WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,001
COMMITMENTS
  38,061   76,909   15,289  110,992   76,866  164,342  169,064   30,659   25,937

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     11,959)
     307    9,533    1,680    4,418   -3,660    6,405    7,553    5,554    4,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     39.4      7.8     56.9     39.4     84.3     86.7     15.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      90       94       46       54       60      165      188
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      183,042
COMMITMENTS
  37,754   67,376   13,609  106,574   80,526  157,937  161,511   25,105   21,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,659)
    -532   -1,321     -453    1,353      794      368     -980   -2,027     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     36.8      7.4     58.2     44.0     86.3     88.2     13.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      86       83       46       52       58      156      175
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      604,517
COMMITMENTS
  81,565  174,000   28,868  399,972  269,866  510,405  472,734   94,112  131,783

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     11,598)
   1,211   12,519   -4,445   13,116      510    9,882    8,584    1,716    3,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     28.8      4.8     66.2     44.6     84.4     78.2     15.6     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      659)
     156      160       95      233      239      437      458
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      592,919
COMMITMENTS
  80,354  161,481   33,313  386,856  269,356  500,523  464,150   92,396  128,769

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,710)
   1,805   -8,279   -1,712     -770    5,616     -677   -4,375   -1,033    2,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     27.2      5.6     65.2     45.4     84.4     78.3     15.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      653)
     145      163       91      229      241      425      460
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,845
COMMITMENTS
   1,407      676       26    1,858    4,451    3,291    5,153    3,554    1,692

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -320)
      26     -139        0     -120     -179      -94     -318     -226       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      9.9      0.4     27.1     65.0     48.1     75.3     51.9     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        5        1       13       11       28       16
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,165
COMMITMENTS
   1,381      815       26    1,978    4,630    3,385    5,471    3,780    1,694

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        436)
     331       73       10     -176      236      165      319      271      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.4      0.4     27.6     64.6     47.2     76.4     52.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        1       14       11       28       16
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      233,674
COMMITMENTS
  30,135   75,205   16,414  147,212   89,160  193,761  180,779   39,913   52,895

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,598)
  -6,386    8,115      127    2,292  -11,324   -3,967   -3,082    1,369      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     32.2      7.0     63.0     38.2     82.9     77.4     17.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      363)
      83      129       74       93      114      229      277
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      236,272
COMMITMENTS
  36,521   67,090   16,287  144,920  100,484  197,728  183,861   38,544   52,411

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -6,418)
  -1,041   -3,477   -1,518    3,318    1,216      759   -3,779   -7,177   -2,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     28.4      6.9     61.3     42.5     83.7     77.8     16.3     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      356)
      88      125       76       92      109      235      264
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      147,039
COMMITMENTS
  19,613   38,810   17,236   89,351   70,452  126,200  126,498   20,839   20,541

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,042)
  -1,086    3,915     -460    2,372   -5,364      826   -1,909   -2,868     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     26.4     11.7     60.8     47.9     85.8     86.0     14.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      32       41       29       51       41       99      106
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      149,081
COMMITMENTS
  20,699   34,895   17,696   86,979   75,816  125,374  128,407   23,707   20,674

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -473)
   4,877   -9,201      629   -6,172    7,047     -666   -1,525      193    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     23.4     11.9     58.3     50.9     84.1     86.1     15.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      35       31       28       50       45      102       99
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,730
COMMITMENTS
 176,659  110,636    4,343  323,154  371,941  504,156  486,920  101,574  118,810

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      2,884)
  16,500   15,514  -22,177   -5,026   -3,246  -10,703   -9,909   13,587   12,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     18.3      0.7     53.3     61.4     83.2     80.4     16.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      41       39       16       57       82      110      126
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      602,846
COMMITMENTS
 160,159   95,122   26,520  328,180  375,187  514,859  496,829   87,987  106,017

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -46,450)
 -24,397   -3,960   -1,974   -7,538  -37,289  -33,909  -43,223  -12,541   -3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.8      4.4     54.4     62.2     85.4     82.4     14.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      40       38       17       56       80      108      125
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      152,084
COMMITMENTS
   8,391   33,317   26,177   93,545   68,092  128,113  127,586   23,971   24,498

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      7,607)
    -141    6,655    3,024    7,457   -1,876   10,340    7,803   -2,733     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     21.9     17.2     61.5     44.8     84.2     83.9     15.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      20       51       47       52       51      111      131
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,477
COMMITMENTS
   8,532   26,662   23,153   86,088   69,968  117,773  119,783   26,704   24,694

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -476)
   1,834   -1,418     -158     -268    1,446    1,408     -130   -1,884     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     18.5     16.0     59.6     48.4     81.5     82.9     18.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      23       47       42       50       50      108      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,420
COMMITMENTS
   1,532    1,475      151    1,103    1,459    2,786    3,085    1,634    1,335

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         -6)
     174      144       48      215     -219      437      -27     -443       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     33.4      3.4     25.0     33.0     63.0     69.8     37.0     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9       10        3        6        8       18       18
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,426
COMMITMENTS
   1,358    1,331      103      888    1,678    2,349    3,112    2,077    1,314

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -64)
     159      134        2     -261     -190     -100      -54       36      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     30.1      2.3     20.1     37.9     53.1     70.3     46.9     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        9        3        4        7       14       16
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      252,434
COMMITMENTS
  67,803   84,343      525  156,669  117,751  224,997  202,619   27,437   49,815

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,817)
   5,347   14,316     -875   -2,432  -10,783    2,040    2,658    1,777    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     33.4      0.2     62.1     46.6     89.1     80.3     10.9     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      19       55        4       48       66       69      123
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      248,617
COMMITMENTS
  62,456   70,027    1,400  159,101  128,534  222,957  199,961   25,660   48,656

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,240)
   3,880    5,258   -2,371        4   -2,611    1,513      276     -273      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     28.2      0.6     64.0     51.7     89.7     80.4     10.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      18       49        5       44       66       65      117
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,676,478
COMMITMENTS
 403,430  371,445   36,898  1078816  940,618  1519144  1348961  157,334  327,517

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     64,791)
   7,672   23,270   17,839   32,900  -24,715   58,411   16,394    6,380   48,397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     22.2      2.2     64.4     56.1     90.6     80.5      9.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
      47      106       35       94      174      166      291
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,611,687
COMMITMENTS
 395,758  348,175   19,059  1045916  965,333  1460733  1332567  150,954  279,120

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      9,726)
  23,427    5,434   -2,884   11,276    7,087   31,819    9,637  -22,093       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     21.6      1.2     64.9     59.9     90.6     82.7      9.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      53      101       28       91      170      162      281
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,147,002
COMMITMENTS
 319,823  248,655   10,030  719,878  715,360  1049731  974,045   97,271  172,957

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -7,244)
  -3,015   42,527  -33,276    6,982  -24,363  -29,309  -15,112   22,065    7,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     21.7      0.9     62.8     62.4     91.5     84.9      8.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      294)
      52       84       16       73      131      132      224
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,154,246
COMMITMENTS
 322,838  206,128   43,306  712,896  739,723  1079040  989,157   75,206  165,089

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -35,141)
 -10,602  -12,328   -6,182   -3,600   -6,096  -20,384  -24,606  -14,757  -10,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     17.9      3.8     61.8     64.1     93.5     85.7      6.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      46       86       16       73      130      126      225
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      338,951
COMMITMENTS
 118,848   37,740   36,573  158,723  250,092  314,144  324,405   24,807   14,546

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:   -132,811)
 -63,721   -6,056  -17,664  -49,424 -107,366 -130,809 -131,086   -2,002   -1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     11.1     10.8     46.8     73.8     92.7     95.7      7.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      35       18       24       58       53      105       84
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      471,762
COMMITMENTS
 182,569   43,796   54,237  208,147  357,458  444,953  455,491   26,809   16,271

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,165)
   3,192    5,537   -2,182    2,193     -514    3,203    2,841      -38      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      9.3     11.5     44.1     75.8     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      52       20       27       64       59      125       98
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,580
COMMITMENTS
  19,663    9,021       47   24,704   32,916   44,414   41,984    5,166    7,596

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        284)
      43     -520       16     -429      226     -370     -278      654      562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     18.2      0.1     49.8     66.4     89.6     84.7     10.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      35       18        2       23       13       60       31
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,296
COMMITMENTS
  19,620    9,541       31   25,133   32,690   44,784   42,262    4,512    7,034

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,070)
   1,914      229       -2      283      770    2,195      997   -1,125       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     19.4      0.1     51.0     66.3     90.8     85.7      9.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       18        1       21       12       54       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       47,102
COMMITMENTS
   8,667   13,881      197   26,756   23,270   35,620   37,348   11,482    9,754

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     11,401)
     191    3,070      -29    7,319    7,497    7,481   10,538    3,920      863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     29.5      0.4     56.8     49.4     75.6     79.3     24.4     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      26       19        2       19       12       46       32
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       35,701
COMMITMENTS
   8,476   10,811      226   19,437   15,773   28,139   26,810    7,562    8,891

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -5,247)
     766    1,977     -203    1,884    1,847    2,447    3,621   -7,694   -8,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     30.3      0.6     54.4     44.2     78.8     75.1     21.2     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       22        2       22       11       44       35
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,255
COMMITMENTS
   1,548    6,464    1,006   33,363   27,417   35,917   34,887      338    1,368

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        -52)
    -483       64        0      457     -112      -26      -48      -26       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     17.8      2.8     92.0     75.6     99.1     96.2      0.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,307
COMMITMENTS
   2,031    6,400    1,006   32,906   27,529   35,943   34,935      364    1,372

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -705)
    -295     -614        0     -577      -96     -872     -710      167        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     17.6      2.8     90.6     75.8     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,599
COMMITMENTS
     500    1,689        0   13,078   11,442   13,578   13,131       21      468

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        473)
    -181      109        0      645      352      464      461        9       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     12.4      0.0     96.2     84.1     99.8     96.6      0.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        7        0        8       10        9       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,126
COMMITMENTS
     681    1,580        0   12,433   11,090   13,114   12,670       12      456

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -386)
     296      -76        0     -669     -122     -373     -198      -13     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     12.0      0.0     94.7     84.5     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        0        8       10       10       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,806
COMMITMENTS
   1,686    1,937    1,066   15,969   14,041   18,721   17,044    2,085    3,762

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -3,324)
  -2,520     -219      -79     -707   -2,522   -3,306   -2,820      -18     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      9.3      5.1     76.8     67.5     90.0     81.9     10.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      15       10       12       30       32       51       48
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,130
COMMITMENTS
   4,206    2,156    1,145   16,676   16,563   22,027   19,864    2,103    4,266

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        719)
     184      187       78      749      821    1,011    1,086     -292     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      8.9      4.7     69.1     68.6     91.3     82.3      8.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      22        9       15       33       42       60       61
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      105,414
COMMITMENTS
  28,157    7,804   17,456   39,031   43,762   84,644   69,022   20,770   36,392

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      9,322)
   3,787      612    2,779      943    2,216    7,509    5,607    1,813    3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.4     16.6     37.0     41.5     80.3     65.5     19.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      59       33       46       25       36      121       89
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,092
COMMITMENTS
  24,370    7,192   14,677   38,088   41,546   77,135   63,415   18,957   32,677

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      2,775)
     138      650      883      719      137    1,740    1,670    1,035    1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.5     15.3     39.6     43.2     80.3     66.0     19.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      51       34       45       24       35      111       89
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,980
COMMITMENTS
     439      543      108      874      351    1,421    1,002      559      978

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         27)
    -112      121      -42      149       39       -5      118       32      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.4      5.5     44.1     17.7     71.8     50.6     28.2     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       13        2        7        3       14       16
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,953
COMMITMENTS
     551      422      150      725      312    1,426      884      527    1,069

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         44)
    -126       19       37      158       65       69      121      -25      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     21.6      7.7     37.1     16.0     73.0     45.3     27.0     54.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6       11        1        5        2       11       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      136,358
COMMITMENTS
  36,088   15,084   18,419   66,592   74,233  121,099  107,736   15,259   28,622

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      2,462)
  -2,909     -354    2,234    2,855    3,289    2,180    5,169      282   -2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     11.1     13.5     48.8     54.4     88.8     79.0     11.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      51       37       38       40       95      110      154
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      133,896
COMMITMENTS
  38,997   15,438   16,185   63,737   70,944  118,919  102,567   14,977   31,329

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      6,463)
   4,615     -582      197    1,117    5,103    5,929    4,718      534    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     11.5     12.1     47.6     53.0     88.8     76.6     11.2     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      53       38       36       40       95      109      156
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,628
COMMITMENTS
   1,238      625      138      507    1,801    1,883    2,564    1,745    1,064

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -247)
     424      -67      -71     -301      245       52      107     -299     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.2      3.8     14.0     49.6     51.9     70.7     48.1     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        4        7        9       14       30       24
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,875
COMMITMENTS
     814      692      209      808    1,556    1,831    2,457    2,044    1,418

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        303)
     267      -92      -23      -86      269      158      154      145      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     17.9      5.4     20.9     40.2     47.3     63.4     52.7     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        9        6       12       24       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       16,972
COMMITMENTS
   4,590    3,075    1,556    6,750    3,433   12,896    8,064    4,076    8,908

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        945)
     922      374       91      229      572    1,242    1,037     -297      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     18.1      9.2     39.8     20.2     76.0     47.5     24.0     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       22       14       29       29       59       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       16,027
COMMITMENTS
   3,668    2,701    1,465    6,521    2,861   11,654    7,027    4,373    9,000

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        428)
     443      142     -146      -29      -27      268      -31      160      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     16.9      9.1     40.7     17.9     72.7     43.8     27.3     56.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      19       23       13       27       28       54       57
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       71,055
COMMITMENTS
  20,448   10,786      341   20,814   47,151   41,603   58,278   29,452   12,777

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      4,884)
   1,233   -2,295      -25    3,215    5,926    4,423    3,606      461    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.2      0.5     29.3     66.4     58.6     82.0     41.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        9        1       19       16       38       26
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       66,171
COMMITMENTS
  19,215   13,081      366   17,599   41,225   37,180   54,672   28,991   11,499

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        719)
  -1,207   -1,065        0    2,326    3,219    1,119    2,154     -400   -1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     19.8      0.6     26.6     62.3     56.2     82.6     43.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      15        8        2       19       17       34       27
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       50,988
COMMITMENTS
  19,388    7,893        2   12,266   33,078   31,656   40,973   19,332   10,015

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -9,294)
 -14,340     -846        2    4,311  -11,497  -10,027  -12,341      733    3,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     15.5      0.0     24.1     64.9     62.1     80.4     37.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        3        1       12        6       26       10
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       60,282
COMMITMENTS
  33,728    8,739        0    7,955   44,575   41,683   53,314   18,599    6,968

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,448)
   3,623   -9,814        0   -1,311   12,961    2,312    3,147    1,136      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     14.5      0.0     13.2     73.9     69.1     88.4     30.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21        3        0        8        9       29       12
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       74,868
COMMITMENTS
  42,781    9,870      611   21,367   57,261   64,759   67,742   10,109    7,126

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -10,737)
 -11,339    3,817      -55      527  -15,431  -10,867  -11,669      130      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     13.2      0.8     28.5     76.5     86.5     90.5     13.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      43       11        3       16       15       62       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,605
COMMITMENTS
  54,120    6,053      666   20,840   72,692   75,626   79,411    9,979    6,194

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -96)
  -2,976      -24      666    2,716     -719      406      -77     -502      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.2      7.1      0.8     24.3     84.9     88.3     92.8     11.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      47       12        2       15       17       64       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       75,999
COMMITMENTS
  24,458   11,935       13   27,277   51,423   51,748   63,371   24,251   12,628

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,645)
  -8,673   -1,045       13    7,692   -2,152     -968   -3,184     -677    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     15.7      0.0     35.9     67.7     68.1     83.4     31.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        6        1       12       13       34       20
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       77,644
COMMITMENTS
  33,131   12,980        0   19,585   53,575   52,716   66,555   24,928   11,089

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,438)
  -4,361   10,270        0    1,996  -12,873   -2,365   -2,603   -1,073     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7     16.7      0.0     25.2     69.0     67.9     85.7     32.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23       10        0        9       13       32       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      155,870
COMMITMENTS
  33,972   11,252      125   88,489  126,703  122,586  138,080   33,284   17,790

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,382)
  -5,268     -235      -52   14,201    2,521    8,881    2,234   -3,499    3,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      7.2      0.1     56.8     81.3     78.6     88.6     21.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      30       13        2       21       18       51       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      150,488
COMMITMENTS
  39,240   11,487      177   74,288  124,182  113,705  135,846   36,783   14,642

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      4,783)
   5,867   -1,310      -19   -3,004    8,484    2,844    7,155    1,939   -2,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      7.6      0.1     49.4     82.5     75.6     90.3     24.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26       14        2       16       20       42       36
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      141,191
COMMITMENTS
  35,806   24,735    1,315   37,380   63,543   74,501   89,593   66,690   51,598

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,496)
  -8,720   -2,977      -32   -5,245   -2,456  -13,997   -5,465    7,501   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     17.5      0.9     26.5     45.0     52.8     63.5     47.2     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       21        6       28       20       67       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      147,687
COMMITMENTS
  44,526   27,712    1,347   42,625   65,999   88,498   95,058   59,189   52,629

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        537)
   5,059  -23,919      350   -6,011   19,325     -602   -4,244    1,139    4,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     18.8      0.9     28.9     44.7     59.9     64.4     40.1     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      33       25        6       28       18       66       45
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       44,005
COMMITMENTS
   9,405        0      575   32,159   39,754   42,139   40,329    1,866    3,676

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,348)
    -781        0      475    3,945    2,872    3,639    3,347     -291        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      0.0      1.3     73.1     90.3     95.8     91.6      4.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       19       25       22       26
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       40,657
COMMITMENTS
  10,186        0      100   28,214   36,882   38,500   36,982    2,157    3,675

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,135)
   1,286     -354        0      -92    1,172    1,194      818      -59      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.0      0.2     69.4     90.7     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       15       25       18       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    6,781,109
COMMITMENTS
 601,088  1054903  874,987  4862607  4159113  6338682  6089003  442,427  692,106

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    154,166)
   7,460  103,822  -79,085  178,683   89,524  107,058  114,261   47,108   39,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     15.6     12.9     71.7     61.3     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      67      104      117      170      195      306      363
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    6,626,943
COMMITMENTS
 593,628  951,081  954,072  4683924  4069589  6231624  5974742  395,319  652,201

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     85,380)
  26,121   47,213    7,481   94,499   56,750  128,101  111,444  -42,721  -26,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     14.4     14.4     70.7     61.4     94.0     90.2      6.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
      65       98      115      170      195      303      361
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      680,110
COMMITMENTS
  60,758   59,268    3,900  456,255  505,042  520,913  568,210  159,197  111,900

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     12,899)
   4,431     -723    1,349    2,371    1,377    8,151    2,003    4,748   10,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.7      0.6     67.1     74.3     76.6     83.5     23.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      34       35       11       88       66      129      105
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      667,211
COMMITMENTS
  56,327   59,991    2,551  453,884  503,665  512,762  566,207  154,449  101,004

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,170)
    -634     -480      384   -1,354    1,127   -1,604    1,031   -2,566   -5,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      9.0      0.4     68.0     75.5     76.9     84.9     23.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      32       29       10       87       64      127       95
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      800,333
COMMITMENTS
 205,452   95,155   13,268  302,339  620,759  521,059  729,182  279,274   71,151

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     72,511)
  16,865   16,639    6,066    1,781   34,473   24,712   57,178   47,799   15,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     11.9      1.7     37.8     77.6     65.1     91.1     34.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      90       65       21       66       68      167      143
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      727,822
COMMITMENTS
 188,587   78,516    7,202  300,558  586,286  496,347  672,004  231,475   55,818

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     13,628)
 -13,176   -9,030    1,512   20,864   31,468    9,200   23,950    4,428  -10,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     10.8      1.0     41.3     80.6     68.2     92.3     31.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      79       66       16       67       64      156      136
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,230
COMMITMENTS
   1,802      140        0    8,406   11,890   10,208   12,030    3,022    1,200

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        108)
      56     -116        0     -337      286     -281      170      389      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      1.1      0.0     63.5     89.9     77.2     90.9     22.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        0       24       17       30       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,122
COMMITMENTS
   1,746      256        0    8,743   11,604   10,489   11,860    2,633    1,262

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         24)
     126      146        0     -145     -467      -19     -321       43      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      2.0      0.0     66.6     88.4     79.9     90.4     20.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        0       23       16       29       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       23,589
COMMITMENTS
   1,992    4,125      289   18,954   15,578   21,235   19,992    2,354    3,597

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,459)
    -797      460      148    2,600     -119    1,951      489     -492      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     17.5      1.2     80.4     66.0     90.0     84.8     10.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        7        3       25       17       35       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,130
COMMITMENTS
   2,789    3,665      141   16,354   15,697   19,284   19,503    2,846    2,627

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,192)
     729     -435       45      145    1,043      919      653      273      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.6      0.6     73.9     70.9     87.1     88.1     12.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        5        2       25       19       35       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,620
COMMITMENTS
  14,027   10,587      140   27,226   44,600   41,393   55,327   22,227    8,293

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,395)
     775   -2,510        1   -4,953      716   -4,177   -1,793    2,782      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     16.6      0.2     42.8     70.1     65.1     87.0     34.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      30       34        1       43       31       73       66
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,015
COMMITMENTS
  13,252   13,097      139   32,179   43,884   45,570   57,120   19,445    7,895

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,793)
  -1,811      847     -152    1,565   -1,274     -398     -579   -1,395   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     20.1      0.2     49.5     67.5     70.1     87.9     29.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      24       32        1       49       32       73       65
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      306,197
COMMITMENTS
 126,340   73,851    7,675  139,680  140,417  273,695  221,943   32,502   84,254

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     40,299)
  -7,281   35,344    4,613   36,145  -13,774   33,477   26,183    6,822   14,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     24.1      2.5     45.6     45.9     89.4     72.5     10.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      90       69       11       42       45      139      118
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      265,898
COMMITMENTS
 133,621   38,507    3,062  103,535  154,191  240,218  195,760   25,680   70,138

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     19,828)
   4,933    4,706    1,801   12,442   11,108   19,176   17,615      652    2,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     14.5      1.2     38.9     58.0     90.3     73.6      9.7     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      89       60        8       41       40      135      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       66,759
COMMITMENTS
  32,283    1,670      166   10,887   55,491   43,336   57,327   23,423    9,432

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,782)
   1,953    1,597       91    2,459    3,871    4,503    5,559    1,279      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4      2.5      0.2     16.3     83.1     64.9     85.9     35.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      20        2        1        9       16       29       19
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,977
COMMITMENTS
  30,330       73       75    8,428   51,620   38,833   51,768   22,144    9,209

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,694)
   1,261        8       -8     -528    2,926      725    2,926      969   -1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      0.1      0.1     13.8     84.7     63.7     84.9     36.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        1        1        7       15       26       16
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,414
COMMITMENTS
   1,813    5,651      111   14,533   11,345   16,457   17,107    3,957    3,307

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -155)
       2      265       90     -300     -723     -208     -368       53      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     27.7      0.5     71.2     55.6     80.6     83.8     19.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       7       20        3       37       20       46       41
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,569
COMMITMENTS
   1,811    5,386       21   14,833   12,068   16,665   17,475    3,904    3,094

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -521)
       7     -204        0     -277       64     -270     -140     -251     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     26.2      0.1     72.1     58.7     81.0     85.0     19.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       7       18        1       39       21       47       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      108,528
COMMITMENTS
  13,282   13,320    1,361   81,305   85,186   95,948   99,867   12,580    8,661

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      7,147)
  -5,074   -4,841      793    9,487    7,402    5,206    3,354    1,941    3,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     12.3      1.3     74.9     78.5     88.4     92.0     11.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       30        8       37       36       65       70
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      101,381
COMMITMENTS
  18,356   18,161      568   71,818   77,784   90,742   96,513   10,639    4,868

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,264)
   1,118   -2,918       10     -558    2,732      570     -176   -3,834   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     17.9      0.6     70.8     76.7     89.5     95.2     10.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      24       28        6       38       37       65       68
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,220
COMMITMENTS
  12,841    8,879       87    9,474   17,516   22,402   26,482    9,818    5,738

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,622)
     524      -96        0      314    1,784      838    1,688    2,784    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     27.6      0.3     29.4     54.4     69.5     82.2     30.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      37       19        2       26       23       64       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,598
COMMITMENTS
  12,317    8,975       87    9,160   15,732   21,564   24,794    7,034    3,804

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        595)
   1,218      703       -7      117      628    1,328    1,324     -733     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1     31.4      0.3     32.0     55.0     75.4     86.7     24.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      38       22        2       23       21       62       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:        8,193
COMMITMENTS
   3,468      451        0    2,174    1,583    5,642    2,034    2,551    6,159

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,011)
     434     -432        0      407    1,293      841      861      170      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      5.5      0.0     26.5     19.3     68.9     24.8     31.1     75.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        0        4        8       11       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      111,240
COMMITMENTS
     449    6,100    2,882   46,008   79,060   49,339   88,042   61,901   23,198

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,328)
      17     -493      308      -79    1,111      246      926   -1,574   -2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.5      2.6     41.4     71.1     44.4     79.1     55.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       14        4       13       24       19       40
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      112,568
COMMITMENTS
     432    6,593    2,574   46,087   77,949   49,093   87,116   63,475   25,452

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        820)
    -265        1        0      -41    1,202     -306    1,203    1,126     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.9      2.3     40.9     69.2     43.6     77.4     56.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       14        3       13       23       18       39
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       96,882
COMMITMENTS
  43,147    4,797    4,887   18,843   77,637   66,877   87,321   30,005    9,561

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,384)
     829      185      -56   -2,197   -4,647   -1,424   -4,518     -960    2,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5      5.0      5.0     19.4     80.1     69.0     90.1     31.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      97       13       27       20       34      123       70
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       99,266
COMMITMENTS
  42,318    4,612    4,943   21,040   82,284   68,301   91,839   30,965    7,427

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        840)
     101       59       49     -298       51     -148      159      988      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6      4.6      5.0     21.2     82.9     68.8     92.5     31.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      86       13       24       20       33      114       64
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       87,161
COMMITMENTS
  26,545    6,281   11,211   35,911   62,023   73,667   79,515   13,494    7,646

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,069)
  -6,736     -477      302    1,325   -6,163   -5,109   -6,338     -960      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      7.2     12.9     41.2     71.2     84.5     91.2     15.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      56       28       23       34       39      102       79
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       93,230
COMMITMENTS
  33,281    6,758   10,909   34,586   68,186   78,776   85,853   14,454    7,377

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      7,056)
   4,560    1,254    1,380     -399    3,493    5,541    6,127    1,515      929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7      7.2     11.7     37.1     73.1     84.5     92.1     15.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      64       28       23       35       39      112       80
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      302,298
COMMITMENTS
 140,471   67,228   16,838   89,301  195,043  246,610  279,109   55,688   23,189

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -28,667)
 -29,043   -3,533   -2,287    3,794  -27,959  -27,536  -33,779   -1,131    5,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5     22.2      5.6     29.5     64.5     81.6     92.3     18.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
     118       46       38       35       39      176      104
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      330,965
COMMITMENTS
 169,514   70,761   19,125   85,507  223,002  274,146  312,888   56,819   18,077

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     11,010)
   7,118   -1,382      354    1,246   12,423    8,718   11,395    2,292     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     21.4      5.8     25.8     67.4     82.8     94.5     17.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
     129       41       34       35       42      187       99
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      116,541
COMMITMENTS
  16,830    2,875    2,103   91,132  110,206  110,065  115,184    6,476    1,357

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,176)
  -2,498      696      154     -392   -3,738   -2,736   -2,888     -440     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.5      1.8     78.2     94.6     94.4     98.8      5.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      41       18       16       43       34       94       62
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      353,075
COMMITMENTS
  91,292   51,285   27,806  173,679  245,268  292,777  324,359   60,298   28,716

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     17,343)
   9,249   -2,467    2,530   -2,490   17,034    9,289   17,097    8,054      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     14.5      7.9     49.2     69.5     82.9     91.9     17.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      59       39       37       60       51      149      100
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,637
COMMITMENTS
  49,418   13,716    9,252   41,645   82,927  100,315  105,895   10,322    4,742

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,095)
  -1,513      873      353      603     -870     -557      356     -538   -1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     12.4      8.4     37.6     75.0     90.7     95.7      9.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
     146       56       52       88      107      265      196
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,379
COMMITMENTS
   4,589    1,424      244    2,606    7,099    7,439    8,767    1,940      612

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         20)
     -11       43        1       78       16       68       60      -48      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     15.2      2.6     27.8     75.7     79.3     93.5     20.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        5        3        5        6       21       12
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,359
COMMITMENTS
   4,600    1,381      243    2,528    7,083    7,371    8,707    1,988      652

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        219)
      83      246       28      490      343      601      617     -382     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     14.8      2.6     27.0     75.7     78.8     93.0     21.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        4        3        5        6       22       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       72,296
COMMITMENTS
  12,061   27,147    3,311   45,702   28,656   61,074   59,114   11,222   13,182

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      4,712)
    -191    3,668      292    4,648     -513    4,749    3,447      -37    1,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     37.5      4.6     63.2     39.6     84.5     81.8     15.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      33       35       20       59       53       98      104
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       67,584
COMMITMENTS
  12,252   23,479    3,019   41,054   29,169   56,325   55,667   11,259   11,917

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,654)
    -217     -604     -672      800      696      -89     -580   -1,565   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     34.7      4.5     60.7     43.2     83.3     82.4     16.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      31       31       18       53       54       91      100
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,159
COMMITMENTS
   1,030   10,730    1,874   24,672   16,284   27,576   28,888    7,583    6,271

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,416)
    -323      971       36    1,999      688    1,712    1,695     -296     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     30.5      5.3     70.2     46.3     78.4     82.2     21.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10       23        9       36       22       49       52
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,743
COMMITMENTS
   1,353    9,759    1,838   22,673   15,596   25,864   27,193    7,879    6,550

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        654)
      40      324     -309    1,335      959    1,066      974     -412     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     28.9      5.4     67.2     46.2     76.6     80.6     23.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      10       21        7       36       22       49       48
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       82,705
COMMITMENTS
  15,899   37,177    4,412   52,205   36,057   72,516   77,646   10,189    5,059

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -745)
   2,433   -5,246      971   -4,137    4,507     -733      232      -12     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     45.0      5.3     63.1     43.6     87.7     93.9     12.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      92      105       57       71       63      203      192
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,545
COMMITMENTS
  14,145    1,717    2,405   13,249   29,038   29,799   33,160    4,746    1,385

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        547)
     530     -435       87      259      680      876      332     -329      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      5.0      7.0     38.4     84.1     86.3     96.0     13.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      53       14       21       27       19       90       48
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      118,137
COMMITMENTS
  15,935    6,227    1,807   94,637  108,198  112,379  116,232    5,758    1,905

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,596)
    -895    3,352     -296    3,505   -2,008    2,314    1,048     -718      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      5.3      1.5     80.1     91.6     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      38       23       16       43       34       91       66
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      380,803
COMMITMENTS
 112,848   54,449   33,097  169,629  264,034  315,574  351,580   65,229   29,223

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     27,728)
  21,556    3,164    5,291   -4,050   18,766   22,797   27,221    4,931      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     14.3      8.7     44.5     69.3     82.9     92.3     17.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      63       42       40       61       57      157      109
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      107,609
COMMITMENTS
  46,750   11,205    9,904   41,031   82,121   97,685  103,230    9,924    4,379

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -3,028)
  -2,668   -2,511      652     -614     -806   -2,630   -2,665     -398     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     10.4      9.2     38.1     76.3     90.8     95.9      9.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     137       61       58       94      110      269      208
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       22,089
COMMITMENTS
   5,667   14,532    2,029   12,268    2,155   19,964   18,716    2,125    3,373

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -5,281)
    -693   -4,747        8   -4,635      -50   -5,320   -4,789       39     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     65.8      9.2     55.5      9.8     90.4     84.7      9.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       8       28        2        5        8       14       38
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       23,325
COMMITMENTS
  17,502        0        0      904   20,146   18,406   20,146    4,919    3,179

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,754)
    -798   -1,145        0      134     -932     -664   -2,077   -1,090      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.0      0.0      0.0      3.9     86.4     78.9     86.4     21.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        0        0        1       12        9       12
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       83,450
COMMITMENTS
  13,466   42,423    3,441   56,342   31,550   73,249   77,414   10,201    6,036

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        179)
    -440    1,685     -201      323   -1,117     -318      367      497     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.8      4.1     67.5     37.8     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77      112       46       72       61      185      189
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       33,998
COMMITMENTS
  13,615    2,152    2,318   12,990   28,358   28,923   32,828    5,075    1,170

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -858)
    -344       61     -757      365     -104     -736     -800     -122      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      6.3      6.8     38.2     83.4     85.1     96.6     14.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       13       20       27       18       88       49
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       27,370
COMMITMENTS
   6,360   19,279    2,021   16,903    2,205   25,284   23,505    2,086    3,865

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,325)
     561    1,703      -26    2,685      718    3,220    2,395      105      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     70.4      7.4     61.8      8.1     92.4     85.9      7.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6       31        3        5        8       12       42
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       25,079
COMMITMENTS
  18,300    1,145        0      770   21,078   19,070   22,223    6,009    2,856

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        487)
     219       11        0       -9     -295      210     -284      277      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      4.6      0.0      3.1     84.0     76.0     88.6     24.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        1       13        9       14
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      149,494
COMMITMENTS
  10,816   24,395   12,018  102,327   88,935  125,161  125,348   24,333   24,146

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -9,638)
    -600    2,068      552   -9,916  -11,120   -9,964   -8,500      326   -1,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     16.3      8.0     68.4     59.5     83.7     83.8     16.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      20       28       30       62       67      103      107
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,132
COMMITMENTS
  11,416   22,327   11,466  112,243  100,055  135,125  133,848   24,007   25,284

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -10,803)
  -4,500   -5,765   -4,383    1,672      218   -7,211   -9,930   -3,592     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     14.0      7.2     70.5     62.9     84.9     84.1     15.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      21       28       30       68       67      111      105
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      395,907
COMMITMENTS
  21,781   69,414  103,663  212,115  193,458  337,559  366,535   58,348   29,372

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     10,031)
   1,835    5,805      -54    9,882    1,230   11,663    6,981   -1,632    3,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     17.5     26.2     53.6     48.9     85.3     92.6     14.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      45       54       60       94       74      170      161
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      385,876
COMMITMENTS
  19,946   63,609  103,717  202,233  192,228  325,896  359,554   59,980   26,322

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -10,821)
    -715     -144      653  -10,598  -11,724  -10,660  -11,215     -161      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     16.5     26.9     52.4     49.8     84.5     93.2     15.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      45       50       57       92       71      168      154
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       68,474
COMMITMENTS
   3,015    6,420    2,121   58,767   58,715   63,903   67,256    4,571    1,218

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,096)
   2,363        0     -651   -4,106   -1,228   -2,394   -1,879      298     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      9.4      3.1     85.8     85.7     93.3     98.2      6.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       23       29       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,570
COMMITMENTS
     652    6,420    2,772   62,873   59,943   66,297   69,135    4,273    1,435

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        652)
     -56        0       56      652      596      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      9.1      3.9     89.1     84.9     93.9     98.0      6.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,627
COMMITMENTS
   5,266    2,464      428   36,694   36,126   42,388   39,018    2,239    5,609

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,258)
     578   -7,468   -1,712   -4,935    2,448   -6,069   -6,732     -189      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.5      1.0     82.2     81.0     95.0     87.4      5.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       15       12       17       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,885
COMMITMENTS
   4,688    9,932    2,140   41,629   33,678   48,457   45,750    2,428    5,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,630)
   2,996        0   -2,996   -2,962        0   -2,962   -2,996      332      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     19.5      4.2     81.8     66.2     95.2     89.9      4.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       13       17       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,419
COMMITMENTS
     879      955    1,424   32,002   33,598   34,305   35,977    4,114    2,442

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -142)
     -13      483      655   -1,150   -1,218     -508      -80      366      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.5      3.7     83.3     87.5     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       13       13       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       30,047
COMMITMENTS
   1,639    2,021    1,104   24,457   25,398   27,200   28,523    2,847    1,524

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,066)
  -1,315   -1,377     -153   -4,288   -4,529   -5,756   -6,059     -310       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      6.7      3.7     81.4     84.5     90.5     94.9      9.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       18       15       21       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,113
COMMITMENTS
   2,954    3,398    1,257   28,745   29,927   32,956   34,582    3,157    1,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        148)
       5        0     -254      248      948       -1      694      149     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.4      3.5     79.6     82.9     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       20       16       23       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,102
COMMITMENTS
   1,736      284      866   44,563   43,013   47,165   44,163    2,937    5,939

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -2,279)
     186      124     -310   -2,310   -2,966   -2,434   -3,152      155      873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.6      1.7     88.9     85.9     94.1     88.1      5.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       22       18       24       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,381
COMMITMENTS
   1,550      160    1,176   46,873   45,979   49,599   47,315    2,782    5,066

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        701)
       0     -124      124    1,005      639    1,129      639     -428       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.3      2.2     89.5     87.8     94.7     90.3      5.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,346
COMMITMENTS
   4,712    3,488        0   21,792   19,732   26,504   23,220      842    4,126

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     12.8      0.0     79.7     72.2     96.9     84.9      3.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       11       11       14       13
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      852,117
COMMITMENTS
 186,172   59,260  127,924  524,746  659,923  838,842  847,107   13,275    5,010

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -27,206)
  14,014    5,912   -1,085  -41,141  -26,191  -28,212  -21,364    1,006   -5,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      7.0     15.0     61.6     77.4     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      14       12       24       72       68       99       93
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      879,323
COMMITMENTS
 172,158   53,348  129,009  565,887  686,114  867,054  868,471   12,269   10,852

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,721)
  -6,164   -5,623    6,133   11,754   14,106   11,723   14,616    2,998      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      6.1     14.7     64.4     78.0     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      16       13       23       88       77      114      104
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,421
COMMITMENTS
   7,518   14,597   21,595   34,270   29,761   63,383   65,953    4,038    1,468

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      6,367)
  -1,587      567    2,731    6,002    4,262    7,146    7,560     -779   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     21.7     32.0     50.8     44.1     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        5        9       19       20       30       29
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,054
COMMITMENTS
   9,105   14,030   18,864   28,268   25,499   56,237   58,393    4,817    2,661

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -16,533)
  -7,226   -9,162   -1,221   -9,551   -7,394  -17,998  -17,777    1,465    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     23.0     30.9     46.3     41.8     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        8       18       17       28       25
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       32,910
COMMITMENTS
   5,000      244    5,284   22,346   26,562   32,630   32,090      280      820

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,408)
     337       64     -197   -1,311   -1,174   -1,171   -1,307     -237     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.7     16.1     67.9     80.7     99.1     97.5      0.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        5       22       24       27       29
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       34,318
COMMITMENTS
   4,663      180    5,481   23,657   27,736   33,801   33,397      517      921

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -39)
     -10      -30      360     -609   -1,029     -259     -699      220      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.5     16.0     68.9     80.8     98.5     97.3      1.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        5       25       24       30       30
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,414
COMMITMENTS
   1,681    3,806      840   16,893   14,768   19,414   19,414        0        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,940)
    -276   -1,242     -230   -1,434     -468   -1,940   -1,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     19.6      4.3     87.0     76.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       15       12       17       15
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,354
COMMITMENTS
   1,957    5,048    1,070   18,327   15,236   21,354   21,354        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0       82       82       82       82     -172     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     23.6      5.0     85.8     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        6,860
COMMITMENTS
     842    2,550      634    5,384    3,424    6,860    6,608        0      252

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -794)
     -46      460     -460     -265   -1,046     -771   -1,046      -23      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     37.2      9.2     78.5     49.9    100.0     96.3      0.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       10       10       13       13
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      683,120
COMMITMENTS
  74,567   67,020   74,091  479,579  465,979  628,237  607,090   54,883   76,030

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     26,662)
   4,580    2,052      385   10,441   10,620   15,406   13,057   11,256   13,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      9.8     10.8     70.2     68.2     92.0     88.9      8.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      42       64       63       77       82      163      171
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      656,458
COMMITMENTS
  69,987   64,968   73,706  469,138  455,359  612,831  594,033   43,627   62,425

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -5,335)
     182   -3,199     -658    4,181    3,797    3,705      -60   -9,040   -5,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      9.9     11.2     71.5     69.4     93.4     90.5      6.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       60       65       79       81      168      168
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,598
COMMITMENTS
   7,255    2,657       34    2,598    8,766    9,887   11,457    2,711    1,141

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        -38)
      48      163      -57       19     -131       10      -25      -48      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     21.1      0.3     20.6     69.6     78.5     90.9     21.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      61       20        1        9       23       71       43
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,636
COMMITMENTS
   7,207    2,494       91    2,579    8,897    9,877   11,482    2,759    1,154

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        521)
     346      384      -59      262      194      549      519      -28        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.0     19.7      0.7     20.4     70.4     78.2     90.9     21.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      63       15        3       10       22       74       40
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,201
COMMITMENTS
   2,293      167       80    2,404    5,183    4,777    5,430    1,424      771

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -126)
      -6       11       80      -18       87       56      178     -182     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      2.7      1.3     38.8     83.6     77.0     87.6     23.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        2        1       10       14       26       17
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,327
COMMITMENTS
   2,299      156        0    2,422    5,096    4,721    5,252    1,606    1,075

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -47)
     628     -800     -292     -463      938     -127     -154       80      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      2.5      0.0     38.3     80.5     74.6     83.0     25.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        2        0       10       12       25       14
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      159,903
COMMITMENTS
  16,442   13,687   12,883  119,856  119,422  149,181  145,992   10,722   13,911

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -4,679)
     972      513      846   -5,334   -3,767   -3,516   -2,408   -1,163   -2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.6      8.1     75.0     74.7     93.3     91.3      6.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       28       32       75       70      123      116
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      164,582
COMMITMENTS
  15,470   13,174   12,037  125,190  123,189  152,697  148,400   11,885   16,182

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      8,075)
     812    2,071      755    5,767    3,659    7,334    6,485      741    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      8.0      7.3     76.1     74.8     92.8     90.2      7.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      25       25       28       73       72      117      113
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,115
COMMITMENTS
       0    3,805    4,320   13,615    9,990   17,935   18,115      180        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,093)
     -15      666     -766     -312     -993   -1,093   -1,093        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.0     23.8     75.2     55.1     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        2       14       13       16       18
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,208
COMMITMENTS
      15    3,139    5,086   13,927   10,983   19,028   19,208      180        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        224)
       0      -81       15      329      290      344      224     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     16.3     26.5     72.5     57.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        3       17       16       20       23
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,677
COMMITMENTS
     450    2,106      402    7,825    6,169    8,677    8,677        0        0

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -330)
    -100     -410      -45     -185      125     -330     -330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     24.3      4.6     90.2     71.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       14       17       16
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 12/28/04                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,007
COMMITMENTS
     550    2,516      447    8,010    6,044    9,007    9,007        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     27.9      5.0     88.9     67.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16


Updated January 11, 2005