424:     3,950      3,893      1,339     27,108     24,147     32,397     29,379:     4,027      7,045
Old  :    36,424:     3,950      3,893      1,339     27,108     24,147     32,397     29,379:     4,027      7,045
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,900:    -2,900      2,031       -313        959       -871     -2,254        847:       354     -2,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       10.7        3.7       74.4       66.3       88.9       80.7:      11.1       19.3
Old  :     100.0:      10.8       10.7        3.7       74.4       66.3       88.9       80.7:      11.1       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          1         14         10         16         14:
Old  :        23:         2          3          1         14         10         16         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  :                 43.4       44.5       70.3       66.5       39.5       43.6       63.0       65.0
Old  :                 43.4       44.5       70.3       66.5       39.5       43.6       63.0       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    38,324:     6,850      1,862      1,652     26,149     25,018     34,651     28,532:     3,673      9,792
Old  :    38,324:     6,850      1,862      1,652     26,149     25,018     34,651     28,532:     3,673      9,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       262:    -1,203     -2,008        190      2,511      1,168      1,498       -650:    -1,236        912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        4.9        4.3       68.2       65.3       90.4       74.4:       9.6       25.6
Old  :     100.0:      17.9        4.9        4.3       68.2       65.3       90.4       74.4:       9.6       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          1         19         13         21         16:
Old  :        25:         2          2          1         19         13         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       38.7       66.1       58.6       33.2       36.9       54.1       51.4
Old  :                 42.7       38.7       66.1       58.6       33.2       36.9       54.1       51.4
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, August 2, 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  :   122,913:     2,911     25,448     16,508     93,699     78,405    113,118    120,361:     9,795      2,552
Old  :   122,913:     2,911     25,448     16,508     93,699     78,405    113,118    120,361:     9,795      2,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -6,084:      -127     -4,425      2,073     -7,542     -1,167     -5,596     -3,519:      -488     -2,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       20.7       13.4       76.2       63.8       92.0       97.9:       8.0        2.1
Old  :     100.0:       2.4       20.7       13.4       76.2       63.8       92.0       97.9:       8.0        2.1
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  :        35:         2          3          4         24         27         28         32:
Old  :        35:         2          3          4         24         27         28         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       42.9       76.5       61.6       52.0       30.3       58.3       48.1
Old  :                 63.8       42.9       76.5       61.6       52.0       30.3       58.3       48.1
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, July 26, 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  :   128,997:     3,038     29,873     14,435    101,241     79,572    118,714    123,880:    10,283      5,117
Old  :   128,997:     3,038     29,873     14,435    101,241     79,572    118,714    123,880:    10,283      5,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       892:      -426        731       -856      2,490        410      1,208        285:      -316        607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       23.2       11.2       78.5       61.7       92.0       96.0:       8.0        4.0
Old  :     100.0:       2.4       23.2       11.2       78.5       61.7       92.0       96.0:       8.0        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  :        34:         1          3          4         25         26         29         30:
Old  :        34:         1          3          4         25         26         29         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  :                 59.5       44.2       73.6       62.2       51.5       33.7       59.2       50.7
Old  :                 59.5       44.2       73.6       62.2       51.5       33.7       59.2       50.7
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, August 2, 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  :    73,206:    34,252      8,929      2,684     32,925     51,736     69,861     63,349:     3,345      9,857
Old  :    73,206:    34,252      8,929      2,684     32,925     51,736     69,861     63,349:     3,345      9,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -6,223:     1,301     -2,418          0     -6,625     -5,595     -5,324     -8,013:      -899      1,790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8       12.2        3.7       45.0       70.7       95.4       86.5:       4.6       13.5
Old  :     100.0:      46.8       12.2        3.7       45.0       70.7       95.4       86.5:       4.6       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  :        24:         2          3          1         15         14         17         18:
Old  :        24:         2          3          1         15         14         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  :                 70.8       40.2       87.4       64.9       62.7       32.4       73.1       53.7
Old  :                 70.8       40.2       87.4       64.9       62.7       32.4       73.1       53.7
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, July 26, 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  :    79,429:    32,951     11,347      2,684     39,550     57,331     75,185     71,362:     4,244      8,067
Old  :    79,429:    32,951     11,347      2,684     39,550     57,331     75,185     71,362:     4,244      8,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     6,920:     5,034          0          0      1,522      7,898      6,556      7,898:       364       -978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       14.3        3.4       49.8       72.2       94.7       89.8:       5.3       10.2
Old  :     100.0:      41.5       14.3        3.4       49.8       72.2       94.7       89.8:       5.3       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  :        25:         2          3          1         15         15         17         19:
Old  :        25:         2          3          1         15         15         17         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       40.8       85.8       64.5       58.9       32.7       70.7       53.4
Old  :                 68.1       40.8       85.8       64.5       58.9       32.7       70.7       53.4
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, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    49,734:         0     12,850      2,681     42,823     30,961     45,504     46,492:     4,230      3,242
Old  :    49,734:         0     12,850      2,681     42,823     30,961     45,504     46,492:     4,230      3,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -4,869:         0      3,718     -2,286     -2,482     -6,423     -4,768     -4,991:      -101        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.8        5.4       86.1       62.3       91.5       93.5:       8.5        6.5
Old  :     100.0:       0.0       25.8        5.4       86.1       62.3       91.5       93.5:       8.5        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  :        24:         0          4          3         18         16         21         20:
Old  :        24:         0          4          3         18         16         21         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  :                 40.7       50.1       64.4       71.3       26.7       38.8       43.3       51.2
Old  :                 40.7       50.1       64.4       71.3       26.7       38.8       43.3       51.2
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, July 26, 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  :    54,603:         0      9,132      4,967     45,305     37,384     50,272     51,483:     4,331      3,120
Old  :    54,603:         0      9,132      4,967     45,305     37,384     50,272     51,483:     4,331      3,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -2,194:         0       -940       -186     -2,516       -692     -2,702     -1,818:       508       -376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.7        9.1       83.0       68.5       92.1       94.3:       7.9        5.7
Old  :     100.0:       0.0       16.7        9.1       83.0       68.5       92.1       94.3:       7.9        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          3          2         19         19         21         22:
Old  :        26:         0          3          2         19         19         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  :                 39.2       45.2       62.3       66.2       23.9       31.9       37.0       41.9
Old  :                 39.2       45.2       62.3       66.2       23.9       31.9       37.0       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, August 2, 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  :    55,160:     7,703      9,458      3,351     40,159     38,691     51,213     51,500:     3,947      3,660
Old  :    55,160:     7,703      9,458      3,351     40,159     38,691     51,213     51,500:     3,947      3,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -6,523:       242     -2,596       -454     -6,357     -3,474     -6,569     -6,524:        46          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       17.1        6.1       72.8       70.1       92.8       93.4:       7.2        6.6
Old  :     100.0:      14.0       17.1        6.1       72.8       70.1       92.8       93.4:       7.2        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          3          4         24         21         28         26:
Old  :        33:         2          3          4         24         21         28         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  :                 42.1       31.7       66.4       53.5       32.3       28.0       44.4       46.7
Old  :                 42.1       31.7       66.4       53.5       32.3       28.0       44.4       46.7
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, July 26, 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  :    61,683:     7,461     12,054      3,805     46,516     42,165     57,782     58,024:     3,901      3,659
Old  :    61,683:     7,461     12,054      3,805     46,516     42,165     57,782     58,024:     3,901      3,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -1,893:     5,595     -3,328     -3,378     -3,490      7,872     -1,273      1,166:      -620     -3,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.5        6.2       75.4       68.4       93.7       94.1:       6.3        5.9
Old  :     100.0:      12.1       19.5        6.2       75.4       68.4       93.7       94.1:       6.3        5.9
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:         2          5          5         25         22         30         29:
Old  :        35:         2          5          5         25         22         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       32.5       65.5       51.9       34.1       28.0       47.1       42.1
Old  :                 39.2       32.5       65.5       51.9       34.1       28.0       47.1       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, August 2, 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  :    55,256:     1,069          0      1,193     52,428     48,811     54,690     50,004:       566      5,252
Old  :    55,256:     1,069          0      1,193     52,428     48,811     54,690     50,004:       566      5,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     6,673:     1,069     -1,121        296      5,740      8,726      7,105      7,901:      -432     -1,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        2.2       94.9       88.3       99.0       90.5:       1.0        9.5
Old  :     100.0:       1.9        0.0        2.2       94.9       88.3       99.0       90.5:       1.0        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          1         20         21         21         22:
Old  :        25:         1          0          1         20         21         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  :                 61.7       41.2       80.2       65.3       59.9       37.8       67.0       54.2
Old  :                 61.7       41.2       80.2       65.3       59.9       37.8       67.0       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, July 26, 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  :    48,583:         0      1,121        897     46,688     40,085     47,585     42,103:       998      6,480
Old  :    48,583:         0      1,121        897     46,688     40,085     47,585     42,103:       998      6,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     2,126:         0        724       -513      2,577      1,429      2,064      1,640:        62        486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.3        1.8       96.1       82.5       97.9       86.7:       2.1       13.3
Old  :     100.0:       0.0        2.3        1.8       96.1       82.5       97.9       86.7:       2.1       13.3
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  :        23:         0          1          1         20         18         21         19:
Old  :        23:         0          1          1         20         18         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       40.6       80.2       62.8       51.9       33.7       62.5       48.7
Old  :                 55.6       40.6       80.2       62.8       51.9       33.7       62.5       48.7
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, August 2, 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  :    62,379:         0     14,412        330     54,640     42,499     54,970     57,241:     7,409      5,138
Old  :    62,379:         0     14,412        330     54,640     42,499     54,970     57,241:     7,409      5,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -4,707:         0       -847       -120     -3,686     -3,190     -3,806     -4,157:      -901       -550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       23.1        0.5       87.6       68.1       88.1       91.8:      11.9        8.2
Old  :     100.0:       0.0       23.1        0.5       87.6       68.1       88.1       91.8:      11.9        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          1         24         20         25         22:
Old  :        29:         0          2          1         24         20         25         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  :                 38.9       56.5       60.1       78.2       33.4       54.7       51.5       71.1
Old  :                 38.9       56.5       60.1       78.2       33.4       54.7       51.5       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    67,086:         0     15,259        450     58,326     45,689     58,776     61,398:     8,310      5,688
Old  :    67,086:         0     15,259        450     58,326     45,689     58,776     61,398:     8,310      5,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     3,679:         0      2,058       -155      5,140      1,230      4,985      3,133:    -1,306        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       22.7        0.7       86.9       68.1       87.6       91.5:      12.4        8.5
Old  :     100.0:       0.0       22.7        0.7       86.9       68.1       87.6       91.5:      12.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          1         25         21         26         23:
Old  :        29:         0          2          1         25         21         26         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  :                 37.1       53.3       55.8       74.8       31.0       48.6       45.8       63.9
Old  :                 37.1       53.3       55.8       74.8       31.0       48.6       45.8       63.9
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, August 2, 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  :    93,715:    36,173     47,121      4,191     48,753     38,350     89,117     89,662:     4,598      4,053
Old  :    93,715:    36,173     47,121      4,191     48,753     38,350     89,117     89,662:     4,598      4,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -8,648:    -3,980     -2,605     -1,068     -3,491     -4,660     -8,539     -8,333:      -109       -315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       50.3        4.5       52.0       40.9       95.1       95.7:       4.9        4.3
Old  :     100.0:      38.6       50.3        4.5       52.0       40.9       95.1       95.7:       4.9        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          1          2         18         20         21         23:
Old  :        26:         3          1          2         18         20         21         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  :                 66.6       69.3       82.6       81.9       62.2       64.9       75.0       72.6
Old  :                 66.6       69.3       82.6       81.9       62.2       64.9       75.0       72.6
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, July 26, 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  :   102,363:    40,153     49,726      5,259     52,244     43,010     97,656     97,995:     4,707      4,368
Old  :   102,363:    40,153     49,726      5,259     52,244     43,010     97,656     97,995:     4,707      4,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :      -692:    -5,902     -1,097        806      5,500        -10        404       -301:    -1,096       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       48.6        5.1       51.0       42.0       95.4       95.7:       4.6        4.3
Old  :     100.0:      39.2       48.6        5.1       51.0       42.0       95.4       95.7:       4.6        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          2         18         21         21         24:
Old  :        27:         2          2          2         18         21         21         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  :                 64.3       66.2       81.1       80.2       60.0       60.6       71.8       69.3
Old  :                 64.3       66.2       81.1       80.2       60.0       60.6       71.8       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, August 2, 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  :    32,819:     3,415        200      1,296     25,669     23,920     30,380     25,416:     2,439      7,403
Old  :    32,819:     3,415        200      1,296     25,669     23,920     30,380     25,416:     2,439      7,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -3,948:     2,635     -4,255         37     -2,707      1,401        -35     -2,817:    -3,913     -1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        0.6        3.9       78.2       72.9       92.6       77.4:       7.4       22.6
Old  :     100.0:      10.4        0.6        3.9       78.2       72.9       92.6       77.4:       7.4       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          1          2         17         17         21         19:
Old  :        23:         3          1          2         17         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       44.0       70.1       62.2       38.0       31.4       62.2       47.1
Old  :                 42.1       44.0       70.1       62.2       38.0       31.4       62.2       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, July 26, 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  :    36,767:       780      4,455      1,259     28,376     22,519     30,415     28,233:     6,352      8,534
Old  :    36,767:       780      4,455      1,259     28,376     22,519     30,415     28,233:     6,352      8,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :        -9:         0       -259        182       -215        318        -33        241:        24       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       12.1        3.4       77.2       61.2       82.7       76.8:      17.3       23.2
Old  :     100.0:       2.1       12.1        3.4       77.2       61.2       82.7       76.8:      17.3       23.2
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  :        23:         1          2          3         18         17         21         20:
Old  :        23:         1          2          3         18         17         21         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  :                 47.5       46.0       70.1       60.8       45.2       36.4       59.2       49.3
Old  :                 47.5       46.0       70.1       60.8       45.2       36.4       59.2       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, July 26, 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  :    47,446:     2,108      1,178          0     45,152     45,160     47,260     46,338:       186      1,108
Old  :    47,446:     2,108      1,178          0     45,152     45,160     47,260     46,338:       186      1,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        2.5        0.0       95.2       95.2       99.6       97.7:       0.4        2.3
Old  :     100.0:       4.4        2.5        0.0       95.2       95.2       99.6       97.7:       0.4        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  :        27:         2          2          0         14         14         16         16:
Old  :        27:         2          2          0         14         14         16         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  :                 82.3       83.1       93.3       91.9       64.4       63.5       72.0       70.0
Old  :                 82.3       83.1       93.3       91.9       64.4       63.5       72.0       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, July 26, 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  :    26,897:       620      1,178          0     25,905     24,797     26,525     25,975:       372        922
Old  :    26,897:       620      1,178          0     25,905     24,797     26,525     25,975:       372        922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        4.4        0.0       96.3       92.2       98.6       96.6:       1.4        3.4
Old  :     100.0:       2.3        4.4        0.0       96.3       92.2       98.6       96.6:       1.4        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          2          0         15         16         16         18:
Old  :        29:         1          2          0         15         16         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       60.5       84.2       77.9       54.7       59.6       72.2       72.5
Old  :                 57.1       60.5       84.2       77.9       54.7       59.6       72.2       72.5
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, August 2, 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  : 1,119,504:   306,148     61,093    196,437    597,585    849,945  1,100,170  1,107,475:    19,334     12,029
Old  : 1,119,504:   306,148     61,093    196,437    597,585    849,945  1,100,170  1,107,475:    19,334     12,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   -56,146:    18,295      4,661    -29,563    -47,980    -31,973    -59,248    -56,875:     3,102        729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.5       17.5       53.4       75.9       98.3       98.9:       1.7        1.1
Old  :     100.0:      27.3        5.5       17.5       53.4       75.9       98.3       98.9:       1.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        20         16         33         84         80        118        115:
Old  :       125:        20         16         33         84         80        118        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  :                 28.1       23.0       43.5       39.1       23.6       17.8       33.6       29.2
Old  :                 28.1       23.0       43.5       39.1       23.6       17.8       33.6       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, July 26, 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  : 1,175,650:   287,853     56,432    226,000    645,565    881,918  1,159,418  1,164,350:    16,232     11,300
Old  : 1,175,650:   287,853     56,432    226,000    645,565    881,918  1,159,418  1,164,350:    16,232     11,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    35,649:    -7,468     -6,437     14,016     30,445     29,433     36,993     37,012:    -1,344     -1,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        4.8       19.2       54.9       75.0       98.6       99.0:       1.4        1.0
Old  :     100.0:      24.5        4.8       19.2       54.9       75.0       98.6       99.0:       1.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        20         19         34         97         87        133        124:
Old  :       141:        20         19         34         97         87        133        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       21.9       40.5       37.6       20.5       17.4       30.2       27.8
Old  :                 26.0       21.9       40.5       37.6       20.5       17.4       30.2       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, August 2, 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  :   178,978:    27,348     43,094     56,180     92,274     77,523    175,802    176,797:     3,176      2,181
Old  :   178,978:    27,348     43,094     56,180     92,274     77,523    175,802    176,797:     3,176      2,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   -25,054:   -10,842      6,901    -16,343      2,038     -9,058    -25,147    -18,500:        93     -6,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       24.1       31.4       51.6       43.3       98.2       98.8:       1.8        1.2
Old  :     100.0:      15.3       24.1       31.4       51.6       43.3       98.2       98.8:       1.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        11          9         17         27         27         45         46:
Old  :        48:        11          9         17         27         27         45         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       46.3       59.2       65.9       22.9       27.4       30.3       35.1
Old  :                 41.1       46.3       59.2       65.9       22.9       27.4       30.3       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, July 26, 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  :   204,032:    38,190     36,193     72,523     90,236     86,581    200,949    195,297:     3,083      8,735
Old  :   204,032:    38,190     36,193     72,523     90,236     86,581    200,949    195,297:     3,083      8,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    16,882:    10,295          7     11,252     -5,710        183     15,837     11,442:     1,045      5,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       17.7       35.5       44.2       42.4       98.5       95.7:       1.5        4.3
Old  :     100.0:      18.7       17.7       35.5       44.2       42.4       98.5       95.7:       1.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15          6         17         27         28         46         47:
Old  :        50:        15          6         17         27         28         46         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  :                 42.7       42.3       62.0       60.9       18.5       24.7       26.7       30.7
Old  :                 42.7       42.3       62.0       60.9       18.5       24.7       26.7       30.7
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, August 2, 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  :    72,820:    19,332      4,080     17,622     35,518     50,338     72,472     72,040:       348        780
Old  :    72,820:    19,332      4,080     17,622     35,518     50,338     72,472     72,040:       348        780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -500:    -1,163         40       -633      1,498       -427       -298     -1,020:      -202        520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        5.6       24.2       48.8       69.1       99.5       98.9:       0.5        1.1
Old  :     100.0:      26.5        5.6       24.2       48.8       69.1       99.5       98.9:       0.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         7          4         10         38         33         49         43:
Old  :        52:         7          4         10         38         33         49         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       49.1       65.4       69.7       36.2       40.4       42.8       48.7
Old  :                 50.4       49.1       65.4       69.7       36.2       40.4       42.8       48.7
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, July 26, 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  :    73,320:    20,495      4,040     18,255     34,020     50,765     72,770     73,060:       550        260
Old  :    73,320:    20,495      4,040     18,255     34,020     50,765     72,770     73,060:       550        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     2,051:        30         60      1,380        761        751      2,171      2,191:      -120       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        5.5       24.9       46.4       69.2       99.2       99.6:       0.8        0.4
Old  :     100.0:      28.0        5.5       24.9       46.4       69.2       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          3         11         37         34         48         45:
Old  :        51:         7          3         11         37         34         48         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  :                 53.6       47.0       65.8       69.4       35.2       38.3       40.4       46.0
Old  :                 53.6       47.0       65.8       69.4       35.2       38.3       40.4       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, August 2, 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  :    24,792:     2,601      1,863      4,048     18,019     17,740     24,668     23,651:       124      1,141
Old  :    24,792:     2,601      1,863      4,048     18,019     17,740     24,668     23,651:       124      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,592:      -426        438        -34     -1,132     -1,996     -1,592     -1,592:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.5       16.3       72.7       71.6       99.5       95.4:       0.5        4.6
Old  :     100.0:      10.5        7.5       16.3       72.7       71.6       99.5       95.4:       0.5        4.6
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  :        34:         2          4          4         19         23         24         28:
Old  :        34:         2          4          4         19         23         24         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  :                 61.1       44.7       81.4       65.5       57.1       37.5       61.3       50.0
Old  :                 61.1       44.7       81.4       65.5       57.1       37.5       61.3       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, July 26, 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  :    26,384:     3,027      1,425      4,082     19,151     19,736     26,260     25,243:       124      1,141
Old  :    26,384:     3,027      1,425      4,082     19,151     19,736     26,260     25,243:       124      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :         0:      -126        246       -120      1,226       -676        980       -550:      -980        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.4       15.5       72.6       74.8       99.5       95.7:       0.5        4.3
Old  :     100.0:      11.5        5.4       15.5       72.6       74.8       99.5       95.7:       0.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          3          4         19         22         24         27:
Old  :        34:         3          3          4         19         22         24         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  :                 60.6       43.8       81.5       67.0       56.0       38.8       62.3       52.6
Old  :                 60.6       43.8       81.5       67.0       56.0       38.8       62.3       52.6
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, August 2, 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  :    10,204:       582      3,562      2,527      6,543      3,565      9,652      9,654:       552        550
Old  :    10,204:       582      3,562      2,527      6,543      3,565      9,652      9,654:       552        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,074:      -198       -352       -210       -666       -512     -1,074     -1,074:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       34.9       24.8       64.1       34.9       94.6       94.6:       5.4        5.4
Old  :     100.0:       5.7       34.9       24.8       64.1       34.9       94.6       94.6:       5.4        5.4
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:         3          2          3         18         14         23         17:
Old  :        30:         3          2          3         18         14         23         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  :                 49.2       70.5       70.2       85.8       31.9       50.0       49.6       58.5
Old  :                 49.2       70.5       70.2       85.8       31.9       50.0       49.6       58.5
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, July 26, 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  :    11,278:       780      3,914      2,737      7,209      4,077     10,726     10,728:       552        550
Old  :    11,278:       780      3,914      2,737      7,209      4,077     10,726     10,728:       552        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       426:         0        126        300        126          0        426        426:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       34.7       24.3       63.9       36.2       95.1       95.1:       4.9        4.9
Old  :     100.0:       6.9       34.7       24.3       63.9       36.2       95.1       95.1:       4.9        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          4         17         15         22         19:
Old  :        30:         3          2          4         17         15         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       68.0       70.3       84.6       33.3       49.4       50.2       57.0
Old  :                 50.0       68.0       70.3       84.6       33.3       49.4       50.2       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, July 26, 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  :    11,939:     1,888      2,971        546      8,952      8,206     11,386     11,723:       553        216
Old  :    11,939:     1,888      2,971        546      8,952      8,206     11,386     11,723:       553        216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :         0:      -510          0          0        510        510          0        510:         0       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       24.9        4.6       75.0       68.7       95.4       98.2:       4.6        1.8
Old  :     100.0:      15.8       24.9        4.6       75.0       68.7       95.4       98.2:       4.6        1.8
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  :        20:         2          3          3         10          8         13         13:
Old  :        20:         2          3          3         10          8         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       84.2       91.1       94.9       67.7       77.5       79.1       83.0
Old  :                 69.8       84.2       91.1       94.9       67.7       77.5       79.1       83.0
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, August 2, 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  :    12,926:     3,520      1,694      2,940      6,266      7,852     12,726     12,486:       200        440
Old  :    12,926:     3,520      1,694      2,940      6,266      7,852     12,726     12,486:       200        440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -670:      -180         50       -280       -150       -390       -610       -620:       -60        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       13.1       22.7       48.5       60.7       98.5       96.6:       1.5        3.4
Old  :     100.0:      27.2       13.1       22.7       48.5       60.7       98.5       96.6:       1.5        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          2          5         16         15         22         20:
Old  :        23:         4          2          5         16         15         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       57.4       71.6       75.5       33.6       37.6       46.4       46.0
Old  :                 47.0       57.4       71.6       75.5       33.6       37.6       46.4       46.0
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, July 26, 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  :    13,596:     3,700      1,644      3,220      6,416      8,242     13,336     13,106:       260        490
Old  :    13,596:     3,700      1,644      3,220      6,416      8,242     13,336     13,106:       260        490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :     1,360:       440         20        580        480        840      1,500      1,440:      -140        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       12.1       23.7       47.2       60.6       98.1       96.4:       1.9        3.6
Old  :     100.0:      27.2       12.1       23.7       47.2       60.6       98.1       96.4:       1.9        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          5         15         16         21         21:
Old  :        24:         4          2          5         15         16         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  :                 47.2       55.9       72.4       74.0       33.2       34.5       45.5       44.0
Old  :                 47.2       55.9       72.4       74.0       33.2       34.5       45.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    20,512:     9,800        280      1,240      9,100     18,620     20,140     20,140:       372        372
Old  :    20,512:     9,800        280      1,240      9,100     18,620     20,140     20,140:       372        372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       142:       370          0         10       -140        140        240        150:       -98         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.8        1.4        6.0       44.4       90.8       98.2       98.2:       1.8        1.8
Old  :     100.0:      47.8        1.4        6.0       44.4       90.8       98.2       98.2:       1.8        1.8
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:         4          1          4         18         20         22         25:
Old  :        28:         4          1          4         18         20         22         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  :                 67.5       58.8       81.1       82.9       59.6       54.4       70.7       72.8
Old  :                 67.5       58.8       81.1       82.9       59.6       54.4       70.7       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, July 26, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    20,370:     9,430        280      1,230      9,240     18,480     19,900     19,990:       470        380
Old  :    20,370:     9,430        280      1,230      9,240     18,480     19,900     19,990:       470        380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       220:      -180          0         60        350        760        230        820:       -10       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        1.4        6.0       45.4       90.7       97.7       98.1:       2.3        1.9
Old  :     100.0:      46.3        1.4        6.0       45.4       90.7       97.7       98.1:       2.3        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          1          3         19         22         23         26:
Old  :        30:         4          1          3         19         22         23         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  :                 66.6       57.1       80.7       81.6       58.8       52.5       69.5       71.2
Old  :                 66.6       57.1       80.7       81.6       58.8       52.5       69.5       71.2
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, August 2, 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  :   840,179:   121,061     94,991    160,738    490,451    508,328    772,250    764,057:    67,929     76,122
Old  :   840,179:   121,061     94,991    160,738    490,451    508,328    772,250    764,057:    67,929     76,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    37,591:    14,867        726     22,133    -11,713      4,216     25,287     27,075:    12,304     10,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       11.3       19.1       58.4       60.5       91.9       90.9:       8.1        9.1
Old  :     100.0:      14.4       11.3       19.1       58.4       60.5       91.9       90.9:       8.1        9.1
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  :       271:        78         85         97         82         94        220        225:
Old  :       271:        78         85         97         82         94        220        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  :                 21.0       15.2       33.6       25.4       17.8       11.2       24.9       17.6
Old  :                 21.0       15.2       33.6       25.4       17.8       11.2       24.9       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, July 26, 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  :   802,588:   106,194     94,265    138,605    502,164    504,112    746,963    736,982:    55,625     65,606
Old  :   802,588:   106,194     94,265    138,605    502,164    504,112    746,963    736,982:    55,625     65,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :   -20,048:    -2,511      4,459        978     -8,961    -19,236    -10,494    -13,799:    -9,554     -6,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       11.7       17.3       62.6       62.8       93.1       91.8:       6.9        8.2
Old  :     100.0:      13.2       11.7       17.3       62.6       62.8       93.1       91.8:       6.9        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        65         84         91         81         90        209        212:
Old  :       256:        65         84         91         81         90        209        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.4       35.8       25.6       19.0       11.7       26.3       17.6
Old  :                 22.9       15.4       35.8       25.6       19.0       11.7       26.3       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    14,299:     8,847      4,240        285      2,401      9,224     11,533     13,749:     2,766        550
Old  :    14,299:     8,847      4,240        285      2,401      9,224     11,533     13,749:     2,766        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       439:       193       -132         89         73        527        355        484:        84        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       29.7        2.0       16.8       64.5       80.7       96.2:      19.3        3.8
Old  :     100.0:      61.9       29.7        2.0       16.8       64.5       80.7       96.2:      19.3        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        58         17          3         11         27         72         45:
Old  :       113:        58         17          3         11         27         72         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  :                 24.1       37.0       38.0       55.1       24.1       37.0       38.0       55.1
Old  :                 24.1       37.0       38.0       55.1       24.1       37.0       38.0       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, July 26, 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  :    13,860:     8,654      4,372        196      2,328      8,697     11,178     13,265:     2,682        595
Old  :    13,860:     8,654      4,372        196      2,328      8,697     11,178     13,265:     2,682        595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :        -8:       178     -1,155        170       -234      1,624        114        639:      -122       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4       31.5        1.4       16.8       62.7       80.6       95.7:      19.4        4.3
Old  :     100.0:      62.4       31.5        1.4       16.8       62.7       80.6       95.7:      19.4        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        57         20          3         10         27         70         48:
Old  :       115:        57         20          3         10         27         70         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  :                 24.8       38.4       38.5       56.3       24.8       38.4       38.5       56.3
Old  :                 24.8       38.4       38.5       56.3       24.8       38.4       38.5       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, August 2, 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  :    10,932:     7,578        826          8        958      9,093      8,544      9,927:     2,388      1,005
Old  :    10,932:     7,578        826          8        958      9,093      8,544      9,927:     2,388      1,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     2,123:     2,002         64         -1        -93      1,933      1,908      1,996:       215        127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.3        7.6        0.1        8.8       83.2       78.2       90.8:      21.8        9.2
Old  :     100.0:      69.3        7.6        0.1        8.8       83.2       78.2       90.8:      21.8        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  :        57:        26          8          1          5         21         31         30:
Old  :        57:        26          8          1          5         21         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  :                 33.6       47.2       48.4       66.5       33.6       46.7       47.5       66.0
Old  :                 33.6       47.2       48.4       66.5       33.6       46.7       47.5       66.0
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, July 26, 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  :     8,809:     5,576        762          9      1,051      7,160      6,636      7,931:     2,173        878
Old  :     8,809:     5,576        762          9      1,051      7,160      6,636      7,931:     2,173        878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :       940:     1,436       -108       -102       -493      1,386        841      1,176:        99       -236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.3        8.7        0.1       11.9       81.3       75.3       90.0:      24.7       10.0
Old  :     100.0:      63.3        8.7        0.1       11.9       81.3       75.3       90.0:      24.7       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  :        51:        21          7          1          6         19         27         27:
Old  :        51:        21          7          1          6         19         27         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  :                 34.2       49.4       49.5       70.4       34.2       48.8       49.3       69.9
Old  :                 34.2       49.4       49.5       70.4       34.2       48.8       49.3       69.9
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, August 2, 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  :   152,857:    44,849     11,875      7,134     84,123    126,043    136,106    145,052:    16,751      7,805
Old  :   152,857:    44,849     11,875      7,134     84,123    126,043    136,106    145,052:    16,751      7,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -2,390:     5,479        790     -1,823     -5,699        406     -2,043       -627:      -347     -1,763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        7.8        4.7       55.0       82.5       89.0       94.9:      11.0        5.1
Old  :     100.0:      29.3        7.8        4.7       55.0       82.5       89.0       94.9:      11.0        5.1
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  :       158:        54         19         32         60         72        130        110:
Old  :       158:        54         19         32         60         72        130        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  :                 22.2       21.7       37.5       37.1       16.3       15.8       26.5       27.3
Old  :                 22.2       21.7       37.5       37.1       16.3       15.8       26.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, July 26, 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  :   155,247:    39,370     11,085      8,957     89,822    125,637    138,149    145,679:    17,098      9,568
Old  :   155,247:    39,370     11,085      8,957     89,822    125,637    138,149    145,679:    17,098      9,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 19, 2005                        :
     :    -2,680:    -2,610      1,378       -742      1,833     -2,518     -1,519     -1,882:    -1,161       -798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.1        5.8       57.9       80.9       89.0       93.8:      11.0        6.2
Old  :     100.0:      25.4        7.1        5.8       57.9       80.9       89.0       93.8:      11.0        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        51         20         31         70         76        138        111:
Old  :       159:        51         20         31         70         76        138        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       22.4       38.9       35.5       15.7       13.6       25.3       22.9
Old  :                 24.1       22.4       38.9       35.5       15.7       13.6       25.3       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2005