WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, September 13, 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  :   277,537:    48,679     89,433     26,204    179,027    126,615    253,910    242,252:    23,627     35,285
Old  :   258,505:    47,756     86,072     20,751    168,246    121,536    236,753    228,359:    21,752     30,146
Other:    19,032:     6,035      8,473        341     10,781      5,079     17,157     13,893:     1,875      5,139
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    15,985:     4,271     -1,629      6,355      3,804      8,729     14,430     13,455:     1,555      2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       32.2        9.4       64.5       45.6       91.5       87.3:       8.5       12.7
Old  :     100.0:      18.5       33.3        8.0       65.1       47.0       91.6       88.3:       8.4       11.7
Other:     100.0:      31.7       44.5        1.8       56.6       26.7       90.1       73.0:       9.9       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        75        103         58         42         55        155        190:
Old  :       260:        72        112         50         38         51        143        186:
Other:        94:        25         26          6         12         39         40         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       31.2       49.1       40.1       32.6       25.8       46.1       32.3
Old  :                 34.9       33.4       50.1       41.6       34.9       30.1       49.4       37.1
Other:                 53.8       38.4       67.6       45.8       53.8       38.1       67.6       45.5
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, September 6, 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  :   261,552:    44,408     91,062     19,849    175,223    117,886    239,480    228,797:    22,072     32,755
Old  :   246,189:    43,700     88,868     15,783    166,085    113,113    225,568    217,764:    20,621     28,425
Other:    15,363:     4,579      6,065        195      9,138      4,773     13,912     11,033:     1,451      4,330
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,330:     3,292      4,687     -1,837       -124        164      1,331      3,014:        -1     -1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       34.8        7.6       67.0       45.1       91.6       87.5:       8.4       12.5
Old  :     100.0:      17.8       36.1        6.4       67.5       45.9       91.6       88.5:       8.4       11.5
Other:     100.0:      29.8       39.5        1.3       59.5       31.1       90.6       71.8:       9.4       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        64        114         51         43         51        146        187:
Old  :       256:        67        117         42         37         50        131        185:
Other:        86:        22         24          5         13         34         38         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       30.3       52.0       39.1       34.9       25.2       49.2       31.2
Old  :                 37.0       32.1       53.6       40.7       37.0       28.3       52.2       35.5
Other:                 47.3       38.6       66.6       47.2       46.5       38.5       64.9       45.9
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, September 13, 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  :   708,211:   122,306    159,501     38,948    423,029    332,852    584,283    531,301:   123,928    176,910
Old  :   671,804:   109,783    164,808     30,101    416,247    312,005    556,131    506,914:   115,673    164,890
Other:    36,407:    20,302      2,472      1,068      6,782     20,847     28,152     24,387:     8,255     12,020
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -863:   -10,030      8,740     -1,100      9,527     -9,657     -1,603     -2,017:       740      1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       22.5        5.5       59.7       47.0       82.5       75.0:      17.5       25.0
Old  :     100.0:      16.3       24.5        4.5       62.0       46.4       82.8       75.5:      17.2       24.5
Other:     100.0:      55.8        6.8        2.9       18.6       57.3       77.3       67.0:      22.7       33.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       130        127         83        176        199        354        372:
Old  :       537:       127        134         72        172        198        343        365:
Other:       238:        51         31          5         34        127         88        161:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       19.0       34.6       24.6       24.5       18.4       34.4       24.0
Old  :                 25.8       18.5       36.4       24.3       25.8       17.9       36.2       23.6
Other:                 19.9       32.0       32.3       38.8       18.6       32.0       31.0       38.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, September 6, 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  :   709,074:   132,336    150,761     40,048    413,502    342,509    585,886    533,318:   123,188    175,756
Old  :   672,498:   117,731    153,911     31,699    408,422    322,052    557,852    507,662:   114,646    164,836
Other:    36,576:    20,723      2,968      2,231      5,080     20,457     28,034     25,656:     8,542     10,920
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,920:    10,602        -76     -3,119     -9,244     -2,198     -1,761     -5,393:    -3,159        473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.3        5.6       58.3       48.3       82.6       75.2:      17.4       24.8
Old  :     100.0:      17.5       22.9        4.7       60.7       47.9       83.0       75.5:      17.0       24.5
Other:     100.0:      56.7        8.1        6.1       13.9       55.9       76.6       70.1:      23.4       29.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       546:       133        123         92        171        204        362        377:
Old  :       542:       128        130         82        168        203        351        372:
Other:       232:        51         29          5         35        122         90        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.2       34.3       24.8       24.1       18.5       33.8       24.2
Old  :                 25.4       18.7       36.1       24.5       25.4       18.0       35.5       23.9
Other:                 19.1       34.4       30.5       42.0       16.6       32.2       27.6       38.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, September 13, 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  :     5,756:     2,275        588         19      1,202      3,572      3,496      4,179:     2,260      1,577
Old  :     5,754:     2,275        588         19      1,201      3,571      3,495      4,178:     2,259      1,576
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -117:      -108          0        -46       -100         -5       -254        -51:       137        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       10.2        0.3       20.9       62.1       60.7       72.6:      39.3       27.4
Old  :     100.0:      39.5       10.2        0.3       20.9       62.1       60.7       72.6:      39.3       27.4
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         9          6          2          9         14         20         20:
Old  :        33:         9          6          2          9         14         20         20:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       36.9       51.7       55.0       36.9       36.9       51.4       54.6
Old  :                 36.9       36.9       51.8       55.0       36.9       36.9       51.4       54.6
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, September 6, 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  :     5,873:     2,383        588         65      1,302      3,577      3,750      4,230:     2,123      1,643
Old  :     5,871:     2,383        588         64      1,301      3,576      3,748      4,228:     2,123      1,643
Other:         2:         0          0          1          1          1          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -223:      -143         33         35         11       -400        -97       -332:      -126        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       10.0        1.1       22.2       60.9       63.9       72.0:      36.1       28.0
Old  :     100.0:      40.6       10.0        1.1       22.2       60.9       63.8       72.0:      36.2       28.0
Other:     100.0:       0.0        0.0       50.0       50.0       50.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          7          3          9         14         23         21:
Old  :        36:        11          7          3          9         14         23         21:
Other:         2:         0          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       36.4       51.2       53.5       35.3       36.1       50.7       53.2
Old  :                 35.3       36.4       51.2       53.5       35.3       36.1       50.8       53.2
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, September 13, 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  :   244,304:    58,961     43,025     17,068    123,463    118,674    199,492    178,767:    44,812     65,537
Old  :   236,359:    58,734     44,109     13,177    121,101    116,198    193,012    173,484:    43,347     62,875
Other:     7,945:     4,081      2,770         37      2,362      2,476      6,480      5,283:     1,465      2,662
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,205:    -1,057      4,196      2,106      1,978     -6,488      3,027       -186:    -4,232     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       17.6        7.0       50.5       48.6       81.7       73.2:      18.3       26.8
Old  :     100.0:      24.8       18.7        5.6       51.2       49.2       81.7       73.4:      18.3       26.6
Other:     100.0:      51.4       34.9        0.5       29.7       31.2       81.6       66.5:      18.4       33.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        98         87         66         78        106        217        234:
Old  :       331:       100         92         58         77        105        211        228:
Other:        96:        16         24          1         13         48         29         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       18.4       33.9       26.0       23.4       14.9       33.3       22.1
Old  :                 24.2       18.6       35.0       26.5       24.2       15.3       34.5       22.8
Other:                 55.5       30.7       68.8       46.4       55.5       28.7       66.0       42.2
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, September 6, 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  :   245,509:    60,018     38,829     14,962    121,485    125,162    196,465    178,953:    49,044     66,556
Old  :   239,207:    59,949     39,235     12,154    119,481    123,262    191,584    174,651:    47,623     64,556
Other:     6,302:     2,877      2,402          0      2,004      1,900      4,881      4,302:     1,421      2,000
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,600:     4,452      5,275       -579     -4,171     -5,371       -298       -675:     1,898      2,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.8        6.1       49.5       51.0       80.0       72.9:      20.0       27.1
Old  :     100.0:      25.1       16.4        5.1       49.9       51.5       80.1       73.0:      19.9       27.0
Other:     100.0:      45.7       38.1        0.0       31.8       30.1       77.5       68.3:      22.5       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       100         84         61         78        106        216        228:
Old  :       333:       102         84         56         77        105        213        222:
Other:        92:        11         23          0         11         50         22         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       19.7       34.3       28.1       24.2       16.9       34.0       24.4
Old  :                 24.9       20.1       35.2       28.6       24.9       17.2       34.9       25.0
Other:                 59.6       33.3       70.4       47.6       59.6       33.3       70.4       47.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, September 13, 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  :   137,383:    26,980     27,299     12,352     76,729     79,175    116,061    118,826:    21,322     18,557
Old  :   133,691:    27,517     27,361     10,684     75,251     78,230    113,452    116,275:    20,239     17,416
Other:     3,692:     1,049      1,524         82      1,478        945      2,609      2,551:     1,083      1,141
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     1,170:       880      3,391       -441        771     -2,839      1,210        111:       -40      1,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       19.9        9.0       55.9       57.6       84.5       86.5:      15.5       13.5
Old  :     100.0:      20.6       20.5        8.0       56.3       58.5       84.9       87.0:      15.1       13.0
Other:     100.0:      28.4       41.3        2.2       40.0       25.6       70.7       69.1:      29.3       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        32         41         27         47         35         95         95:
Old  :       140:        38         41         26         47         35         95         94:
Other:        23:         4          8          3          9          4         15         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  :                 24.1       28.9       36.1       40.0       24.0       25.3       34.4       33.7
Old  :                 24.7       29.7       36.9       41.1       24.7       26.5       35.4       35.2
Other:                 54.6       45.6       66.6       64.0       47.4       34.8       53.0       49.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, September 6, 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  :   136,213:    26,100     23,908     12,793     75,958     82,014    114,851    118,715:    21,362     17,498
Old  :   133,081:    26,922     23,881     11,232     74,567     81,169    112,721    116,282:    20,360     16,799
Other:     3,132:       696      1,545         43      1,391        845      2,130      2,433:     1,002        699
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,514:     2,037      2,189     -2,381     -1,258     -1,604     -1,602     -1,796:     4,116      4,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       17.6        9.4       55.8       60.2       84.3       87.2:      15.7       12.8
Old  :     100.0:      20.2       17.9        8.4       56.0       61.0       84.7       87.4:      15.3       12.6
Other:     100.0:      22.2       49.3        1.4       44.4       27.0       68.0       77.7:      32.0       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        31         38         29         45         36         97         92:
Old  :       138:        39         37         28         45         36         97         91:
Other:        22:         3          9          3          9          3         14         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  :                 24.1       29.3       35.8       40.6       24.1       24.1       34.5       33.2
Old  :                 24.7       30.0       36.6       41.5       24.7       25.1       35.3       34.4
Other:                 59.9       55.5       65.3       73.3       41.5       42.8       46.9       55.5
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, September 13, 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  :   608,165:    94,578     71,469     17,203    368,277    354,302    480,058    442,974:   128,107    165,191
Old  :   608,165:    94,578     71,469     17,203    368,277    354,302    480,058    442,974:   128,107    165,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -64,433:    -2,251     -2,326     -9,376    -47,196    -45,605    -58,823    -57,307:    -5,610     -7,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.8        2.8       60.6       58.3       78.9       72.8:      21.1       27.2
Old  :     100.0:      15.6       11.8        2.8       60.6       58.3       78.9       72.8:      21.1       27.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        29         31         23         59         75        102        117:
Old  :       156:        29         31         23         59         75        102        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       16.0       33.4       25.3       21.5       13.7       28.8       22.4
Old  :                 24.3       16.0       33.4       25.3       21.5       13.7       28.8       22.4
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                                  Code-020601
Commitments of Traders - Futures Only, September 6, 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  :   672,598:    96,829     73,795     26,579    415,473    399,907    538,881    500,281:   133,717    172,317
Old  :   672,598:    96,829     73,795     26,579    415,473    399,907    538,881    500,281:   133,717    172,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    36,604:     9,397      5,950     -6,243     10,472     -5,771     13,626     -6,064:    22,978     42,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       11.0        4.0       61.8       59.5       80.1       74.4:      19.9       25.6
Old  :     100.0:      14.4       11.0        4.0       61.8       59.5       80.1       74.4:      19.9       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  :       160:        27         30         20         69         78        108        119:
Old  :       160:        27         30         20         69         78        108        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       17.8       32.6       26.5       20.0       13.9       27.2       22.2
Old  :                 23.3       17.8       32.6       26.5       20.0       13.9       27.2       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, September 13, 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  :   117,786:    16,533     11,750     15,347     60,968     71,169     92,848     98,266:    24,938     19,520
Old  :   115,861:    16,761     11,604     14,863     59,600     70,193     91,224     96,660:    24,637     19,201
Other:     1,925:       117        491        139      1,368        976      1,624      1,606:       301        319
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     3,677:    -1,038      2,856        252      3,949       -259      3,163      2,849:       514        828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       10.0       13.0       51.8       60.4       78.8       83.4:      21.2       16.6
Old  :     100.0:      14.5       10.0       12.8       51.4       60.6       78.7       83.4:      21.3       16.6
Other:     100.0:       6.1       25.5        7.2       71.1       50.7       84.4       83.4:      15.6       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        32         27         29         42         39         91         88:
Old  :       120:        36         25         29         42         39         91         88:
Other:        21:         2          5          3         13          3         16         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       33.0       30.4       45.4       16.1       30.7       24.4       38.0
Old  :                 19.3       33.6       30.0       46.1       16.2       31.3       24.2       38.7
Other:                 55.1       64.4       74.4       81.6       55.1       60.7       69.1       72.6
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, September 6, 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  :   114,109:    17,571      8,894     15,095     57,019     71,428     89,685     95,417:    24,424     18,692
Old  :   112,286:    17,833      8,890     14,599     55,736     70,442     88,168     93,931:    24,118     18,355
Other:     1,823:        55        321        179      1,283        986      1,517      1,486:       306        337
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,229:     1,945      1,344      1,027       -607     -1,129      2,365      1,242:      -136        987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        7.8       13.2       50.0       62.6       78.6       83.6:      21.4       16.4
Old  :     100.0:      15.9        7.9       13.0       49.6       62.7       78.5       83.7:      21.5       16.3
Other:     100.0:       3.0       17.6        9.8       70.4       54.1       83.2       81.5:      16.8       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        36         23         28         46         42         98         87:
Old  :       124:        39         23         28         46         42         98         87:
Other:        19:         1          5          3         11          3         14         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       34.4       29.5       45.7       15.5       30.8       23.7       38.6
Old  :                 18.4       35.0       29.1       46.3       15.5       31.4       23.5       39.4
Other:                 56.0       60.1       75.0       77.0       56.0       56.3       69.0       67.9
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,716:     2,794      1,439        953      1,958      2,634      5,705      5,026:     1,011      1,690
Old  :     6,716:     2,794      1,439        953      1,958      2,634      5,705      5,026:     1,011      1,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       152:        46        170         88        129       -221        263         37:      -111        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       21.4       14.2       29.2       39.2       84.9       74.8:      15.1       25.2
Old  :     100.0:      41.6       21.4       14.2       29.2       39.2       84.9       74.8:      15.1       25.2
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:        16          8          9         12         15         31         30:
Old  :        46:        16          8          9         12         15         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  :                 40.0       32.9       56.1       49.1       39.9       29.2       54.0       41.4
Old  :                 40.0       32.9       56.1       49.1       39.9       29.2       54.0       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,564:     2,748      1,269        865      1,829      2,855      5,442      4,989:     1,122      1,575
Old  :     6,564:     2,748      1,269        865      1,829      2,855      5,442      4,989:     1,122      1,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -451:       -45       -125       -187       -114       -144       -346       -456:      -105          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       19.3       13.2       27.9       43.5       82.9       76.0:      17.1       24.0
Old  :     100.0:      41.9       19.3       13.2       27.9       43.5       82.9       76.0:      17.1       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        15          8          8         12         16         32         28:
Old  :        47:        15          8          8         12         16         32         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  :                 35.6       31.4       51.6       51.3       35.6       28.9       49.7       41.3
Old  :                 35.6       31.4       51.6       51.3       35.6       28.9       49.7       41.3
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                              Code-042601
Commitments of Traders - Futures Only, September 13, 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  :   387,103:   114,483     85,630      2,318    207,048    185,727    323,849    273,675:    63,254    113,428
Old  :   387,103:   114,483     85,630      2,318    207,048    185,727    323,849    273,675:    63,254    113,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -964:     3,473      3,601     -4,613     -4,375     -5,271     -5,515     -6,283:     4,551      5,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       22.1        0.6       53.5       48.0       83.7       70.7:      16.3       29.3
Old  :     100.0:      29.6       22.1        0.6       53.5       48.0       83.7       70.7:      16.3       29.3
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  :       111:        17         29          6         44         46         64         78:
Old  :       111:        17         29          6         44         46         64         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       13.9       44.2       22.1       27.3       12.7       41.2       20.7
Old  :                 29.0       13.9       44.2       22.1       27.3       12.7       41.2       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, September 6, 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  :   388,067:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,703    108,109
Old  :   388,067:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,703    108,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,396:     1,980     -5,140     -3,422      7,617     22,112      6,175     13,550:     6,221     -1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
Old  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        13         25          6         44         47         61         75:
Old  :       105:        13         25          6         44         47         61         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
Old  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
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                              Code-043602
Commitments of Traders - Futures Only, September 13, 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  : 1,919,250:   372,611    369,855    207,160  1,103,674    978,827  1,683,445  1,555,842:   235,805    363,408
Old  : 1,919,250:   372,611    369,855    207,160  1,103,674    978,827  1,683,445  1,555,842:   235,805    363,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    61,726:    -6,445      1,188     67,241     18,004     50,860     78,800    119,289:   -17,074    -57,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       19.3       10.8       57.5       51.0       87.7       81.1:      12.3       18.9
Old  :     100.0:      19.4       19.3       10.8       57.5       51.0       87.7       81.1:      12.3       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  :       266:        61         64         40         90        108        166        199:
Old  :       266:        61         64         40         90        108        166        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       23.2       47.8       32.1       32.9       21.7       41.2       28.0
Old  :                 37.0       23.2       47.8       32.1       32.9       21.7       41.2       28.0
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                              Code-043602
Commitments of Traders - Futures Only, September 6, 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  : 1,857,524:   379,056    368,667    139,919  1,085,670    927,967  1,604,645  1,436,553:   252,879    420,971
Old  : 1,857,524:   379,056    368,667    139,919  1,085,670    927,967  1,604,645  1,436,553:   252,879    420,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    22,757:    12,096     28,410    -21,026     18,302    -50,316      9,372    -42,932:    13,385     65,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       19.8        7.5       58.4       50.0       86.4       77.3:      13.6       22.7
Old  :     100.0:      20.4       19.8        7.5       58.4       50.0       86.4       77.3:      13.6       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        62         58         34         87        102        163        182:
Old  :       256:        62         58         34         87        102        163        182:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.9       52.2       31.1       39.4       21.4       48.9       28.8
Old  :                 42.0       21.9       52.2       31.1       39.4       21.4       48.9       28.8
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                              Code-044601
Commitments of Traders - Futures Only, September 13, 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  : 1,200,876:   171,005    300,923     20,695    814,506    648,604  1,006,206    970,222:   194,670    230,654
Old  : 1,200,876:   171,005    300,923     20,695    814,506    648,604  1,006,206    970,222:   194,670    230,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :  -110,371:     5,377    -39,605       -675   -121,437    -47,607   -116,735    -87,887:     6,364    -22,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       25.1        1.7       67.8       54.0       83.8       80.8:      16.2       19.2
Old  :     100.0:      14.2       25.1        1.7       67.8       54.0       83.8       80.8:      16.2       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        37         41         17         66         73        108        126:
Old  :       176:        37         41         17         66         73        108        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       24.0       44.4       34.5       32.1       23.1       41.9       32.8
Old  :                 33.2       24.0       44.4       34.5       32.1       23.1       41.9       32.8
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                              Code-044601
Commitments of Traders - Futures Only, September 6, 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  : 1,311,247:   165,628    340,528     21,370    935,943    696,211  1,122,941  1,058,109:   188,306    253,138
Old  : 1,311,247:   165,628    340,528     21,370    935,943    696,211  1,122,941  1,058,109:   188,306    253,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -71,030:    18,027    -29,204    -20,824   -111,679     -4,306   -114,476    -54,334:    43,446    -16,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       26.0        1.6       71.4       53.1       85.6       80.7:      14.4       19.3
Old  :     100.0:      12.6       26.0        1.6       71.4       53.1       85.6       80.7:      14.4       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  :       179:        35         45         14         65         74        104        129:
Old  :       179:        35         45         14         65         74        104        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.8       48.6       34.6       33.1       20.5       41.9       30.5
Old  :                 36.4       22.8       48.6       34.6       33.1       20.5       41.9       30.5
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                                 Code-045601
Commitments of Traders - Futures Only, September 13, 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  :   485,843:   184,427     73,732     65,803    185,843    306,775    436,073    446,310:    49,770     39,533
Old  :   485,843:   184,427     73,732     65,803    185,843    306,775    436,073    446,310:    49,770     39,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    72,619:     8,009     14,388     12,415     47,428     44,874     67,852     71,677:     4,767        942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.2       13.5       38.3       63.1       89.8       91.9:      10.2        8.1
Old  :     100.0:      38.0       15.2       13.5       38.3       63.1       89.8       91.9:      10.2        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  :       131:        36         29         33         53         53        107         97:
Old  :       131:        36         29         33         53         53        107         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       31.4       47.0       43.0       24.4       20.9       32.5       27.9
Old  :                 32.8       31.4       47.0       43.0       24.4       20.9       32.5       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, September 6, 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  :   413,224:   176,418     59,344     53,388    138,415    261,901    368,221    374,633:    45,003     38,591
Old  :   413,224:   176,418     59,344     53,388    138,415    261,901    368,221    374,633:    45,003     38,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -5,438:    21,748     12,772      3,810    -29,206    -33,064     -3,648    -16,482:    -1,790     11,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       14.4       12.9       33.5       63.4       89.1       90.7:      10.9        9.3
Old  :     100.0:      42.7       14.4       12.9       33.5       63.4       89.1       90.7:      10.9        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        22         26         28         43         45         82         83:
Old  :       106:        22         26         28         43         45         82         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       37.5       55.0       48.6       31.4       29.3       40.9       37.2
Old  :                 39.6       37.5       55.0       48.6       31.4       29.3       40.9       37.2
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                             Code-124601
Commitments of Traders - Futures Only, September 13, 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  :    51,740:     7,995      6,176      2,549     29,119     30,737     39,663     39,462:    12,077     12,278
Old  :    51,740:     7,995      6,176      2,549     29,119     30,737     39,663     39,462:    12,077     12,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    17,760:       438      1,132      2,331     10,463      9,120     13,232     12,583:     4,528      5,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.9        4.9       56.3       59.4       76.7       76.3:      23.3       23.7
Old  :     100.0:      15.5       11.9        4.9       56.3       59.4       76.7       76.3:      23.3       23.7
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  :        57:        13         11          9         27         19         45         34:
Old  :        57:        13         11          9         27         19         45         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       43.2       46.9       57.6       19.8       25.5       29.0       35.6
Old  :                 32.5       43.2       46.9       57.6       19.8       25.5       29.0       35.6
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                             Code-124601
Commitments of Traders - Futures Only, September 6, 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  :    33,980:     7,557      5,044        218     18,656     21,617     26,431     26,879:     7,549      7,101
Old  :    33,980:     7,557      5,044        218     18,656     21,617     26,431     26,879:     7,549      7,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,547:       656     -1,014        171      2,948      3,627      3,775      2,784:      -228        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.8        0.6       54.9       63.6       77.8       79.1:      22.2       20.9
Old  :     100.0:      22.2       14.8        0.6       54.9       63.6       77.8       79.1:      22.2       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  :        52:        13          8          2         22         14         36         23:
Old  :        52:        13          8          2         22         14         36         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       49.5       48.0       63.4       29.9       42.9       43.6       56.8
Old  :                 30.5       49.5       48.0       63.4       29.9       42.9       43.6       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, September 13, 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  :    82,525:    17,061     35,177      3,424     46,515     20,889     67,000     59,490:    15,525     23,035
Old  :    82,525:    17,061     35,177      3,424     46,515     20,889     67,000     59,490:    15,525     23,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    10,662:     2,528       -563      2,303      1,173      3,196      6,004      4,936:     4,658      5,726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       42.6        4.1       56.4       25.3       81.2       72.1:      18.8       27.9
Old  :     100.0:      20.7       42.6        4.1       56.4       25.3       81.2       72.1:      18.8       27.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        20         29         15         25         22         54         57:
Old  :        80:        20         29         15         25         22         54         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       25.4       57.9       36.7       49.5       25.1       57.1       36.0
Old  :                 49.5       25.4       57.9       36.7       49.5       25.1       57.1       36.0
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                            Code-124603
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    71,863:    14,533     35,740      1,121     45,342     17,693     60,996     54,554:    10,867     17,309
Old  :    71,863:    14,533     35,740      1,121     45,342     17,693     60,996     54,554:    10,867     17,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,985:     2,682        254        193     -3,054       -924       -179       -477:     3,164      3,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       49.7        1.6       63.1       24.6       84.9       75.9:      15.1       24.1
Old  :     100.0:      20.2       49.7        1.6       63.1       24.6       84.9       75.9:      15.1       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        18         30          8         19         14         43         46:
Old  :        77:        18         30          8         19         14         43         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  :                 57.3       27.5       66.7       40.1       57.3       27.2       66.3       39.7
Old  :                 57.3       27.5       66.7       40.1       57.3       27.2       66.3       39.7
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                            Code-246602
Commitments of Traders - Futures Only, September 13, 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  :    39,703:     2,922      3,926      6,638     29,731     28,210     39,291     38,774:       412        929
Old  :    39,703:     2,922      3,926      6,638     29,731     28,210     39,291     38,774:       412        929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -738:       492       -508      2,195     -2,529     -1,453        158        234:      -896       -972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        9.9       16.7       74.9       71.1       99.0       97.7:       1.0        2.3
Old  :     100.0:       7.4        9.9       16.7       74.9       71.1       99.0       97.7:       1.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         8         16          4         17         21         27         39:
Old  :        56:         8         16          4         17         21         27         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  :                 59.8       50.8       77.4       76.9       46.6       40.4       59.7       56.5
Old  :                 59.8       50.8       77.4       76.9       46.6       40.4       59.7       56.5
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                            Code-246602
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Old  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,167:      -696        -84      2,600     -4,000     -4,711     -2,096     -2,195:       -71         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
Old  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
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:         8         16          4         19         20         29         38:
Old  :        56:         8         16          4         19         20         29         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  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
Old  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, September 13, 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  :    19,173:     1,172      2,332        489     12,477     10,155     14,138     12,976:     5,035      6,197
Old  :    19,173:     1,172      2,332        489     12,477     10,155     14,138     12,976:     5,035      6,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       315:        39        107        -81        -45        -99        -87        -73:       402        388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.2        2.6       65.1       53.0       73.7       67.7:      26.3       32.3
Old  :     100.0:       6.1       12.2        2.6       65.1       53.0       73.7       67.7:      26.3       32.3
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  :        35:         5          7          8         19         15         28         26:
Old  :        35:         5          7          8         19         15         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  :                 42.8       34.0       60.2       52.1       42.8       31.7       59.7       46.2
Old  :                 42.8       34.0       60.2       52.1       42.8       31.7       59.7       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, September 6, 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  :    18,858:     1,133      2,225        570     12,522     10,254     14,225     13,049:     4,633      5,809
Old  :    18,858:     1,133      2,225        570     12,522     10,254     14,225     13,049:     4,633      5,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,594:      -314       -179        -29     -2,004     -1,768     -2,347     -1,976:      -247       -618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.8        3.0       66.4       54.4       75.4       69.2:      24.6       30.8
Old  :     100.0:       6.0       11.8        3.0       66.4       54.4       75.4       69.2:      24.6       30.8
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  :        37:         5          8          8         20         16         29         28:
Old  :        37:         5          8          8         20         16         29         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  :                 41.8       33.6       59.9       52.9       41.8       31.0       59.0       46.8
Old  :                 41.8       33.6       59.9       52.9       41.8       31.0       59.0       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, September 13, 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  :   103,785:    19,562     20,962     19,159     48,076     31,195     86,797     71,316:    16,988     32,469
Old  :    34,630:    13,350     17,598        464     14,228      6,578     28,042     24,640:     6,588      9,990
Other:    69,155:    14,256     11,408     10,651     33,848     24,617     58,755     46,676:    10,400     22,479
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,494:      -164       -266     -3,129        -16      1,326     -3,309     -2,069:     1,815        575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       20.2       18.5       46.3       30.1       83.6       68.7:      16.4       31.3
Old  :     100.0:      38.6       50.8        1.3       41.1       19.0       81.0       71.2:      19.0       28.8
Other:     100.0:      20.6       16.5       15.4       48.9       35.6       85.0       67.5:      15.0       32.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        43         41         49         23         37        105         99:
Old  :       123:        44         34          5         18         27         65         64:
Other:       120:        34         31         34         20         35         80         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.3       40.2       27.0       28.9       13.3       40.1       22.6
Old  :                 26.2       31.2       39.8       44.1       26.2       31.2       39.8       44.0
Other:                 30.3       16.9       44.6       27.6       30.3       15.4       44.3       23.7
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, September 6, 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  :   105,279:    19,726     21,228     22,288     48,092     29,869     90,106     73,385:    15,173     31,894
Old  :    56,703:    16,706     34,935         98     34,242      9,102     51,046     44,135:     5,657     12,568
Other:    48,576:    21,951      5,224      3,259     13,850     20,767     39,060     29,250:     9,516     19,326
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,107:     2,397     -1,379        946       -987      2,144      2,356      1,711:       751      1,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       20.2       21.2       45.7       28.4       85.6       69.7:      14.4       30.3
Old  :     100.0:      29.5       61.6        0.2       60.4       16.1       90.0       77.8:      10.0       22.2
Other:     100.0:      45.2       10.8        6.7       28.5       42.8       80.4       60.2:      19.6       39.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        42         44         53         22         34        108        100:
Old  :       137:        43         50          1         17         27         60         78:
Other:       113:        46         23         22         18         30         76         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       19.2       40.8       32.0       28.4       15.7       39.6       23.7
Old  :                 41.7       33.0       60.4       46.9       41.7       33.0       60.4       46.9
Other:                 22.7       21.0       40.3       28.4       22.4       20.4       38.4       27.8
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, September 13, 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  :   142,365:    36,452     23,490     18,199     68,873     62,276    123,524    103,965:    18,841     38,400
Old  :   142,365:    36,452     23,490     18,199     68,873     62,276    123,524    103,965:    18,841     38,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,001:    -1,103    -11,282      5,878        698      5,514      5,473        110:       528      5,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       16.5       12.8       48.4       43.7       86.8       73.0:      13.2       27.0
Old  :     100.0:      25.6       16.5       12.8       48.4       43.7       86.8       73.0:      13.2       27.0
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  :       220:        57         49         54         56         90        142        175:
Old  :       220:        57         49         54         56         90        142        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       12.8       40.9       21.5       25.7       12.5       39.6       20.8
Old  :                 25.7       12.8       40.9       21.5       25.7       12.5       39.6       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, September 6, 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  :   136,364:    37,555     34,772     12,321     68,175     56,762    118,051    103,855:    18,313     32,509
Old  :   136,364:    37,555     34,772     12,321     68,175     56,762    118,051    103,855:    18,313     32,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       207:     1,513     -1,667        101     -2,128       -251       -514     -1,817:       721      2,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       25.5        9.0       50.0       41.6       86.6       76.2:      13.4       23.8
Old  :     100.0:      27.5       25.5        9.0       50.0       41.6       86.6       76.2:      13.4       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        47         59         45         55         78        123        168:
Old  :       207:        47         59         45         55         78        123        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       14.2       42.4       23.3       26.2       14.0       40.7       22.7
Old  :                 26.2       14.2       42.4       23.3       26.2       14.0       40.7       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, September 13, 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  :     3,882:     1,326      1,641         51        616        456      1,993      2,148:     1,889      1,734
Old  :     3,882:     1,326      1,641         51        616        456      1,993      2,148:     1,889      1,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -156:       278         36       -113       -241        -63        -76       -140:       -80        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       42.3        1.3       15.9       11.7       51.3       55.3:      48.7       44.7
Old  :     100.0:      34.2       42.3        1.3       15.9       11.7       51.3       55.3:      48.7       44.7
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  :        44:        16         12          6         13         12         30         29:
Old  :        44:        16         12          6         13         12         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  :                 24.3       34.2       35.9       41.7       24.3       34.2       34.9       41.7
Old  :                 24.3       34.2       35.9       41.7       24.3       34.2       34.9       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, September 6, 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  :     4,038:     1,048      1,605        164        857        519      2,069      2,288:     1,969      1,750
Old  :     4,038:     1,048      1,605        164        857        519      2,069      2,288:     1,969      1,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -306:       -11       -300        103       -296        -54       -204       -251:      -102        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       39.7        4.1       21.2       12.9       51.2       56.7:      48.8       43.3
Old  :     100.0:      26.0       39.7        4.1       21.2       12.9       51.2       56.7:      48.8       43.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        14         12          4         13          9         28         25:
Old  :        43:        14         12          4         13          9         28         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  :                 23.9       29.3       36.1       39.4       21.9       29.3       31.6       38.5
Old  :                 23.9       29.3       36.1       39.4       21.9       29.3       31.6       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    28,119:    13,306      3,494      3,761      6,540      8,220     23,607     15,475:     4,512     12,644
Old  :    28,119:    13,306      3,494      3,761      6,540      8,220     23,607     15,475:     4,512     12,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     1,203:       891       -895        470       -209          8      1,152       -417:        51      1,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       12.4       13.4       23.3       29.2       84.0       55.0:      16.0       45.0
Old  :     100.0:      47.3       12.4       13.4       23.3       29.2       84.0       55.0:      16.0       45.0
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  :       127:        45         24         22         29         37         92         68:
Old  :       127:        45         24         22         29         37         92         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       25.2       27.7       30.6       16.5       20.6       26.5       24.6
Old  :                 16.5       25.2       27.7       30.6       16.5       20.6       26.5       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, September 6, 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  :    26,916:    12,415      4,389      3,291      6,749      8,212     22,455     15,892:     4,461     11,024
Old  :    26,916:    12,415      4,389      3,291      6,749      8,212     22,455     15,892:     4,461     11,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       -19:       486       -518       -276       -192        465         18       -329:       -37        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.1       16.3       12.2       25.1       30.5       83.4       59.0:      16.6       41.0
Old  :     100.0:      46.1       16.3       12.2       25.1       30.5       83.4       59.0:      16.6       41.0
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  :       119:        42         24         29         27         29         93         64:
Old  :       119:        42         24         29         27         29         93         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  :                 19.0       27.5       30.6       34.0       17.8       25.5       28.6       30.1
Old  :                 19.0       27.5       30.6       34.0       17.8       25.5       28.6       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, September 13, 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  :   141,219:    45,957     16,365      1,649     59,669    105,623    107,275    123,637:    33,944     17,582
Old  :   141,219:    45,957     16,365      1,649     59,669    105,623    107,275    123,637:    33,944     17,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    23,768:      -466        -65        600     17,300     17,589     17,434     18,124:     6,334      5,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       11.6        1.2       42.3       74.8       76.0       87.5:      24.0       12.5
Old  :     100.0:      32.5       11.6        1.2       42.3       74.8       76.0       87.5:      24.0       12.5
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  :        85:        28         15          8         30         29         63         47:
Old  :        85:        28         15          8         30         29         63         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  :                 20.7       27.7       36.9       48.4       18.4       24.1       27.3       41.4
Old  :                 20.7       27.7       36.9       48.4       18.4       24.1       27.3       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, September 6, 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  :   117,451:    46,423     16,430      1,049     42,369     88,034     89,841    105,513:    27,610     11,938
Old  :   117,451:    46,423     16,430      1,049     42,369     88,034     89,841    105,513:    27,610     11,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     6,298:     1,519        440        441      3,489      6,494      5,449      7,375:       849     -1,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       14.0        0.9       36.1       75.0       76.5       89.8:      23.5       10.2
Old  :     100.0:      39.5       14.0        0.9       36.1       75.0       76.5       89.8:      23.5       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  :        82:        29         13          7         23         26         57         41:
Old  :        82:        29         13          7         23         26         57         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       31.1       40.0       55.2       24.0       30.9       34.3       53.2
Old  :                 25.0       31.1       40.0       55.2       24.0       30.9       34.3       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, September 13, 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  :    60,845:     4,175     19,141        147     43,370     29,536     47,692     48,824:    13,153     12,021
Old  :    60,845:     4,175     19,141        147     43,370     29,536     47,692     48,824:    13,153     12,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -627:   -10,769      3,412       -375      6,471     -7,915     -4,673     -4,878:     4,046      4,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       31.5        0.2       71.3       48.5       78.4       80.2:      21.6       19.8
Old  :     100.0:       6.9       31.5        0.2       71.3       48.5       78.4       80.2:      21.6       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5         16          1         15         19         20         36:
Old  :        41:         5         16          1         15         19         20         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       29.2       67.1       43.8       44.7       21.3       54.1       32.7
Old  :                 51.9       29.2       67.1       43.8       44.7       21.3       54.1       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    61,472:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,107      7,770
Old  :    61,472:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,107      7,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,249:    10,936    -20,155        521    -26,682     14,716    -15,225     -4,918:     8,976     -1,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       25.6        0.8       60.0       60.9       85.2       87.4:      14.8       12.6
Old  :     100.0:      24.3       25.6        0.8       60.0       60.9       85.2       87.4:      14.8       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         9         12          2          7         16         17         29:
Old  :        39:         9         12          2          7         16         17         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  :                 56.9       42.3       74.3       57.1       43.7       27.9       57.0       40.0
Old  :                 56.9       42.3       74.3       57.1       43.7       27.9       57.0       40.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, September 13, 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  :    88,343:    45,010      5,404      1,513     34,180     73,557     80,703     80,474:     7,640      7,869
Old  :    88,343:    45,010      5,404      1,513     34,180     73,557     80,703     80,474:     7,640      7,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    12,591:       -12      3,460        858      7,897      6,773      8,743     11,091:     3,848      1,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        6.1        1.7       38.7       83.3       91.4       91.1:       8.6        8.9
Old  :     100.0:      50.9        6.1        1.7       38.7       83.3       91.4       91.1:       8.6        8.9
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  :        81:        42          9          8         21         18         68         31:
Old  :        81:        42          9          8         21         18         68         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  :                 30.2       65.8       49.7       81.7       29.0       57.1       46.6       73.0
Old  :                 30.2       65.8       49.7       81.7       29.0       57.1       46.6       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, September 6, 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  :    75,752:    45,022      1,944        655     26,283     66,784     71,960     69,383:     3,792      6,369
Old  :    75,752:    45,022      1,944        655     26,283     66,784     71,960     69,383:     3,792      6,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     5,155:     5,351     -2,963        174     -1,327      8,373      4,198      5,584:       957       -429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.4        2.6        0.9       34.7       88.2       95.0       91.6:       5.0        8.4
Old  :     100.0:      59.4        2.6        0.9       34.7       88.2       95.0       91.6:       5.0        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  :        81:        43          9          5         19         16         64         28:
Old  :        81:        43          9          5         19         16         64         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  :                 30.1       68.4       47.9       81.5       30.1       65.5       47.3       78.1
Old  :                 30.1       68.4       47.9       81.5       30.1       65.5       47.3       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, September 13, 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  :    91,701:    27,410      8,935        768     40,858     67,154     69,036     76,857:    22,665     14,844
Old  :    91,701:    27,410      8,935        768     40,858     67,154     69,036     76,857:    22,665     14,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    11,179:     1,470     -6,009        707      3,254      5,241      5,431        -61:     5,748     11,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        9.7        0.8       44.6       73.2       75.3       83.8:      24.7       16.2
Old  :     100.0:      29.9        9.7        0.8       44.6       73.2       75.3       83.8:      24.7       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        19          9          4         16         26         38         36:
Old  :        59:        19          9          4         16         26         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       38.1       47.1       55.7       27.0       33.6       39.6       49.7
Old  :                 29.0       38.1       47.1       55.7       27.0       33.6       39.6       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, September 6, 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  :    80,522:    25,940     14,944         61     37,604     61,913     63,605     76,918:    16,917      3,604
Old  :    80,522:    25,940     14,944         61     37,604     61,913     63,605     76,918:    16,917      3,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,926:     7,552     -5,655         41     -7,430     14,529        163      8,915:     2,763     -5,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       18.6        0.1       46.7       76.9       79.0       95.5:      21.0        4.5
Old  :     100.0:      32.2       18.6        0.1       46.7       76.9       79.0       95.5:      21.0        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        16         18          4         19         24         39         42:
Old  :        65:        16         18          4         19         24         39         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       39.7       53.7       59.4       22.2       29.0       36.0       44.3
Old  :                 37.3       39.7       53.7       59.4       22.2       29.0       36.0       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, September 13, 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  :   189,247:    10,280     45,214      2,485    149,177    114,005    161,942    161,704:    27,305     27,543
Old  :   189,247:    10,280     45,214      2,485    149,177    114,005    161,942    161,704:    27,305     27,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    13,261:     2,263      2,825      1,031     -2,795     -7,753        499     -3,897:    12,762     17,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       23.9        1.3       78.8       60.2       85.6       85.4:      14.4       14.6
Old  :     100.0:       5.4       23.9        1.3       78.8       60.2       85.6       85.4:      14.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        16         28          7         29         32         49         64:
Old  :        89:        16         28          7         29         32         49         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  :                 38.9       43.1       61.3       53.6       37.2       29.5       51.5       36.7
Old  :                 38.9       43.1       61.3       53.6       37.2       29.5       51.5       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, September 6, 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  :   175,986:     8,017     42,389      1,454    151,972    121,758    161,443    165,601:    14,543     10,385
Old  :   175,986:     8,017     42,389      1,454    151,972    121,758    161,443    165,601:    14,543     10,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,259:        76    -13,217        312     -5,107     13,750     -4,719        845:     2,460     -3,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       24.1        0.8       86.4       69.2       91.7       94.1:       8.3        5.9
Old  :     100.0:       4.6       24.1        0.8       86.4       69.2       91.7       94.1:       8.3        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  :        83:        13         28          6         25         30         42         60:
Old  :        83:        13         28          6         25         30         42         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       51.3       68.8       63.4       38.9       33.5       54.4       42.3
Old  :                 43.4       51.3       68.8       63.4       38.9       33.5       54.4       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, September 13, 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  :   162,743:    29,321     21,736      1,594     88,697    101,633    119,612    124,963:    43,131     37,780
Old  :   162,743:    29,321     21,736      1,594     88,697    101,633    119,612    124,963:    43,131     37,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     1,725:    -9,447      6,486        587      8,406     -7,969       -454       -896:     2,179      2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       13.4        1.0       54.5       62.4       73.5       76.8:      26.5       23.2
Old  :     100.0:      18.0       13.4        1.0       54.5       62.4       73.5       76.8:      26.5       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  :        87:        33         19         12         28         29         66         55:
Old  :        87:        33         19         12         28         29         66         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  :                 28.2       34.6       42.9       49.4       24.0       30.0       34.6       40.5
Old  :                 28.2       34.6       42.9       49.4       24.0       30.0       34.6       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, September 6, 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  :   161,018:    38,768     15,250      1,007     80,291    109,602    120,066    125,859:    40,952     35,159
Old  :   161,018:    38,768     15,250      1,007     80,291    109,602    120,066    125,859:    40,952     35,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,287:    12,303    -14,834       -162    -10,468     21,504      1,673      6,508:     5,614        779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        9.5        0.6       49.9       68.1       74.6       78.2:      25.4       21.8
Old  :     100.0:      24.1        9.5        0.6       49.9       68.1       74.6       78.2:      25.4       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        43         15         11         27         31         73         54:
Old  :        97:        43         15         11         27         31         73         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       36.6       39.8       52.2       21.9       32.3       32.5       44.4
Old  :                 26.8       36.6       39.8       52.2       21.9       32.3       32.5       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    11,677:     5,465          0        222      4,488     10,510     10,175     10,732:     1,502        945
Old  :    11,677:     5,465          0        222      4,488     10,510     10,175     10,732:     1,502        945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     2,081:       214          0        222      1,437      1,900      1,873      2,122:       208        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.8        0.0        1.9       38.4       90.0       87.1       91.9:      12.9        8.1
Old  :     100.0:      46.8        0.0        1.9       38.4       90.0       87.1       91.9:      12.9        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  :        24:         8          0          1          7         13         15         14:
Old  :        24:         8          0          1          7         13         15         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  :                 59.8       72.2       76.8       85.1       53.3       60.4       64.2       69.9
Old  :                 59.8       72.2       76.8       85.1       53.3       60.4       64.2       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Old  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       186:       374          0          0       -201        415        173        415:        13       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       10.3
Old  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       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  :        20:         7          0          0          5         10         12         10:
Old  :        20:         7          0          0          5         10         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Old  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, September 13, 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  :    43,519:     1,210      2,804      1,180     36,106     35,469     38,496     39,453:     5,023      4,066
Old  :    43,519:     1,210      2,804      1,180     36,106     35,469     38,496     39,453:     5,023      4,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        6.4        2.7       83.0       81.5       88.5       90.7:      11.5        9.3
Old  :     100.0:       2.8        6.4        2.7       83.0       81.5       88.5       90.7:      11.5        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          2          2         12         13         14         17:
Old  :        20:         2          2          2         12         13         14         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  :                 67.2       50.8       80.6       74.1       53.1       44.2       61.4       58.8
Old  :                 67.2       50.8       80.6       74.1       53.1       44.2       61.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 8,266,773: 1,217,656    801,342    955,191  5,206,963  5,045,981  7,379,810  6,802,514:   886,963  1,464,259
Old  : 8,266,773: 1,217,656    801,342    955,191  5,206,963  5,045,981  7,379,810  6,802,514:   886,963  1,464,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -30,011:   -50,579    -93,959    112,559     41,475     99,294    103,455    117,894:  -133,466   -147,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        9.7       11.6       63.0       61.0       89.3       82.3:      10.7       17.7
Old  :     100.0:      14.7        9.7       11.6       63.0       61.0       89.3       82.3:      10.7       17.7
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  :       274:        52         64         86        133        150        231        256:
Old  :       274:        52         64         86        133        150        231        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       13.9       45.9       23.8       30.1       11.4       39.8       18.7
Old  :                 31.0       13.9       45.9       23.8       30.1       11.4       39.8       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 8,296,784: 1,268,235    895,301    842,632  5,165,488  4,946,687  7,276,355  6,684,620: 1,020,429  1,612,164
Old  : 8,296,784: 1,268,235    895,301    842,632  5,165,488  4,946,687  7,276,355  6,684,620: 1,020,429  1,612,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :  -221,256:   293,599    -87,740   -128,526   -405,768     56,484   -240,695   -159,782:    19,439    -61,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.8       10.2       62.3       59.6       87.7       80.6:      12.3       19.4
Old  :     100.0:      15.3       10.8       10.2       62.3       59.6       87.7       80.6:      12.3       19.4
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  :       270:        44         68         85        128        146        225        249:
Old  :       270:        44         68         85        128        146        225        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       13.9       45.4       23.9       30.4       11.2       40.8       18.4
Old  :                 31.3       13.9       45.4       23.9       30.4       11.2       40.8       18.4
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                               Code-138741
Commitments of Traders - Futures Only, September 13, 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  :   743,422:    46,934     62,645     15,137    521,965    539,636    584,036    617,418:   159,386    126,004
Old  :   743,422:    46,934     62,645     15,137    521,965    539,636    584,036    617,418:   159,386    126,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    55,978:     3,235      4,056      1,566     35,761     24,671     40,562     30,293:    15,416     25,685
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        8.4        2.0       70.2       72.6       78.6       83.1:      21.4       16.9
Old  :     100.0:       6.3        8.4        2.0       70.2       72.6       78.6       83.1:      21.4       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        35         39         32         96         70        154        118:
Old  :       191:        35         39         32         96         70        154        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  :                 18.5       31.5       28.6       44.4       18.2       26.0       26.6       38.6
Old  :                 18.5       31.5       28.6       44.4       18.2       26.0       26.6       38.6
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                               Code-138741
Commitments of Traders - Futures Only, September 6, 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  :   687,444:    43,699     58,589     13,571    486,204    514,965    543,474    587,125:   143,970    100,319
Old  :   687,444:    43,699     58,589     13,571    486,204    514,965    543,474    587,125:   143,970    100,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    25,436:    -6,048     -1,719      3,765     18,348     15,197     16,065     17,243:     9,371      8,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        8.5        2.0       70.7       74.9       79.1       85.4:      20.9       14.6
Old  :     100.0:       6.4        8.5        2.0       70.7       74.9       79.1       85.4:      20.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        33         33         24         85         66        132        110:
Old  :       182:        33         33         24         85         66        132        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  :                 19.8       32.9       29.3       46.8       19.7       30.8       28.8       44.4
Old  :                 19.8       32.9       29.3       46.8       19.7       30.8       28.8       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, September 13, 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  : 1,428,315:   214,262    389,040     63,273    851,358    823,570  1,128,893  1,275,883:   299,422    152,432
Old  : 1,428,315:   214,262    389,040     63,273    851,358    823,570  1,128,893  1,275,883:   299,422    152,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   226,567:     5,718     26,955      9,953    176,842    140,692    192,513    177,600:    34,054     48,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       27.2        4.4       59.6       57.7       79.0       89.3:      21.0       10.7
Old  :     100.0:      15.0       27.2        4.4       59.6       57.7       79.0       89.3:      21.0       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        41         69         44         74         77        140        165:
Old  :       213:        41         69         44         74         77        140        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.2       38.1       34.8       16.6       13.1       25.5       20.4
Old  :                 22.9       21.2       38.1       34.8       16.6       13.1       25.5       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders - Futures Only, September 6, 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  : 1,201,748:   208,544    362,085     53,320    674,516    682,878    936,380  1,098,283:   265,368    103,465
Old  : 1,201,748:   208,544    362,085     53,320    674,516    682,878    936,380  1,098,283:   265,368    103,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    98,104:    25,968     38,649     24,201     19,322     42,948     69,491    105,798:    28,613     -7,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       30.1        4.4       56.1       56.8       77.9       91.4:      22.1        8.6
Old  :     100.0:      17.4       30.1        4.4       56.1       56.8       77.9       91.4:      22.1        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        45         66         26         63         70        126        144:
Old  :       213:        45         66         26         63         70        126        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       19.5       36.4       32.7       18.2       15.0       27.8       23.7
Old  :                 22.7       19.5       36.4       32.7       18.2       15.0       27.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, September 13, 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  :    20,314:     1,151        427        505     13,208     15,794     14,864     16,726:     5,450      3,588
Old  :    20,314:     1,151        427        505     13,208     15,794     14,864     16,726:     5,450      3,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,816:      -288       -103        505      5,629      5,450      5,846      5,852:       970        964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        2.1        2.5       65.0       77.7       73.2       82.3:      26.8       17.7
Old  :     100.0:       5.7        2.1        2.5       65.0       77.7       73.2       82.3:      26.8       17.7
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  :        34:         3          1          1         21         16         24         18:
Old  :        34:         3          1          1         21         16         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  :                 37.9       44.1       50.3       62.8       16.4       22.7       25.2       38.8
Old  :                 37.9       44.1       50.3       62.8       16.4       22.7       25.2       38.8
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                            Code-338741
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Old  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       664:       410          0          0        728        119      1,138        119:      -474        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
Old  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
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  :        32:         4          1          0         18         14         22         15:
Old  :        32:         4          1          0         18         14         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
Old  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
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                            Code-33874A
Commitments of Traders - Futures Only, September 13, 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  :    48,854:     7,705      2,768      3,059     24,862     36,543     35,626     42,370:    13,228      6,484
Old  :    48,854:     7,705      2,768      3,059     24,862     36,543     35,626     42,370:    13,228      6,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    13,172:        95      1,017      2,943      6,846      4,925      9,884      8,885:     3,288      4,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        5.7        6.3       50.9       74.8       72.9       86.7:      27.1       13.3
Old  :     100.0:      15.8        5.7        6.3       50.9       74.8       72.9       86.7:      27.1       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  :        44:         6          7          3         25         19         33         27:
Old  :        44:         6          7          3         25         19         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       44.6       49.2       68.6       31.1       43.2       40.0       55.4
Old  :                 33.8       44.6       49.2       68.6       31.1       43.2       40.0       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders - Futures Only, September 6, 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  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Old  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,186:       171       -416        115     -1,128      1,525       -842      1,224:     2,028        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        6.2
Old  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        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  :        39:         5          4          2         20         17         26         22:
Old  :        39:         5          4          2         20         17         26         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  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Old  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, September 13, 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  :    76,760:     7,184     17,581      1,131     50,199     47,000     58,514     65,712:    18,246     11,048
Old  :    76,760:     7,184     17,581      1,131     50,199     47,000     58,514     65,712:    18,246     11,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    18,411:       758      1,307      1,115     15,903     13,494     17,776     15,916:       635      2,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       22.9        1.5       65.4       61.2       76.2       85.6:      23.8       14.4
Old  :     100.0:       9.4       22.9        1.5       65.4       61.2       76.2       85.6:      23.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        11         20          6         36         34         51         57:
Old  :        80:        11         20          6         36         34         51         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.7       39.8       44.2       22.2       19.8       30.5       34.2
Old  :                 25.9       26.7       39.8       44.2       22.2       19.8       30.5       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    58,349:     6,426     16,274         16     34,296     33,506     40,738     49,796:    17,611      8,553
Old  :    58,349:     6,426     16,274         16     34,296     33,506     40,738     49,796:    17,611      8,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       381:       362        157         16      3,660        506      4,038        679:    -3,657       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       27.9        0.0       58.8       57.4       69.8       85.3:      30.2       14.7
Old  :     100.0:      11.0       27.9        0.0       58.8       57.4       69.8       85.3:      30.2       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  :        82:        11         22          1         34         29         46         51:
Old  :        82:        11         22          1         34         29         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       30.4       37.4       48.6       24.2       24.7       33.3       40.9
Old  :                 27.0       30.4       37.4       48.6       24.2       24.7       33.3       40.9
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                          Code-209742
Commitments of Traders - Futures Only, September 13, 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  :   394,135:   125,183     82,069     12,043    231,031    238,242    368,257    332,354:    25,878     61,781
Old  :   394,135:   125,183     82,069     12,043    231,031    238,242    368,257    332,354:    25,878     61,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    59,322:    11,069      2,714      8,789     33,856     42,066     53,714     53,569:     5,608      5,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       20.8        3.1       58.6       60.4       93.4       84.3:       6.6       15.7
Old  :     100.0:      31.8       20.8        3.1       58.6       60.4       93.4       84.3:       6.6       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        71         60         25         48         52        135        122:
Old  :       207:        71         60         25         48         52        135        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  :                 38.5       30.0       52.0       39.3       26.1       15.6       34.5       23.5
Old  :                 38.5       30.0       52.0       39.3       26.1       15.6       34.5       23.5
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                          Code-209742
Commitments of Traders - Futures Only, September 6, 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  :   334,813:   114,114     79,355      3,254    197,175    196,176    314,543    278,785:    20,270     56,028
Old  :   334,813:   114,114     79,355      3,254    197,175    196,176    314,543    278,785:    20,270     56,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -133:     7,820    -12,210      1,735    -14,090     22,355     -4,535     11,880:     4,402    -12,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       23.7        1.0       58.9       58.6       93.9       83.3:       6.1       16.7
Old  :     100.0:      34.1       23.7        1.0       58.9       58.6       93.9       83.3:       6.1       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        70         57         12         43         41        120        104:
Old  :       199:        70         57         12         43         41        120        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       29.0       55.3       40.2       30.0       17.8       40.8       26.0
Old  :                 40.0       29.0       55.3       40.2       30.0       17.8       40.8       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, September 13, 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  :    96,367:    36,285      3,043      1,395     32,270     82,812     69,950     87,250:    26,417      9,117
Old  :    96,367:    36,285      3,043      1,395     32,270     82,812     69,950     87,250:    26,417      9,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    31,075:    15,487      1,578      1,395      1,028     26,307     17,910     29,280:    13,165      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        3.2        1.4       33.5       85.9       72.6       90.5:      27.4        9.5
Old  :     100.0:      37.7        3.2        1.4       33.5       85.9       72.6       90.5:      27.4        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  :        49:        19          3          3         14         22         35         26:
Old  :        49:        19          3          3         14         22         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  :                 31.8       36.8       47.1       61.2       29.3       35.0       39.9       59.3
Old  :                 31.8       36.8       47.1       61.2       29.3       35.0       39.9       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, September 6, 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  :    65,292:    20,798      1,465          0     31,242     56,505     52,040     57,970:    13,252      7,322
Old  :    65,292:    20,798      1,465          0     31,242     56,505     52,040     57,970:    13,252      7,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     4,193:     6,656     -1,812          0     -4,000      6,521      2,656      4,709:     1,537       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        2.2        0.0       47.8       86.5       79.7       88.8:      20.3       11.2
Old  :     100.0:      31.9        2.2        0.0       47.8       86.5       79.7       88.8:      20.3       11.2
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:        14          2          0         15         19         29         21:
Old  :        42:        14          2          0         15         19         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       43.2       55.8       70.9       32.4       37.7       45.7       61.3
Old  :                 39.6       43.2       55.8       70.9       32.4       37.7       45.7       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, September 13, 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  :    46,478:       785      6,166        896     39,300     32,315     40,981     39,377:     5,497      7,101
Old  :    46,478:       785      6,166        896     39,300     32,315     40,981     39,377:     5,497      7,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     8,337:       564         21        841      7,146      6,460      8,551      7,322:      -214      1,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       13.3        1.9       84.6       69.5       88.2       84.7:      11.8       15.3
Old  :     100.0:       1.7       13.3        1.9       84.6       69.5       88.2       84.7:      11.8       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         3         15          5         37         30         44         46:
Old  :        64:         3         15          5         37         30         44         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  :                 59.3       29.7       67.4       46.1       48.5       25.9       54.6       36.6
Old  :                 59.3       29.7       67.4       46.1       48.5       25.9       54.6       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, September 6, 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  :    38,141:       221      6,145         55     32,154     25,855     32,430     32,055:     5,711      6,086
Old  :    38,141:       221      6,145         55     32,154     25,855     32,430     32,055:     5,711      6,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       926:      -559        -77         55        986      1,160        482      1,138:       444       -212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       16.0
Old  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         1         15          1         29         27         31         42:
Old  :        58:         1         15          1         29         27         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  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.1
Old  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, September 13, 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  :   288,403:    21,071     48,920      5,403    235,285    213,759    261,759    268,082:    26,644     20,321
Old  :   288,403:    21,071     48,920      5,403    235,285    213,759    261,759    268,082:    26,644     20,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    47,598:       301     -1,130      4,137     30,175     35,050     34,613     38,057:    12,985      9,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       17.0        1.9       81.6       74.1       90.8       93.0:       9.2        7.0
Old  :     100.0:       7.3       17.0        1.9       81.6       74.1       90.8       93.0:       9.2        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       123:        22         34         14         41         56         70         97:
Old  :       123:        22         34         14         41         56         70         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       36.0       65.7       54.5       43.8       28.9       50.2       40.9
Old  :                 55.3       36.0       65.7       54.5       43.8       28.9       50.2       40.9
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                          Code-239742
Commitments of Traders - Futures Only, September 6, 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  :   240,805:    20,770     50,050      1,266    205,110    178,709    227,146    230,025:    13,659     10,780
Old  :   240,805:    20,770     50,050      1,266    205,110    178,709    227,146    230,025:    13,659     10,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -9,002:     4,294     -4,013        370    -15,411     -4,749    -10,747     -8,392:     1,745       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       20.8        0.5       85.2       74.2       94.3       95.5:       5.7        4.5
Old  :     100.0:       8.6       20.8        0.5       85.2       74.2       94.3       95.5:       5.7        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        23         38          9         37         50         65         93:
Old  :       126:        23         38          9         37         50         65         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       37.2       69.5       54.4       55.2       34.2       62.8       47.7
Old  :                 59.3       37.2       69.5       54.4       55.2       34.2       62.8       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, September 13, 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  :    43,493:    17,098     16,007        107     14,971     22,164     32,176     38,278:    11,317      5,215
Old  :    43,493:    17,098     16,007        107     14,971     22,164     32,176     38,278:    11,317      5,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -22,305:    -3,240      2,875     -6,115     -6,357    -12,127    -15,712    -15,367:    -6,593     -6,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       36.8        0.2       34.4       51.0       74.0       88.0:      26.0       12.0
Old  :     100.0:      39.3       36.8        0.2       34.4       51.0       74.0       88.0:      26.0       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        28         17          1         20         16         48         34:
Old  :        78:        28         17          1         20         16         48         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       49.2       33.1       59.9       19.4       49.2       32.6       59.9
Old  :                 19.4       49.2       33.1       59.9       19.4       49.2       32.6       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, September 6, 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  :    65,798:    20,338     13,132      6,222     21,328     34,291     47,888     53,645:    17,910     12,153
Old  :    65,798:    20,338     13,132      6,222     21,328     34,291     47,888     53,645:    17,910     12,153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    11,597:       797        202      5,865      3,089      3,051      9,751      9,118:     1,846      2,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       20.0        9.5       32.4       52.1       72.8       81.5:      27.2       18.5
Old  :     100.0:      30.9       20.0        9.5       32.4       52.1       72.8       81.5:      27.2       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        24         20         15         23         27         58         53:
Old  :        86:        24         20         15         23         27         58         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       36.5       28.3       49.4       13.0       36.5       24.1       45.0
Old  :                 16.3       36.5       28.3       49.4       13.0       36.5       24.1       45.0
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                          Code-240743
Commitments of Traders - Futures Only, September 13, 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  :    28,583:    11,977      1,942        238     13,212      1,339     25,427      3,519:     3,156     25,064
Old  :    28,583:    11,977      1,942        238     13,212      1,339     25,427      3,519:     3,156     25,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -10,463:     5,033       -543     -3,251     -7,615     -9,643     -5,833    -13,437:    -4,630      2,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        6.8        0.8       46.2        4.7       89.0       12.3:      11.0       87.7
Old  :     100.0:      41.9        6.8        0.8       46.2        4.7       89.0       12.3:      11.0       87.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        14          4          1          7          4         22          8:
Old  :        28:        14          4          1          7          4         22          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1        7.9       71.6       12.3       57.1        7.9       70.5       10.4
Old  :                 57.1        7.9       71.6       12.3       57.1        7.9       70.5       10.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders - Futures Only, September 6, 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  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Old  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,513:       388        596      3,310      1,649       -385      5,347      3,521:     2,166      3,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
Old  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
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:        13          5          9         13         10         28         23:
Old  :        39:        13          5          9         13         10         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
Old  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, September 13, 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  :    41,694:     1,498      3,087         80     21,311     29,347     22,889     32,514:    18,805      9,180
Old  :    41,694:     1,498      3,087         80     21,311     29,347     22,889     32,514:    18,805      9,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     2,210:         0        181         80      1,763        801      1,843      1,062:       367      1,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        7.4        0.2       51.1       70.4       54.9       78.0:      45.1       22.0
Old  :     100.0:       3.6        7.4        0.2       51.1       70.4       54.9       78.0:      45.1       22.0
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  :        44:         4         11          1         20         23         25         34:
Old  :        44:         4         11          1         20         23         25         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       36.8       38.8       59.0       14.1       28.2       19.1       35.3
Old  :                 27.9       36.8       38.8       59.0       14.1       28.2       19.1       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, September 6, 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  :    39,484:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,438      8,032
Old  :    39,484:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,438      8,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,039:      -212       -164        -45        929      3,391        672      3,182:     1,367     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.7:      46.7       20.3
Old  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.7:      46.7       20.3
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  :        42:         4         10          0         16         24         20         34:
Old  :        42:         4         10          0         16         24         20         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Old  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, September 13, 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  :   115,435:    42,004     26,495      8,192     34,098     69,382     84,294    104,069:    31,141     11,366
Old  :   115,435:    42,004     26,495      8,192     34,098     69,382     84,294    104,069:    31,141     11,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     3,260:     2,779      1,836        223        669        841      3,671      2,900:      -411        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       23.0        7.1       29.5       60.1       73.0       90.2:      27.0        9.8
Old  :     100.0:      36.4       23.0        7.1       29.5       60.1       73.0       90.2:      27.0        9.8
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  :       169:        90         40         21         23         27        120         82:
Old  :       169:        90         40         21         23         27        120         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  :                 23.3       30.2       34.5       46.3       15.9       25.1       21.5       39.2
Old  :                 23.3       30.2       34.5       46.3       15.9       25.1       21.5       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, September 6, 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  :   112,175:    39,225     24,659      7,969     33,429     68,541     80,623    101,169:    31,552     11,006
Old  :   112,175:    39,225     24,659      7,969     33,429     68,541     80,623    101,169:    31,552     11,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,128:    -4,592     -7,508         17     -1,654      1,353     -6,229     -6,138:    -1,899     -1,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       22.0        7.1       29.8       61.1       71.9       90.2:      28.1        9.8
Old  :     100.0:      35.0       22.0        7.1       29.8       61.1       71.9       90.2:      28.1        9.8
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  :       165:        86         37         26         24         28        118         84:
Old  :       165:        86         37         26         24         28        118         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       29.9       34.4       47.0       15.7       25.3       21.7       40.3
Old  :                 23.0       29.9       34.4       47.0       15.7       25.3       21.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, September 13, 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  :    99,329:    33,734     27,483     11,015     40,935     48,211     85,684     86,709:    13,645     12,620
Old  :    99,329:    33,734     27,483     11,015     40,935     48,211     85,684     86,709:    13,645     12,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -6,510:    -5,092     -1,576     -1,522        809     -3,224     -5,805     -6,322:      -705       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       27.7       11.1       41.2       48.5       86.3       87.3:      13.7       12.7
Old  :     100.0:      34.0       27.7       11.1       41.2       48.5       86.3       87.3:      13.7       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  :       177:        63         61         33         43         37        131        109:
Old  :       177:        63         61         33         43         37        131        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       40.7       35.9       51.2       25.8       37.2       35.6       47.2
Old  :                 25.8       40.7       35.9       51.2       25.8       37.2       35.6       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, September 6, 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  :   105,839:    38,826     29,059     12,537     40,126     51,435     91,489     93,031:    14,350     12,808
Old  :   105,839:    38,826     29,059     12,537     40,126     51,435     91,489     93,031:    14,350     12,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,073:     1,535      1,123       -419       -286        508        830      1,212:       243       -139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7       27.5       11.8       37.9       48.6       86.4       87.9:      13.6       12.1
Old  :     100.0:      36.7       27.5       11.8       37.9       48.6       86.4       87.9:      13.6       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        67         63         41         42         37        144        114:
Old  :       187:        67         63         41         42         37        144        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  :                 24.6       39.9       34.7       50.0       24.6       36.1       34.3       45.8
Old  :                 24.6       39.9       34.7       50.0       24.6       36.1       34.3       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, September 13, 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  :   321,200:   175,285     48,487     27,202     63,202    221,991    265,689    297,680:    55,511     23,520
Old  :   321,200:   175,285     48,487     27,202     63,202    221,991    265,689    297,680:    55,511     23,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    22,008:    15,363      3,817        625      6,741     16,913     22,729     21,355:      -721        653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       15.1        8.5       19.7       69.1       82.7       92.7:      17.3        7.3
Old  :     100.0:      54.6       15.1        8.5       19.7       69.1       82.7       92.7:      17.3        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:       137         65         31         33         48        195        124:
Old  :       267:       137         65         31         33         48        195        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  :                 28.9       37.9       38.4       57.3       25.8       37.0       31.6       49.9
Old  :                 28.9       37.9       38.4       57.3       25.8       37.0       31.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, September 6, 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  :   299,192:   159,922     44,670     26,577     56,461    205,078    242,960    276,325:    56,232     22,867
Old  :   299,192:   159,922     44,670     26,577     56,461    205,078    242,960    276,325:    56,232     22,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,298:     1,081     -4,338      3,345     -2,374      6,593      2,052      5,600:     5,246      1,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       14.9        8.9       18.9       68.5       81.2       92.4:      18.8        7.6
Old  :     100.0:      53.5       14.9        8.9       18.9       68.5       81.2       92.4:      18.8        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:       124         57         28         31         45        176        114:
Old  :       242:       124         57         28         31         45        176        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  :                 28.9       38.3       38.3       57.6       25.2       37.2       31.7       50.0
Old  :                 28.9       38.3       38.3       57.6       25.2       37.2       31.7       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,299:     4,739      2,276        484      2,572      5,999      7,795      8,759:     1,504        540
Old  :     9,299:     4,739      2,276        484      2,572      5,999      7,795      8,759:     1,504        540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       -17:        41         15        -57        -35        -60        -51       -102:        34         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0       24.5        5.2       27.7       64.5       83.8       94.2:      16.2        5.8
Old  :     100.0:      51.0       24.5        5.2       27.7       64.5       83.8       94.2:      16.2        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  :        39:        18          4         11          6          6         34         19:
Old  :        39:        18          4         11          6          6         34         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  :                 53.9       79.0       67.4       88.8       50.5       68.1       59.0       77.7
Old  :                 53.9       79.0       67.4       88.8       50.5       68.1       59.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,316:     4,698      2,261        541      2,607      6,059      7,846      8,861:     1,470        455
Old  :     9,316:     4,698      2,261        541      2,607      6,059      7,846      8,861:     1,470        455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :        26:         3        -29         21        -36         35        -12         27:        38         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4       24.3        5.8       28.0       65.0       84.2       95.1:      15.8        4.9
Old  :     100.0:      50.4       24.3        5.8       28.0       65.0       84.2       95.1:      15.8        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  :        39:        18          3         11          6          6         34         19:
Old  :        39:        18          3         11          6          6         34         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  :                 53.9       79.8       67.6       89.5       50.4       68.6       58.9       77.9
Old  :                 53.9       79.8       67.6       89.5       50.4       68.6       58.9       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, September 13, 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  :    98,300:    28,760     10,267      4,123     47,026     65,431     79,909     79,821:    18,391     18,479
Old  :    89,259:    28,630     10,343      1,310     42,912     61,741     72,852     73,394:    16,407     15,865
Other:     9,041:     2,912      2,706         31      4,114      3,690      7,057      6,427:     1,984      2,614
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     3,868:     5,406      1,017        287     -2,568      2,972      3,125      4,276:       743       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       10.4        4.2       47.8       66.6       81.3       81.2:      18.7       18.8
Old  :     100.0:      32.1       11.6        1.5       48.1       69.2       81.6       82.2:      18.4       17.8
Other:     100.0:      32.2       29.9        0.3       45.5       40.8       78.1       71.1:      21.9       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        54         20         24         44         57        106         95:
Old  :       154:        56         20         11         41         56        101         83:
Other:        65:        12         16          2         13         25         27         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       33.6       36.9       44.2       19.5       27.0       28.4       34.3
Old  :                 27.2       35.8       37.9       46.7       23.8       31.0       33.8       39.6
Other:                 55.3       35.3       65.2       50.5       55.3       35.3       65.2       50.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, September 6, 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  :    94,432:    23,354      9,250      3,836     49,594     62,459     76,784     75,545:    17,648     18,887
Old  :    87,081:    23,936      9,241        786     46,328     60,958     71,050     70,985:    16,031     16,096
Other:     7,351:     2,467      3,058          1      3,266      1,501      5,734      4,560:     1,617      2,791
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,908:    -3,932      2,576        -26        364     -5,771     -3,594     -3,221:     1,686      1,313
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.8        4.1       52.5       66.1       81.3       80.0:      18.7       20.0
Old  :     100.0:      27.5       10.6        0.9       53.2       70.0       81.6       81.5:      18.4       18.5
Other:     100.0:      33.6       41.6        0.0       44.4       20.4       78.0       62.0:      22.0       38.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        43         16         19         41         54         88         86:
Old  :       134:        43         17          9         41         53         87         76:
Other:        54:        10         12          1         11         22         22         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       33.9       41.5       45.1       23.3       26.8       31.8       34.8
Old  :                 31.5       36.5       42.6       48.1       26.5       30.1       35.8       39.2
Other:                 59.5       32.9       70.4       49.7       59.5       32.9       70.4       49.1
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, September 13, 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  :    31,839:     3,788      4,358        797     16,340     17,508     20,925     22,663:    10,914      9,176
Old  :    31,650:     3,788      4,358        797     16,249     17,447     20,834     22,602:    10,816      9,048
Other:       189:         0          0          0         91         61         91         61:        98        128
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     3,810:     1,538     -1,249        109         46      3,087      1,693      1,947:     2,117      1,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       13.7        2.5       51.3       55.0       65.7       71.2:      34.3       28.8
Old  :     100.0:      12.0       13.8        2.5       51.3       55.1       65.8       71.4:      34.2       28.6
Other:     100.0:       0.0        0.0        0.0       48.1       32.3       48.1       32.3:      51.9       67.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10          9          5         22         15         34         28:
Old  :        45:        10          9          5         22         15         34         28:
Other:         6:         0          0          0          3          4          3          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  :                 31.4       48.5       43.8       58.8       27.2       45.1       36.6       51.2
Old  :                 31.4       48.8       43.8       59.0       27.1       45.3       36.6       51.5
Other:                 48.1       32.3       48.1       32.3       47.6       31.7       47.6       31.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, September 6, 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  :    28,029:     2,250      5,607        688     16,294     14,421     19,232     20,716:     8,797      7,313
Old  :    27,910:     2,250      5,605        688     16,263     14,393     19,201     20,686:     8,709      7,224
Other:       119:         0          2          0         31         28         31         30:        88         89
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,875:       200        427        115     -3,233     -3,066     -2,918     -2,524:        43       -351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       20.0        2.5       58.1       51.5       68.6       73.9:      31.4       26.1
Old  :     100.0:       8.1       20.1        2.5       58.3       51.6       68.8       74.1:      31.2       25.9
Other:     100.0:       0.0        1.7        0.0       26.1       23.5       26.1       25.2:      73.9       74.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         7         10          4         24         17         33         30:
Old  :        47:         7         10          4         23         17         32         30:
Other:         8:         0          1          0          2          5          2          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  :                 30.5       48.2       43.1       57.3       30.5       46.3       40.4       53.2
Old  :                 30.5       48.4       43.2       57.5       30.5       46.5       40.5       53.4
Other:                 26.1       23.5       26.1       25.2       26.1       23.5       26.1       25.2
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, September 13, 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  :   104,571:    20,454     34,577      4,932     67,469     53,731     92,855     93,240:    11,716     11,331
Old  :   103,857:    20,545     34,677      4,741     66,925     53,268     92,211     92,686:    11,646     11,171
Other:       714:       100         91          0        544        463        644        554:        70        160
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,527:      -657     -7,409         89     -1,040      5,494     -1,608     -1,826:      -919       -701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       33.1        4.7       64.5       51.4       88.8       89.2:      11.2       10.8
Old  :     100.0:      19.8       33.4        4.6       64.4       51.3       88.8       89.2:      11.2       10.8
Other:     100.0:      14.0       12.7        0.0       76.2       64.8       90.2       77.6:       9.8       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        51         66         36         51         49        126        131:
Old  :       190:        51         67         34         51         49        125        130:
Other:        14:         1          1          0          6          6          7          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  :                 25.2       31.1       40.2       39.0       25.2       27.8       36.6       34.6
Old  :                 25.4       31.3       40.4       39.3       25.4       28.0       37.2       34.8
Other:                 76.3       69.2       90.2       77.6       76.3       69.2       90.2       77.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   107,098:    21,111     41,986      4,843     68,509     48,237     94,463     95,066:    12,635     12,032
Old  :   106,364:    21,191     42,135      4,602     67,995     47,801     93,788     94,538:    12,576     11,826
Other:       734:       160         91          1        514        436        675        528:        59        206
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,719:     1,100     -1,631        896        634      2,697      2,630      1,962:        89        757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       39.2        4.5       64.0       45.0       88.2       88.8:      11.8       11.2
Old  :     100.0:      19.9       39.6        4.3       63.9       44.9       88.2       88.9:      11.8       11.1
Other:     100.0:      21.8       12.4        0.1       70.0       59.4       92.0       71.9:       8.0       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        58         75         41         53         44        133        141:
Old  :       204:        57         77         39         53         44        132        140:
Other:        15:         2          1          1          6          6          8          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       28.5       38.9       36.8       24.5       26.4       37.2       33.8
Old  :                 24.7       28.7       39.1       37.0       24.7       26.5       37.7       34.0
Other:                 74.3       63.6       92.0       71.9       74.3       63.6       91.8       71.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, September 13, 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  :    23,695:     7,954      6,212      1,185     11,464     14,256     20,603     21,653:     3,092      2,042
Old  :    18,346:     7,028      6,190          0      8,717     10,440     15,745     16,630:     2,601      1,716
Other:     5,349:     1,797        893        314      2,747      3,816      4,858      5,023:       491        326
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :        60:       163        810       -305         34       -576       -108        -71:       168        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       26.2        5.0       48.4       60.2       87.0       91.4:      13.0        8.6
Old  :     100.0:      38.3       33.7        0.0       47.5       56.9       85.8       90.6:      14.2        9.4
Other:     100.0:      33.6       16.7        5.9       51.4       71.3       90.8       93.9:       9.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        28         32         13         26         14         64         51:
Old  :        93:        29         31          0         26         13         55         44:
Other:        40:        12         11         10         12          8         32         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       44.1       50.2       60.5       33.9       43.6       49.5       59.6
Old  :                 39.5       45.2       54.7       60.0       39.5       44.8       54.3       59.6
Other:                 45.6       71.4       70.2       81.3       43.8       70.6       66.5       78.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, September 6, 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  :    23,635:     7,791      5,402      1,490     11,430     14,832     20,711     21,724:     2,924      1,911
Old  :    18,707:     7,455      5,710          0      8,768     11,454     16,223     17,164:     2,484      1,543
Other:     4,928:     1,606        962        220      2,662      3,378      4,488      4,560:       440        368
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,133:      -107        601         -1       -926     -1,874     -1,034     -1,274:       -99        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       22.9        6.3       48.4       62.8       87.6       91.9:      12.4        8.1
Old  :     100.0:      39.9       30.5        0.0       46.9       61.2       86.7       91.8:      13.3        8.2
Other:     100.0:      32.6       19.5        4.5       54.0       68.5       91.1       92.5:       8.9        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        30         29         14         25         14         63         51:
Old  :        93:        29         31          0         25         13         54         44:
Other:        37:        14          8          8         11          7         29         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       47.7       50.4       63.2       33.9       47.0       49.8       62.2
Old  :                 38.7       43.8       53.5       62.6       38.7       43.4       53.1       61.8
Other:                 47.2       75.5       71.7       83.5       45.8       75.3       68.3       82.5
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, September 13, 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  :   113,870:    23,801     16,899      1,741     82,232     91,324    107,774    109,964:     6,096      3,906
Old  :   100,065:    23,961     17,137      1,144     69,091     77,979     94,196     96,260:     5,869      3,805
Other:    13,805:       238        160        199     13,141     13,345     13,578     13,704:       227        101
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,307:     3,242     -2,899        420     -3,612      2,901         50        422:    -1,357     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.8        1.5       72.2       80.2       94.6       96.6:       5.4        3.4
Old  :     100.0:      23.9       17.1        1.1       69.0       77.9       94.1       96.2:       5.9        3.8
Other:     100.0:       1.7        1.2        1.4       95.2       96.7       98.4       99.3:       1.6        0.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        45         38         12         49         34        103         78:
Old  :       142:        45         40         11         48         34        102         77:
Other:        24:         3          1          3         14         11         17         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       37.7       53.5       56.0       23.3       28.2       33.0       37.1
Old  :                 35.6       35.7       54.4       53.7       29.9       29.4       42.3       41.8
Other:                 63.3       88.7       86.8       97.6       47.7       68.1       63.1       69.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   115,177:    20,559     19,798      1,321     85,844     88,423    107,724    109,542:     7,453      5,635
Old  :   101,750:    20,709     19,970        936     72,865     75,358     94,510     96,264:     7,240      5,486
Other:    13,427:       182        160         53     12,979     13,065     13,214     13,278:       213        149
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,884:    -4,974    -19,396     -1,371     -9,192      5,798    -15,537    -14,969:    -1,347     -1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       17.2        1.1       74.5       76.8       93.5       95.1:       6.5        4.9
Old  :     100.0:      20.4       19.6        0.9       71.6       74.1       92.9       94.6:       7.1        5.4
Other:     100.0:       1.4        1.2        0.4       96.7       97.3       98.4       98.9:       1.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        41         37         10         50         36         96         80:
Old  :       139:        42         37          9         49         36         95         79:
Other:        23:         2          1          2         15         10         17         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  :                 36.8       37.2       55.1       53.7       23.3       26.6       35.7       36.0
Old  :                 36.6       34.6       56.2       51.5       30.0       28.3       44.0       40.2
Other:                 64.9       88.5       89.1       98.4       48.9       65.7       64.7       69.9
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, September 13, 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  :   468,489:   179,403     31,098     28,108    180,774    367,187    388,285    426,393:    80,204     42,096
Old  :   468,489:   179,403     31,098     28,108    180,774    367,187    388,285    426,393:    80,204     42,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -15,145:     7,057    -11,642    -19,949      2,964     30,600     -9,928       -991:    -5,217    -14,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.6        6.0       38.6       78.4       82.9       91.0:      17.1        9.0
Old  :     100.0:      38.3        6.6        6.0       38.6       78.4       82.9       91.0:      17.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        66         32         38         54         53        143        102:
Old  :       168:        66         32         38         54         53        143        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       30.9       28.1       48.1       14.9       25.3       24.7       39.3
Old  :                 17.2       30.9       28.1       48.1       14.9       25.3       24.7       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, September 6, 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  :   483,634:   172,346     42,740     48,057    177,810    336,587    398,213    427,384:    85,421     56,250
Old  :   483,634:   172,346     42,740     48,057    177,810    336,587    398,213    427,384:    85,421     56,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     8,649:     9,054     -3,408      2,492     -9,241     -1,107      2,305     -2,023:     6,344     10,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        8.8        9.9       36.8       69.6       82.3       88.4:      17.7       11.6
Old  :     100.0:      35.6        8.8        9.9       36.8       69.6       82.3       88.4:      17.7       11.6
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  :       181:        66         40         49         57         50        160        109:
Old  :       181:        66         40         49         57         50        160        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       28.0       24.6       44.9       14.4       24.9       23.3       38.1
Old  :                 14.4       28.0       24.6       44.9       14.4       24.9       23.3       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                                       Code-083731
Commitments of Traders - Futures Only, September 13, 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  :    84,539:    19,096     19,616      9,061     48,296     49,080     76,453     77,757:     8,086      6,782
Old  :    83,584:    19,067     20,054      8,534     47,975     48,412     75,576     77,000:     8,008      6,584
Other:       955:       492         25         64        321        668        877        757:        78        198
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -954:    -2,186        697        359      1,584     -2,280       -243     -1,224:      -711        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       23.2       10.7       57.1       58.1       90.4       92.0:       9.6        8.0
Old  :     100.0:      22.8       24.0       10.2       57.4       57.9       90.4       92.1:       9.6        7.9
Other:     100.0:      51.5        2.6        6.7       33.6       69.9       91.8       79.3:       8.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        84         78         44         91         78        204        181:
Old  :       285:        85         81         44         91         78        204        181:
Other:        35:         6          1          2         14         17         20         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       21.7       33.2       34.2       19.5       17.3       30.5       26.1
Old  :                 20.1       22.0       33.6       34.5       19.7       17.5       30.8       26.4
Other:                 59.7       40.8       77.8       64.6       53.0       40.8       68.9       61.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, September 6, 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  :    85,493:    21,282     18,919      8,702     46,712     51,360     76,696     78,981:     8,797      6,512
Old  :    84,637:    21,228     19,389      8,226     46,467     50,679     75,921     78,294:     8,716      6,343
Other:       856:       524          0          6        245        681        775        687:        81        169
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,737:     1,088       -292      1,437       -470      1,877      2,055      3,022:       682       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       22.1       10.2       54.6       60.1       89.7       92.4:      10.3        7.6
Old  :     100.0:      25.1       22.9        9.7       54.9       59.9       89.7       92.5:      10.3        7.5
Other:     100.0:      61.2        0.0        0.7       28.6       79.6       90.5       80.3:       9.5       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        84         77         36         91         83        199        179:
Old  :       283:        83         79         36         90         83        197        179:
Other:        29:         4          0          1         10         17         14         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       21.9       34.1       34.5       20.5       17.7       31.2       26.5
Old  :                 20.7       22.0       34.4       34.7       20.7       17.8       31.5       26.6
Other:                 66.1       45.6       83.8       70.7       65.4       45.6       83.1       70.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, September 13, 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  :    18,149:     4,218      4,187      2,131     10,088      8,733     16,437     15,051:     1,712      3,098
Old  :    18,149:     4,218      4,187      2,131     10,088      8,733     16,437     15,051:     1,712      3,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -2,717:    -1,662     -7,048       -572     -1,058      4,481     -3,292     -3,139:       575        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.1       11.7       55.6       48.1       90.6       82.9:       9.4       17.1
Old  :     100.0:      23.2       23.1       11.7       55.6       48.1       90.6       82.9:       9.4       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  :        41:         9         19          5          7          8         20         29:
Old  :        41:         9         19          5          7          8         20         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  :                 63.5       57.8       84.1       69.6       53.2       40.5       61.9       48.0
Old  :                 63.5       57.8       84.1       69.6       53.2       40.5       61.9       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    20,866:     5,880     11,235      2,703     11,146      4,252     19,729     18,190:     1,137      2,676
Old  :    20,866:     5,880     11,235      2,703     11,146      4,252     19,729     18,190:     1,137      2,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,369:      -632      8,713        293      4,616     -6,071      4,277      2,935:      -908        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       53.8       13.0       53.4       20.4       94.6       87.2:       5.4       12.8
Old  :     100.0:      28.2       53.8       13.0       53.4       20.4       94.6       87.2:       5.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8         19          8          8          6         21         30:
Old  :        41:         8         19          8          8          6         21         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  :                 67.8       47.0       86.1       67.5       65.9       43.2       76.0       58.3
Old  :                 67.8       47.0       86.1       67.5       65.9       43.2       76.0       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Old  :    20,549:     8,134        419          0      8,399     16,092     16,533     16,511:     4,016      4,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       19.7
Old  :     100.0:      39.6        2.0        0.0       40.9       78.3       80.5       80.3:      19.5       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  :        20:         5          1          0          6         13         11         14:
Old  :        20:         5          1          0          6         13         11         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  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
Old  :                 48.8       44.1       70.0       64.3       42.3       38.0       57.9       54.0
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                         Code-022651
Commitments of Traders - Futures Only, September 13, 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  :   169,113:    22,966     17,941     23,202     89,562    104,914    135,730    146,057:    33,383     23,056
Old  :   169,113:    22,966     17,941     23,202     89,562    104,914    135,730    146,057:    33,383     23,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -9,633:    -7,341       -489       -676        425     -9,077     -7,592    -10,242:    -2,041        609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       10.6       13.7       53.0       62.0       80.3       86.4:      19.7       13.6
Old  :     100.0:      13.6       10.6       13.7       53.0       62.0       80.3       86.4:      19.7       13.6
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  :       129:        36         28         41         56         56        116        103:
Old  :       129:        36         28         41         56         56        116        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  :                 17.7       19.3       28.9       29.0       13.4       13.7       18.7       20.3
Old  :                 17.7       19.3       28.9       29.0       13.4       13.7       18.7       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                         Code-022651
Commitments of Traders - Futures Only, September 6, 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  :   178,746:    30,307     18,430     23,878     89,137    113,991    143,322    156,299:    35,424     22,447
Old  :   178,746:    30,307     18,430     23,878     89,137    113,991    143,322    156,299:    35,424     22,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,262:    -1,029     -3,565       -209     -1,419      2,591     -2,657     -1,183:    -1,605     -3,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       10.3       13.4       49.9       63.8       80.2       87.4:      19.8       12.6
Old  :     100.0:      17.0       10.3       13.4       49.9       63.8       80.2       87.4:      19.8       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        35         27         40         56         56        117         99:
Old  :       128:        35         27         40         56         56        117         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  :                 16.6       21.5       27.7       31.8       12.7       15.3       18.6       21.9
Old  :                 16.6       21.5       27.7       31.8       12.7       15.3       18.6       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, September 13, 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  :   541,075:    63,019     73,800    168,821    233,393    270,573    465,233    513,194:    75,842     27,881
Old  :   541,075:    63,019     73,800    168,821    233,393    270,573    465,233    513,194:    75,842     27,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    21,348:     2,706      4,883      7,342      7,515     13,150     17,563     25,375:     3,785     -4,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.6       31.2       43.1       50.0       86.0       94.8:      14.0        5.2
Old  :     100.0:      11.6       13.6       31.2       43.1       50.0       86.0       94.8:      14.0        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        57         45         65         96         81        190        159:
Old  :       206:        57         45         65         96         81        190        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       25.5       29.6       39.2        6.9       12.8       11.0       19.6
Old  :                 19.0       25.5       29.6       39.2        6.9       12.8       11.0       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, September 6, 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  :   519,727:    60,313     68,917    161,479    225,878    257,423    447,670    487,819:    72,057     31,908
Old  :   519,727:    60,313     68,917    161,479    225,878    257,423    447,670    487,819:    72,057     31,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    21,766:      -170       -762     11,739      7,514      8,748     19,083     19,725:     2,683      2,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3       31.1       43.5       49.5       86.1       93.9:      13.9        6.1
Old  :     100.0:      11.6       13.3       31.1       43.5       49.5       86.1       93.9:      13.9        6.1
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  :       204:        58         44         72         95         80        190        163:
Old  :       204:        58         44         72         95         80        190        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       23.9       29.5       37.1        7.2       12.0       11.4       18.7
Old  :                 18.7       23.9       29.5       37.1        7.2       12.0       11.4       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    41,085:         0      2,655      5,525     30,602     25,876     36,127     34,056:     4,958      7,029
Old  :    41,085:         0      2,655      5,525     30,602     25,876     36,127     34,056:     4,958      7,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       164:         0       -939        596       -434        147        162       -196:         2        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5       13.4       74.5       63.0       87.9       82.9:      12.1       17.1
Old  :     100.0:       0.0        6.5       13.4       74.5       63.0       87.9       82.9:      12.1       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          2         16         14         18         17:
Old  :        23:         0          3          2         16         14         18         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  :                 46.8       41.8       71.3       64.6       39.3       32.8       58.7       52.4
Old  :                 46.8       41.8       71.3       64.6       39.3       32.8       58.7       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, September 6, 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  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Old  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -815:    -2,688       -205      2,380     -2,016     -3,018     -2,324       -843:     1,509         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
Old  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          2         16         14         18         17:
Old  :        23:         0          3          2         16         14         18         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  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Old  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   108,000:     9,796      4,130      1,931     86,758     97,461     98,485    103,522:     9,515      4,478
Old  :   108,000:     9,796      4,130      1,931     86,758     97,461     98,485    103,522:     9,515      4,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     2,006:       321     -1,170     -2,465      3,995      5,757      1,851      2,122:       155       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        3.8        1.8       80.3       90.2       91.2       95.9:       8.8        4.1
Old  :     100.0:       9.1        3.8        1.8       80.3       90.2       91.2       95.9:       8.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          2          5         26         30         32         35:
Old  :        38:         4          2          5         26         30         32         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  :                 54.9       35.9       67.0       58.0       51.9       32.0       59.2       52.5
Old  :                 54.9       35.9       67.0       58.0       51.9       32.0       59.2       52.5
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                                 Code-02365C
Commitments of Traders - Futures Only, September 6, 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  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Old  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,430:      -656        -60       -916     -2,082     -5,030     -3,654     -6,006:    -2,776       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        4.3
Old  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        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  :        38:         4          2          4         25         29         30         34:
Old  :        38:         4          2          4         25         29         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       36.6       67.6       58.4       50.3       33.0       59.2       53.4
Old  :                 54.2       36.6       67.6       58.4       50.3       33.0       59.2       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, September 13, 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  :    59,284:     5,700      8,832      1,364     49,018     41,302     56,082     51,498:     3,202      7,786
Old  :    59,284:     5,700      8,832      1,364     49,018     41,302     56,082     51,498:     3,202      7,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       -54:       780     -1,989       -151        192      1,410        821       -730:      -875        676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.9        2.3       82.7       69.7       94.6       86.9:       5.4       13.1
Old  :     100.0:       9.6       14.9        2.3       82.7       69.7       94.6       86.9:       5.4       13.1
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  :        29:         3          2          1         20         17         23         20:
Old  :        29:         3          2          1         20         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  :                 56.9       42.1       79.5       65.7       50.5       34.8       66.3       53.8
Old  :                 56.9       42.1       79.5       65.7       50.5       34.8       66.3       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, September 6, 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  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Old  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,711:   -12,572     -3,746     -1,169     -2,792    -11,624    -16,533    -16,539:      -178       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       12.0
Old  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          3          2         20         17         23         21:
Old  :        29:         2          3          2         20         17         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Old  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, September 13, 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  :    63,677:       188     19,517      1,700     58,035     39,969     59,923     61,186:     3,754      2,491
Old  :    63,677:       188     19,517      1,700     58,035     39,969     59,923     61,186:     3,754      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,331:         0     -5,618        276       -608      4,011       -332     -1,331:      -999          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       30.6        2.7       91.1       62.8       94.1       96.1:       5.9        3.9
Old  :     100.0:       0.3       30.6        2.7       91.1       62.8       94.1       96.1:       5.9        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          3          3         21         20         24         24:
Old  :        27:         1          3          3         21         20         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       51.8       64.1       72.7       35.0       44.0       50.4       58.7
Old  :                 41.9       51.8       64.1       72.7       35.0       44.0       50.4       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, September 6, 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  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Old  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,768:       188      4,993     -2,016     -3,256     -6,902     -5,084     -3,925:     1,316        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        3.8
Old  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        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  :        27:         1          3          4         21         20         25         24:
Old  :        27:         1          3          4         21         20         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
Old  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
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                            Code-02365F
Commitments of Traders - Futures Only, September 13, 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  :    62,656:    19,001     14,194      2,004     36,126     39,574     57,131     55,772:     5,525      6,884
Old  :    62,656:    19,001     14,194      2,004     36,126     39,574     57,131     55,772:     5,525      6,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,546:     4,906      1,172        888        759      2,627      6,553      4,687:        -7      1,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       22.7        3.2       57.7       63.2       91.2       89.0:       8.8       11.0
Old  :     100.0:      30.3       22.7        3.2       57.7       63.2       91.2       89.0:       8.8       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          5          4         19         19         23         26:
Old  :        29:         2          5          4         19         19         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  :                 52.9       42.1       72.3       59.1       48.4       40.8       60.7       56.4
Old  :                 52.9       42.1       72.3       59.1       48.4       40.8       60.7       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-02365F
Commitments of Traders - Futures Only, September 6, 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  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Old  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,034:       -28     -1,219     -1,646     -5,739     -4,084     -7,413     -6,949:      -621     -1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        9.0
Old  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          4          3         20         21         23         27:
Old  :        30:         2          4          3         20         21         23         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  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
Old  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
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                              Code-02365G
Commitments of Traders - Futures Only, September 13, 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  :    61,000:       211          0      2,597     57,436     52,375     60,244     54,972:       756      6,028
Old  :    61,000:       211          0      2,597     57,436     52,375     60,244     54,972:       756      6,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       400:      -192          0        608       -237        176        179        784:       221       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        0.0        4.3       94.2       85.9       98.8       90.1:       1.2        9.9
Old  :     100.0:       0.3        0.0        4.3       94.2       85.9       98.8       90.1:       1.2        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          1         20         20         21         21:
Old  :        25:         1          0          1         20         20         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  :                 62.9       39.5       80.9       66.1       55.8       38.1       65.0       53.1
Old  :                 62.9       39.5       80.9       66.1       55.8       38.1       65.0       53.1
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                              Code-02365G
Commitments of Traders - Futures Only, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Old  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,443:       403     -2,219         43     -2,678     -1,367     -2,232     -3,543:      -211      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       10.6
Old  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       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  :        24:         1          0          1         19         20         20         21:
Old  :        24:         1          0          1         19         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
Old  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    64,975:         0     11,953        772     59,754     47,536     60,526     60,261:     4,449      4,714
Old  :    64,975:         0     11,953        772     59,754     47,536     60,526     60,261:     4,449      4,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -525:         0     -4,670        710      1,776      3,734      2,486       -226:    -3,011       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.4        1.2       92.0       73.2       93.2       92.7:       6.8        7.3
Old  :     100.0:       0.0       18.4        1.2       92.0       73.2       93.2       92.7:       6.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          2          2         23         22         25         24:
Old  :        31:         0          2          2         23         22         25         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  :                 33.8       50.1       56.0       76.8       24.3       43.8       38.9       54.3
Old  :                 33.8       50.1       56.0       76.8       24.3       43.8       38.9       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, September 6, 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  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Old  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,162:         0      1,166       -460     -2,656     -3,818     -3,116     -3,112:       -46        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        7.7
Old  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          1         22         20         23         22:
Old  :        28:         0          2          1         22         20         23         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  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Old  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,232:    18,444          0      2,376     40,641     57,715     61,461     60,091:     4,771      6,141
Old  :    66,232:    18,444          0      2,376     40,641     57,715     61,461     60,091:     4,771      6,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,148:    -3,820       -565       -544      2,671        -74     -1,693     -1,183:       545         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        0.0        3.6       61.4       87.1       92.8       90.7:       7.2        9.3
Old  :     100.0:      27.8        0.0        3.6       61.4       87.1       92.8       90.7:       7.2        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          2         18         22         20         24:
Old  :        26:         2          0          2         18         22         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       49.0       77.1       67.3       41.1       29.8       50.0       40.6
Old  :                 60.2       49.0       77.1       67.3       41.1       29.8       50.0       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, September 6, 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  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Old  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,444:    -3,267       -270     -1,213     -4,408     -7,561     -8,888     -9,044:       444        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        9.1
Old  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        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  :        27:         3          1          3         18         21         21         25:
Old  :        27:         3          1          3         18         21         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Old  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, September 13, 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  :    44,057:     1,022          0      4,682     33,751     30,308     39,455     34,990:     4,602      9,067
Old  :    44,057:     1,022          0      4,682     33,751     30,308     39,455     34,990:     4,602      9,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     6,130:      -370       -648      1,520      4,281      6,238      5,431      7,110:       699       -980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.0       10.6       76.6       68.8       89.6       79.4:      10.4       20.6
Old  :     100.0:       2.3        0.0       10.6       76.6       68.8       89.6       79.4:      10.4       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          0          2         17         16         20         18:
Old  :        24:         3          0          2         17         16         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       33.7       71.8       58.1       39.3       29.9       53.7       44.1
Old  :                 46.1       33.7       71.8       58.1       39.3       29.9       53.7       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, September 6, 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  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Old  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,426:       325     -2,935        382     -6,887     -1,827     -6,180     -4,380:     1,754        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
Old  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          1          2         17         15         21         17:
Old  :        24:         3          1          2         17         15         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
Old  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
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                               Code-03565B
Commitments of Traders - Futures Only, September 13, 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  : 1,265,203:   326,522     54,937    244,076    674,743    955,079  1,245,341  1,254,092:    19,862     11,111
Old  : 1,265,203:   326,522     54,937    244,076    674,743    955,079  1,245,341  1,254,092:    19,862     11,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    34,749:     4,119       -570      5,497     24,047     28,427     33,663     33,354:     1,086      1,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.3       19.3       53.3       75.5       98.4       99.1:       1.6        0.9
Old  :     100.0:      25.8        4.3       19.3       53.3       75.5       98.4       99.1:       1.6        0.9
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  :       128:        26         12         35         81         79        118        116:
Old  :       128:        26         12         35         81         79        118        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       26.7       41.4       41.7       18.8       17.2       29.1       29.3
Old  :                 26.5       26.7       41.4       41.7       18.8       17.2       29.1       29.3
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                               Code-03565B
Commitments of Traders - Futures Only, September 6, 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  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Old  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    19,523:     5,129      1,604      5,531     11,169     15,221     21,829     22,356:    -2,306     -2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
Old  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        28         10         35         81         79        117        116:
Old  :       127:        28         10         35         81         79        117        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
Old  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, September 13, 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  :   218,300:    50,977     46,092     57,831    107,121    111,211    215,929    215,134:     2,371      3,166
Old  :   218,300:    50,977     46,092     57,831    107,121    111,211    215,929    215,134:     2,371      3,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    13,468:       750      4,479      5,903      6,817      3,939     13,470     14,321:        -2       -853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       21.1       26.5       49.1       50.9       98.9       98.5:       1.1        1.5
Old  :     100.0:      23.4       21.1       26.5       49.1       50.9       98.9       98.5:       1.1        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        13          7         18         29         30         48         49:
Old  :        51:        13          7         18         29         30         48         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       44.8       56.0       62.5       22.7       26.2       34.0       36.3
Old  :                 32.0       44.8       56.0       62.5       22.7       26.2       34.0       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders - Futures Only, September 6, 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  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Old  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    13,171:     8,456      2,408       -633      5,365     10,926     13,188     12,701:       -17        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        12          7         17         29         30         47         48:
Old  :        50:        12          7         17         29         30         47         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  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Old  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, September 13, 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  :    80,852:    23,679      7,620     16,925     40,100     56,207     80,704     80,752:       148        100
Old  :    80,852:    23,679      7,620     16,925     40,100     56,207     80,704     80,752:       148        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       810:     1,740      1,440     -1,260        700      1,050      1,180      1,230:      -370       -420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        9.4       20.9       49.6       69.5       99.8       99.9:       0.2        0.1
Old  :     100.0:      29.3        9.4       20.9       49.6       69.5       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3          8          9         36         38         45         49:
Old  :        51:         3          8          9         36         38         45         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       44.4       71.7       65.3       42.6       40.2       49.4       51.2
Old  :                 58.8       44.4       71.7       65.3       42.6       40.2       49.4       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, September 6, 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  :    80,042:    21,939      6,180     18,185     39,400     55,157     79,524     79,522:       518        520
Old  :    80,042:    21,939      6,180     18,185     39,400     55,157     79,524     79,522:       518        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -5,942:    -3,143        440     -1,617     -1,395     -4,868     -6,155     -6,045:       213        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        7.7       22.7       49.2       68.9       99.4       99.4:       0.6        0.6
Old  :     100.0:      27.4        7.7       22.7       49.2       68.9       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         3          7          9         36         36         45         47:
Old  :        50:         3          7          9         36         36         45         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  :                 57.1       44.0       70.9       65.9       40.5       40.5       46.7       49.8
Old  :                 57.1       44.0       70.9       65.9       40.5       40.5       46.7       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders - Futures Only, September 13, 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  :    25,241:     2,322      5,211      2,422     19,210     16,971     23,954     24,604:     1,287        637
Old  :    25,241:     2,322      5,211      2,422     19,210     16,971     23,954     24,604:     1,287        637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       176:       208        143       -225        841        522        824        440:      -648       -264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       20.6        9.6       76.1       67.2       94.9       97.5:       5.1        2.5
Old  :     100.0:       9.2       20.6        9.6       76.1       67.2       94.9       97.5:       5.1        2.5
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  :        34:         2          4          5         20         23         26         28:
Old  :        34:         2          4          5         20         23         26         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  :                 58.9       49.7       75.8       70.3       55.4       42.7       64.6       56.7
Old  :                 58.9       49.7       75.8       70.3       55.4       42.7       64.6       56.7
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                             Code-06465A
Commitments of Traders - Futures Only, September 6, 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  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Old  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,988:       -44        322       -571       -909     -1,483     -1,524     -1,732:      -464       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        3.6
Old  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        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  :        32:         2          4          4         19         23         24         28:
Old  :        32:         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  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
Old  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
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                             Code-06465B
Commitments of Traders - Futures Only, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,957:       260      3,513      1,791      6,550      4,145      8,601      9,449:     1,356        508
Old  :     9,957:       260      3,513      1,791      6,550      4,145      8,601      9,449:     1,356        508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -302:         0       -466        -42       -218        248       -260       -260:       -42        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       35.3       18.0       65.8       41.6       86.4       94.9:      13.6        5.1
Old  :     100.0:       2.6       35.3       18.0       65.8       41.6       86.4       94.9:      13.6        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  :        28:         2          3          3         18         11         22         15:
Old  :        28:         2          3          3         18         11         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       64.1       60.3       87.7       28.0       53.5       48.7       69.1
Old  :                 35.3       64.1       60.3       87.7       28.0       53.5       48.7       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders - Futures Only, September 6, 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  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Old  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,935:      -322       -257       -295     -1,444       -917     -2,061     -1,469:       126       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        5.4
Old  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        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  :        28:         2          3          3         18         11         22         15:
Old  :        28:         2          3          3         18         11         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
Old  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
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                            Code-06465H
Commitments of Traders - Futures Only, September 13, 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  :    17,048:     3,300      3,180      2,180     11,048     11,480     16,528     16,840:       520        208
Old  :    17,048:     3,300      3,180      2,180     11,048     11,480     16,528     16,840:       520        208
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       948:       100        -40       -220        880      1,228        760        968:       188        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.7       12.8       64.8       67.3       96.9       98.8:       3.1        1.2
Old  :     100.0:      19.4       18.7       12.8       64.8       67.3       96.9       98.8:       3.1        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  :        29:         3          3          6         19         19         25         25:
Old  :        29:         3          3          6         19         19         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       57.1       73.0       77.0       40.9       46.7       57.9       61.5
Old  :                 45.9       57.1       73.0       77.0       40.9       46.7       57.9       61.5
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                            Code-06465H
Commitments of Traders - Futures Only, September 6, 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  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Old  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -762:      -160        146       -600       -174       -306       -934       -760:       172         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        1.4
Old  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          3          6         16         16         22         22:
Old  :        26:         3          3          6         16         16         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  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
Old  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
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                          Code-06465M
Commitments of Traders - Futures Only, September 13, 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  :    23,766:    11,850        240      1,540      9,798     21,734     23,188     23,514:       578        252
Old  :    23,766:    11,850        240      1,540      9,798     21,734     23,188     23,514:       578        252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -320:         0          0         60        -92       -120        -32        -60:      -288       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9        1.0        6.5       41.2       91.4       97.6       98.9:       2.4        1.1
Old  :     100.0:      49.9        1.0        6.5       41.2       91.4       97.6       98.9:       2.4        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  :        30:         5          1          5         19         20         25         25:
Old  :        30:         5          1          5         19         20         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       56.8       83.5       80.0       61.7       54.2       74.1       75.3
Old  :                 69.8       56.8       83.5       80.0       61.7       54.2       74.1       75.3
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                          Code-06465M
Commitments of Traders - Futures Only, September 6, 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  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Old  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -990:       470        -40       -470     -1,070       -360     -1,070       -870:        80       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        2.1
Old  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        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  :        30:         5          1          5         19         20         25         25:
Old  :        30:         5          1          5         19         20         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
Old  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, September 13, 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  :   872,847:   114,638    122,886    144,157    534,826    526,988    793,621    794,031:    79,226     78,816
Old  :   872,847:   114,638    122,886    144,157    534,826    526,988    793,621    794,031:    79,226     78,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -24,713:   -26,139      6,203    -17,245      9,924    -13,472    -33,460    -24,514:     8,747       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       14.1       16.5       61.3       60.4       90.9       91.0:       9.1        9.0
Old  :     100.0:      13.1       14.1       16.5       61.3       60.4       90.9       91.0:       9.1        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        71         90         96         74         83        209        216:
Old  :       261:        71         90         96         74         83        209        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       15.7       34.5       25.6       18.0        9.8       24.7       16.6
Old  :                 23.0       15.7       34.5       25.6       18.0        9.8       24.7       16.6
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                             Code-067651
Commitments of Traders - Futures Only, September 6, 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  :   897,560:   140,777    116,683    161,402    524,902    540,460    827,081    818,545:    70,479     79,015
Old  :   897,560:   140,777    116,683    161,402    524,902    540,460    827,081    818,545:    70,479     79,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,862:    -1,814     -6,548     -5,777     -7,708      3,270    -15,299     -9,055:    -1,563     -7,807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       13.0       18.0       58.5       60.2       92.1       91.2:       7.9        8.8
Old  :     100.0:      15.7       13.0       18.0       58.5       60.2       92.1       91.2:       7.9        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  :       267:        78         92         95         74         83        217        212:
Old  :       267:        78         92         95         74         83        217        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  :                 22.2       15.7       33.3       26.3       16.6       11.1       23.0       18.1
Old  :                 22.2       15.7       33.3       26.3       16.6       11.1       23.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, September 13, 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  :    13,287:     8,601      6,965        130      2,082      5,340     10,813     12,435:     2,474        852
Old  :    13,287:     8,601      6,965        130      2,082      5,340     10,813     12,435:     2,474        852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       -28:       209        267       -106       -209       -275       -106       -114:        78         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.7       52.4        1.0       15.7       40.2       81.4       93.6:      18.6        6.4
Old  :     100.0:      64.7       52.4        1.0       15.7       40.2       81.4       93.6:      18.6        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        56         16          2         13         25         71         41:
Old  :       108:        56         16          2         13         25         71         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       47.1       39.9       61.9       26.4       46.4       39.9       60.8
Old  :                 26.4       47.1       39.9       61.9       26.4       46.4       39.9       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, September 6, 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  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Old  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,484:        32        817       -420       -929     -1,700     -1,317     -1,303:      -167       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        5.8
Old  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        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  :       104:        53         16          2         15         24         70         40:
Old  :       104:        53         16          2         15         24         70         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Old  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, September 13, 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  :    11,960:     8,383        914        226        950      9,704      9,559     10,844:     2,401      1,116
Old  :    11,960:     8,383        914        226        950      9,704      9,559     10,844:     2,401      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       641:       601         96        -19        -55        458        527        535:       114        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1        7.6        1.9        7.9       81.1       79.9       90.7:      20.1        9.3
Old  :     100.0:      70.1        7.6        1.9        7.9       81.1       79.9       90.7:      20.1        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        25         10          3          7         22         35         32:
Old  :        59:        25         10          3          7         22         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       46.7       47.0       68.9       30.1       46.3       47.0       68.5
Old  :                 30.1       46.7       47.0       68.9       30.1       46.3       47.0       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, September 6, 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  :    11,319:     7,782        818        245      1,005      9,246      9,032     10,309:     2,287      1,010
Old  :    11,319:     7,782        818        245      1,005      9,246      9,032     10,309:     2,287      1,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       484:       347        112        178       -100         61        425        351:        59        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        7.2        2.2        8.9       81.7       79.8       91.1:      20.2        8.9
Old  :     100.0:      68.8        7.2        2.2        8.9       81.7       79.8       91.1:      20.2        8.9
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  :        58:        24          9          3          8         23         35         32:
Old  :        58:        24          9          3          8         23         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.2       47.8       67.3       31.9       46.8       47.8       66.9
Old  :                 31.9       47.2       47.8       67.3       31.9       46.8       47.8       66.9
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                         Code-111652
Commitments of Traders - Futures Only, September 13, 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  :   137,926:    32,607      5,324      8,614     80,426    113,744    121,647    127,682:    16,279     10,244
Old  :   137,926:    32,607      5,324      8,614     80,426    113,744    121,647    127,682:    16,279     10,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    -1,799:    -3,058       -435      2,343        513     -2,888       -202       -980:    -1,597       -819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        3.9        6.2       58.3       82.5       88.2       92.6:      11.8        7.4
Old  :     100.0:      23.6        3.9        6.2       58.3       82.5       88.2       92.6:      11.8        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        55         14         33         57         67        122        105:
Old  :       145:        55         14         33         57         67        122        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       25.1       37.7       40.2       16.7       19.0       25.1       29.6
Old  :                 22.5       25.1       37.7       40.2       16.7       19.0       25.1       29.6
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                         Code-111652
Commitments of Traders - Futures Only, September 6, 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  :   139,725:    35,665      5,759      6,271     79,913    116,632    121,849    128,662:    17,876     11,063
Old  :   139,725:    35,665      5,759      6,271     79,913    116,632    121,849    128,662:    17,876     11,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -14,077:    -4,093     -1,443       -953     -8,433     -9,535    -13,479    -11,931:      -598     -2,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        4.1        4.5       57.2       83.5       87.2       92.1:      12.8        7.9
Old  :     100.0:      25.5        4.1        4.5       57.2       83.5       87.2       92.1:      12.8        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        55         15         29         55         73        122        105:
Old  :       149:        55         15         29         55         73        122        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       24.4       37.2       40.1       16.6       20.4       26.3       30.8
Old  :                 21.9       24.4       37.2       40.1       16.6       20.4       26.3       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 23, 2005