WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      204,698
COMMITMENTS
  32,640   54,785   12,491  139,784  105,798  184,915  173,074   19,783   31,624

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      9,434)
   1,713    6,484    3,700    3,969    2,759    9,382   12,943       52   -3,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     26.8      6.1     68.3     51.7     90.3     84.6      9.7     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      47       86       36       40       53      115      154
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,264
COMMITMENTS
  30,927   48,301    8,791  135,815  103,039  175,533  160,131   19,731   35,133

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -7,243)
  -5,601      609     -548      563   -8,811   -5,586   -8,750   -1,657    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     24.7      4.5     69.6     52.8     89.9     82.0     10.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      42       80       29       39       50      106      140
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      683,390
COMMITMENTS
 105,734  148,997   42,022  416,550  308,284  564,306  499,303  119,084  184,087

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,086)
   5,764   15,740   -2,696      662      735    3,730   13,779    6,356   -3,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     21.8      6.1     61.0     45.1     82.6     73.1     17.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      468)
     119      114       79      159      163      322      328
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,304
COMMITMENTS
  99,970  133,257   44,718  415,888  307,549  560,576  485,524  112,728  187,780

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      9,515)
   6,361   31,579    5,473    8,849  -20,777   20,683   16,275  -11,168   -6,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     19.8      6.6     61.8     45.7     83.3     72.1     16.7     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     116      112       89      159      163      325      335
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,910
COMMITMENTS
   2,068    1,563       35    1,854    4,452    3,957    6,050    3,953    1,860

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        363)
       2      398      -78      232     -463      156     -143      207      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     19.8      0.4     23.4     56.3     50.0     76.5     50.0     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        9        3        9       15       20       24
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,547
COMMITMENTS
   2,066    1,165      113    1,622    4,915    3,801    6,193    3,746    1,354

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -642)
    -741      847       -9      603   -1,679     -147     -841     -495      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     15.4      1.5     21.5     65.1     50.4     82.1     49.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9        4       10       16       21       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      247,350
COMMITMENTS
  48,840   26,813   24,705  124,304  119,365  197,849  170,883   49,501   76,467

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,396)
   6,360   -3,040   -2,080   -1,691   11,399    2,589    6,279    2,807     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     10.8     10.0     50.3     48.3     80.0     69.1     20.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
     103       67       64       72       87      217      186
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      241,954
COMMITMENTS
  42,480   29,853   26,785  125,995  107,966  195,260  164,604   46,694   77,350

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -13,454)
 -10,448   -2,424    4,644   -3,975   -8,796   -9,779   -6,576   -3,675   -6,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     12.3     11.1     52.1     44.6     80.7     68.0     19.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      89       75       74       75       91      220      201
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,923
COMMITMENTS
  10,674    3,185      234      121      728   11,029    4,147    2,894    9,776

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -105)
    -313      261      -30        0        6     -343      237      238     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.7     22.9      1.7      0.9      5.2     79.2     29.8     20.8     70.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        7        5        1        3       14       13
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,028
COMMITMENTS
  10,987    2,924      264      121      722   11,372    3,910    2,656   10,118

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:         57)
     245    1,178      -29     -304     -178      -88      971      145     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     20.8      1.9      0.9      5.1     81.1     27.9     18.9     72.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        6        6        1        3       15       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      145,340
COMMITMENTS
  34,994   11,582   14,355   70,094  105,335  119,443  131,272   25,897   14,068

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        947)
   6,757   -3,269   -3,263   -4,222    7,697     -728    1,165    1,675     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      8.0      9.9     48.2     72.5     82.2     90.3     17.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      45       26       26       41       44      100       87
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      144,393
COMMITMENTS
  28,237   14,851   17,618   74,316   97,638  120,171  130,107   24,222   14,286

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,034)
  -1,056    3,026      468    2,710   -3,885    2,122     -391   -1,088    1,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     10.3     12.2     51.5     67.6     83.2     90.1     16.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      43       25       33       45       44      106       95
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      704,316
COMMITMENTS
  97,739  110,179   13,741  442,453  424,336  553,933  548,256  150,383  156,060

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -12,582)
  -4,585     -849   -3,640   -5,306   -5,778  -13,531  -10,267      949   -2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     15.6      2.0     62.8     60.2     78.6     77.8     21.4     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      34       33       22       62       81      105      128
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      716,898
COMMITMENTS
 102,324  111,028   17,381  447,759  430,114  567,464  558,523  149,434  158,375

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      9,316)
  -2,878      804    4,120   -7,738    9,622   -6,496   14,546   15,812   -5,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.5      2.4     62.5     60.0     79.2     77.9     20.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      34       31       26       63       76      110      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      128,883
COMMITMENTS
  28,364   12,986   14,830   56,804   81,188   99,998  109,004   28,885   19,879

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -3,438)
  -1,529      105     -411   -1,033   -2,432   -2,973   -2,738     -465     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     10.1     11.5     44.1     63.0     77.6     84.6     22.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      41       27       35       49       57      121      105
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      132,321
COMMITMENTS
  29,893   12,881   15,241   57,837   83,620  102,971  111,742   29,350   20,579

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -11,006)
  -3,868   -1,178   -1,272   -3,246   -7,530   -8,386   -9,980   -2,620   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      9.7     11.5     43.7     63.2     77.8     84.4     22.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      42       27       34       48       56      117      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,751
COMMITMENTS
   3,218      647      663      996    4,455    4,877    5,765    1,874      986

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -32)
      13     -648       26      215      636      254       14     -286      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      9.6      9.8     14.8     66.0     72.2     85.4     27.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15       11        7        9       16       31       27
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,783
COMMITMENTS
   3,205    1,295      637      781    3,819    4,623    5,751    2,160    1,032

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -299)
    -228     -194      185     -400     -279     -443     -288      144      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     19.1      9.4     11.5     56.3     68.2     84.8     31.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       11        8        7       14       28       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      330,437
COMMITMENTS
 115,134   78,863    1,718  152,029  143,604  268,881  224,185   61,556  106,252

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -4,830)
   1,642   -4,828      -72   -6,783   -4,020   -5,213   -8,920      383    4,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     23.9      0.5     46.0     43.5     81.4     67.8     18.6     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      18       28        3       38       40       58       69
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      335,267
COMMITMENTS
 113,492   83,691    1,790  158,812  147,624  274,094  233,105   61,173  102,162

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     19,925)
   8,069   10,180    1,567   13,201    5,480   22,837   17,227   -2,912    2,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     25.0      0.5     47.4     44.0     81.8     69.5     18.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      18       28        4       39       43       61       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,102,089
COMMITMENTS
 371,107  498,305  162,696  1327889  1037613  1861692  1698614  240,397  403,475

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -17,799)
   6,451   32,551  -16,165   -5,246  -33,358  -14,960  -16,972   -2,839     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     23.7      7.7     63.2     49.4     88.6     80.8     11.4     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      40       93       48       82      134      155      242
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,119,888
COMMITMENTS
 364,656  465,754  178,861  1333135  1070971  1876652  1715586  243,236  404,302

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     76,655)
  22,323   -5,845   76,505  -18,429   38,907   80,399  109,567   -3,744  -32,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     22.0      8.4     62.9     50.5     88.5     80.9     11.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      42       87       44       81      132      153      233
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,368,539
COMMITMENTS
 149,805  299,903   66,395  999,397  723,692  1215597  1089990  152,942  278,549

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -8,873)
  -2,056   13,160   18,731  -21,323  -35,873   -4,648   -3,982   -4,225   -4,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     21.9      4.9     73.0     52.9     88.8     79.6     11.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      33       53       28       69       87      118      152
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,412
COMMITMENTS
 151,861  286,743   47,664  1020720  759,565  1220245  1093972  157,167  283,440

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      6,680)
  12,954    1,878    6,137  -14,788    4,334    4,303   12,349    2,377   -5,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     20.8      3.5     74.1     55.1     88.6     79.4     11.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      33       50       22       66       92      110      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      424,186
COMMITMENTS
 108,121   28,046   88,587  189,661  274,529  386,369  391,162   37,817   33,024

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     14,056)
 -37,809    7,874   30,632   15,276  -30,629    8,099    7,877    5,957    6,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      6.6     20.9     44.7     64.7     91.1     92.2      8.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      34       15       32       40       49       85       87
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      410,130
COMMITMENTS
 145,930   20,172   57,955  174,385  305,158  378,270  383,285   31,860   26,845

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -91,932)
 -55,695   -3,964  -18,930  -11,903  -64,798  -86,528  -87,692   -5,404   -4,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      4.9     14.1     42.5     74.4     92.2     93.5      7.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      35       11       28       42       47       86       79
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,556
COMMITMENTS
  10,577    5,105      397   20,567   28,390   31,541   33,892   10,015    7,664

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -60)
    -262       -6       -6      -86       75     -354       63      294     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     12.3      1.0     49.5     68.3     75.9     81.6     24.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       13        3       19       11       42       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,616
COMMITMENTS
  10,839    5,111      403   20,653   28,315   31,895   33,829    9,721    7,787

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        343)
     689   -6,604       10     -276    6,466      423     -128      -80      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     12.3      1.0     49.6     68.0     76.6     81.3     23.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       12        3       20       11       46       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       67,118
COMMITMENTS
  12,330   28,657      499   38,918   17,690   51,747   46,846   15,371   20,272

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,060)
   3,105    4,015       72    1,287     -688    4,464    3,399     -404      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     42.7      0.7     58.0     26.4     77.1     69.8     22.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       25        5       15       12       38       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       63,058
COMMITMENTS
   9,225   24,642      427   37,631   18,378   47,283   43,447   15,775   19,611

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,013)
    -346      652       -6    2,209   -1,482    1,857     -836    1,156    3,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     39.1      0.7     59.7     29.1     75.0     68.9     25.0     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       26        3       12       13       34       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,756
COMMITMENTS
   6,047    6,038    1,046   29,676   29,327   36,769   36,411      987    1,345

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,333)
   1,675       80        0     -215    1,444    1,460    1,524     -127     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     16.0      2.8     78.6     77.7     97.4     96.4      2.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       21        4       17       18       27       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,423
COMMITMENTS
   4,372    5,958    1,046   29,891   27,883   35,309   34,887    1,114    1,536

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        896)
     410      137        0      207      636      617      773      279      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     16.4      2.9     82.1     76.6     96.9     95.8      3.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       20        4       17       19       28       40
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,251
COMMITMENTS
       0    1,045        0   14,188   13,126   14,188   14,171       63       80

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        -72)
       0        6        0      163      180      163      186     -235     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     99.6     92.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        7        0        4       11        4       18
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,323
COMMITMENTS
       0    1,039        0   14,025   12,946   14,025   13,985      298      338

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,634)
       0        1        0    1,642    1,695    1,642    1,696       -8      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     97.9     90.4     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        7        0        5       12        5       19
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,045
COMMITMENTS
   2,566    1,855    1,329   13,568   12,536   17,463   15,720    4,582    6,325

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        638)
     451       24      202      575       68    1,228      294     -590      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      8.4      6.0     61.5     56.9     79.2     71.3     20.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        5       11       20       17       34       31
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,407
COMMITMENTS
   2,115    1,831    1,127   12,993   12,468   16,235   15,426    5,172    5,981

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,885)
    -905     -375     -107   -1,287   -1,727   -2,299   -2,209     -586     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      8.6      5.3     60.7     58.2     75.8     72.1     24.2     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11        4       11       19       16       31       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,177
COMMITMENTS
  14,529   11,868   18,661   44,323   35,402   77,513   65,931   18,664   30,246

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,334)
  -2,286    1,657   -2,105      440   -3,207   -3,951   -3,655    1,617    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.3     19.4     46.1     36.8     80.6     68.6     19.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      36       45       43       21       30       85       99
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       98,511
COMMITMENTS
  16,815   10,211   20,766   43,883   38,609   81,464   69,586   17,047   28,925

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,219)
      14     -692     -297    1,853    2,403    1,570    1,414    1,649    1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     10.4     21.1     44.5     39.2     82.7     70.6     17.3     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      47       35       53       22       33      100      107
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,731
COMMITMENTS
     397    1,484      376    1,537      806    2,310    2,666    1,421    1,065

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        130)
    -213       13      123       76       12      -14      148      144      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     39.8     10.1     41.2     21.6     61.9     71.5     38.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       12        6        7        4       19       18
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,601
COMMITMENTS
     610    1,471      253    1,461      794    2,324    2,518    1,277    1,083

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -104)
     184      -33      -59     -178       29      -53      -63      -51      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     40.8      7.0     40.6     22.0     64.5     69.9     35.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13       11        5        6        3       19       19
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,299
COMMITMENTS
  45,449   17,812   13,979   63,342   72,065  122,770  103,856   18,529   37,443

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,935)
   1,532     -472    1,858   -2,735      -27      655    1,359    1,280      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     12.6      9.9     44.8     51.0     86.9     73.5     13.1     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      57       37       40       51       94      135      152
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      139,364
COMMITMENTS
  43,917   18,284   12,121   66,077   72,092  122,115  102,497   17,249   36,867

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,269)
  -1,511      125     -246   -1,607     -821   -3,364     -942       95   -2,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     13.1      8.7     47.4     51.7     87.6     73.5     12.4     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      55       35       33       49       99      127      152
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,399
COMMITMENTS
   1,075      322       56      876    1,966    2,007    2,344    1,392    1,055

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -533)
    -163      -49        1      -56     -407     -218     -455     -315      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.5      1.6     25.8     57.8     59.0     69.0     41.0     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        6        3       13       16       26       24
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,932
COMMITMENTS
   1,238      371       55      932    2,373    2,225    2,799    1,707    1,133

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -512)
       2     -160      -58     -274     -178     -330     -396     -182     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      9.4      1.4     23.7     60.4     56.6     71.2     43.4     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        6        4       11       14       27       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,847
COMMITMENTS
  10,012    3,461    2,265    7,733    5,119   20,010   10,845    4,837   14,002

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        245)
     136     -274      199     -145     -516      190     -591       55      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     13.9      9.1     31.1     20.6     80.5     43.6     19.5     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       27       23       33       45       92       80
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,602
COMMITMENTS
   9,876    3,735    2,066    7,878    5,635   19,820   11,436    4,782   13,166

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,803)
    -492      -70   -1,313     -882     -846   -2,687   -2,229     -116     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     15.2      8.4     32.0     22.9     80.6     46.5     19.4     53.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      43       26       23       29       46       88       82
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,866
COMMITMENTS
  11,651   39,446      617   50,106   24,688   62,374   64,751   24,492   22,115

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -6,412)
    -783   -6,309       29   -6,403      970   -7,157   -5,310      745   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     45.4      0.7     57.7     28.4     71.8     74.5     28.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       20        4       28       18       44       39
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       93,278
COMMITMENTS
  12,434   45,755      588   56,509   23,718   69,531   70,061   23,747   23,217

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      7,441)
  -1,342    7,260        2   10,252   -4,791    8,912    2,471   -1,471    4,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     49.1      0.6     60.6     25.4     74.5     75.1     25.5     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       19        3       31       18       49       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       43,977
COMMITMENTS
   2,214   19,638       29   32,738    7,641   34,981   27,308    8,996   16,669

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,393)
  -2,675    3,419       28    7,986     -643    5,339    2,804       54    2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     44.7      0.1     74.4     17.4     79.5     62.1     20.5     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       14        2       13        8       19       22
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       38,584
COMMITMENTS
   4,889   16,219        1   24,752    8,284   29,642   24,504    8,942   14,080

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      4,188)
   1,385    4,090        0    3,631      565    5,016    4,655     -828     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     42.0      0.0     64.2     21.5     76.8     63.5     23.2     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       11        1       13        9       20       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      107,076
COMMITMENTS
  79,579    4,143      231   19,122   98,376   98,932  102,750    8,144    4,326

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,023)
  -1,175     -289      231     -363   -3,846   -1,307   -3,904     -716    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3      3.9      0.2     17.9     91.9     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      58       15        2       17       19       76       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      109,099
COMMITMENTS
  80,754    4,432        0   19,485  102,222  100,239  106,654    8,860    2,445

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     10,370)
   9,495     -485        0      316   11,075    9,811   10,590      559     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.0      4.1      0.0     17.9     93.7     91.9     97.8      8.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      60       12        0       17       18       77       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,238
COMMITMENTS
  25,907    5,809       15   40,597   70,896   66,519   76,720   22,719   12,518

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        297)
      62     -158       14    1,780   -2,565    1,856   -2,709   -1,559    3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      6.5      0.0     45.5     79.4     74.5     86.0     25.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       11        1       17       17       39       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       88,941
COMMITMENTS
  25,845    5,967        1   38,817   73,461   64,663   79,429   24,278    9,512

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,476)
  -3,437      396        0    5,425    3,126    1,988    3,522    1,488      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      6.7      0.0     43.6     82.6     72.7     89.3     27.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       11        1       18       16       38       27
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      160,836
COMMITMENTS
  20,771   30,334      677  109,373  110,558  130,821  141,569   30,015   19,267

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        651)
  -1,061   -5,629      -37     -659    7,262   -1,757    1,596    2,408     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     18.9      0.4     68.0     68.7     81.3     88.0     18.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       15        4       27       27       49       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      160,185
COMMITMENTS
  21,832   35,963      714  110,032  103,296  132,578  139,973   27,607   20,212

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     21,397)
  10,617   -7,754      -39    7,609   31,940   18,187   24,147    3,210   -2,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     22.5      0.4     68.7     64.5     82.8     87.4     17.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      20       18        6       27       27       50       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,731
COMMITMENTS
  27,335   28,879      750   73,185   70,847  101,270  100,476   47,461   48,255

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,713)
   1,265    7,684      187    7,216   -2,174    8,668    5,697    2,045    5,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.4      0.5     49.2     47.6     68.1     67.6     31.9     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       28        7       25       28       54       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      138,018
COMMITMENTS
  26,070   21,195      563   65,969   73,021   92,602   94,779   45,416   43,239

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      4,988)
   2,546    1,890     -631    2,395    3,270    4,310    4,529      678      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     15.4      0.4     47.8     52.9     67.1     68.7     32.9     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      32       25        6       25       27       60       55
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       92,531
COMMITMENTS
  29,644    6,000      758   58,431   79,012   88,833   85,770    3,698    6,761

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     17,511)
    -740        0      140   17,900   17,638   17,300   17,778      211     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.5      0.8     63.1     85.4     96.0     92.7      4.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       16       21       20       26
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       75,020
COMMITMENTS
  30,384    6,000      618   40,531   61,374   71,533   67,992    3,487    7,028

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -416)
  -1,000        0      450     -723     -726   -1,273     -276      857     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      8.0      0.8     54.0     81.8     95.4     90.6      4.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        3       14       19       18       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,482,994
COMMITMENTS
 722,596  935,050  1030145  5793355  5000466  7546096  6965661  936,898  1517333

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -67,040)
 -24,357   39,197   82,345   33,973   -1,034   91,961  120,508 -159,001 -187,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     11.0     12.1     68.3     58.9     89.0     82.1     11.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      50       66       90      132      141      236      253
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,550,034
COMMITMENTS
 746,953  895,853  947,800  5759382  5001500  7454135  6845153  1095899  1704881

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    248,021)
  59,399  -24,431   85,740   70,216  125,958  215,355  187,267   32,666   60,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     10.5     11.1     67.4     58.5     87.2     80.1     12.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      50       61       88      129      133      231      239
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      696,468
COMMITMENTS
  60,027   72,761   14,536  484,779  494,782  559,342  582,079  137,126  114,389

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      6,497)
     631      160    2,662     -148   -2,084    3,145      738    3,352    5,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.4      2.1     69.6     71.0     80.3     83.6     19.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      35       39       17       96       62      144      105
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      689,971
COMMITMENTS
  59,396   72,601   11,874  484,927  496,866  556,197  581,341  133,774  108,630

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -366)
  -1,688      203    2,309    1,236   -3,053    1,857     -541   -2,223      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.5      1.7     70.3     72.0     80.6     84.3     19.4     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      34       39       17       95       61      143      103
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,019,983
COMMITMENTS
 196,557  251,601   16,911  483,360  635,018  696,828  903,530  323,155  116,453

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     47,432)
  13,504   45,282      743   19,415   -1,644   33,662   44,381   13,770    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     24.7      1.7     47.4     62.3     68.3     88.6     31.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      37       67       20       58       58      109      131
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      972,551
COMMITMENTS
 183,053  206,319   16,168  463,945  636,662  663,166  859,149  309,385  113,402

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     12,472)
 -26,265   -4,690    2,343   22,198    5,095   -1,724    2,748   14,196    9,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     21.2      1.7     47.7     65.5     68.2     88.3     31.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      38       52       17       54       61      103      119
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,837
COMMITMENTS
     725    1,429        0    5,388    9,263    6,113   10,692    5,724    1,145

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:         96)
       0      197        0     -439        0     -439      197      535     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.1      0.0     45.5     78.3     51.6     90.3     48.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       10       13       11       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,741
COMMITMENTS
     725    1,232        0    5,827    9,263    6,552   10,495    5,189    1,246

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -107)
       0       -6        0      383        0      383       -6     -490     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     10.5      0.0     49.6     78.9     55.8     89.4     44.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       11       13       12       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,919
COMMITMENTS
   9,413    3,609       27   15,312   16,345   24,752   19,981    3,167    7,938

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,802)
     748    1,555       27    2,179     -154    2,954    1,428     -152    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     12.9      0.1     54.8     58.5     88.7     71.6     11.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        1       18       18       25       25
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,117
COMMITMENTS
   8,665    2,054        0   13,133   16,499   21,798   18,553    3,319    6,564

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,152)
   1,350    1,289      -82   -3,446   -1,429   -2,178     -222       26   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5      8.2      0.0     52.3     65.7     86.8     73.9     13.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        0       17       18       22       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,829
COMMITMENTS
   4,502   18,228        6   35,390   28,670   39,898   46,904   17,931   10,925

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -374)
    -288     -936        1     -494    1,288     -781      353      407     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     31.5      0.0     61.2     49.6     69.0     81.1     31.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       24        2       33       31       46       56
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,203
COMMITMENTS
   4,790   19,164        5   35,884   27,382   40,679   46,551   17,524   11,652

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,760)
  -2,054   -1,243        4      -10     -402   -2,060   -1,641     -700   -1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     32.9      0.0     61.7     47.0     69.9     80.0     30.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      12       23        1       33       31       45       55
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      360,852
COMMITMENTS
  76,963  163,376    1,654  248,598  130,795  327,215  295,825   33,637   65,027

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     21,422)
  10,907   19,269     -134   22,879    2,346   33,652   21,481  -12,230      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     45.3      0.5     68.9     36.2     90.7     82.0      9.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      32       80        7       46       36       80      121
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      339,430
COMMITMENTS
  66,056  144,107    1,788  225,719  128,449  293,563  274,344   45,867   65,086

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,078)
 -13,167   -2,832      426    4,793    1,642   -7,948     -764    5,870   -1,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     42.5      0.5     66.5     37.8     86.5     80.8     13.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       75        9       49       35       90      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,282
COMMITMENTS
  36,178    5,352        0   30,980   73,518   67,158   78,870   22,124   10,412

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -266)
   2,191      730      -20   -3,423     -623   -1,252       87      986     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      6.0      0.0     34.7     82.3     75.2     88.3     24.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        4        0       17       16       34       20
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,548
COMMITMENTS
  33,987    4,622       20   34,403   74,141   68,410   78,783   21,138   10,765

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        275)
       1   -2,070       20    1,676    1,047    1,697   -1,003   -1,422    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      5.2      0.0     38.4     82.8     76.4     88.0     23.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        5        1       17       15       35       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,378
COMMITMENTS
   1,121   13,161        5   28,693   16,725   29,819   29,891    5,559    5,487

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        121)
       0     -407        0       32     -203       32     -610       89      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     37.2      0.0     81.1     47.3     84.3     84.5     15.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       13        1       26       26       29       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,257
COMMITMENTS
   1,121   13,568        5   28,661   16,928   29,787   30,501    5,470    4,756

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        761)
       0      292        0      631      309      631      601      130      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     38.5      0.0     81.3     48.0     84.5     86.5     15.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       14        1       26       27       29       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      234,934
COMMITMENTS
  54,713   33,682    1,412  171,911  183,166  228,036  218,260    6,898   16,674

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,000)
  -5,404   -1,531      -34    6,874    1,006    1,436     -559     -436    1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.3      0.6     73.2     78.0     97.1     92.9      2.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      16       36        6       32       46       50       86
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      233,934
COMMITMENTS
  60,117   35,213    1,446  165,037  182,160  226,600  218,819    7,334   15,115

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     16,257)
   3,877    6,448      -18   17,402   13,024   21,261   19,454   -5,004   -3,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     15.1      0.6     70.5     77.9     96.9     93.5      3.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       35        7       33       42       57       81
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,391
COMMITMENTS
  10,171    5,408      449   15,925   23,801   26,545   29,658   12,846    9,733

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,851)
    -244     -420       98    1,641    1,049    1,495      727      356    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.7      1.1     40.4     60.4     67.4     75.3     32.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16        2       17       26       43       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,540
COMMITMENTS
  10,415    5,828      351   14,284   22,752   25,050   28,931   12,490    8,609

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        471)
     -55     -869      316      -48    1,735      213    1,182      258     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     15.5      0.9     38.1     60.6     66.7     77.1     33.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       15        3       16       24       43       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       30,104
COMMITMENTS
   6,983      930       15   15,784    2,248   22,782    3,193    7,322   26,911

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,765)
    -339      270       -5    1,209      223      865      488    3,900    4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      3.1      0.0     52.4      7.5     75.7     10.6     24.3     89.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        9        4       18        8
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       25,339
COMMITMENTS
   7,322      660       20   14,575    2,025   21,917    2,705    3,422   22,634

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,333)
  -1,130       -6        5      796      306     -329      305   -2,004   -2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      2.6      0.1     57.5      8.0     86.5     10.7     13.5     89.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        2        1       11        4       20        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       72,419
COMMITMENTS
   3,176    4,235      523   51,635   27,826   55,334   32,584   17,085   39,835

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,292)
    -402       91       80      160      976     -162    1,147    1,454      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.8      0.7     71.3     38.4     76.4     45.0     23.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       13        3       19       30       24       45
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       71,127
COMMITMENTS
   3,578    4,144      443   51,475   26,850   55,496   31,437   15,631   39,690

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,888)
       2        0        0     -549    2,788     -547    2,788    2,435     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      5.8      0.6     72.4     37.7     78.0     44.2     22.0     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        1       18       28       22       41
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      104,114
COMMITMENTS
  37,632   15,121    8,685   27,294   70,479   73,611   94,285   30,503    9,829

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -1,147)
    -255   -2,908      775   -1,710   -1,218   -1,190   -3,351       43    2,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     14.5      8.3     26.2     67.7     70.7     90.6     29.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      90       19       30       24       32      121       78
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      105,261
COMMITMENTS
  37,887   18,029    7,910   29,004   71,697   74,801   97,636   30,460    7,625

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -6,726)
  -6,714   13,793   -1,748    5,301  -14,904   -3,161   -2,859   -3,565   -3,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     17.1      7.5     27.6     68.1     71.1     92.8     28.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      85       26       29       23       31      119       79
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      104,321
COMMITMENTS
  31,653   14,769   19,813   40,762   57,550   92,228   92,132   12,093   12,189

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -3,080)
  -2,996     -500      313      121   -2,838   -2,562   -3,025     -518      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     14.2     19.0     39.1     55.2     88.4     88.3     11.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      58       50       31       40       40      117      104
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      107,401
COMMITMENTS
  34,649   15,269   19,500   40,641   60,388   94,790   95,157   12,611   12,244

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -8,811)
    -568    2,412   -2,376   -4,049   -8,986   -6,993   -8,950   -1,818      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     14.2     18.2     37.8     56.2     88.3     88.6     11.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      59       55       27       40       42      118      110
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      282,478
COMMITMENTS
 134,719   54,341   19,727   79,372  187,921  233,818  261,989   48,660   20,489

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -8,061)
 -19,195    8,155     -543   11,534  -17,612   -8,204  -10,000      143    1,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     19.2      7.0     28.1     66.5     82.8     92.7     17.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
     110       58       30       40       42      171      115
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      290,539
COMMITMENTS
 153,914   46,186   20,270   67,838  205,533  242,022  271,989   48,517   18,550

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -11,545)
 -19,912   10,137      974   10,226  -21,368   -8,712  -10,257   -2,833   -1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     15.9      7.0     23.3     70.7     83.3     93.6     16.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
     115       54       30       32       40      170      107
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,652
COMMITMENTS
   7,761      895      540      561    9,603    8,862   11,038    3,790    1,614

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        390)
     194     -184      -60        0      568      134      324      256       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3      7.1      4.3      4.4     75.9     70.0     87.2     30.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      23        4        8        6        5       35       15
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,262
COMMITMENTS
   7,567    1,079      600      561    9,035    8,728   10,714    3,534    1,548

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        520)
     319     -247      101      129        3      549     -143      -29      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7      8.8      4.9      4.6     73.7     71.2     87.4     28.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25        5        9        5        5       35       18
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       63,220
COMMITMENTS
  12,369   10,583    1,793   34,064   33,717   48,226   46,093   14,994   17,127

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,704)
   1,085    2,119     -196    1,255    1,942    2,144    3,865      560   -1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.7      2.8     53.9     53.3     76.3     72.9     23.7     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       24       16       39       42       73       77
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       60,516
COMMITMENTS
  11,284    8,464    1,989   32,809   31,775   46,082   42,228   14,434   18,288

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,918)
     225   -2,120     -716   -3,704       -3   -4,195   -2,839      277   -1,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     14.0      3.3     54.2     52.5     76.1     69.8     23.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      26       21       13       42       41       72       72
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       27,403
COMMITMENTS
   2,147    3,764    1,147   16,785   13,788   20,079   18,699    7,324    8,704

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        490)
     -95      728       86      106      193       97    1,007      393     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     13.7      4.2     61.3     50.3     73.3     68.2     26.7     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        9        6       19       12       30       25
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       26,913
COMMITMENTS
   2,242    3,036    1,061   16,679   13,595   19,982   17,692    6,931    9,221

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,824)
     216     -703     -744     -368      -74     -896   -1,521     -928     -303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     11.3      3.9     62.0     50.5     74.2     65.7     25.8     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        9        7       21       16       32       29
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      107,372
COMMITMENTS
  34,144   11,506    4,119   55,401   85,717   93,664  101,342   13,708    6,030

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -11,322)
 -10,101   -1,615      523    1,283   -9,747   -8,295  -10,839   -3,027     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     10.7      3.8     51.6     79.8     87.2     94.4     12.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      79       35       29       54       51      147      105
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      118,694
COMMITMENTS
  44,245   13,121    3,596   54,118   95,464  101,959  112,181   16,735    6,513

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -502)
  -1,977    2,068      139    2,319   -3,261      481   -1,054     -983      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     11.1      3.0     45.6     80.4     85.9     94.5     14.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      86       41       34       45       51      158      107
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,751
COMMITMENTS
   9,851    3,622      845   11,978   20,561   22,674   25,028    4,077    1,723

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -1,144)
  -1,626     -554     -126      569     -810   -1,183   -1,490       39      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     13.5      3.2     44.8     76.9     84.8     93.6     15.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      52       19       11       21       14       78       39
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       27,895
COMMITMENTS
  11,477    4,176      971   11,409   21,371   23,857   26,518    4,038    1,377

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,611)
      86      408     -339   -2,396   -3,736   -2,649   -3,667     -962       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     15.0      3.5     40.9     76.6     85.5     95.1     14.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      55       21       11       18       14       79       40
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      121,716
COMMITMENTS
  22,561   16,764    3,127   85,984   97,127  111,672  117,018   10,044    4,698

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        519)
  -2,416    1,954      418    1,824   -1,760     -174      612      693      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     13.8      2.6     70.6     79.8     91.7     96.1      8.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      56       30       17       51       40      112       84
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      121,197
COMMITMENTS
  24,977   14,810    2,709   84,160   98,887  111,846  116,406    9,351    4,791

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      2,316)
    -340      652       69    2,457    1,461    2,186    2,182      130      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     12.2      2.2     69.4     81.6     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      55       27       16       50       40      111       77
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      353,842
COMMITMENTS
  67,619  103,481   14,139  216,525  184,223  298,283  301,843   55,559   51,999

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      8,089)
    -263    4,193    1,144   10,843      428   11,724    5,765   -3,635    2,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     29.2      4.0     61.2     52.1     84.3     85.3     15.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      38       50       24       52       39      105       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      345,753
COMMITMENTS
  67,882   99,288   12,995  205,682  183,795  286,559  296,078   59,194   49,675

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,539)
    -431      996     -281     -995   -5,708   -1,707   -4,993   -2,832      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     28.7      3.8     59.5     53.2     82.9     85.6     17.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      39       48       21       50       37      102       93
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,209
COMMITMENTS
  35,551   11,055    9,559   42,260   71,227   87,370   91,841    9,839    5,368

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -242)
    -428      585      440      273   -1,024      285        1     -527     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     11.4      9.8     43.5     73.3     89.9     94.5     10.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     140       35       54       90       98      254      174
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       97,451
COMMITMENTS
  35,979   10,470    9,119   41,987   72,251   87,085   91,840   10,366    5,611

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,478)
     661      476   -1,331     -925     -281   -1,595   -1,136      117     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.9     10.7      9.4     43.1     74.1     89.4     94.2     10.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     136       40       51       92      104      250      178
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,907
COMMITMENTS
   8,779    5,365    2,080    6,646   11,189   17,505   18,634    3,402    2,273

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,323)
     358      661      -22      707      371    1,043    1,010      280      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.0     25.7      9.9     31.8     53.5     83.7     89.1     16.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15       16        3        6        6       24       23
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,584
COMMITMENTS
   8,421    4,704    2,102    5,939   10,818   16,462   17,624    3,122    1,960

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      2,202)
   1,509       33       77      398    2,451    1,984    2,561      218     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     24.0     10.7     30.3     55.2     84.1     90.0     15.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12       15        3        6        5       21       21
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,445
COMMITMENTS
  27,289   22,953   22,103   94,166  107,052  143,558  152,108   32,887   24,337

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,083)
   2,013   -1,459     -452      625    4,714    2,186    2,803    2,897    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     13.0     12.5     53.4     60.7     81.4     86.2     18.6     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       25       28       62       60      110       97
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      171,362
COMMITMENTS
  25,276   24,412   22,555   93,541  102,338  141,372  149,305   29,990   22,057

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -9,753)
  -4,584   -1,718    2,671   -4,924   -7,471   -6,837   -6,518   -2,916   -3,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     14.2     13.2     54.6     59.7     82.5     87.1     17.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      29       26       33       59       57      109       98
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      473,695
COMMITMENTS
  33,450   58,377  146,464  222,430  230,715  402,344  435,556   71,351   38,139

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,701)
  -1,746    4,141   -4,535    6,446      137      165     -257    1,536    1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.3     30.9     47.0     48.7     84.9     91.9     15.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       58       60       84       73      158      157
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      471,994
COMMITMENTS
  35,196   54,236  150,999  215,984  230,578  402,179  435,813   69,815   36,181

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -9,318)
  -1,515    9,163  -10,732    5,471  -11,485   -6,776  -13,054   -2,542    3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     11.5     32.0     45.8     48.9     85.2     92.3     14.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      36       60       67       83       72      160      162
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      103,462
COMMITMENTS
   8,556    8,768      842   85,496   83,535   94,894   93,145    8,568   10,317

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,069)
  -2,512    8,124   -3,922    7,833   -5,365    1,399   -1,163      670    3,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      8.5      0.8     82.6     80.7     91.7     90.0      8.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       18       24       20       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,393
COMMITMENTS
  11,068      644    4,764   77,663   88,900   93,495   94,308    7,898    7,085

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,511)
    -376   -2,288    3,006     -344      133    2,286      851     -775      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.6      4.7     76.6     87.7     92.2     93.0      7.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       17       25       20       27
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,634
COMMITMENTS
   8,860    9,434      604   40,969   36,008   50,433   46,046    3,201    7,588

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        734)
       0        0        0      734      734      734      734        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     17.6      1.1     76.4     67.1     94.0     85.9      6.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       11       14       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,900
COMMITMENTS
   8,860    9,434      604   40,235   35,274   49,699   45,312    3,201    7,588

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,286)
   1,498   -2,230        0   -5,284   -4,105   -3,786   -6,335     -500    2,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.8      1.1     76.1     66.7     93.9     85.7      6.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       11       14       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,138
COMMITMENTS
   1,483    5,063    2,785   37,523   36,562   41,791   44,410    5,347    2,728

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,751)
  -1,027    2,212      -75    3,638      -82    2,536    2,055     -785     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     10.7      5.9     79.6     77.6     88.7     94.2     11.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       18       15       19       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,387
COMMITMENTS
   2,510    2,851    2,860   33,885   36,644   39,255   42,355    6,132    3,032

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        587)
   2,510   -1,320     -279     -866    3,224    1,365    1,625     -778   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      6.3      6.3     74.7     80.7     86.5     93.3     13.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       15       15       18       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       55,940
COMMITMENTS
   6,774   11,243    2,397   43,233   38,141   52,404   51,781    3,536    4,159

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      3,660)
      64     -840      142    3,763    4,301    3,969    3,603     -309       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     20.1      4.3     77.3     68.2     93.7     92.6      6.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       20       17       24       22
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,280
COMMITMENTS
   6,710   12,083    2,255   39,470   33,840   48,435   48,178    3,845    4,102

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,892)
   2,142    5,561   -2,609   -3,315   -5,264   -3,782   -2,312   -1,110   -2,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     23.1      4.3     75.5     64.7     92.6     92.2      7.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       19       19       23       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,877
COMMITMENTS
       0    3,032    4,357   46,254   44,558   50,611   51,947   11,266    9,930

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -517)
       0     -122      -92     -484     -543     -576     -757       59      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      7.0     74.8     72.0     81.8     84.0     18.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       19       20       21       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,394
COMMITMENTS
       0    3,154    4,449   46,738   45,101   51,187   52,704   11,207    9,690

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        706)
       0      242     -186     -318      106     -504      162    1,210      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      7.1     74.9     72.3     82.0     84.5     18.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       19       20       21       22
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,010
COMMITMENTS
  36,208   24,550      420   32,214   46,048   68,842   71,018    5,168    2,992

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,581)
    -300    5,732      300    4,111   -1,090    4,111    4,942      470     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     33.2      0.6     43.5     62.2     93.0     96.0      7.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       17       17       19       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,429
COMMITMENTS
  36,508   18,818      120   28,103   47,138   64,731   66,076    4,698    3,353

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,957)
     346    2,630      120   -2,663   -4,490   -2,197   -1,740      240     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     27.1      0.2     40.5     67.9     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       16       17       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      975,192
COMMITMENTS
 247,554   69,482  157,707  549,050  735,731  954,311  962,920   20,881   12,272

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,604)
 -26,784   -4,543   18,978   20,965   -1,556   13,159   12,879   -2,555   -2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.1     16.2     56.3     75.4     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       10       31       82       77      118      109
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      964,588
COMMITMENTS
 274,338   74,025  138,729  528,085  737,287  941,152  950,041   23,436   14,547

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -36,895)
     238    2,847   -5,908  -30,846  -36,962  -36,516  -40,023     -379    3,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      7.7     14.4     54.7     76.4     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22        8       29       81       77      114      107
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,983
COMMITMENTS
  21,328   51,325   28,402   84,011   55,434  133,741  135,161    3,242    1,822

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      6,084)
   2,445   -1,994    4,118      434    5,180    6,997    7,304     -913   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     37.5     20.7     61.3     40.5     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       10       15       26       26       43       44
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,899
COMMITMENTS
  18,883   53,319   24,284   83,577   50,254  126,744  127,857    4,155    3,042

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -27,070)
 -10,440    7,477   -9,665   -4,825   -8,261  -24,930  -10,449   -2,140  -16,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     40.7     18.6     63.8     38.4     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       10       15       23       23       39       40
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,759
COMMITMENTS
  15,618    2,740   12,997   29,542   42,922   58,157   58,659      602      100

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,723)
  -1,440      -20    1,844    2,268      868    2,672    2,692       51       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      4.7     22.1     50.3     73.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        7       31       28       38       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       56,036
COMMITMENTS
  17,058    2,760   11,153   27,274   42,054   55,485   55,967      551       69

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        623)
   2,540    1,500   -1,110   -1,114      224      316      614      307        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      4.9     19.9     48.7     75.0     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        7       32       29       39       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,325
COMMITMENTS
   3,184      731    1,482   17,275   19,219   21,941   21,432      384      893

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        335)
   1,142       88     -109     -800      254      233      233      102      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      3.3      6.6     77.4     86.1     98.3     96.0      1.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       17       18       21       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,990
COMMITMENTS
   2,042      643    1,591   18,075   18,965   21,708   21,199      282      791

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -849)
    -419      318     -190     -284   -1,021     -893     -893       44       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      2.9      7.2     82.2     86.2     98.7     96.4      1.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       17       18       21       22
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,935
COMMITMENTS
     172    5,474      856    7,907    2,605    8,935    8,935        0        0

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        216)
       0        0        0      216      216      216      216        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     61.3      9.6     88.5     29.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       12        9       15       12
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,719
COMMITMENTS
     172    5,474      856    7,691    2,389    8,719    8,719        0        0

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -693)
     -84     -845        0     -609      152     -693     -693        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     62.8      9.8     88.2     27.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       11        7       14       10
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,430
COMMITMENTS
   3,680    2,800    1,700    3,780    4,530    9,160    9,030      270      400

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        210)
     180      240       60       60      -10      300      290      -90      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     29.7     18.0     40.1     48.0     97.1     95.8      2.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        5       13       14       18       19
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,220
COMMITMENTS
   3,500    2,560    1,640    3,720    4,540    8,860    8,740      360      480

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     27.8     17.8     40.3     49.2     96.1     94.8      3.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        4       14       14       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      831,666
COMMITMENTS
 103,029  102,944  140,008  520,162  504,290  763,199  747,242   68,467   84,424

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     20,873)
  -3,974    4,344    5,416    8,586    1,684   10,028   11,444   10,845    9,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     12.4     16.8     62.5     60.6     91.8     89.8      8.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      61       98      100       79       88      206      229
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      810,793
COMMITMENTS
 107,003   98,600  134,592  511,576  502,606  753,171  735,798   57,622   74,995

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        291)
 -14,603    3,002    8,940    3,191  -17,626   -2,472   -5,684    2,763    5,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     12.2     16.6     63.1     62.0     92.9     90.8      7.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      63       97      100       86       86      213      225
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,320
COMMITMENTS
   8,099    3,071      256    2,127    9,189   10,482   12,516    2,838      804

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:         85)
    -487      298      -63      564     -246       14      -11       71       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     23.1      1.9     16.0     69.0     78.7     94.0     21.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      60       19        5       12       24       77       47
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,235
COMMITMENTS
   8,586    2,773      319    1,563    9,435   10,468   12,527    2,767      708

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -146)
    -154       97      169      108     -581      123     -315     -269      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.9     21.0      2.4     11.8     71.3     79.1     94.7     20.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      63       18        7       11       25       79       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,459
COMMITMENTS
   6,395    1,237        5    1,052    7,167    7,452    8,409    2,007    1,050

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        775)
     497       70      -88      209      472      618      454      157      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6     13.1      0.1     11.1     75.8     78.8     88.9     21.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      27        9        1        5       19       33       28
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,684
COMMITMENTS
   5,898    1,167       93      843    6,695    6,834    7,955    1,850      729

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -496)
    -356       89       88      -51     -612     -319     -435     -177      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9     13.4      1.1      9.7     77.1     78.7     91.6     21.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25        8        2        4       18       30       27
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      149,482
COMMITMENTS
  31,923    9,449   10,881   90,451  116,083  133,255  136,413   16,227   13,069

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,962)
  -1,573    2,099    1,144    1,359   -1,076      930    2,167    2,032      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.3      7.3     60.5     77.7     89.1     91.3     10.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       20       37       62       72      126      115
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      146,520
COMMITMENTS
  33,496    7,350    9,737   89,092  117,159  132,325  134,246   14,195   12,274

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -13,234)
  -4,923      148     -283   -3,949  -10,478   -9,155  -10,613   -4,079   -2,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      5.0      6.6     60.8     80.0     90.3     91.6      9.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      50       21       37       61       73      127      118


Updated May 20, 2005