WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   298,888:    61,173     29,813     63,883    139,754    163,422    264,810    257,118:    34,079     41,771
Old  :   190,578:    45,747     33,873     24,904    100,541    111,559    171,192    170,336:    19,385     20,242
Other:   108,311:    24,820      5,334     29,584     39,213     51,863     93,617     86,782:    14,693     21,529
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    24,400:     5,241      1,450     10,281      4,024      6,963     19,547     18,693:     4,853      5,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       10.0       21.4       46.8       54.7       88.6       86.0:      11.4       14.0
Old  :     100.0:      24.0       17.8       13.1       52.8       58.5       89.8       89.4:      10.2       10.6
Other:     100.0:      22.9        4.9       27.3       36.2       47.9       86.4       80.1:      13.6       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        92         67         79         47         59        191        163:
Old  :       210:        76         71         49         34         50        138        142:
Other:       154:        59         35         50         35         49        118        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       35.6       36.8       43.8       24.3       34.4       35.2       38.9
Old  :                 33.8       40.5       46.6       48.2       31.7       40.3       44.6       46.7
Other:                 26.5       30.8       36.8       40.5       24.1       25.7       29.7       30.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   274,489:    55,932     28,364     53,601    135,730    156,459    245,263    238,424:    29,226     36,064
Old  :   178,182:    42,149     34,346     18,480    100,528    106,908    161,157    159,735:    17,025     18,447
Other:    96,307:    24,363      4,597     24,542     35,202     49,551     84,106     78,689:    12,201     17,618
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       145:     7,783     -6,313      2,654     -1,274     13,475      9,163      9,816:    -9,019     -9,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.3       19.5       49.4       57.0       89.4       86.9:      10.6       13.1
Old  :     100.0:      23.7       19.3       10.4       56.4       60.0       90.4       89.6:       9.6       10.4
Other:     100.0:      25.3        4.8       25.5       36.6       51.5       87.3       81.7:      12.7       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        80         74         76         47         57        183        161:
Old  :       201:        62         78         42         30         49        120        141:
Other:       150:        66         30         51         34         44        121        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       36.1       40.3       44.1       28.0       34.5       38.1       40.4
Old  :                 38.4       41.0       51.1       49.0       37.2       40.7       49.9       48.2
Other:                 29.9       32.8       39.9       42.7       26.6       29.8       33.3       35.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   839,037:   128,308     75,990    113,138    443,970    416,363    685,417    605,491:   153,621    233,546
Old  :   644,349:   108,866     79,596     78,956    332,597    331,942    520,420    490,495:   123,929    153,854
Other:   194,688:    29,245      6,197     24,379    111,373     84,421    164,997    114,997:    29,691     79,691
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    68,340:    15,000     -6,470      7,873     29,912     53,693     52,786     55,097:    15,554     13,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        9.1       13.5       52.9       49.6       81.7       72.2:      18.3       27.8
Old  :     100.0:      16.9       12.4       12.3       51.6       51.5       80.8       76.1:      19.2       23.9
Other:     100.0:      15.0        3.2       12.5       57.2       43.4       84.7       59.1:      15.3       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       134         96        116        216        212        412        372:
Old  :       483:       120        112         98        194        200        375        351:
Other:       323:        79         35         48        109        167        198        240:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       17.2       23.7       22.0       14.1       12.6       22.4       16.2
Old  :                 17.0       19.4       27.4       24.0       17.0       15.4       25.9       19.0
Other:                 31.9       11.1       40.4       17.2       25.7        6.4       32.3       11.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   770,697:   113,308     82,460    105,265    414,058    362,670    632,631    550,394:   138,066    220,303
Old  :   611,044:   100,972     87,916     75,343    322,791    295,612    499,106    458,870:   111,938    152,174
Other:   159,653:    21,242      3,449     21,017     91,266     67,058    133,525     91,524:    26,128     68,129
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,392:     7,554    -14,893         44        920     13,764      8,518     -1,085:    -5,126      4,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       10.7       13.7       53.7       47.1       82.1       71.4:      17.9       28.6
Old  :     100.0:      16.5       14.4       12.3       52.8       48.4       81.7       75.1:      18.3       24.9
Other:     100.0:      13.3        2.2       13.2       57.2       42.0       83.6       57.3:      16.4       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       126        102        124        203        197        400        368:
Old  :       473:       110        115        106        186        186        368        348:
Other:       294:        71         32         47        103        150        185        219:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       16.0       24.9       21.1       15.1       11.6       24.1       15.4
Old  :                 17.8       17.8       28.9       22.7       17.8       13.4       27.2       17.3
Other:                 28.5       12.1       38.1       18.2       25.2        7.0       32.2       11.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,457:     2,240        712        394      1,084      5,768      3,718      6,874:     4,739      1,583
Old  :     6,546:     2,136        641        172        969      4,747      3,277      5,561:     3,269        985
Other:     1,911:       126         92        201        115      1,021        441      1,313:     1,470        598
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       558:       128        -11        -52        -17        883         58        820:       500       -262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.4        4.7       12.8       68.2       44.0       81.3:      56.0       18.7
Old  :     100.0:      32.6        9.8        2.6       14.8       72.5       50.1       85.0:      49.9       15.0
Other:     100.0:       6.6        4.8       10.5        6.0       53.4       23.1       68.7:      76.9       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          7          4         12         15         27         23:
Old  :        37:        14          4          3         10         13         24         20:
Other:        22:         5          4          4          6          9         14         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       41.1       27.3       56.3       19.8       40.6       25.7       55.4
Old  :                 25.5       48.0       33.8       65.6       25.2       47.9       32.0       65.0
Other:                 12.7       41.4       20.1       56.2        8.5       40.1       12.1       52.7
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,899:     2,113        723        446      1,101      4,885      3,660      6,054:     4,239      1,845
Old  :     6,285:     2,082        657        168        991      4,212      3,241      5,037:     3,043      1,248
Other:     1,615:       117        152        192        110        674        419      1,017:     1,196        597
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -235:       169        179        110       -464       -169       -185        120:       -50       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.2        5.6       13.9       61.8       46.3       76.6:      53.7       23.4
Old  :     100.0:      33.1       10.5        2.7       15.8       67.0       51.6       80.1:      48.4       19.9
Other:     100.0:       7.2        9.4       11.9        6.8       41.7       25.9       63.0:      74.1       37.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          6          6          8         13         26         22:
Old  :        37:        17          4          3          8         12         26         18:
Other:        19:         3          6          5          5          6         13         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       40.1       29.2       53.9       19.4       39.7       25.6       53.0
Old  :                 27.1       47.1       35.3       63.2       24.0       47.1       31.6       62.7
Other:                 13.2       34.5       22.5       53.3       10.0       34.5       13.9       50.4
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   444,618:    67,369     36,125     96,612    201,072    185,318    365,054    318,055:    79,564    126,563
Old  :   374,793:    62,443     39,813     79,048    171,102    164,455    312,593    283,316:    62,200     91,478
Other:    69,825:    11,865      3,250     10,625     29,970     20,863     52,460     34,739:    17,364     35,086
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    38,301:     2,241      3,148      2,937     24,493     26,322     29,671     32,407:     8,630      5,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        8.1       21.7       45.2       41.7       82.1       71.5:      17.9       28.5
Old  :     100.0:      16.7       10.6       21.1       45.7       43.9       83.4       75.6:      16.6       24.4
Other:     100.0:      17.0        4.7       15.2       42.9       29.9       75.1       49.8:      24.9       50.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       121        125        136        109        113        312        297:
Old  :       374:       109        133        116         99        109        282        286:
Other:       178:        57         33         43         48         71        119        135:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       15.9       32.7       24.1       13.2        6.5       19.5       10.5
Old  :                 23.0       17.8       34.7       26.9       14.0        7.3       20.6       11.8
Other:                 23.8       10.8       35.4       17.8       22.4        8.0       31.7       12.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   406,317:    65,128     32,977     93,675    176,579    158,996    335,382    285,648:    70,934    120,669
Old  :   346,999:    62,696     41,016     73,402    153,784    142,084    289,882    256,502:    57,118     90,498
Other:    59,318:    13,154      2,682      9,552     22,795     16,912     45,501     29,146:    13,817     30,171
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    22,981:    11,800     -5,233      3,755      5,664     11,410     21,219      9,932:     1,762     13,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        8.1       23.1       43.5       39.1       82.5       70.3:      17.5       29.7
Old  :     100.0:      18.1       11.8       21.2       44.3       40.9       83.5       73.9:      16.5       26.1
Other:     100.0:      22.2        4.5       16.1       38.4       28.5       76.7       49.1:      23.3       50.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       110        125        134         93        112        291        290:
Old  :       363:       101        133        115         87        107        268        279:
Other:       168:        58         35         39         34         63        108        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       16.3       33.7       22.7       15.4        7.2       22.2       10.9
Old  :                 25.0       18.1       35.5       25.4       15.1        8.6       23.1       12.7
Other:                 27.6       12.7       40.9       18.9       25.3        9.8       34.9       13.6
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    17,108:    13,097      4,153        197        488        848     13,782      5,198:     3,326     11,910
Old  :     9,397:     6,320      3,643        144        477        566      6,941      4,353:     2,456      5,044
Other:     7,711:     6,815        548         15         11        282      6,841        845:       870      6,866
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,581:     2,127        410         39        138        261      2,304        710:       277      1,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6       24.3        1.2        2.9        5.0       80.6       30.4:      19.4       69.6
Old  :     100.0:      67.3       38.8        1.5        5.1        6.0       73.9       46.3:      26.1       53.7
Other:     100.0:      88.4        7.1        0.2        0.1        3.7       88.7       11.0:      11.3       89.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          8          9          3          3         20         16:
Old  :        25:        12          9          5          3          2         17         14:
Other:        14:         9          3          2          1          2         10          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       19.4       69.6       26.6       55.8       19.2       69.5       26.2
Old  :                 46.4       31.5       61.8       43.7       46.4       31.5       61.7       42.1
Other:                 77.0       10.8       88.4       11.0       76.8       10.6       88.3       10.6
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    14,527:    10,970      3,743        158        350        587     11,478      4,488:     3,049     10,039
Old  :     9,145:     6,334      3,477        109        350        586      6,793      4,172:     2,352      4,973
Other:     5,382:     4,671        301         14          0          1      4,685        316:       697      5,066
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       782:       654       -311         81          0         32        735       -198:        47        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       25.8        1.1        2.4        4.0       79.0       30.9:      21.0       69.1
Old  :     100.0:      69.3       38.0        1.2        3.8        6.4       74.3       45.6:      25.7       54.4
Other:     100.0:      86.8        5.6        0.3        0.0        0.0       87.0        5.9:      13.0       94.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          7          6          1          2         15         12:
Old  :        20:        11          7          3          1          2         13         11:
Other:        10:         7          2          2          0          1          7          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       20.3       70.9       29.3       58.4       20.3       70.8       28.3
Old  :                 48.7       29.0       65.2       43.2       48.6       29.0       64.6       42.0
Other:                 83.8        5.9       87.0        5.9       83.5        5.6       86.8        5.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   191,986:    39,156     11,277     36,144     83,645    129,035    158,946    176,457:    33,041     15,530
Old  :   165,027:    38,547     12,872     28,277     70,640    110,119    137,463    151,268:    27,564     13,759
Other:    26,959:     3,915      1,711      4,562     13,006     18,916     21,482     25,188:     5,477      1,771
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    12,268:     4,243     -2,935      1,048      3,475     12,591      8,765     10,703:     3,503      1,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        5.9       18.8       43.6       67.2       82.8       91.9:      17.2        8.1
Old  :     100.0:      23.4        7.8       17.1       42.8       66.7       83.3       91.7:      16.7        8.3
Other:     100.0:      14.5        6.3       16.9       48.2       70.2       79.7       93.4:      20.3        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        50         29         41         44         47        120        101:
Old  :       148:        54         32         38         43         47        116        101:
Other:        53:        15         10         17         19         17         43         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       38.3       25.3       49.6       15.7       34.0       24.2       42.5
Old  :                 16.0       36.2       26.4       48.5       15.9       33.9       25.1       42.9
Other:                 38.3       58.4       52.2       71.3       36.4       48.6       45.0       58.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   179,718:    34,913     14,212     35,096     80,171    116,444    150,180    165,753:    29,538     13,965
Old  :   155,420:    32,895     16,933     25,857     71,881     99,834    130,633    142,624:    24,787     12,796
Other:    24,298:     7,251      2,512      4,007      8,289     16,610     19,547     23,129:     4,751      1,170
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    10,978:     6,899     -2,294        573        180     13,716      7,652     11,994:     3,326     -1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        7.9       19.5       44.6       64.8       83.6       92.2:      16.4        7.8
Old  :     100.0:      21.2       10.9       16.6       46.2       64.2       84.1       91.8:      15.9        8.2
Other:     100.0:      29.8       10.3       16.5       34.1       68.4       80.4       95.2:      19.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        47         33         44         43         46        121        105:
Old  :       150:        47         40         41         43         46        117        105:
Other:        51:        18          9         17         17         15         42         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       38.5       26.0       49.2       14.9       30.7       23.8       40.3
Old  :                 17.6       35.7       28.6       47.3       16.8       32.0       25.5       41.4
Other:                 35.3       57.8       51.6       73.6       31.3       46.7       41.0       55.8
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,017,626:   122,548    148,017    179,721    568,172    484,318    870,441    812,056:   147,185    205,570
Old  : 1,017,626:   122,548    148,017    179,721    568,172    484,318    870,441    812,056:   147,185    205,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    26,501:     1,923     15,361     12,563     20,197     -2,757     34,684     25,167:    -8,182      1,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       14.5       17.7       55.8       47.6       85.5       79.8:      14.5       20.2
Old  :     100.0:      12.0       14.5       17.7       55.8       47.6       85.5       79.8:      14.5       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        39         45         57         81         83        149        156:
Old  :       187:        39         45         57         81         83        149        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       13.8       30.1       23.9       16.2       11.7       21.1       19.2
Old  :                 22.5       13.8       30.1       23.9       16.2       11.7       21.1       19.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   991,125:   120,625    132,657    167,158    547,975    487,074    835,758    786,889:   155,367    204,236
Old  :   991,125:   120,625    132,657    167,158    547,975    487,074    835,758    786,889:   155,367    204,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -6,999:     7,432     -2,221      8,105       -179     -9,562     15,358     -3,679:   -22,357     -3,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       13.4       16.9       55.3       49.1       84.3       79.4:      15.7       20.6
Old  :     100.0:      12.2       13.4       16.9       55.3       49.1       84.3       79.4:      15.7       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        41         37         53         80         84        147        149:
Old  :       181:        41         37         53         80         84        147        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       13.3       29.4       24.0       15.1       11.4       20.4       18.7
Old  :                 21.7       13.3       29.4       24.0       15.1       11.4       20.4       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   172,976:    37,241     11,912     27,552     72,749    110,564    137,542    150,028:    35,434     22,948
Old  :   144,654:    37,656     12,512     20,544     55,959     92,346    114,159    125,402:    30,495     19,251
Other:    28,323:     2,278      2,092      4,316     16,789     18,218     23,383     24,626:     4,940      3,697
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,672:     2,585     -1,809     -5,560      2,117      8,908       -858      1,539:     2,530        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        6.9       15.9       42.1       63.9       79.5       86.7:      20.5       13.3
Old  :     100.0:      26.0        8.6       14.2       38.7       63.8       78.9       86.7:      21.1       13.3
Other:     100.0:       8.0        7.4       15.2       59.3       64.3       82.6       86.9:      17.4       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        52         24         39         53         61        126        115:
Old  :       159:        55         25         37         51         59        123        112:
Other:        68:        16         11         17         27         28         50         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       29.2       23.6       40.6       10.6       22.4       17.4       30.7
Old  :                 12.5       32.0       21.0       42.3       11.9       28.2       20.3       38.2
Other:                 43.9       46.5       55.3       58.1       39.6       43.0       47.7       53.2
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   171,304:    34,656     13,721     33,112     70,632    101,656    138,400    148,489:    32,904     22,815
Old  :   143,512:    36,873     12,510     23,684     54,582     87,333    115,139    123,527:    28,372     19,985
Other:    27,792:     1,685      5,113      5,527     16,050     14,323     23,261     24,962:     4,531      2,830
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,473:     8,105     -1,691     -2,312     -3,915      7,437      1,878      3,434:      -405     -1,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        8.0       19.3       41.2       59.3       80.8       86.7:      19.2       13.3
Old  :     100.0:      25.7        8.7       16.5       38.0       60.9       80.2       86.1:      19.8       13.9
Other:     100.0:       6.1       18.4       19.9       57.7       51.5       83.7       89.8:      16.3       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        44         35         46         52         63        131        128:
Old  :       171:        55         33         44         49         62        127        125:
Other:        72:        14         18         21         28         22         54         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       27.0       23.1       37.2       10.3       19.2       16.6       27.4
Old  :                 12.3       28.4       20.5       38.9       11.3       24.4       19.2       34.6
Other:                 42.7       44.5       53.3       58.4       35.1       35.6       43.2       46.8
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     6,306:     2,960      1,664        537        924      2,677      4,421      4,877:     1,885      1,429
Old  :     6,073:     2,932      1,664        455        922      2,592      4,309      4,711:     1,764      1,363
Other:       233:        42         13         69          2         85        112        166:       121         67
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       390:        53       -517         59        -53        930         59        472:       332        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       26.4        8.5       14.7       42.4       70.1       77.3:      29.9       22.7
Old  :     100.0:      48.3       27.4        7.5       15.2       42.7       71.0       77.6:      29.0       22.4
Other:     100.0:      17.9        5.5       29.4        0.9       36.5       48.2       71.4:      51.8       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        13         10          5          8         11         23         24:
Old  :        36:        12         11          5          8         11         23         24:
Other:         9:         2          2          4          1          5          5          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       30.3       49.3       50.9       36.1       27.1       45.6       42.4
Old  :                 37.5       30.9       50.9       52.0       37.5       27.5       47.4       43.3
Other:                 47.3       58.4       48.2       70.8       17.9       36.4       17.9       41.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     5,916:     2,908      2,180        477        978      1,747      4,363      4,405:     1,553      1,511
Old  :     5,796:     2,901      2,175        423        978      1,714      4,301      4,311:     1,495      1,484
Other:       120:         9          7         53          0         34         62         94:        59         27
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       613:       745         23         62       -324        500        483        585:       130         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       36.9        8.1       16.5       29.5       73.7       74.5:      26.3       25.5
Old  :     100.0:      50.1       37.5        7.3       16.9       29.6       74.2       74.4:      25.8       25.6
Other:     100.0:       7.5        6.0       43.8        0.0       27.9       51.3       77.7:      48.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15         11          7         10         10         26         27:
Old  :        38:        16         10          7         10         10         26         27:
Other:         6:         2          2          4          0          2          4          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       30.1       48.3       48.8       34.8       27.6       45.1       40.5
Old  :                 35.6       30.7       49.3       49.6       35.5       28.1       46.0       41.2
Other:                 51.3       69.2       51.3       77.7        7.5       34.0        7.5       34.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   321,579:   104,568     71,833      2,291    160,808    137,654    267,667    211,778:    53,912    109,801
Old  :   321,579:   104,568     71,833      2,291    160,808    137,654    267,667    211,778:    53,912    109,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -6,991:    -7,552      2,527       -605      4,085    -11,877     -4,072     -9,955:    -2,919      2,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       22.3        0.7       50.0       42.8       83.2       65.9:      16.8       34.1
Old  :     100.0:      32.5       22.3        0.7       50.0       42.8       83.2       65.9:      16.8       34.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        16         25          3         40         42         56         70:
Old  :        98:        16         25          3         40         42         56         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       17.0       41.0       25.7       29.0       15.7       38.8       24.1
Old  :                 29.4       17.0       41.0       25.7       29.0       15.7       38.8       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   328,570:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,831    106,837
Old  :   328,570:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,831    106,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -36,026:    -6,876       -146     -3,355    -22,069     -8,671    -32,300    -12,172:    -3,726    -23,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       32.5
Old  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        16         26          3         37         46         53         75:
Old  :       101:        16         26          3         37         46         53         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       18.4       42.9       26.4       30.1       16.7       39.5       23.7
Old  :                 30.9       18.4       42.9       26.4       30.1       16.7       39.5       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,906,287:   394,750    549,012    484,711  1,779,980  1,234,650  2,659,441  2,268,374:   246,846    637,913
Old  : 2,906,287:   394,750    549,012    484,711  1,779,980  1,234,650  2,659,441  2,268,374:   246,846    637,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   301,688:    19,405     67,549     86,744    157,724     83,480    263,874    237,773:    37,814     63,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.9       16.7       61.2       42.5       91.5       78.1:       8.5       21.9
Old  :     100.0:      13.6       18.9       16.7       61.2       42.5       91.5       78.1:       8.5       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        43         88         84        119        146        218        262:
Old  :       292:        43         88         84        119        146        218        262:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       10.6       47.3       17.9       27.2        9.3       38.7       13.5
Old  :                 30.3       10.6       47.3       17.9       27.2        9.3       38.7       13.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,604,599:   375,345    481,463    397,967  1,622,255  1,151,170  2,395,567  2,030,601:   209,032    573,999
Old  : 2,604,599:   375,345    481,463    397,967  1,622,255  1,151,170  2,395,567  2,030,601:   209,032    573,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    70,648:   -12,216     77,215     66,805    110,383    -33,695    164,972    110,326:   -94,325    -39,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.5       15.3       62.3       44.2       92.0       78.0:       8.0       22.0
Old  :     100.0:      14.4       18.5       15.3       62.3       44.2       92.0       78.0:       8.0       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        41         87         78        116        140        209        254:
Old  :       285:        41         87         78        116        140        209        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       11.3       47.0       18.4       26.0       10.8       38.1       14.9
Old  :                 30.0       11.3       47.0       18.4       26.0       10.8       38.1       14.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,829,972:   235,390    372,358    304,292  1,138,454    786,669  1,678,136  1,463,319:   151,836    366,653
Old  : 1,829,972:   235,390    372,358    304,292  1,138,454    786,669  1,678,136  1,463,319:   151,836    366,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   161,232:      -627     52,798     36,266    127,968     93,511    163,607    182,575:    -2,375    -21,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       20.3       16.6       62.2       43.0       91.7       80.0:       8.3       20.0
Old  :     100.0:      12.9       20.3       16.6       62.2       43.0       91.7       80.0:       8.3       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        33         62         58         78         98        145        184:
Old  :       203:        33         62         58         78         98        145        184:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       14.0       38.6       23.2       20.5        9.8       30.1       15.8
Old  :                 26.4       14.0       38.6       23.2       20.5        9.8       30.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,668,740:   236,016    319,560    268,026  1,010,487    693,158  1,514,529  1,280,744:   154,211    387,996
Old  : 1,668,740:   236,016    319,560    268,026  1,010,487    693,158  1,514,529  1,280,744:   154,211    387,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    83,754:    15,816     66,966     50,991     15,124    -31,144     81,930     86,812:     1,824     -3,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       19.1       16.1       60.6       41.5       90.8       76.7:       9.2       23.3
Old  :     100.0:      14.1       19.1       16.1       60.6       41.5       90.8       76.7:       9.2       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        39         55         55         73         91        138        175:
Old  :       195:        39         55         55         73         91        138        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       12.1       39.7       21.0       21.6        9.7       32.8       14.7
Old  :                 26.3       12.1       39.7       21.0       21.6        9.7       32.8       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   650,103:   229,134     51,733    170,126    210,115    389,365    609,375    611,223:    40,728     38,880
Old  :   650,103:   229,134     51,733    170,126    210,115    389,365    609,375    611,223:    40,728     38,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    78,406:    35,205      5,490     11,654     28,206     58,381     75,064     75,524:     3,342      2,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2        8.0       26.2       32.3       59.9       93.7       94.0:       6.3        6.0
Old  :     100.0:      35.2        8.0       26.2       32.3       59.9       93.7       94.0:       6.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        32         19         32         52         55         96         94:
Old  :       111:        32         19         32         52         55         96         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       36.4       57.9       48.3       31.7       30.6       39.6       38.1
Old  :                 40.9       36.4       57.9       48.3       31.7       30.6       39.6       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   571,697:   193,929     46,243    158,472    181,910    330,984    534,311    535,698:    37,386     35,998
Old  :   571,697:   193,929     46,243    158,472    181,910    330,984    534,311    535,698:    37,386     35,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -39,778:    -5,890      6,194      4,424    -11,601    -18,939    -13,067     -8,321:   -26,711    -31,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.1       27.7       31.8       57.9       93.5       93.7:       6.5        6.3
Old  :     100.0:      33.9        8.1       27.7       31.8       57.9       93.5       93.7:       6.5        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        31         20         33         51         53         96         92:
Old  :       109:        31         20         33         51         53         96         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       39.9       59.2       52.2       31.4       33.0       38.5       39.6
Old  :                 41.8       39.9       59.2       52.2       31.4       33.0       38.5       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    65,566:    14,686      3,672      3,233     37,283     43,889     55,202     50,795:    10,365     14,772
Old  :    65,566:    14,686      3,672      3,233     37,283     43,889     55,202     50,795:    10,365     14,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     7,645:    -2,255      1,019      1,555     13,189        875     12,490      3,449:    -4,844      4,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.6        4.9       56.9       66.9       84.2       77.5:      15.8       22.5
Old  :     100.0:      22.4        5.6        4.9       56.9       66.9       84.2       77.5:      15.8       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        25         15         15         26         21         60         42:
Old  :        72:        25         15         15         26         21         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       49.5       46.7       61.2       30.6       49.1       41.3       56.2
Old  :                 31.3       49.5       46.7       61.2       30.6       49.1       41.3       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    57,921:    16,940      2,654      1,678     24,094     43,014     42,712     47,345:    15,209     10,576
Old  :    57,921:    16,940      2,654      1,678     24,094     43,014     42,712     47,345:    15,209     10,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,013:       341       -223        870      1,209      1,839      2,420      2,486:       593        527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        4.6        2.9       41.6       74.3       73.7       81.7:      26.3       18.3
Old  :     100.0:      29.2        4.6        2.9       41.6       74.3       73.7       81.7:      26.3       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        24          9          9         22         18         51         31:
Old  :        64:        24          9          9         22         18         51         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       57.4       37.4       66.8       24.8       56.3       35.2       64.6
Old  :                 25.1       57.4       37.4       66.8       24.8       56.3       35.2       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    82,588:    11,985     23,147     11,598     37,357     35,461     60,940     70,206:    21,648     12,382
Old  :    82,588:    11,985     23,147     11,598     37,357     35,461     60,940     70,206:    21,648     12,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -2,728:     1,826     -2,649      3,798    -20,199      9,286    -14,575     10,435:    11,847    -13,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       28.0       14.0       45.2       42.9       73.8       85.0:      26.2       15.0
Old  :     100.0:      14.5       28.0       14.0       45.2       42.9       73.8       85.0:      26.2       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        32         21         38         21         22         69         65:
Old  :        80:        32         21         38         21         22         69         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       49.8       46.3       60.2       16.2       37.4       24.0       43.3
Old  :                 33.9       49.8       46.3       60.2       16.2       37.4       24.0       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    85,315:    10,158     25,796      7,801     57,555     26,175     75,515     59,771:     9,801     25,544
Old  :    85,315:    10,158     25,796      7,801     57,555     26,175     75,515     59,771:     9,801     25,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     6,620:      -794      1,189      2,379      4,361        519      5,945      4,087:       675      2,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       30.2        9.1       67.5       30.7       88.5       70.1:      11.5       29.9
Old  :     100.0:      11.9       30.2        9.1       67.5       30.7       88.5       70.1:      11.5       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        23         29         20         21         14         54         53:
Old  :        79:        23         29         20         21         14         54         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       41.8       63.1       51.4       38.0       35.1       53.2       41.0
Old  :                 42.9       41.8       63.1       51.4       38.0       35.1       53.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,501:     4,073      6,876      1,111     31,221     27,304     36,405     35,291:        96      1,210
Old  :    36,501:     4,073      6,876      1,111     31,221     27,304     36,405     35,291:        96      1,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -2,198:    -2,251       -103          0        839     -1,495     -1,412     -1,598:      -786       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       18.8        3.0       85.5       74.8       99.7       96.7:       0.3        3.3
Old  :     100.0:      11.2       18.8        3.0       85.5       74.8       99.7       96.7:       0.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         4         22          4         18         20         25         43:
Old  :        59:         4         22          4         18         20         25         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       47.9       74.2       65.2       47.1       47.4       74.1       64.7
Old  :                 47.1       47.9       74.2       65.2       47.1       47.4       74.1       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Old  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -1,730:       360        723       -328     -1,560     -1,802     -1,528     -1,407:      -202       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
Old  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         4         25          4         18         21         25         47:
Old  :        62:         4         25          4         18         21         25         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
Old  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,038:         0      3,010          0     14,037     10,916     14,037     13,926:         1        112
Old  :    14,038:         0      3,010          0     14,037     10,916     14,037     13,926:         1        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -3,142:    -5,726         14          0      2,677     -3,080     -3,049     -3,066:       -93        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.4        0.0      100.0       77.8      100.0       99.2:       0.0        0.8
Old  :     100.0:       0.0       21.4        0.0      100.0       77.8      100.0       99.2:       0.0        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0         10          0          5         10          5         20:
Old  :        25:         0         10          0          5         10          5         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.9       73.2      100.0       84.4       97.9       73.2      100.0       84.4
Old  :                 97.9       73.2      100.0       84.4       97.9       73.2      100.0       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Old  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     2,567:        70        624          0      2,896      2,328      2,966      2,952:      -399       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
Old  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2         10          0          6         11          8         21:
Old  :        27:         2         10          0          6         11          8         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Old  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    29,060:     1,542      2,330      4,804     16,551     15,476     22,897     22,610:     6,164      6,450
Old  :    29,060:     1,542      2,330      4,804     16,551     15,476     22,897     22,610:     6,164      6,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       -89:      -123        149       -272        339        260        -56        136:       -34       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        8.0       16.5       57.0       53.3       78.8       77.8:      21.2       22.2
Old  :     100.0:       5.3        8.0       16.5       57.0       53.3       78.8       77.8:      21.2       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          6         16         24         21         41         38:
Old  :        48:        12          6         16         24         21         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       31.2       58.8       49.8       42.0       30.4       48.2       43.0
Old  :                 45.6       31.2       58.8       49.8       42.0       30.4       48.2       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    29,150:     1,665      2,181      5,076     16,211     15,217     22,952     22,474:     6,197      6,676
Old  :    29,150:     1,665      2,181      5,076     16,211     15,217     22,952     22,474:     6,197      6,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -5,329:      -952       -350     -1,248     -3,464     -3,214     -5,664     -4,812:       335       -516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.5       17.4       55.6       52.2       78.7       77.1:      21.3       22.9
Old  :     100.0:       5.7        7.5       17.4       55.6       52.2       78.7       77.1:      21.3       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          7         17         22         21         41         38:
Old  :        48:        12          7         17         22         21         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       31.0       58.5       49.4       41.5       29.8       47.6       42.1
Old  :                 45.6       31.0       58.5       49.4       41.5       29.8       47.6       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    94,777:    18,648      6,020     14,977     43,355     41,400     76,980     62,397:    17,797     32,380
Old  :    91,566:    18,744      5,928     14,682     41,541     40,190     74,967     60,800:    16,599     30,766
Other:     3,211:       199        387          0      1,814      1,210      2,013      1,597:     1,198      1,614
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -14,460:    -7,874         22     -4,964        459     -5,882    -12,379    -10,824:    -2,082     -3,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        6.4       15.8       45.7       43.7       81.2       65.8:      18.8       34.2
Old  :     100.0:      20.5        6.5       16.0       45.4       43.9       81.9       66.4:      18.1       33.6
Other:     100.0:       6.2       12.1        0.0       56.5       37.7       62.7       49.7:      37.3       50.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        50         29         41         30         40        109         90:
Old  :       136:        50         28         40         29         40        108         89:
Other:        26:         6          5          0          4         13         10         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       19.9       39.4       31.2       28.5       19.6       39.3       28.4
Old  :                 29.5       20.0       40.0       31.7       29.5       19.7       40.0       29.8
Other:                 58.3       29.8       61.9       42.6       56.0       29.8       59.2       42.1
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   109,237:    26,522      5,998     19,940     42,896     47,283     89,358     73,221:    19,879     36,017
Old  :   106,369:    26,577      5,989     19,648     41,370     46,228     87,595     71,865:    18,774     34,505
Other:     2,868:       237        301          0      1,526      1,055      1,763      1,356:     1,105      1,512
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       339:     3,674        -46     -3,784        924      3,011        813       -819:      -474      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        5.5       18.3       39.3       43.3       81.8       67.0:      18.2       33.0
Old  :     100.0:      25.0        5.6       18.5       38.9       43.5       82.4       67.6:      17.6       32.4
Other:     100.0:       8.3       10.5        0.0       53.2       36.8       61.5       47.3:      38.5       52.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        59         26         44         31         39        125         87:
Old  :       147:        58         27         44         30         39        124         87:
Other:        23:         7          2          0          4         12         11         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       20.9       33.7       31.5       24.3       19.4       33.4       29.0
Old  :                 25.0       21.0       34.6       32.0       25.0       20.5       34.1       30.3
Other:                 55.2       29.3       60.2       41.9       52.9       29.3       57.5       41.2
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     3,029:       346      1,373        165      1,757        418      2,268      1,956:       761      1,073
Old  :     3,027:       346      1,373        164      1,757        418      2,267      1,955:       760      1,072
Other:         2:         0          0          1          0          0          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :        40:        27        -68         10         60         45         97        -13:       -57         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       45.3        5.4       58.0       13.8       74.9       64.6:      25.1       35.4
Old  :     100.0:      11.4       45.4        5.4       58.0       13.8       74.9       64.6:      25.1       35.4
Other:     100.0:       0.0        0.0       50.0        0.0        0.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         17          5          8          2         20         19:
Old  :        33:         7         17          5          8          2         20         19:
Other:         1:         0          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       31.9       61.7       47.1       50.4       31.4       60.6       44.0
Old  :                 50.8       31.9       61.7       47.1       50.5       31.5       60.7       44.0
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,989:       320      1,441        155      1,697        373      2,171      1,969:       817      1,020
Old  :     2,989:       320      1,441        155      1,697        373      2,171      1,969:       817      1,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       -65:        61        -35         51         43        -26        155        -10:      -221        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       48.2        5.2       56.8       12.5       72.7       65.9:      27.3       34.1
Old  :     100.0:      10.7       48.2        5.2       56.8       12.5       72.7       65.9:      27.3       34.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         17          5          8          1         18         20:
Old  :        33:         7         17          5          8          1         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       32.9       61.6       47.5       50.0       32.9       59.8       46.4
Old  :                 50.1       32.9       61.6       47.5       50.0       32.9       59.8       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   166,459:    53,768      8,293     22,040     70,400     87,894    146,208    118,228:    20,251     48,231
Old  :   166,459:    53,768      8,293     22,040     70,400     87,894    146,208    118,228:    20,251     48,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    14,601:     8,391        129        684      1,660      9,299     10,735     10,112:     3,866      4,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        5.0       13.2       42.3       52.8       87.8       71.0:      12.2       29.0
Old  :     100.0:      32.3        5.0       13.2       42.3       52.8       87.8       71.0:      12.2       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        71         33         46         80        118        178        178:
Old  :       240:        71         33         46         80        118        178        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       12.8       34.4       21.3       19.7       12.0       32.4       19.3
Old  :                 20.1       12.8       34.4       21.3       19.7       12.0       32.4       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   151,858:    45,377      8,164     21,357     68,740     78,595    135,474    108,115:    16,385     43,743
Old  :   151,858:    45,377      8,164     21,357     68,740     78,595    135,474    108,115:    16,385     43,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     8,915:     6,257     -3,735        932       -577      5,046      6,612      2,243:     2,304      6,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        5.4       14.1       45.3       51.8       89.2       71.2:      10.8       28.8
Old  :     100.0:      29.9        5.4       14.1       45.3       51.8       89.2       71.2:      10.8       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        67         28         45         72        104        157        164:
Old  :       214:        67         28         45         72        104        157        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       13.1       37.6       22.5       21.4       13.0       35.7       21.2
Old  :                 22.1       13.1       37.6       22.5       21.4       13.0       35.7       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,379:     2,019        237        425        779      3,206      3,224      3,868:     2,155      1,511
Old  :     5,379:     2,019        237        425        779      3,206      3,224      3,868:     2,155      1,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -218:       -56        -37         12       -115       -110       -158       -135:       -60        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        4.4        7.9       14.5       59.6       59.9       71.9:      40.1       28.1
Old  :     100.0:      37.5        4.4        7.9       14.5       59.6       59.9       71.9:      40.1       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24          6          8         13         19         39         32:
Old  :        53:        24          6          8         13         19         39         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       43.5       28.4       53.2       18.6       43.4       27.3       52.0
Old  :                 19.5       43.5       28.4       53.2       18.6       43.4       27.3       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     5,597:     2,075        274        413        894      3,316      3,382      4,003:     2,215      1,594
Old  :     5,597:     2,075        274        413        894      3,316      3,382      4,003:     2,215      1,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       -76:       -94         90        -51         26       -180       -119       -141:        43         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        4.9        7.4       16.0       59.2       60.4       71.5:      39.6       28.5
Old  :     100.0:      37.1        4.9        7.4       16.0       59.2       60.4       71.5:      39.6       28.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        23          8          8         13         19         39         33:
Old  :        53:        23          8          8         13         19         39         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       43.3       31.5       53.4       20.2       43.0       28.9       51.8
Old  :                 21.4       43.3       31.5       53.4       20.2       43.0       28.9       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    30,599:    10,465        681      7,757      7,564      7,442     25,786     15,880:     4,813     14,719
Old  :    30,599:    10,465        681      7,757      7,564      7,442     25,786     15,880:     4,813     14,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,363:     1,746       -497      1,224     -1,725        185      1,245        912:       118        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        2.2       25.4       24.7       24.3       84.3       51.9:      15.7       48.1
Old  :     100.0:      34.2        2.2       25.4       24.7       24.3       84.3       51.9:      15.7       48.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        50         15         26         38         48         99         79:
Old  :       130:        50         15         26         38         48         99         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       15.8       36.2       23.9       14.3        6.7       23.5       11.0
Old  :                 23.3       15.8       36.2       23.9       14.3        6.7       23.5       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    29,236:     8,719      1,178      6,533      9,290      7,257     24,541     14,968:     4,695     14,268
Old  :    29,236:     8,719      1,178      6,533      9,290      7,257     24,541     14,968:     4,695     14,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,795:     1,506       -805        175       -130      1,439      1,551        809:       243        986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8        4.0       22.3       31.8       24.8       83.9       51.2:      16.1       48.8
Old  :     100.0:      29.8        4.0       22.3       31.8       24.8       83.9       51.2:      16.1       48.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        43         16         28         42         48         98         83:
Old  :       128:        43         16         28         42         48         98         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       13.8       36.3       20.8       16.0        6.1       26.5       10.2
Old  :                 23.2       13.8       36.3       20.8       16.0        6.1       26.5       10.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :   130,585:    36,405     10,175      1,810     53,681     79,030     91,897     91,016:    38,688     39,569
Old  :   130,585:    36,405     10,175      1,810     53,681     79,030     91,897     91,016:    38,688     39,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    20,056:    18,596     -4,150        820     -7,767      1,536     11,649     -1,794:     8,407     21,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        7.8        1.4       41.1       60.5       70.4       69.7:      29.6       30.3
Old  :     100.0:      27.9        7.8        1.4       41.1       60.5       70.4       69.7:      29.6       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         13          7         25         29         53         44:
Old  :        74:        23         13          7         25         29         53         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.7       39.1       44.3       21.4       31.6       32.1       42.7
Old  :                 26.9       31.7       39.1       44.3       21.4       31.6       32.1       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :   110,529:    17,809     14,325        990     61,449     77,494     80,248     92,810:    30,282     17,719
Old  :   110,529:    17,809     14,325        990     61,449     77,494     80,248     92,810:    30,282     17,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     5,334:     5,693     -5,311     -1,428      1,254     14,033      5,518      7,293:      -184     -1,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.0        0.9       55.6       70.1       72.6       84.0:      27.4       16.0
Old  :     100.0:      16.1       13.0        0.9       55.6       70.1       72.6       84.0:      27.4       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        17         12          4         26         27         46         40:
Old  :        65:        17         12          4         26         27         46         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       46.3       44.2       58.6       27.9       46.2       38.1       58.2
Old  :                 33.4       46.3       44.2       58.6       27.9       46.2       38.1       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    42,326:    10,655     10,495          1     14,898     22,524     25,554     33,020:    16,772      9,306
Old  :    42,326:    10,655     10,495          1     14,898     22,524     25,554     33,020:    16,772      9,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -25,926:     3,181         -6     -1,345    -24,722    -21,034    -22,886    -22,385:    -3,040     -3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       24.8        0.0       35.2       53.2       60.4       78.0:      39.6       22.0
Old  :     100.0:      25.2       24.8        0.0       35.2       53.2       60.4       78.0:      39.6       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          4          1          8          9         18         13:
Old  :        27:         9          4          1          8          9         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       56.0       49.1       71.7       37.4       55.9       49.1       70.4
Old  :                 37.4       56.0       49.1       71.7       37.4       55.9       49.1       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    68,252:     7,474     10,501      1,346     39,620     43,558     48,440     55,405:    19,812     12,847
Old  :    68,252:     7,474     10,501      1,346     39,620     43,558     48,440     55,405:    19,812     12,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     5,024:       176      1,285        942      2,819      3,780      3,937      6,007:     1,087       -983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       15.4        2.0       58.0       63.8       71.0       81.2:      29.0       18.8
Old  :     100.0:      11.0       15.4        2.0       58.0       63.8       71.0       81.2:      29.0       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          6          2         17         16         26         24:
Old  :        38:         8          6          2         17         16         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       52.0       51.3       64.8       34.1       51.8       46.1       63.9
Old  :                 36.5       52.0       51.3       64.8       34.1       51.8       46.1       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    72,172:    49,610      5,187        260     14,212     63,555     64,082     69,003:     8,090      3,168
Old  :    72,172:    49,610      5,187        260     14,212     63,555     64,082     69,003:     8,090      3,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -53,488:   -23,607     -3,256     -1,525    -21,806    -43,632    -46,938    -48,412:    -6,550     -5,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7        7.2        0.4       19.7       88.1       88.8       95.6:      11.2        4.4
Old  :     100.0:      68.7        7.2        0.4       19.7       88.1       88.8       95.6:      11.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        53         12          3         15         17         70         30:
Old  :        93:        53         12          3         15         17         70         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       57.0       41.0       77.6       25.6       57.0       41.0       77.4
Old  :                 25.6       57.0       41.0       77.6       25.6       57.0       41.0       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :   125,660:    73,217      8,443      1,785     36,018    107,187    111,020    117,415:    14,640      8,245
Old  :   125,660:    73,217      8,443      1,785     36,018    107,187    111,020    117,415:    14,640      8,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    23,003:     2,218       -442      1,529     15,480     17,882     19,227     18,968:     3,776      4,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3        6.7        1.4       28.7       85.3       88.3       93.4:      11.7        6.6
Old  :     100.0:      58.3        6.7        1.4       28.7       85.3       88.3       93.4:      11.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        62         11          5         21         27         87         40:
Old  :       109:        62         11          5         21         27         87         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       49.7       45.3       67.9       21.8       45.8       36.2       61.2
Old  :                 29.1       49.7       45.3       67.9       21.8       45.8       36.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    81,295:    42,062      4,329        489      9,954     66,110     52,505     70,927:    28,790     10,368
Old  :    81,295:    42,062      4,329        489      9,954     66,110     52,505     70,927:    28,790     10,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -19,777:    -4,390       -950     -1,462    -11,407    -14,537    -17,259    -16,949:    -2,518     -2,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        5.3        0.6       12.2       81.3       64.6       87.2:      35.4       12.8
Old  :     100.0:      51.7        5.3        0.6       12.2       81.3       64.6       87.2:      35.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        28          8          6          8         16         39         27:
Old  :        54:        28          8          6          8         16         39         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       62.2       34.2       74.7       20.1       61.4       33.4       73.9
Old  :                 20.8       62.2       34.2       74.7       20.1       61.4       33.4       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :   101,072:    46,452      5,279      1,951     21,361     80,646     69,764     87,876:    31,308     13,196
Old  :   101,072:    46,452      5,279      1,951     21,361     80,646     69,764     87,876:    31,308     13,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    18,186:     8,471        728      1,348      5,183     17,666     15,002     19,743:     3,184     -1,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.0        5.2        1.9       21.1       79.8       69.0       86.9:      31.0       13.1
Old  :     100.0:      46.0        5.2        1.9       21.1       79.8       69.0       86.9:      31.0       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        28          8          6         13         19         43         31:
Old  :        59:        28          8          6         13         19         43         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       57.4       29.4       70.8       14.7       57.4       27.5       66.8
Old  :                 16.0       57.4       29.4       70.8       14.7       57.4       27.5       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   131,363:    14,571     19,308      1,614     84,059     90,332    100,244    111,254:    31,119     20,109
Old  :   131,363:    14,571     19,308      1,614     84,059     90,332    100,244    111,254:    31,119     20,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -63,196:       585     -3,737     -3,496    -55,817    -51,704    -58,728    -58,937:    -4,468     -4,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.7        1.2       64.0       68.8       76.3       84.7:      23.7       15.3
Old  :     100.0:      11.1       14.7        1.2       64.0       68.8       76.3       84.7:      23.7       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        17         15          6         20         20         39         39:
Old  :        60:        17         15          6         20         20         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       42.9       60.7       58.8       40.8       35.9       48.4       47.8
Old  :                 51.6       42.9       60.7       58.8       40.8       35.9       48.4       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   194,559:    13,986     23,045      5,110    139,876    142,037    158,972    170,191:    35,587     24,368
Old  :   194,559:    13,986     23,045      5,110    139,876    142,037    158,972    170,191:    35,587     24,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    13,772:       659      3,018      2,234      9,927      7,220     12,819     12,471:       953      1,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       11.8        2.6       71.9       73.0       81.7       87.5:      18.3       12.5
Old  :     100.0:       7.2       11.8        2.6       71.9       73.0       81.7       87.5:      18.3       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        18         16          9         27         26         48         48:
Old  :        68:        18         16          9         27         26         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       43.6       60.7       58.7       32.8       33.5       39.1       41.5
Old  :                 47.0       43.6       60.7       58.7       32.8       33.5       39.1       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   146,320:    39,682     11,216     12,006     34,771     74,163     86,459     97,385:    59,860     48,935
Old  :   146,320:    39,682     11,216     12,006     34,771     74,163     86,459     97,385:    59,860     48,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -44,138:     4,037     -3,063      2,084    -42,819    -38,860    -36,698    -39,840:    -7,440     -4,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.7        8.2       23.8       50.7       59.1       66.6:      40.9       33.4
Old  :     100.0:      27.1        7.7        8.2       23.8       50.7       59.1       66.6:      40.9       33.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        40         16         24         29         24         73         60:
Old  :        90:        40         16         24         29         24         73         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       27.1       23.0       41.5       13.3       26.1       20.2       39.0
Old  :                 14.5       27.1       23.0       41.5       13.3       26.1       20.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   190,458:    35,645     14,279      9,922     77,590    113,023    123,158    137,225:    67,300     53,233
Old  :   190,458:    35,645     14,279      9,922     77,590    113,023    123,158    137,225:    67,300     53,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -21,073:    -7,055      3,610    -11,252        646     -8,076    -17,661    -15,718:    -3,412     -5,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        7.5        5.2       40.7       59.3       64.7       72.0:      35.3       28.0
Old  :     100.0:      18.7        7.5        5.2       40.7       59.3       64.7       72.0:      35.3       28.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        31         25         21         33         34         74         70:
Old  :        97:        31         25         21         33         34         74         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       31.2       30.8       43.3       15.2       29.8       24.6       41.3
Old  :                 20.2       31.2       30.8       43.3       15.2       29.8       24.6       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    11,871:     5,933          0          0      3,852     10,846      9,785     10,846:     2,086      1,025
Old  :    11,871:     5,933          0          0      3,852     10,846      9,785     10,846:     2,086      1,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0        0.0        0.0       32.4       91.4       82.4       91.4:      17.6        8.6
Old  :     100.0:      50.0        0.0        0.0       32.4       91.4       82.4       91.4:      17.6        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          0          0          7         11         15         11:
Old  :        22:         8          0          0          7         11         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       75.5       74.7       89.1       62.9       71.6       72.2       84.9
Old  :                 63.2       75.5       74.7       89.1       62.9       71.6       72.2       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Old  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,389:     5,705      1,255        -62     -2,334      3,717      3,309      4,910:      -920     -2,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Old  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          0         15         14         19         16:
Old  :        28:         4          2          0         15         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Old  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    60,857:    14,573      1,906         62     40,533     50,920     55,168     52,888:     5,689      7,969
Old  :    60,857:    14,573      1,906         62     40,533     50,920     55,168     52,888:     5,689      7,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    27,082:     4,207        266       -188     22,103     24,766     26,122     24,844:       960      2,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        3.1        0.1       66.6       83.7       90.7       86.9:       9.3       13.1
Old  :     100.0:      23.9        3.1        0.1       66.6       83.7       90.7       86.9:       9.3       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          2         11         16         16         18:
Old  :        24:         3          2          2         11         16         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       56.4       83.9       69.7       59.7       45.1       69.4       57.6
Old  :                 67.1       56.4       83.9       69.7       59.7       45.1       69.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :12,393,117:   666,881  1,155,345  3,592,002  7,052,515  5,936,564 11,311,398 10,683,911: 1,081,719  1,709,206
Old  :12,393,117:   666,881  1,155,345  3,592,002  7,052,515  5,936,564 11,311,398 10,683,911: 1,081,719  1,709,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :-1,166,821:   -32,095    -26,939   -525,518   -683,549   -651,416 -1,241,162 -1,203,872:    74,340     37,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.3       29.0       56.9       47.9       91.3       86.2:       8.7       13.8
Old  :     100.0:       5.4        9.3       29.0       56.9       47.9       91.3       86.2:       8.7       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        56         73         99        116        128        225        251:
Old  :       263:        56         73         99        116        128        225        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       15.2       34.2       25.1       17.1        8.6       23.6       12.5
Old  :                 20.6       15.2       34.2       25.1       17.1        8.6       23.6       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :13,559,938:   698,975  1,182,284  4,117,520  7,736,064  6,587,980 12,552,560 11,887,784: 1,007,378  1,672,155
Old  :13,559,938:   698,975  1,182,284  4,117,520  7,736,064  6,587,980 12,552,560 11,887,784: 1,007,378  1,672,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   213,472:    -4,671     33,527    136,794    114,074     56,327    246,197    226,648:   -32,725    -13,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.7       30.4       57.1       48.6       92.6       87.7:       7.4       12.3
Old  :     100.0:       5.2        8.7       30.4       57.1       48.6       92.6       87.7:       7.4       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        57         77        104        131        145        247        271:
Old  :       284:        57         77        104        131        145        247        271:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       14.3       33.1       23.6       15.9        7.7       23.0       12.0
Old  :                 19.6       14.3       33.1       23.6       15.9        7.7       23.0       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   858,705:    67,309    103,119     45,547    556,938    583,498    669,794    732,164:   188,911    126,541
Old  :   858,705:    67,309    103,119     45,547    556,938    583,498    669,794    732,164:   188,911    126,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    68,848:    -1,887     17,899      2,343     38,631     42,651     39,086     62,893:    29,762      5,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       12.0        5.3       64.9       68.0       78.0       85.3:      22.0       14.7
Old  :     100.0:       7.8       12.0        5.3       64.9       68.0       78.0       85.3:      22.0       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        57         36         60        112         77        197        145:
Old  :       214:        57         36         60        112         77        197        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       29.8       25.6       40.9       16.2       25.9       22.9       36.8
Old  :                 17.2       29.8       25.6       40.9       16.2       25.9       22.9       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   789,857:    69,197     85,219     43,204    518,307    540,846    630,708    669,270:   159,149    120,587
Old  :   789,857:    69,197     85,219     43,204    518,307    540,846    630,708    669,270:   159,149    120,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    24,507:     2,326      2,439      9,165     15,120     18,076     26,612     29,680:    -2,105     -5,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       10.8        5.5       65.6       68.5       79.9       84.7:      20.1       15.3
Old  :     100.0:       8.8       10.8        5.5       65.6       68.5       79.9       84.7:      20.1       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        52         38         52         99         74        179        136:
Old  :       207:        52         38         52         99         74        179        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       30.2       26.1       42.1       17.1       28.2       24.3       40.1
Old  :                 17.7       30.2       26.1       42.1       17.1       28.2       24.3       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,256,154:   276,845    229,162     66,946    600,960    761,554    944,752  1,057,662:   311,402    198,492
Old  : 1,256,154:   276,845    229,162     66,946    600,960    761,554    944,752  1,057,662:   311,402    198,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   164,196:    48,312    -37,918     33,429    102,419     65,991    184,160     61,502:   -19,964    102,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.2        5.3       47.8       60.6       75.2       84.2:      24.8       15.8
Old  :     100.0:      22.0       18.2        5.3       47.8       60.6       75.2       84.2:      24.8       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        47         56         50         68         62        145        138:
Old  :       187:        47         56         50         68         62        145        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       27.4       30.7       39.5       15.0       16.9       22.5       25.5
Old  :                 19.1       27.4       30.7       39.5       15.0       16.9       22.5       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,091,958:   228,533    267,079     33,517    498,541    695,563    760,591    996,159:   331,367     95,799
Old  : 1,091,958:   228,533    267,079     33,517    498,541    695,563    760,591    996,159:   331,367     95,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    64,713:    20,066      3,301     10,996     49,849     56,436     80,910     70,733:   -16,197     -6,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.5        3.1       45.7       63.7       69.7       91.2:      30.3        8.8
Old  :     100.0:      20.9       24.5        3.1       45.7       63.7       69.7       91.2:      30.3        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        40         64         29         57         56        116        130:
Old  :       186:        40         64         29         57         56        116        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       28.7       27.0       42.0       15.4       23.4       24.0       33.8
Old  :                 17.3       28.7       27.0       42.0       15.4       23.4       24.0       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Old  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,429:       915        130        670      1,750      2,274      3,335      3,074:     1,094      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Old  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          2          3         20         16         26         21:
Old  :        35:         5          2          3         20         16         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Old  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    15,358:     1,795        478        617      7,128     12,397      9,540     13,492:     5,818      1,866
Old  :    15,358:     1,795        478        617      7,128     12,397      9,540     13,492:     5,818      1,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,445:       228        -45        561        292        685      1,081      1,201:       364        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        3.1        4.0       46.4       80.7       62.1       87.8:      37.9       12.2
Old  :     100.0:      11.7        3.1        4.0       46.4       80.7       62.1       87.8:      37.9       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          2          2         17         12         22         16:
Old  :        32:         4          2          2         17         12         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       44.9       37.2       70.9       21.5       40.1       34.2       64.0
Old  :                 22.9       44.9       37.2       70.9       21.5       40.1       34.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Old  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    14,708:       -26          0      3,749      6,807      3,843     10,530      7,592:     4,178      7,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Old  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          5          7         21         23         29         30:
Old  :        36:         3          5          7         21         23         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Old  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    33,166:     3,912      6,008      1,497     22,094     17,981     27,503     25,486:     5,663      7,680
Old  :    33,166:     3,912      6,008      1,497     22,094     17,981     27,503     25,486:     5,663      7,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       721:      -646       -163      1,224        534       -669      1,112        392:      -391        329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       18.1        4.5       66.6       54.2       82.9       76.8:      17.1       23.2
Old  :     100.0:      11.8       18.1        4.5       66.6       54.2       82.9       76.8:      17.1       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         6          5          6         16         20         25         28:
Old  :        39:         6          5          6         16         20         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       34.9       59.7       51.8       39.4       28.6       55.9       42.9
Old  :                 40.4       34.9       59.7       51.8       39.4       28.6       55.9       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :   104,152:     4,225     17,235      4,084     54,586     70,509     62,895     91,829:    41,256     12,323
Old  :   104,152:     4,225     17,235      4,084     54,586     70,509     62,895     91,829:    41,256     12,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    18,195:      -744      3,969      3,063      9,424      9,922     11,743     16,954:     6,452      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.5        3.9       52.4       67.7       60.4       88.2:      39.6       11.8
Old  :     100.0:       4.1       16.5        3.9       52.4       67.7       60.4       88.2:      39.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        13         26         13         45         43         66         76:
Old  :        97:        13         26         13         45         43         66         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       34.7       32.0       48.9       17.9       28.1       24.1       38.3
Old  :                 21.7       34.7       32.0       48.9       17.9       28.1       24.1       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    85,956:     4,969     13,266      1,021     45,162     60,588     51,152     74,875:    34,804     11,082
Old  :    85,956:     4,969     13,266      1,021     45,162     60,588     51,152     74,875:    34,804     11,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -4,172:       450     -6,746        836      4,517      2,885      5,803     -3,025:    -9,975     -1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       15.4        1.2       52.5       70.5       59.5       87.1:      40.5       12.9
Old  :     100.0:       5.8       15.4        1.2       52.5       70.5       59.5       87.1:      40.5       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        14         24          7         38         34         59         60:
Old  :        92:        14         24          7         38         34         59         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       43.0       35.0       56.8       23.3       38.6       30.7       49.1
Old  :                 23.7       43.0       35.0       56.8       23.3       38.6       30.7       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   490,651:    88,305    107,445     10,554    353,708    206,219    452,568    324,218:    38,083    166,433
Old  :   490,651:    88,305    107,445     10,554    353,708    206,219    452,568    324,218:    38,083    166,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    98,309:     6,259      6,214      7,903     74,450     49,878     88,612     63,995:     9,697     34,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       21.9        2.2       72.1       42.0       92.2       66.1:       7.8       33.9
Old  :     100.0:      18.0       21.9        2.2       72.1       42.0       92.2       66.1:       7.8       33.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        43         67         27         52         52        107        135:
Old  :       182:        43         67         27         52         52        107        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       23.9       60.6       33.2       42.1       21.2       52.9       26.0
Old  :                 48.0       23.9       60.6       33.2       42.1       21.2       52.9       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   392,342:    82,046    101,231      2,651    279,258    156,341    363,956    260,223:    28,386    132,119
Old  :   392,342:    82,046    101,231      2,651    279,258    156,341    363,956    260,223:    28,386    132,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -66,131:   -32,893      1,878       -394    -26,871    -13,054    -60,158    -11,570:    -5,973    -54,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       25.8        0.7       71.2       39.8       92.8       66.3:       7.2       33.7
Old  :     100.0:      20.9       25.8        0.7       71.2       39.8       92.8       66.3:       7.2       33.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        51         56         12         43         33         98         97:
Old  :       169:        51         56         12         43         33         98         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       27.0       64.8       37.3       45.3       23.8       57.1       29.8
Old  :                 50.7       27.0       64.8       37.3       45.3       23.8       57.1       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :   108,793:    56,134      2,946      3,858     19,498     94,448     79,490    101,252:    29,303      7,541
Old  :   108,793:    56,134      2,946      3,858     19,498     94,448     79,490    101,252:    29,303      7,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -27,851:     2,071       -550     -1,042    -20,999    -20,993    -19,970    -22,585:    -7,881     -5,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6        2.7        3.5       17.9       86.8       73.1       93.1:      26.9        6.9
Old  :     100.0:      51.6        2.7        3.5       17.9       86.8       73.1       93.1:      26.9        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        24          1          3         12         18         36         22:
Old  :        47:        24          1          3         12         18         36         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       59.0       47.5       76.0       32.5       58.6       44.8       75.0
Old  :                 32.7       59.0       47.5       76.0       32.5       58.6       44.8       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :   136,644:    54,063      3,496      4,900     40,497    115,441     99,460    123,837:    37,184     12,807
Old  :   136,644:    54,063      3,496      4,900     40,497    115,441     99,460    123,837:    37,184     12,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    29,968:    -1,547      2,625      2,558     23,399     19,935     24,411     25,119:     5,558      4,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        2.6        3.6       29.6       84.5       72.8       90.6:      27.2        9.4
Old  :     100.0:      39.6        2.6        3.6       29.6       84.5       72.8       90.6:      27.2        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        21          4          4         16         26         39         32:
Old  :        54:        21          4          4         16         26         39         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       45.9       44.9       62.3       24.4       36.5       34.6       49.8
Old  :                 31.6       45.9       44.9       62.3       24.4       36.5       34.6       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    49,198:     1,694     18,788      1,607     35,577     23,538     38,878     43,933:    10,320      5,265
Old  :    49,198:     1,694     18,788      1,607     35,577     23,538     38,878     43,933:    10,320      5,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     9,169:        42      3,094      1,383      3,980      4,245      5,405      8,722:     3,764        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       38.2        3.3       72.3       47.8       79.0       89.3:      21.0       10.7
Old  :     100.0:       3.4       38.2        3.3       72.3       47.8       79.0       89.3:      21.0       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         5         13          6         34         30         43         46:
Old  :        66:         5         13          6         34         30         43         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       48.7       53.7       58.6       28.5       38.7       37.7       45.3
Old  :                 42.5       48.7       53.7       58.6       28.5       38.7       37.7       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    40,029:     1,652     15,694        224     31,597     19,293     33,473     35,211:     6,555      4,818
Old  :    40,029:     1,652     15,694        224     31,597     19,293     33,473     35,211:     6,555      4,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     4,242:       149      1,144        -86      3,939      2,859      4,002      3,917:       240        325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       39.2        0.6       78.9       48.2       83.6       88.0:      16.4       12.0
Old  :     100.0:       4.1       39.2        0.6       78.9       48.2       83.6       88.0:      16.4       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         5         11          2         28         23         34         35:
Old  :        55:         5         11          2         28         23         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       55.3       60.5       65.3       31.5       41.1       42.4       48.1
Old  :                 47.7       55.3       60.5       65.3       31.5       41.1       42.4       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   250,942:    74,184     38,810     14,607    152,675    161,063    241,465    214,480:     9,478     36,462
Old  :   250,942:    74,184     38,810     14,607    152,675    161,063    241,465    214,480:     9,478     36,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    36,944:     7,826      1,734      9,852     20,991        665     38,669     12,250:    -1,725     24,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.5        5.8       60.8       64.2       96.2       85.5:       3.8       14.5
Old  :     100.0:      29.6       15.5        5.8       60.8       64.2       96.2       85.5:       3.8       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        17         36         18         33         46         61         89:
Old  :       111:        17         36         18         33         46         61         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       33.1       73.4       46.5       54.9       32.6       65.3       44.9
Old  :                 60.2       33.1       73.4       46.5       54.9       32.6       65.3       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   213,999:    66,357     37,077      4,755    131,684    160,398    202,796    202,230:    11,203     11,769
Old  :   213,999:    66,357     37,077      4,755    131,684    160,398    202,796    202,230:    11,203     11,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,568:     5,019      1,742      3,223     -4,566       -447      3,676      4,518:    -2,108     -2,950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       17.3        2.2       61.5       75.0       94.8       94.5:       5.2        5.5
Old  :     100.0:      31.0       17.3        2.2       61.5       75.0       94.8       94.5:       5.2        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        16         33         10         29         43         51         80:
Old  :       106:        16         33         10         29         43         51         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       37.4       76.6       53.3       60.6       37.3       72.1       52.4
Old  :                 64.9       37.4       76.6       53.3       60.6       37.3       72.1       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    32,127:    11,584     10,666        236      9,833     13,432     21,653     24,334:    10,474      7,793
Old  :    32,127:    11,584     10,666        236      9,833     13,432     21,653     24,334:    10,474      7,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -22,191:      -823      2,419     -7,023     -6,460    -12,277    -14,306    -16,881:    -7,885     -5,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       33.2        0.7       30.6       41.8       67.4       75.7:      32.6       24.3
Old  :     100.0:      36.1       33.2        0.7       30.6       41.8       67.4       75.7:      32.6       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        21         13          2         13         16         35         31:
Old  :        61:        21         13          2         13         16         35         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       40.4       38.3       52.1       25.9       40.4       37.3       52.1
Old  :                 26.1       40.4       38.3       52.1       25.9       40.4       37.3       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    54,318:    12,407      8,247      7,259     16,293     25,709     35,959     41,215:    18,359     13,103
Old  :    54,318:    12,407      8,247      7,259     16,293     25,709     35,959     41,215:    18,359     13,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    13,297:     1,459       -251      6,205       -401      1,801      7,263      7,755:     6,034      5,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       15.2       13.4       30.0       47.3       66.2       75.9:      33.8       24.1
Old  :     100.0:      22.8       15.2       13.4       30.0       47.3       66.2       75.9:      33.8       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        24         20         12         18         26         52         49:
Old  :        80:        24         20         12         18         26         52         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       24.6       31.4       39.4       16.5       23.5       24.1       31.4
Old  :                 19.0       24.6       31.4       39.4       16.5       23.5       24.1       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    37,666:     7,588        485      4,458      7,979      4,852     20,025      9,795:    17,641     27,871
Old  :    37,666:     7,588        485      4,458      7,979      4,852     20,025      9,795:    17,641     27,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.3       11.8       21.2       12.9       53.2       26.0:      46.8       74.0
Old  :     100.0:      20.1        1.3       11.8       21.2       12.9       53.2       26.0:      46.8       74.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          3          5          9          7         21         14:
Old  :        23:        11          3          5          9          7         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       17.0       43.4       22.3       26.0        4.0       29.7        4.6
Old  :                 30.5       17.0       43.4       22.3       26.0        4.0       29.7        4.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Old  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -47,899:     3,276     -1,971     -2,219     -8,541    -45,734     -7,484    -49,924:   -40,415      2,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Old  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         3         13          0         19         28         22         41:
Old  :        48:         3         13          0         19         28         22         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Old  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   115,377:       200      9,599      2,219     56,520     72,005     58,939     83,823:    56,438     31,554
Old  :   115,377:       200      9,599      2,219     56,520     72,005     58,939     83,823:    56,438     31,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -3,198:       100       -912       -399     -1,669     -3,317     -1,968     -4,628:    -1,230      1,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        8.3        1.9       49.0       62.4       51.1       72.7:      48.9       27.3
Old  :     100.0:       0.2        8.3        1.9       49.0       62.4       51.1       72.7:      48.9       27.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         2         16          3         22         29         26         47:
Old  :        51:         2         16          3         22         29         26         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       49.0       45.2       56.9        7.6       18.0        9.0       23.7
Old  :                 40.0       49.0       45.2       56.9        7.6       18.0        9.0       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   127,252:    49,513      3,086     23,292     18,190     87,926     90,996    114,304:    36,256     12,948
Old  :   127,252:    49,513      3,086     23,292     18,190     87,926     90,996    114,304:    36,256     12,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -748:    -2,125     -1,268         88      1,564        356       -473       -824:      -275         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9        2.4       18.3       14.3       69.1       71.5       89.8:      28.5       10.2
Old  :     100.0:      38.9        2.4       18.3       14.3       69.1       71.5       89.8:      28.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        94         27         52         24         39        144         98:
Old  :       171:        94         27         52         24         39        144         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       29.0       21.5       44.0       13.8       27.0       19.8       41.1
Old  :                 14.2       29.0       21.5       44.0       13.8       27.0       19.8       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   128,000:    51,638      4,354     23,205     16,626     87,570     91,469    115,129:    36,532     12,872
Old  :   128,000:    51,638      4,354     23,205     16,626     87,570     91,469    115,129:    36,532     12,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     6,261:     2,422        287      1,832       -433      3,704      3,821      5,823:     2,440        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        3.4       18.1       13.0       68.4       71.5       89.9:      28.5       10.1
Old  :     100.0:      40.3        3.4       18.1       13.0       68.4       71.5       89.9:      28.5       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        88         32         47         23         36        138         93:
Old  :       167:        88         32         47         23         36        138         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       30.2       21.2       45.5       13.6       28.3       20.1       42.8
Old  :                 13.6       30.2       21.2       45.5       13.6       28.3       20.1       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   118,378:    47,015     15,026     20,796     34,188     70,847    102,000    106,669:    16,378     11,709
Old  :   118,378:    47,015     15,026     20,796     34,188     70,847    102,000    106,669:    16,378     11,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -2,840:    -5,395       -153      2,875        264     -6,234     -2,256     -3,512:      -585        672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       12.7       17.6       28.9       59.8       86.2       90.1:      13.8        9.9
Old  :     100.0:      39.7       12.7       17.6       28.9       59.8       86.2       90.1:      13.8        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        76         53         43         41         44        143        120:
Old  :       185:        76         53         43         41         44        143        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       33.8       33.1       51.5       18.7       28.5       28.3       45.2
Old  :                 20.9       33.8       33.1       51.5       18.7       28.5       28.3       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   121,218:    52,410     15,179     17,921     33,924     77,082    104,256    110,182:    16,963     11,037
Old  :   121,218:    52,410     15,179     17,921     33,924     77,082    104,256    110,182:    16,963     11,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     5,223:     3,124         36      1,513       -335      2,449      4,302      3,997:       921      1,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       12.5       14.8       28.0       63.6       86.0       90.9:      14.0        9.1
Old  :     100.0:      43.2       12.5       14.8       28.0       63.6       86.0       90.9:      14.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        73         51         39         41         47        141        115:
Old  :       181:        73         51         39         41         47        141        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       37.1       32.5       54.0       18.7       32.2       28.5       48.3
Old  :                 20.6       37.1       32.5       54.0       18.7       32.2       28.5       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   439,401:   181,307     39,143     86,750    106,118    288,518    374,175    414,410:    65,225     24,990
Old  :   439,401:   181,307     39,143     86,750    106,118    288,518    374,175    414,410:    65,225     24,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    37,371:    35,427     -6,717      1,260      1,046     40,427     37,734     34,970:      -363      2,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        8.9       19.7       24.2       65.7       85.2       94.3:      14.8        5.7
Old  :     100.0:      41.3        8.9       19.7       24.2       65.7       85.2       94.3:      14.8        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:       153         45         72         41         46        223        141:
Old  :       260:       153         45         72         41         46        223        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       29.4       34.6       47.1       19.4       23.5       25.9       35.8
Old  :                 23.2       29.4       34.6       47.1       19.4       23.5       25.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   402,030:   145,880     45,861     85,489    105,072    248,090    336,441    379,440:    65,588     22,590
Old  :   402,030:   145,880     45,861     85,489    105,072    248,090    336,441    379,440:    65,588     22,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    16,876:     8,205     -5,868      4,244        222     18,963     12,672     17,339:     4,204       -464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       11.4       21.3       26.1       61.7       83.7       94.4:      16.3        5.6
Old  :     100.0:      36.3       11.4       21.3       26.1       61.7       83.7       94.4:      16.3        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:       148         34         65         41         49        212        131:
Old  :       244:       148         34         65         41         49        212        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       28.8       33.9       45.5       17.1       23.3       21.3       35.2
Old  :                 24.3       28.8       33.9       45.5       17.1       23.3       21.3       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    12,014:     7,165      1,436        451        540      8,225      8,156     10,112:     3,858      1,902
Old  :    12,014:     7,165      1,436        451        540      8,225      8,156     10,112:     3,858      1,902
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,623:       360        318         82         31        437        473        837:     1,150        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.6       12.0        3.8        4.5       68.5       67.9       84.2:      32.1       15.8
Old  :     100.0:      59.6       12.0        3.8        4.5       68.5       67.9       84.2:      32.1       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        23          4          5          3          4         29         11:
Old  :        34:        23          4          5          3          4         29         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       78.7       48.8       83.4       35.3       76.3       48.8       78.0
Old  :                 35.3       78.7       48.8       83.4       35.3       76.3       48.8       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    10,391:     6,805      1,118        369        509      7,788      7,683      9,275:     2,708      1,116
Old  :    10,391:     6,805      1,118        369        509      7,788      7,683      9,275:     2,708      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,084:       613        243         22        109        804        744      1,069:       340         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.5       10.8        3.6        4.9       74.9       73.9       89.3:      26.1       10.7
Old  :     100.0:      65.5       10.8        3.6        4.9       74.9       73.9       89.3:      26.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        21          4          3          3          4         27          9:
Old  :        32:        21          4          3          3          4         27          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       83.3       55.1       89.0       40.6       80.9       54.9       83.3
Old  :                 40.6       83.3       55.1       89.0       40.6       80.9       54.9       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    84,001:    19,651      4,715      7,690     40,548     47,373     67,888     59,778:    16,113     24,223
Old  :    42,135:    12,411      2,765      2,861     19,026     26,164     34,299     31,790:     7,837     10,345
Other:    41,866:     7,839      2,549      4,229     21,522     21,209     33,589     27,987:     8,276     13,878
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    10,385:     3,351     -1,372      1,152      3,887      5,835      8,390      5,615:     1,995      4,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.6        9.2       48.3       56.4       80.8       71.2:      19.2       28.8
Old  :     100.0:      29.5        6.6        6.8       45.2       62.1       81.4       75.4:      18.6       24.6
Other:     100.0:      18.7        6.1       10.1       51.4       50.7       80.2       66.9:      19.8       33.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        30         19         17         42         49         83         76:
Old  :        95:        25         11         10         29         43         59         59:
Other:        84:        18         13         14         31         40         55         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       28.7       32.2       39.9       18.8       22.2       27.6       27.3
Old  :                 30.1       31.2       42.6       41.8       30.1       30.6       42.6       38.6
Other:                 29.2       31.2       42.4       40.9       22.5       26.1       34.5       30.1
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    73,616:    16,300      6,087      6,537     36,660     41,538     59,498     54,162:    14,118     19,454
Old  :    39,838:    11,356      3,569      2,338     19,298     24,604     32,992     30,511:     6,846      9,327
Other:    33,778:     5,492      3,066      3,651     17,363     16,934     26,505     23,652:     7,273     10,127
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       504:     1,719       -968        651       -954      2,276      1,416      1,960:      -912     -1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        8.3        8.9       49.8       56.4       80.8       73.6:      19.2       26.4
Old  :     100.0:      28.5        9.0        5.9       48.4       61.8       82.8       76.6:      17.2       23.4
Other:     100.0:      16.3        9.1       10.8       51.4       50.1       78.5       70.0:      21.5       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        33         22         17         41         43         83         73:
Old  :        90:        28         10          9         27         37         57         54:
Other:        78:        16         16         13         30         36         53         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       29.7       33.2       40.1       19.0       24.1       28.9       29.2
Old  :                 31.1       29.9       44.4       41.3       31.1       27.8       44.4       37.0
Other:                 27.9       35.2       41.8       45.8       20.0       30.2       32.4       35.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    37,731:     1,537      2,185      1,059     22,875     20,200     25,470     23,444:    12,261     14,287
Old  :    29,003:     2,311      1,995        168     16,703     15,373     19,183     17,536:     9,821     11,467
Other:     8,728:        54      1,019         62      6,172      4,828      6,288      5,908:     2,440      2,820
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,599:       426       -717          7      1,627      1,565      2,059        855:       540      1,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        5.8        2.8       60.6       53.5       67.5       62.1:      32.5       37.9
Old  :     100.0:       8.0        6.9        0.6       57.6       53.0       66.1       60.5:      33.9       39.5
Other:     100.0:       0.6       11.7        0.7       70.7       55.3       72.0       67.7:      28.0       32.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          6          3         21         17         27         24:
Old  :        36:         6          4          2         18         17         24         23:
Other:        23:         1          2          2         12         14         14         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       33.7       49.2       44.2       22.7       18.4       35.2       25.2
Old  :                 38.8       33.5       51.4       45.3       24.3       23.9       35.5       32.8
Other:                 40.9       40.6       63.7       57.9       36.0       38.6       55.4       49.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    35,132:     1,111      2,902      1,052     21,248     18,635     23,411     22,590:    11,721     12,542
Old  :    27,532:     1,877      2,838        170     16,136     13,933     18,183     16,942:     9,349     10,590
Other:     7,600:        49        879         67      5,112      4,702      5,228      5,648:     2,372      1,952
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -990:        48       -725       -371       -493       -374       -816     -1,470:      -174        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        8.3        3.0       60.5       53.0       66.6       64.3:      33.4       35.7
Old  :     100.0:       6.8       10.3        0.6       58.6       50.6       66.0       61.5:      34.0       38.5
Other:     100.0:       0.6       11.6        0.9       67.3       61.9       68.8       74.3:      31.2       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          7          3         21         20         28         28:
Old  :        38:         6          6          2         17         20         24         27:
Other:        24:         1          2          2         13         15         15         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       33.0       50.1       44.9       21.2       17.6       31.7       24.7
Old  :                 40.4       32.1       51.5       44.8       22.3       21.1       31.9       29.1
Other:                 44.8       44.2       62.5       65.1       39.1       41.4       53.2       57.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   181,859:    51,062      6,023     45,968     61,474    118,619    158,504    170,610:    23,356     11,249
Old  :   154,087:    49,772      8,497     35,813     48,629    101,100    134,214    145,410:    19,872      8,677
Other:    27,772:     4,015        252      7,428     12,846     17,520     24,289     25,200:     3,483      2,572
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    17,418:     5,414     -1,211      7,444      3,678     10,488     16,536     16,721:       882        697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.3       25.3       33.8       65.2       87.2       93.8:      12.8        6.2
Old  :     100.0:      32.3        5.5       23.2       31.6       65.6       87.1       94.4:      12.9        5.6
Other:     100.0:      14.5        0.9       26.7       46.3       63.1       87.5       90.7:      12.5        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:       121         32         65         69         68        213        146:
Old  :       234:       110         42         62         58         64        198        140:
Other:       111:        36         15         35         44         43         92         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       37.0       21.8       48.2       13.0       33.4       20.5       42.5
Old  :                 15.3       40.8       24.6       50.8       15.3       38.9       24.2       46.9
Other:                 20.5       25.2       32.4       39.7       15.3       18.1       21.6       28.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   164,441:    45,647      7,234     38,524     57,796    108,131    141,967    153,889:    22,473     10,552
Old  :   140,857:    44,937      7,846     31,457     45,010     93,233    121,405    132,537:    19,452      8,320
Other:    23,584:     1,797        474      5,980     12,786     14,898     20,563     21,352:     3,021      2,232
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    11,140:     4,602       -504      4,282        740      8,092      9,624     11,870:     1,517       -730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.4       23.4       35.1       65.8       86.3       93.6:      13.7        6.4
Old  :     100.0:      31.9        5.6       22.3       32.0       66.2       86.2       94.1:      13.8        5.9
Other:     100.0:       7.6        2.0       25.4       54.2       63.2       87.2       90.5:      12.8        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:       100         42         63         66         64        200        143:
Old  :       223:       102         44         57         57         62        187        138:
Other:       100:        26         18         35         43         39         84         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       37.7       22.6       48.8       14.0       33.6       21.8       42.6
Old  :                 16.4       41.3       25.8       51.2       16.4       39.6       25.4       47.8
Other:                 23.4       25.4       34.7       40.4       15.6       19.1       22.1       29.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    43,192:    15,545      4,527      9,021     11,725     27,665     36,291     41,213:     6,901      1,979
Old  :    43,006:    15,538      4,519      8,934     11,679     27,594     36,151     41,048:     6,855      1,958
Other:       186:        62         62         31         47         71        140        165:        46         21
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,879:     2,345        849        -85       -554        924      1,706      1,687:       172        191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       10.5       20.9       27.1       64.1       84.0       95.4:      16.0        4.6
Old  :     100.0:      36.1       10.5       20.8       27.2       64.2       84.1       95.4:      15.9        4.6
Other:     100.0:      33.4       33.5       16.7       25.1       38.3       75.3       88.5:      24.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        76         27         38         22         21        123         64:
Old  :       136:        76         27         38         22         21        123         64:
Other:        21:         4         11          7          2          5         10         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       38.9       29.1       58.9       15.4       32.4       23.8       51.5
Old  :                 18.3       39.0       29.3       59.1       15.4       32.5       23.9       51.7
Other:                 61.9       42.2       74.1       62.7       55.4       40.4       56.4       57.4
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    41,313:    13,200      3,678      9,106     12,279     26,742     34,585     39,525:     6,728      1,788
Old  :    41,158:    13,202      3,704      9,013     12,235     26,676     34,450     39,392:     6,708      1,766
Other:       155:        67         42         25         43         66        135        133:        20         22
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       755:     2,138        956       -768     -1,111        288        259        476:       496        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        8.9       22.0       29.7       64.7       83.7       95.7:      16.3        4.3
Old  :     100.0:      32.1        9.0       21.9       29.7       64.8       83.7       95.7:      16.3        4.3
Other:     100.0:      43.1       27.3       15.9       28.0       42.4       87.0       85.6:      13.0       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        72         20         33         24         21        114         59:
Old  :       127:        73         20         33         24         21        114         59:
Other:        19:         4         10          6          2          4         10         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       39.6       28.7       60.1       14.5       32.7       22.1       50.7
Old  :                 18.9       39.7       28.7       60.3       14.5       32.8       22.2       50.9
Other:                 71.7       47.0       85.5       66.8       67.5       44.2       68.5       60.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   163,503:    49,699      5,903     16,582     83,066    134,145    149,347    156,630:    14,156      6,874
Old  :   109,293:    46,323      6,200     14,636     35,085     82,036     96,045    102,872:    13,248      6,421
Other:    54,210:     4,285        612      1,037     47,981     52,109     53,303     53,757:       908        453
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     8,437:     1,142       -543      4,139      1,723      5,323      7,004      8,919:     1,434       -482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        3.6       10.1       50.8       82.0       91.3       95.8:       8.7        4.2
Old  :     100.0:      42.4        5.7       13.4       32.1       75.1       87.9       94.1:      12.1        5.9
Other:     100.0:       7.9        1.1        1.9       88.5       96.1       98.3       99.2:       1.7        0.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        77         28         49         46         42        157        106:
Old  :       178:        71         38         48         41         41        150        104:
Other:        67:        25          4         11         27         29         53         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       38.0       36.7       58.1       17.0       26.3       23.8       35.6
Old  :                 19.7       33.1       29.5       49.2       16.2       25.7       24.2       39.8
Other:                 54.5       64.5       70.8       83.5       37.9       51.5       51.8       61.5
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   155,066:    48,557      6,447     12,443     81,344    128,822    142,344    147,711:    12,723      7,355
Old  :   101,321:    45,235      6,648     10,578     33,658     77,245     89,471     94,471:    11,850      6,851
Other:    53,745:     4,147        624      1,040     47,686     51,577     52,873     53,240:       872        505
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     7,347:     9,097        474      1,136     -3,227      3,808      7,007      5,419:       340      1,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        4.2        8.0       52.5       83.1       91.8       95.3:       8.2        4.7
Old  :     100.0:      44.6        6.6       10.4       33.2       76.2       88.3       93.2:      11.7        6.8
Other:     100.0:       7.7        1.2        1.9       88.7       96.0       98.4       99.1:       1.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        67         33         42         46         39        140         96:
Old  :       158:        64         39         41         41         38        134         94:
Other:        62:        20          5         10         28         27         51         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       38.0       38.3       58.9       18.1       26.9       25.1       36.7
Old  :                 20.9       32.5       31.4       49.6       17.7       26.2       26.8       40.1
Other:                 54.9       65.3       69.1       84.3       38.2       51.8       50.4       62.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   485,694:   106,046     14,161     84,940    206,851    340,347    397,836    439,448:    87,857     46,246
Old  :   485,694:   106,046     14,161     84,940    206,851    340,347    397,836    439,448:    87,857     46,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    10,999:     7,947     -9,790       -322     -3,301     19,736      4,324      9,624:     6,675      1,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        2.9       17.5       42.6       70.1       81.9       90.5:      18.1        9.5
Old  :     100.0:      21.8        2.9       17.5       42.6       70.1       81.9       90.5:      18.1        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        63         20         43         56         50        133         99:
Old  :       144:        63         20         43         56         50        133         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       35.6       23.4       50.6       11.2       29.3       19.6       38.1
Old  :                 14.0       35.6       23.4       50.6       11.2       29.3       19.6       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   474,694:    98,099     23,951     85,262    210,152    320,611    393,512    429,824:    81,182     44,871
Old  :   474,694:    98,099     23,951     85,262    210,152    320,611    393,512    429,824:    81,182     44,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -11,934:   -14,711      7,065     -2,005      9,494    -18,882     -7,222    -13,822:    -4,712      1,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.0       18.0       44.3       67.5       82.9       90.5:      17.1        9.5
Old  :     100.0:      20.7        5.0       18.0       44.3       67.5       82.9       90.5:      17.1        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        46         31         40         57         47        125         97:
Old  :       140:        46         31         40         57         47        125         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       33.9       24.5       50.2       11.9       27.7       20.4       37.1
Old  :                 14.3       33.9       24.5       50.2       11.9       27.7       20.4       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   171,480:    55,555     11,348     47,860     52,564    102,278    155,978    161,486:    15,502      9,994
Old  :   158,820:    55,806     13,434     41,313     46,838     94,980    143,957    149,727:    14,863      9,094
Other:    12,659:     2,976      1,141      3,320      5,726      7,298     12,021     11,759:       638        901
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,792:      -212         85       -423      2,505      1,951      1,870      1,613:       -78        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        6.6       27.9       30.7       59.6       91.0       94.2:       9.0        5.8
Old  :     100.0:      35.1        8.5       26.0       29.5       59.8       90.6       94.3:       9.4        5.7
Other:     100.0:      23.5        9.0       26.2       45.2       57.7       95.0       92.9:       5.0        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       175         71        128        102        117        327        274:
Old  :       386:       169         78        126         98        116        323        269:
Other:       131:        31         18         30         46         61         88         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       19.1       21.5       30.1       11.3       15.5       19.2       25.6
Old  :                 12.4       19.2       22.1       30.0       12.2       16.2       20.7       26.6
Other:                 31.1       26.6       49.0       39.3       22.1       18.8       31.5       25.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   169,687:    55,766     11,263     48,283     50,058    100,326    154,108    159,873:    15,579      9,815
Old  :   158,609:    55,820     13,146     42,083     45,914     94,407    143,817    149,636:    14,793      8,974
Other:    11,078:     2,833      1,003      3,314      4,144      5,920     10,292     10,237:       787        841
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    18,279:     2,267        528     10,858      4,063      5,019     17,188     16,406:     1,091      1,874
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        6.6       28.5       29.5       59.1       90.8       94.2:       9.2        5.8
Old  :     100.0:      35.2        8.3       26.5       28.9       59.5       90.7       94.3:       9.3        5.7
Other:     100.0:      25.6        9.1       29.9       37.4       53.4       92.9       92.4:       7.1        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       179         64        119        103        122        320        274:
Old  :       385:       174         72        118         97        122        313        272:
Other:       124:        25         20         31         44         61         82         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       19.6       21.8       30.5       11.2       16.0       19.2       25.4
Old  :                 13.0       19.9       22.6       30.6       12.0       16.8       20.5       26.3
Other:                 28.9       23.6       47.7       37.1       18.8       17.9       28.4       25.8
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    26,281:     7,043     19,080      2,714     14,208      1,136     23,965     22,930:     2,316      3,351
Old  :    26,281:     7,043     19,080      2,714     14,208      1,136     23,965     22,930:     2,316      3,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -5,809:      -997      2,590       -845     -3,274     -6,691     -5,116     -4,946:      -693       -863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       72.6       10.3       54.1        4.3       91.2       87.3:       8.8       12.7
Old  :     100.0:      26.8       72.6       10.3       54.1        4.3       91.2       87.3:       8.8       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        10         31          9          6          8         23         42:
Old  :        54:        10         31          9          6          8         23         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       44.9       85.3       64.8       60.9       44.8       77.6       59.0
Old  :                 61.8       44.9       85.3       64.8       60.9       44.8       77.6       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    32,090:     8,040     16,490      3,559     17,481      7,827     29,081     27,876:     3,009      4,213
Old  :    32,090:     8,040     16,490      3,559     17,481      7,827     29,081     27,876:     3,009      4,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     6,726:       858      2,009         18      5,373      3,768      6,249      5,795:       476        931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       51.4       11.1       54.5       24.4       90.6       86.9:       9.4       13.1
Old  :     100.0:      25.1       51.4       11.1       54.5       24.4       90.6       86.9:       9.4       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         9         28         11          3         12         19         45:
Old  :        50:         9         28         11          3         12         19         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       41.7       86.9       60.4       57.8       33.7       61.7       46.2
Old  :                 71.8       41.7       86.9       60.4       57.8       33.7       61.7       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   210,426:    35,893     29,324     38,111    102,898    114,464    176,903    181,900:    33,523     28,526
Old  :   210,426:    35,893     29,324     38,111    102,898    114,464    176,903    181,900:    33,523     28,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    13,970:       995       -203      3,414     10,296     10,879     14,705     14,090:      -735       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.9       18.1       48.9       54.4       84.1       86.4:      15.9       13.6
Old  :     100.0:      17.1       13.9       18.1       48.9       54.4       84.1       86.4:      15.9       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        36         24         29         61         67        111        106:
Old  :       131:        36         24         29         61         67        111        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       24.7       32.1       36.2       14.1       16.0       21.3       21.8
Old  :                 19.8       24.7       32.1       36.2       14.1       16.0       21.3       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   196,456:    34,898     29,527     34,697     92,602    103,586    162,197    167,810:    34,258     28,646
Old  :   196,456:    34,898     29,527     34,697     92,602    103,586    162,197    167,810:    34,258     28,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     5,870:     7,350      1,158      3,747     -7,853      1,183      3,245      6,088:     2,625       -219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       15.0       17.7       47.1       52.7       82.6       85.4:      17.4       14.6
Old  :     100.0:      17.8       15.0       17.7       47.1       52.7       82.6       85.4:      17.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        33         25         31         55         61        109         99:
Old  :       126:        33         25         31         55         61        109         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       23.1       31.1       33.2       14.4       15.5       21.9       21.2
Old  :                 19.2       23.1       31.1       33.2       14.4       15.5       21.9       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   725,617:    47,499     58,024    289,616    306,719    342,029    643,834    689,669:    81,783     35,948
Old  :   725,617:    47,499     58,024    289,616    306,719    342,029    643,834    689,669:    81,783     35,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    35,014:     5,473       -136     11,379     19,150     23,028     36,002     34,271:      -988        743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        8.0       39.9       42.3       47.1       88.7       95.0:      11.3        5.0
Old  :     100.0:       6.5        8.0       39.9       42.3       47.1       88.7       95.0:      11.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        63         53         79         84         77        189        171:
Old  :       207:        63         53         79         84         77        189        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       22.4       29.9       34.8        4.8        7.6        7.0       12.1
Old  :                 18.8       22.4       29.9       34.8        4.8        7.6        7.0       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   690,603:    42,026     58,160    278,237    287,569    319,001    607,832    655,398:    82,771     35,206
Old  :   690,603:    42,026     58,160    278,237    287,569    319,001    607,832    655,398:    82,771     35,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    45,474:     6,350      4,046     22,802     12,795     16,569     41,946     43,417:     3,527      2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        8.4       40.3       41.6       46.2       88.0       94.9:      12.0        5.1
Old  :     100.0:       6.1        8.4       40.3       41.6       46.2       88.0       94.9:      12.0        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        61         51         80         84         77        184        173:
Old  :       203:        61         51         80         84         77        184        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       22.5       29.3       34.9        4.9        7.6        7.2       12.1
Old  :                 18.9       22.5       29.3       34.9        4.9        7.6        7.2       12.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    74,089:     8,112      4,708          0     59,001     63,791     67,113     68,499:     6,976      5,590
Old  :    74,089:     8,112      4,708          0     59,001     63,791     67,113     68,499:     6,976      5,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,063:       416          0          0      3,982      3,097      4,398      3,097:      -335        966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        6.4        0.0       79.6       86.1       90.6       92.5:       9.4        7.5
Old  :     100.0:      10.9        6.4        0.0       79.6       86.1       90.6       92.5:       9.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          1          0         20         22         21         23:
Old  :        29:         1          1          0         20         22         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       40.2       70.6       60.8       52.4       36.8       62.5       54.2
Old  :                 52.5       40.2       70.6       60.8       52.4       36.8       62.5       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,026:     7,696      4,708          0     55,019     60,694     62,715     65,402:     7,311      4,624
Old  :    70,026:     7,696      4,708          0     55,019     60,694     62,715     65,402:     7,311      4,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,534:     3,348          0          0        186      3,534      3,534      3,534:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        6.7        0.0       78.6       86.7       89.6       93.4:      10.4        6.6
Old  :     100.0:      11.0        6.7        0.0       78.6       86.7       89.6       93.4:      10.4        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          0         19         20         20         21:
Old  :        28:         1          1          0         19         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       42.1       68.8       63.3       51.4       38.4       63.6       55.3
Old  :                 51.5       42.1       68.8       63.3       51.4       38.4       63.6       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,582:         0      7,122      2,114     46,402     33,542     48,516     42,778:     2,066      7,804
Old  :    50,582:         0      7,122      2,114     46,402     33,542     48,516     42,778:     2,066      7,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.1        4.2       91.7       66.3       95.9       84.6:       4.1       15.4
Old  :     100.0:       0.0       14.1        4.2       91.7       66.3       95.9       84.6:       4.1       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          3          1         11         12         12         15:
Old  :        20:         0          3          1         11         12         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       52.9       83.5       75.1       48.6       50.4       77.8       69.5
Old  :                 52.5       52.9       83.5       75.1       48.6       50.4       77.8       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    43,078:     3,973          0      3,662     31,115     35,448     38,750     39,110:     4,328      3,968
Old  :    43,078:     3,973          0      3,662     31,115     35,448     38,750     39,110:     4,328      3,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     3,453:       722          0       -660      2,903      4,326      2,965      3,666:       488       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        0.0        8.5       72.2       82.3       90.0       90.8:      10.0        9.2
Old  :     100.0:       9.2        0.0        8.5       72.2       82.3       90.0       90.8:      10.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          0          3         19         16         22         19:
Old  :        23:         3          0          3         19         16         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       42.1       72.1       64.1       50.4       40.2       59.5       57.3
Old  :                 55.6       42.1       72.1       64.1       50.4       40.2       59.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    39,625:     3,251          0      4,322     28,212     31,122     35,785     35,444:     3,840      4,181
Old  :    39,625:     3,251          0      4,322     28,212     31,122     35,785     35,444:     3,840      4,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       856:      -961       -143         25      2,160        612      1,224        494:      -368        362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.0       10.9       71.2       78.5       90.3       89.4:       9.7       10.6
Old  :     100.0:       8.2        0.0       10.9       71.2       78.5       90.3       89.4:       9.7       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          0          3         17         14         20         17:
Old  :        21:         3          0          3         17         14         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       44.9       74.0       67.5       51.1       42.3       60.6       57.6
Old  :                 56.7       44.9       74.0       67.5       51.1       42.3       60.6       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,368:     4,078      2,035      2,008     51,952     51,774     58,038     55,817:     7,330      9,551
Old  :    65,368:     4,078      2,035      2,008     51,952     51,774     58,038     55,817:     7,330      9,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,246:      -188        428        826        698        510      1,336      1,764:       910        482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        3.1        3.1       79.5       79.2       88.8       85.4:      11.2       14.6
Old  :     100.0:       6.2        3.1        3.1       79.5       79.2       88.8       85.4:      11.2       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         19         17         20         19:
Old  :        24:         1          1          1         19         17         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       60.6       64.6       72.7       32.5       50.6       48.7       55.6
Old  :                 39.1       60.6       64.6       72.7       32.5       50.6       48.7       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,122:     4,266      1,607      1,182     51,254     51,264     56,702     54,053:     6,420      9,069
Old  :    63,122:     4,266      1,607      1,182     51,254     51,264     56,702     54,053:     6,420      9,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,887:    -1,474          0        276      3,393      1,486      2,195      1,762:      -308        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        2.5        1.9       81.2       81.2       89.8       85.6:      10.2       14.4
Old  :     100.0:       6.8        2.5        1.9       81.2       81.2       89.8       85.6:      10.2       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         19         17         20         19:
Old  :        24:         1          1          1         19         17         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       61.6       64.5       72.3       32.8       49.1       48.4       54.6
Old  :                 38.5       61.6       64.5       72.3       32.8       49.1       48.4       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   945,838:   256,378     60,320    155,772    517,087    719,707    929,237    935,799:    16,601     10,039
Old  :   945,838:   256,378     60,320    155,772    517,087    719,707    929,237    935,799:    16,601     10,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,215:     2,291     -4,024     -1,073        912      6,226      2,130      1,129:      -915         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        6.4       16.5       54.7       76.1       98.2       98.9:       1.8        1.1
Old  :     100.0:      27.1        6.4       16.5       54.7       76.1       98.2       98.9:       1.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        21          7         28         75         72        106        102:
Old  :       116:        21          7         28         75         72        106        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       22.1       44.3       37.8       26.6       20.0       34.0       30.7
Old  :                 32.3       22.1       44.3       37.8       26.6       20.0       34.0       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   944,623:   254,087     64,344    156,845    516,175    713,481    927,107    934,670:    17,516      9,953
Old  :   944,623:   254,087     64,344    156,845    516,175    713,481    927,107    934,670:    17,516      9,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    13,986:     7,902      2,075       -963      6,374     13,405     13,313     14,517:       673       -531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        6.8       16.6       54.6       75.5       98.1       98.9:       1.9        1.1
Old  :     100.0:      26.9        6.8       16.6       54.6       75.5       98.1       98.9:       1.9        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        18          8         24         75         72        103         98:
Old  :       113:        18          8         24         75         72        103         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       22.0       44.7       37.4       26.5       19.5       34.3       30.2
Old  :                 32.4       22.0       44.7       37.4       26.5       19.5       34.3       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   119,062:    23,707     39,201     29,289     61,382     47,781    114,378    116,271:     4,684      2,791
Old  :   119,062:    23,707     39,201     29,289     61,382     47,781    114,378    116,271:     4,684      2,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     5,237:       294     -2,644      1,151      2,041      5,401      3,486      3,908:     1,751      1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       32.9       24.6       51.6       40.1       96.1       97.7:       3.9        2.3
Old  :     100.0:      19.9       32.9       24.6       51.6       40.1       96.1       97.7:       3.9        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        12          6         13         21         22         37         37:
Old  :        43:        12          6         13         21         22         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       51.4       61.6       68.2       29.2       35.1       37.3       41.8
Old  :                 39.2       51.4       61.6       68.2       29.2       35.1       37.3       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   113,825:    23,413     41,845     28,138     59,341     42,380    110,892    112,363:     2,933      1,462
Old  :   113,825:    23,413     41,845     28,138     59,341     42,380    110,892    112,363:     2,933      1,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     5,418:    -1,329     -4,045      6,178      3,024      3,623      7,873      5,756:    -2,455       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       36.8       24.7       52.1       37.2       97.4       98.7:       2.6        1.3
Old  :     100.0:      20.6       36.8       24.7       52.1       37.2       97.4       98.7:       2.6        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11          8         14         21         20         39         35:
Old  :        43:        11          8         14         21         20         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       53.8       63.9       69.5       29.8       38.6       38.7       45.2
Old  :                 39.8       53.8       63.9       69.5       29.8       38.6       38.7       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    44,801:     3,923      3,075     11,788     28,553     29,432     44,265     44,295:       537        507
Old  :    44,801:     3,923      3,075     11,788     28,553     29,432     44,265     44,295:       537        507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,554:     1,266        321       -131        288      1,212      1,423      1,402:       131        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        6.9       26.3       63.7       65.7       98.8       98.9:       1.2        1.1
Old  :     100.0:       8.8        6.9       26.3       63.7       65.7       98.8       98.9:       1.2        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5          6          8         28         26         37         36:
Old  :        42:         5          6          8         28         26         37         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       56.0       71.3       74.1       34.2       43.6       46.6       50.0
Old  :                 44.6       56.0       71.3       74.1       34.2       43.6       46.6       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    43,248:     2,657      2,754     11,919     28,265     28,219     42,842     42,892:       406        355
Old  :    43,248:     2,657      2,754     11,919     28,265     28,219     42,842     42,892:       406        355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       119:       460       -644        940       -277        310      1,123        607:    -1,004       -488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        6.4       27.6       65.4       65.3       99.1       99.2:       0.9        0.8
Old  :     100.0:       6.1        6.4       27.6       65.4       65.3       99.1       99.2:       0.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          4          7         26         27         33         36:
Old  :        39:         5          4          7         26         27         33         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       57.4       72.7       75.6       34.5       43.0       46.0       49.5
Old  :                 45.5       57.4       72.7       75.6       34.5       43.0       46.0       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    18,078:     3,328      1,148      1,244     13,268     15,448     17,840     17,840:       238        238
Old  :    18,078:     3,328      1,148      1,244     13,268     15,448     17,840     17,840:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       214:       132        -48        130        -48        132        214        214:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        6.4        6.9       73.4       85.5       98.7       98.7:       1.3        1.3
Old  :     100.0:      18.4        6.4        6.9       73.4       85.5       98.7       98.7:       1.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          4         17         16         22         20:
Old  :        26:         4          1          4         17         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       54.9       82.6       76.2       61.8       49.6       69.2       64.4
Old  :                 66.6       54.9       82.6       76.2       61.8       49.6       69.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    17,864:     3,196      1,196      1,114     13,316     15,316     17,626     17,626:       238        238
Old  :    17,864:     3,196      1,196      1,114     13,316     15,316     17,626     17,626:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -909:       794       -144       -765     -1,176       -198     -1,147     -1,107:       238        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        6.7        6.2       74.5       85.7       98.7       98.7:       1.3        1.3
Old  :     100.0:      17.9        6.7        6.2       74.5       85.7       98.7       98.7:       1.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          4         16         16         21         20:
Old  :        26:         4          1          4         16         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       55.1       84.0       75.7       64.0       50.3       70.5       64.5
Old  :                 68.3       55.1       84.0       75.7       64.0       50.3       70.5       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,317,329:   172,592     64,887    340,780    729,863    820,270  1,243,235  1,225,937:    74,093     91,391
Old  : 1,317,329:   172,592     64,887    340,780    729,863    820,270  1,243,235  1,225,937:    74,093     91,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    48,949:    12,064     11,688     25,299     20,697      9,921     58,060     46,908:    -9,110      2,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        4.9       25.9       55.4       62.3       94.4       93.1:       5.6        6.9
Old  :     100.0:      13.1        4.9       25.9       55.4       62.3       94.4       93.1:       5.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        82         96        122         85         90        243        243:
Old  :       285:        82         96        122         85         90        243        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       20.9       28.7       31.9        8.1       10.0       12.8       13.8
Old  :                 18.5       20.9       28.7       31.9        8.1       10.0       12.8       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  : 1,268,379:   160,528     53,199    315,481    709,166    810,349  1,185,175  1,179,030:    83,204     89,350
Old  : 1,268,379:   160,528     53,199    315,481    709,166    810,349  1,185,175  1,179,030:    83,204     89,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    90,072:    25,372     13,405     43,319     12,100     30,153     80,791     86,877:     9,281      3,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        4.2       24.9       55.9       63.9       93.4       93.0:       6.6        7.0
Old  :     100.0:      12.7        4.2       24.9       55.9       63.9       93.4       93.0:       6.6        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        82         90        114         85         98        237        241:
Old  :       285:        82         90        114         85         98        237        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       21.6       29.5       32.5        8.2       10.5       13.1       14.1
Old  :                 19.2       21.6       29.5       32.5        8.2       10.5       13.1       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,942:     8,540      1,379        183      1,088     10,830      9,811     12,392:     3,131        550
Old  :    12,942:     8,540      1,379        183      1,088     10,830      9,811     12,392:     3,131        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -206:       396       -282         41       -603        296       -166         55:       -40       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.0       10.7        1.4        8.4       83.7       75.8       95.8:      24.2        4.2
Old  :     100.0:      66.0       10.7        1.4        8.4       83.7       75.8       95.8:      24.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        73         10          7         12         24         90         39:
Old  :       119:        73         10          7         12         24         90         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.6       32.7       61.9       23.6       43.6       32.7       61.9
Old  :                 23.6       43.6       32.7       61.9       23.6       43.6       32.7       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,148:     8,144      1,661        142      1,691     10,534      9,977     12,337:     3,171        811
Old  :    13,148:     8,144      1,661        142      1,691     10,534      9,977     12,337:     3,171        811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -142:       163       -888         49       -706        996       -494        157:       352       -299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       12.6        1.1       12.9       80.1       75.9       93.8:      24.1        6.2
Old  :     100.0:      61.9       12.6        1.1       12.9       80.1       75.9       93.8:      24.1        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        67         12          6         13         23         85         38:
Old  :       114:        67         12          6         13         23         85         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       42.1       34.4       60.1       23.2       42.1       34.4       60.1
Old  :                 23.2       42.1       34.4       60.1       23.2       42.1       34.4       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     8,041:     4,324        553          6      1,569      6,286      5,899      6,845:     2,142      1,196
Old  :     8,041:     4,324        553          6      1,569      6,286      5,899      6,845:     2,142      1,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       185:       407         79        -55        -50        158        302        182:      -117          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8        6.9        0.1       19.5       78.2       73.4       85.1:      26.6       14.9
Old  :     100.0:      53.8        6.9        0.1       19.5       78.2       73.4       85.1:      26.6       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          1          7         15         28         19:
Old  :        43:        20          4          1          7         15         28         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       60.7       48.7       75.3       34.0       60.7       48.7       75.3
Old  :                 34.0       60.7       48.7       75.3       34.0       60.7       48.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,857:     3,917        474         61      1,619      6,128      5,597      6,663:     2,260      1,194
Old  :     7,857:     3,917        474         61      1,619      6,128      5,597      6,663:     2,260      1,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       504:       565         94        -99       -153        276        313        271:       191        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9        6.0        0.8       20.6       78.0       71.2       84.8:      28.8       15.2
Old  :     100.0:      49.9        6.0        0.8       20.6       78.0       71.2       84.8:      28.8       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        20          3          1          6         12         27         16:
Old  :        42:        20          3          1          6         12         27         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       60.4       48.0       76.5       34.2       60.4       48.0       76.5
Old  :                 34.2       60.4       48.0       76.5       34.2       60.4       48.0       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   211,750:    41,599      5,045     42,114    103,509    147,224    187,222    194,383:    24,528     17,367
Old  :   211,750:    41,599      5,045     42,114    103,509    147,224    187,222    194,383:    24,528     17,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,879:    -1,462        353      3,191      4,960      4,192      6,689      7,736:    -1,809     -2,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.4       19.9       48.9       69.5       88.4       91.8:      11.6        8.2
Old  :     100.0:      19.6        2.4       19.9       48.9       69.5       88.4       91.8:      11.6        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        56         23         45         74         82        149        134:
Old  :       175:        56         23         45         74         82        149        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       17.8       32.3       27.4       16.1       11.2       24.9       18.8
Old  :                 21.6       17.8       32.3       27.4       16.1       11.2       24.9       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   206,871:    43,061      4,691     38,923     98,549    143,032    180,534    186,647:    26,337     20,224
Old  :   206,871:    43,061      4,691     38,923     98,549    143,032    180,534    186,647:    26,337     20,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    19,967:    13,646       -785      5,698     -4,471     11,266     14,873     16,179:     5,094      3,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        2.3       18.8       47.6       69.1       87.3       90.2:      12.7        9.8
Old  :     100.0:      20.8        2.3       18.8       47.6       69.1       87.3       90.2:      12.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        57         25         46         64         80        141        134:
Old  :       173:        57         25         46         64         80        141        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       16.5       32.6       27.3       16.9       11.2       26.3       19.0
Old  :                 21.9       16.5       32.6       27.3       16.9       11.2       26.3       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 25, 2005