WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   281,869:    43,483     23,615     63,348    139,724    151,031    246,554    237,993:    35,314     43,876
Old  :   136,194:    23,288     27,079     18,886     75,195     70,847    117,369    116,812:    18,826     19,382
Other:   145,674:    31,724      8,064     32,934     64,528     80,184    129,186    121,181:    16,489     24,493
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,677:   -12,963     -3,959     -2,386     -6,202    -14,884    -21,551    -21,230:     3,874      3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        8.4       22.5       49.6       53.6       87.5       84.4:      12.5       15.6
Old  :     100.0:      17.1       19.9       13.9       55.2       52.0       86.2       85.8:      13.8       14.2
Other:     100.0:      21.8        5.5       22.6       44.3       55.0       88.7       83.2:      11.3       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        84         55         75         51         59        168        165:
Old  :       177:        53         63         45         36         45        111        131:
Other:       171:        76         32         52         40         53        130        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       34.0       39.2       41.3       26.7       32.0       37.7       36.4
Old  :                 35.8       33.5       51.2       41.6       35.0       33.4       50.2       40.8
Other:                 28.0       37.4       38.8       45.7       26.0       32.6       33.2       37.1
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   299,546:    56,446     27,574     65,734    145,926    165,915    268,106    259,223:    31,440     40,323
Old  :   170,372:    39,900     31,947     20,882     91,949    100,204    152,732    153,034:    17,640     17,338
Other:   129,174:    27,926      7,007     33,471     53,977     65,711    115,374    106,189:    13,800     22,985
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -10,396:    -6,600      2,226     -4,741        723     -5,282    -10,618     -7,798:       222     -2,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        9.2       21.9       48.7       55.4       89.5       86.5:      10.5       13.5
Old  :     100.0:      23.4       18.8       12.3       54.0       58.8       89.6       89.8:      10.4       10.2
Other:     100.0:      21.6        5.4       25.9       41.8       50.9       89.3       82.2:      10.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        91         66         77         46         61        183        166:
Old  :       203:        65         75         46         30         52        126        142:
Other:       165:        76         28         49         39         52        127        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       35.3       38.3       43.1       26.3       33.8       36.5       38.7
Old  :                 34.7       40.5       48.6       47.8       33.6       40.4       47.4       46.9
Other:                 28.8       31.3       39.9       40.9       26.2       27.1       31.2       31.7
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   825,178:    95,870     90,972    124,455    462,841    368,928    683,166    584,355:   142,012    240,823
Old  :   604,627:    78,103     97,157     84,374    335,923    274,126    498,400    455,657:   106,227    148,970
Other:   220,551:    30,657      6,706     27,190    126,919     94,802    184,766    128,697:    35,785     91,853
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    15,261:   -11,837     13,307     15,692     10,514    -22,196     14,368      6,803:       892      8,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       11.0       15.1       56.1       44.7       82.8       70.8:      17.2       29.2
Old  :     100.0:      12.9       16.1       14.0       55.6       45.3       82.4       75.4:      17.6       24.6
Other:     100.0:      13.9        3.0       12.3       57.5       43.0       83.8       58.4:      16.2       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       482:       119        103        124        211        207        399        378:
Old  :       466:       109        111        107        190        192        362        354:
Other:       322:        71         45         52        117        168        209        244:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       14.7       26.2       19.9       14.1        6.9       22.5       10.8
Old  :                 18.0       17.5       29.6       22.7       17.7       12.7       27.2       17.3
Other:                 34.1        9.2       41.8       15.2       28.9        6.4       35.2       11.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   809,917:   107,707     77,665    108,763    452,327    391,124    668,797    577,552:   141,120    232,365
Old  :   599,235:    91,370     83,230     71,044    327,964    301,923    490,379    456,197:   108,856    143,038
Other:   210,682:    26,810      4,909     27,245    124,363     89,201    178,419    121,355:    32,264     89,327
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -18,079:   -10,104     11,247     -2,601     -5,255    -23,915    -17,959    -15,269:      -120     -2,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3        9.6       13.4       55.8       48.3       82.6       71.3:      17.4       28.7
Old  :     100.0:      15.2       13.9       11.9       54.7       50.4       81.8       76.1:      18.2       23.9
Other:     100.0:      12.7        2.3       12.9       59.0       42.3       84.7       57.6:      15.3       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       128         87        114        216        212        406        363:
Old  :       468:       118        102         96        193        198        370        340:
Other:       323:        74         39         51        115        170        210        239:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       16.5       25.9       21.6       14.1        9.1       22.6       13.1
Old  :                 18.0       19.5       29.6       24.8       17.6       14.7       27.0       19.5
Other:                 36.1       10.0       43.9       15.8       30.5        6.4       36.8       11.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     8,862:     2,627         23        539        928      6,840      4,093      7,402:     4,768      1,460
Old  :     4,952:     1,733          8        188        394      4,088      2,316      4,284:     2,636        668
Other:     3,910:       902         24        341        535      2,753      1,778      3,118:     2,132        792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       365:       219       -707         76          7      1,182        303        551:        62       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        0.3        6.1       10.5       77.2       46.2       83.5:      53.8       16.5
Old  :     100.0:      35.0        0.2        3.8        7.9       82.6       46.8       86.5:      53.2       13.5
Other:     100.0:      23.1        0.6        8.7       13.7       70.4       45.5       79.7:      54.5       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          3          4         10         16         25         20:
Old  :        30:        11          2          3          6         15         19         18:
Other:        27:         8          2          4          8         13         18         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  :                 22.3       44.3       31.1       59.5       22.3       42.6       29.5       57.2
Old  :                 30.6       47.9       37.3       69.9       30.6       47.5       37.2       69.0
Other:                 27.9       45.0       37.8       62.1       27.5       43.9       31.5       57.6
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     8,497:     2,407        730        462        921      5,659      3,790      6,851:     4,706      1,646
Old  :     6,233:     2,310        647        172        767      4,384      3,249      5,203:     2,984      1,030
Other:     2,264:       135        120        253        154      1,275        541      1,648:     1,722        616
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       359:       247        -11         63       -107        339        202        391:       156        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        8.6        5.4       10.8       66.6       44.6       80.6:      55.4       19.4
Old  :     100.0:      37.1       10.4        2.8       12.3       70.3       52.1       83.5:      47.9       16.5
Other:     100.0:       6.0        5.3       11.2        6.8       56.3       23.9       72.8:      76.1       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          4          5         10         16         25         25:
Old  :        36:        14          4          3          9         14         24         20:
Other:        26:         5          5          5          6         13         15         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  :                 22.6       39.4       29.6       54.5       22.6       39.0       28.4       54.0
Old  :                 30.2       45.5       38.7       63.2       30.2       45.2       37.3       62.7
Other:                 12.9       41.4       20.1       56.3        7.2       41.1       10.6       53.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   396,473:    54,095     25,053     88,291    185,895    165,346    328,281    278,690:    68,192    117,784
Old  :   317,889:    46,699     28,056     68,525    152,377    140,238    267,601    236,820:    50,288     81,070
Other:    78,584:    15,055      4,656     12,106     33,519     25,108     60,680     41,870:    17,904     36,714
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -13,371:    -5,457        952      2,641     -7,891    -12,380    -10,707     -8,786:    -2,664     -4,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        6.3       22.3       46.9       41.7       82.8       70.3:      17.2       29.7
Old  :     100.0:      14.7        8.8       21.6       47.9       44.1       84.2       74.5:      15.8       25.5
Other:     100.0:      19.2        5.9       15.4       42.7       32.0       77.2       53.3:      22.8       46.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       126        115        146        107        115        315        302:
Old  :       369:       116        120        126         94        114        279        293:
Other:       204:        65         49         44         58         71        149        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.1       31.2       22.8       13.6        6.6       19.9       10.6
Old  :                 22.7       17.6       34.6       25.7       17.0        7.8       23.7       11.9
Other:                 22.8       12.6       34.0       19.6       21.0        8.1       28.8       13.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   409,844:    59,551     24,101     85,650    193,787    177,726    338,987    287,476:    70,857    122,369
Old  :   337,033:    55,471     28,341     66,618    161,095    155,173    283,184    250,132:    53,849     86,901
Other:    72,811:    11,620      3,300     11,491     32,692     22,553     55,804     37,344:    17,008     35,467
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -26,038:    -7,167     -1,361    -11,419     -6,741     -9,437    -25,328    -22,217:      -710     -3,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        5.9       20.9       47.3       43.4       82.7       70.1:      17.3       29.9
Old  :     100.0:      16.5        8.4       19.8       47.8       46.0       84.0       74.2:      16.0       25.8
Other:     100.0:      16.0        4.5       15.8       44.9       31.0       76.6       51.3:      23.4       48.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       115        116        136        104        115        306        289:
Old  :       365:       104        126        119         90        111        274        280:
Other:       189:        65         35         44         54         69        136        132:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       15.8       32.0       23.5       13.1        6.7       19.9       10.8
Old  :                 22.8       17.5       35.1       26.5       16.0        7.9       22.2       12.3
Other:                 24.4       11.5       36.2       18.6       22.8        7.4       30.8       12.6
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,487:    12,310      3,315        669        212        870     13,191      4,854:     3,296     11,633
Old  :     8,366:     5,192      2,681        494        202        495      5,888      3,670:     2,478      4,696
Other:     8,121:     7,277        793         16         10        375      7,303      1,184:       818      6,937
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -266:      -647       -317        253       -100          5       -494        -59:       228       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       20.1        4.1        1.3        5.3       80.0       29.4:      20.0       70.6
Old  :     100.0:      62.1       32.0        5.9        2.4        5.9       70.4       43.9:      29.6       56.1
Other:     100.0:      89.6        9.8        0.2        0.1        4.6       89.9       14.6:      10.1       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          7          7          2          3         19         14:
Old  :        24:        13          8          7          2          2         19         13:
Other:        14:         7          5          3          1          2          9          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  :                 55.8       17.9       69.4       25.0       55.8       15.6       68.8       22.6
Old  :                 44.5       28.4       58.9       40.3       44.4       28.4       56.6       35.3
Other:                 80.3       14.0       89.9       14.6       80.2       13.9       89.6       14.3
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,753:    12,957      3,632        416        312        865     13,685      4,913:     3,068     11,840
Old  :     9,001:     5,978      2,982        317        302        499      6,597      3,798:     2,404      5,203
Other:     7,752:     7,061        732         17         10        366      7,088      1,115:       664      6,637
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -511:    -1,048       -634        103          0          2       -945       -529:       434         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       21.7        2.5        1.9        5.2       81.7       29.3:      18.3       70.7
Old  :     100.0:      66.4       33.1        3.5        3.4        5.5       73.3       42.2:      26.7       57.8
Other:     100.0:      91.1        9.4        0.2        0.1        4.7       91.4       14.4:       8.6       85.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          8          9          2          3         20         15:
Old  :        24:        11         10          5          2          2         18         12:
Other:        14:         8          4          4          1          2         10          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  :                 57.4       17.0       70.6       24.9       57.4       17.0       70.3       24.1
Old  :                 46.3       26.1       61.0       38.8       46.3       25.6       61.0       35.7
Other:                 82.4       14.0       91.3       14.4       82.2       13.8       91.1       14.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   173,141:    30,306     12,116     29,286     82,696    117,763    142,288    159,165:    30,852     13,976
Old  :   143,081:    29,036     13,358     21,054     67,721     96,282    117,811    130,693:    25,270     12,387
Other:    30,060:     3,515      1,003      5,987     14,975     21,481     24,477     28,472:     5,583      1,589
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -7,238:    -2,340        429     -3,395     -1,730     -2,805     -7,466     -5,772:       228     -1,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        7.0       16.9       47.8       68.0       82.2       91.9:      17.8        8.1
Old  :     100.0:      20.3        9.3       14.7       47.3       67.3       82.3       91.3:      17.7        8.7
Other:     100.0:      11.7        3.3       19.9       49.8       71.5       81.4       94.7:      18.6        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        41         33         39         46         46        116         98:
Old  :       140:        43         33         37         44         46        112         97:
Other:        55:        14          8         17         23         21         44         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  :                 18.4       37.1       29.4       48.5       17.6       31.4       25.8       39.2
Old  :                 19.2       35.0       29.9       47.3       18.4       31.6       26.7       40.2
Other:                 42.7       55.7       54.4       68.8       37.5       49.2       44.4       57.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   180,379:    32,646     11,687     32,681     84,427    120,568    149,754    164,937:    30,625     15,442
Old  :   151,631:    30,990     13,633     24,891     70,627     99,775    126,508    138,299:    25,123     13,331
Other:    28,748:     4,619      1,017      4,827     13,799     20,793     23,246     26,637:     5,502      2,111
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,372:    -1,868        126        642     -2,311     -3,559     -3,536     -2,791:     1,164        419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        6.5       18.1       46.8       66.8       83.0       91.4:      17.0        8.6
Old  :     100.0:      20.4        9.0       16.4       46.6       65.8       83.4       91.2:      16.6        8.8
Other:     100.0:      16.1        3.5       16.8       48.0       72.3       80.9       92.7:      19.1        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        40         31         37         44         47        110         98:
Old  :       138:        42         33         33         43         47        105         98:
Other:        49:        12          8         16         19         20         38         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       36.4       27.4       48.2       16.9       32.2       25.5       41.1
Old  :                 17.0       33.7       28.2       46.8       17.0       32.4       25.9       40.6
Other:                 43.8       58.0       56.6       71.0       40.1       51.0       48.7       59.6
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   926,412:    83,822    133,744    138,776    551,107    446,689    773,705    719,209:   152,707    207,202
Old  :   926,412:    83,822    133,744    138,776    551,107    446,689    773,705    719,209:   152,707    207,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -29,762:   -18,254    -19,470    -10,498    -21,982    -13,359    -50,733    -43,326:    20,971     13,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.4       15.0       59.5       48.2       83.5       77.6:      16.5       22.4
Old  :     100.0:       9.0       14.4       15.0       59.5       48.2       83.5       77.6:      16.5       22.4
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  :       182:        34         44         50         75         88        139        152:
Old  :       182:        34         44         50         75         88        139        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.5       34.8       25.0       18.7       12.2       24.9       19.3
Old  :                 26.3       14.5       34.8       25.0       18.7       12.2       24.9       19.3
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 29, 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  :   956,174:   102,075    153,214    149,274    573,089    460,047    824,438    762,536:   131,735    193,638
Old  :   956,174:   102,075    153,214    149,274    573,089    460,047    824,438    762,536:   131,735    193,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -54,098:   -21,902     -6,244    -14,415     -8,593    -24,461    -44,910    -45,120:    -9,188     -8,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       16.0       15.6       59.9       48.1       86.2       79.7:      13.8       20.3
Old  :     100.0:      10.7       16.0       15.6       59.9       48.1       86.2       79.7:      13.8       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        37         42         54         74         81        137        151:
Old  :       177:        37         42         54         74         81        137        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.8       34.1       25.3       18.1       12.5       24.0       19.3
Old  :                 25.6       14.8       34.1       25.3       18.1       12.5       24.0       19.3
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, April 5, 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  :   148,440:    24,362     10,211     25,922     65,735     88,705    116,019    124,838:    32,421     23,602
Old  :   117,941:    23,970     10,866     19,289     47,334     67,219     90,593     97,374:    27,348     20,567
Other:    30,499:     1,861        814      5,164     18,401     21,487     25,426     27,464:     5,073      3,034
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -10,155:    -6,697     -1,821     -2,919       -690     -6,170    -10,306    -10,909:       152        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        6.9       17.5       44.3       59.8       78.2       84.1:      21.8       15.9
Old  :     100.0:      20.3        9.2       16.4       40.1       57.0       76.8       82.6:      23.2       17.4
Other:     100.0:       6.1        2.7       16.9       60.3       70.5       83.4       90.1:      16.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        43         25         41         57         55        123        110:
Old  :       147:        45         27         37         54         52        117        105:
Other:        73:        15         13         21         34         28         60         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       26.3       24.8       39.1       10.0       18.6       15.5       28.1
Old  :                 12.4       26.6       21.8       37.0       10.3       21.6       16.0       27.6
Other:                 40.5       51.0       49.9       62.2       36.5       50.2       44.8       58.6
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   158,594:    31,059     12,031     28,841     66,425     94,875    126,325    135,747:    32,269     22,847
Old  :   128,608:    30,505     12,249     22,461     48,451     74,281    101,417    108,991:    27,191     19,617
Other:    29,986:     1,846      1,074      5,088     17,974     20,594     24,908     26,756:     5,078      3,230
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -4,095:    -4,165       -105       -554        870     -3,504     -3,849     -4,163:      -246         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        7.6       18.2       41.9       59.8       79.7       85.6:      20.3       14.4
Old  :     100.0:      23.7        9.5       17.5       37.7       57.8       78.9       84.7:      21.1       15.3
Other:     100.0:       6.2        3.6       17.0       59.9       68.7       83.1       89.2:      16.9       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        46         31         39         56         54        130        109:
Old  :       159:        51         31         37         54         52        126        107:
Other:        70:        14         14         20         31         28         56         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       26.9       24.3       39.5       10.8       20.3       16.5       29.0
Old  :                 12.4       28.1       22.0       38.2       11.4       23.6       18.1       32.0
Other:                 41.3       50.7       51.4       62.2       37.7       50.1       46.1       58.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,427:     3,395      1,729      1,311        767      2,987      5,473      6,027:     1,954      1,400
Old  :     7,081:     3,352      1,720      1,185        695      2,846      5,233      5,751:     1,849      1,330
Other:       345:        66         32        102         72        141        240        275:       105         70
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       744:       106         50        743        -98       -196        751        597:        -7        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7       23.3       17.7       10.3       40.2       73.7       81.1:      26.3       18.9
Old  :     100.0:      47.3       24.3       16.7        9.8       40.2       73.9       81.2:      26.1       18.8
Other:     100.0:      19.1        9.2       29.6       20.8       40.8       69.5       79.7:      30.5       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        19         11         10          9         12         30         31:
Old  :        43:        19         11         10          8         12         29         31:
Other:        16:         7          2          5          3          5         12         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       31.0       51.3       49.6       33.2       27.6       42.1       42.0
Old  :                 35.6       31.3       52.5       50.0       34.6       27.7       43.8       42.7
Other:                 49.5       64.4       64.2       77.9       28.4       42.7       38.7       49.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     6,683:     3,289      1,679        568        865      3,183      4,722      5,430:     1,961      1,253
Old  :     6,369:     3,279      1,671        448        843      3,060      4,570      5,179:     1,799      1,190
Other:       314:        22         21        107         22        123        152        251:       162         63
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       239:       265        -43         65        -79        218        251        240:       -12         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       25.1        8.5       12.9       47.6       70.7       81.2:      29.3       18.8
Old  :     100.0:      51.5       26.2        7.0       13.2       48.0       71.8       81.3:      28.2       18.7
Other:     100.0:       7.2        6.5       34.1        7.0       39.2       48.3       79.8:      51.7       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16         10          9          9         13         28         29:
Old  :        41:        15         11          9          9         13         28         29:
Other:        13:         5          2          5          2          5          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       33.8       49.5       53.0       37.7       30.3       46.7       46.8
Old  :                 39.6       34.4       50.8       54.3       39.6       30.8       49.0       47.9
Other:                 42.6       64.5       47.6       77.5       12.4       39.6       13.5       45.1
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   313,737:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,838    107,275
Old  :   313,737:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,838    107,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,902:   -11,451    -14,750       -139    -12,475     -3,708    -24,065    -18,597:     6,163        695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       20.6        0.0       48.4       45.3       81.2       65.8:      18.8       34.2
Old  :     100.0:      32.8       20.6        0.0       48.4       45.3       81.2       65.8:      18.8       34.2
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  :       101:        19         25          1         38         42         58         67:
Old  :       101:        19         25          1         38         42         58         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       19.4       43.0       28.9       30.1       17.8       43.0       26.9
Old  :                 30.1       19.4       43.0       28.9       30.1       17.8       43.0       26.9
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 29, 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  :   331,639:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,675    106,580
Old  :   331,639:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,675    106,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,103:      -861      3,689       -724      7,874     -1,678      6,289      1,287:    -5,186       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
Old  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        18         28          2         41         43         60         72:
Old  :       104:        18         28          2         41         43         60         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       18.4       42.0       28.9       29.7       16.5       41.3       26.7
Old  :                 30.0       18.4       42.0       28.9       29.7       16.5       41.3       26.7
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, April 5, 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  : 2,733,771:   322,944    522,271    475,175  1,714,055  1,192,998  2,512,175  2,190,445:   221,596    543,326
Old  : 2,733,771:   322,944    522,271    475,175  1,714,055  1,192,998  2,512,175  2,190,445:   221,596    543,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -75,089:   -91,826   -119,337     50,324    -51,327    -14,444    -92,829    -83,457:    17,739      8,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       19.1       17.4       62.7       43.6       91.9       80.1:       8.1       19.9
Old  :     100.0:      11.8       19.1       17.4       62.7       43.6       91.9       80.1:       8.1       19.9
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  :       263:        35         82         81        106        131        194        241:
Old  :       263:        35         82         81        106        131        194        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  :                 36.3       10.9       50.6       18.3       32.0        9.0       41.8       14.6
Old  :                 36.3       10.9       50.6       18.3       32.0        9.0       41.8       14.6
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 29, 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  : 2,808,860:   414,770    641,609    424,851  1,765,382  1,207,442  2,605,003  2,273,902:   203,857    534,958
Old  : 2,808,860:   414,770    641,609    424,851  1,765,382  1,207,442  2,605,003  2,273,902:   203,857    534,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :  -195,956:    14,200      2,175    -66,660   -101,210    -37,346   -153,670   -101,831:   -42,286    -94,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       22.8       15.1       62.9       43.0       92.7       81.0:       7.3       19.0
Old  :     100.0:      14.8       22.8       15.1       62.9       43.0       92.7       81.0:       7.3       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        36         84         75        103        133        188        243:
Old  :       267:        36         84         75        103        133        188        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  :                 33.2       12.3       50.3       20.0       30.1       10.6       42.1       16.1
Old  :                 33.2       12.3       50.3       20.0       30.1       10.6       42.1       16.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  : 1,691,299:   156,848    330,942    239,984  1,135,743    780,229  1,532,575  1,351,155:   158,724    340,144
Old  : 1,691,299:   156,848    330,942    239,984  1,135,743    780,229  1,532,575  1,351,155:   158,724    340,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -26,118:   -45,934     19,508    -43,008     54,583     31,221    -34,359      7,722:     8,241    -33,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       19.6       14.2       67.2       46.1       90.6       79.9:       9.4       20.1
Old  :     100.0:       9.3       19.6       14.2       67.2       46.1       90.6       79.9:       9.4       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        30         58         48         68         87        127        164:
Old  :       187:        30         58         48         68         87        127        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  :                 33.8       17.1       44.0       26.4       24.8       12.0       32.9       18.9
Old  :                 33.8       17.1       44.0       26.4       24.8       12.0       32.9       18.9
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 29, 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  : 1,717,417:   202,782    311,433    282,992  1,081,161    749,008  1,566,934  1,343,433:   150,483    373,984
Old  : 1,717,417:   202,782    311,433    282,992  1,081,161    749,008  1,566,934  1,343,433:   150,483    373,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -90,125:   -29,549    -21,516    -41,618     -1,476     -4,604    -72,643    -67,739:   -17,482    -22,386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       18.1       16.5       63.0       43.6       91.2       78.2:       8.8       21.8
Old  :     100.0:      11.8       18.1       16.5       63.0       43.6       91.2       78.2:       8.8       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        33         53         47         68         84        126        159:
Old  :       185:        33         53         47         68         84        126        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       16.9       41.0       26.6       20.9       11.5       30.6       18.0
Old  :                 29.8       16.9       41.0       26.6       20.9       11.5       30.6       18.0
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, April 5, 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  :   585,478:   183,019     33,728    160,323    205,489    357,862    548,831    551,913:    36,647     33,565
Old  :   585,478:   183,019     33,728    160,323    205,489    357,862    548,831    551,913:    36,647     33,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -99,772:   -16,786    -12,113    -28,157    -47,575    -54,083    -92,517    -94,352:    -7,255     -5,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        5.8       27.4       35.1       61.1       93.7       94.3:       6.3        5.7
Old  :     100.0:      31.3        5.8       27.4       35.1       61.1       93.7       94.3:       6.3        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  :       118:        41         15         42         53         56        103        105:
Old  :       118:        41         15         42         53         56        103        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       30.6       47.1       43.9       22.4       25.2       28.9       32.0
Old  :                 34.6       30.6       47.1       43.9       22.4       25.2       28.9       32.0
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 29, 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  :   685,250:   199,805     45,841    188,479    253,064    411,945    641,348    646,265:    43,902     38,984
Old  :   685,250:   199,805     45,841    188,479    253,064    411,945    641,348    646,265:    43,902     38,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -8,370:   -30,299     -6,772     13,556     13,698    -11,651     -3,046     -4,867:    -5,324     -3,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        6.7       27.5       36.9       60.1       93.6       94.3:       6.4        5.7
Old  :     100.0:      29.2        6.7       27.5       36.9       60.1       93.6       94.3:       6.4        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  :       123:        38         19         41         58         58        111        105:
Old  :       123:        38         19         41         58         58        111        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       34.8       51.0       46.6       25.0       29.5       32.5       36.8
Old  :                 36.1       34.8       51.0       46.6       25.0       29.5       32.5       36.8
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, April 5, 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  :    40,026:     9,409     10,956        675     20,635     21,078     30,719     32,709:     9,307      7,317
Old  :    40,026:     9,409     10,956        675     20,635     21,078     30,719     32,709:     9,307      7,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       -35:      -368      4,626         58         78     -5,557       -231       -872:       196        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       27.4        1.7       51.6       52.7       76.7       81.7:      23.3       18.3
Old  :     100.0:      23.5       27.4        1.7       51.6       52.7       76.7       81.7:      23.3       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  :        56:        16         13          6         21         11         43         24:
Old  :        56:        16         13          6         21         11         43         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  :                 35.1       59.2       48.9       69.1       35.1       59.2       48.9       69.0
Old  :                 35.1       59.2       48.9       69.1       35.1       59.2       48.9       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    40,061:     9,777      6,330        616     20,557     26,635     30,950     33,581:     9,111      6,480
Old  :    40,061:     9,777      6,330        616     20,557     26,635     30,950     33,581:     9,111      6,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :        10:      -284      1,016         44       -877         96     -1,117      1,155:     1,127     -1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.8        1.5       51.3       66.5       77.3       83.8:      22.7       16.2
Old  :     100.0:      24.4       15.8        1.5       51.3       66.5       77.3       83.8:      22.7       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        18         13          6         18         12         41         26:
Old  :        58:        18         13          6         18         12         41         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       60.6       49.0       69.9       35.1       60.5       49.0       69.9
Old  :                 35.1       60.6       49.0       69.9       35.1       60.5       49.0       69.9
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, April 5, 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  :    47,942:    10,597     17,489      4,839     19,681     14,522     35,117     36,850:    12,825     11,093
Old  :    47,942:    10,597     17,489      4,839     19,681     14,522     35,117     36,850:    12,825     11,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    10,103:       812      7,477      1,064      7,116     -1,699      8,992      6,842:     1,111      3,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       36.5       10.1       41.1       30.3       73.2       76.9:      26.8       23.1
Old  :     100.0:      22.1       36.5       10.1       41.1       30.3       73.2       76.9:      26.8       23.1
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  :        71:        31         19         23         14         13         51         49:
Old  :        71:        31         19         23         14         13         51         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  :                 36.5       38.2       46.5       53.2       30.4       36.3       38.8       47.5
Old  :                 36.5       38.2       46.5       53.2       30.4       36.3       38.8       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    37,839:     9,785     10,011      3,775     12,565     16,221     26,125     30,007:    11,714      7,832
Old  :    37,839:     9,785     10,011      3,775     12,565     16,221     26,125     30,007:    11,714      7,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,363:       732      2,034        580      1,753     -2,105      3,066        510:    -1,703        853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       26.5       10.0       33.2       42.9       69.0       79.3:      31.0       20.7
Old  :     100.0:      25.9       26.5       10.0       33.2       42.9       69.0       79.3:      31.0       20.7
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  :        71:        31         20         20         12         14         48         49:
Old  :        71:        31         20         20         12         14         48         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       36.2       40.7       50.7       26.0       35.3       34.0       46.7
Old  :                 31.6       36.2       40.7       50.7       26.0       35.3       34.0       46.7
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, April 5, 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  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Old  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -568:       -24       -786          0       -495        468       -519       -318:       -49       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Old  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5         22          4         20         19         28         42:
Old  :        60:         5         22          4         20         19         28         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
Old  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
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 29, 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  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Old  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -247:        61        289          0       -308       -881       -247       -592:         0        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        5.1
Old  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        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  :        62:         5         23          4         19         21         27         45:
Old  :        62:         5         23          4         19         21         27         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  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
Old  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
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, April 5, 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  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Old  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -396:         0       -212          0       -252       -484       -252       -696:      -144        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Old  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        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  :        22:         0          9          0          5          8          5         17:
Old  :        22:         0          9          0          5          8          5         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  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Old  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
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 29, 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  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Old  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,202:         0       -477          0       -287          0       -287       -477:      -915       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
Old  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         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  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
Old  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
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, April 5, 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  :    26,776:     1,734      2,096      4,494     14,285     13,654     20,513     20,243:     6,264      6,533
Old  :    26,776:     1,734      2,096      4,494     14,285     13,654     20,513     20,243:     6,264      6,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -4,973:       213       -373     -1,049     -3,686     -3,048     -4,522     -4,471:      -451       -503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        7.8       16.8       53.3       51.0       76.6       75.6:      23.4       24.4
Old  :     100.0:       6.5        7.8       16.8       53.3       51.0       76.6       75.6:      23.4       24.4
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  :        44:        12          5         15         23         17         39         33:
Old  :        44:        12          5         15         23         17         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  :                 40.7       29.3       55.9       49.8       37.1       28.1       44.3       41.8
Old  :                 40.7       29.3       55.9       49.8       37.1       28.1       44.3       41.8
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 29, 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  :    31,750:     1,521      2,469      5,543     17,971     16,702     25,035     24,714:     6,714      7,035
Old  :    31,750:     1,521      2,469      5,543     17,971     16,702     25,035     24,714:     6,714      7,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       439:       179        -43        111         35        268        324        336:       115        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        7.8       17.5       56.6       52.6       78.9       77.8:      21.1       22.2
Old  :     100.0:       4.8        7.8       17.5       56.6       52.6       78.9       77.8:      21.1       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:        14          5         16         23         20         40         38:
Old  :        48:        14          5         16         23         20         40         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  :                 44.1       29.9       57.5       50.1       40.4       28.7       46.6       41.8
Old  :                 44.1       29.9       57.5       50.1       40.4       28.7       46.6       41.8
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, April 5, 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  :    99,752:    16,687      4,942     19,575     44,718     41,993     80,979     66,510:    18,773     33,242
Old  :    95,154:    16,934      5,131     18,590     42,296     40,301     77,820     64,022:    17,334     31,132
Other:     4,598:       650        709         87      2,422      1,692      3,159      2,488:     1,439      2,110
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,537:    -1,023        352      3,332        248        228      2,557      3,913:     1,980        624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        5.0       19.6       44.8       42.1       81.2       66.7:      18.8       33.3
Old  :     100.0:      17.8        5.4       19.5       44.5       42.4       81.8       67.3:      18.2       32.7
Other:     100.0:      14.1       15.4        1.9       52.7       36.8       68.7       54.1:      31.3       45.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        45         33         52         29         35        107        100:
Old  :       138:        45         35         52         29         35        107        100:
Other:        31:        12          3          4          4         13         16         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       19.6       37.1       30.1       25.8       18.1       35.6       26.0
Old  :                 27.2       19.5       37.3       30.6       27.1       18.0       37.2       27.8
Other:                 59.2       34.9       66.6       46.3       57.6       34.9       63.5       46.3
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    95,215:    17,710      4,590     16,242     44,470     41,765     78,422     62,598:    16,793     32,618
Old  :    91,589:    17,915      4,707     15,576     42,371     40,302     75,862     60,586:    15,727     31,003
Other:     3,626:       366        453         96      2,099      1,463      2,560      2,012:     1,066      1,615
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -941:      -560       -191       -299       -201       -666     -1,061     -1,156:       119        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        4.8       17.1       46.7       43.9       82.4       65.7:      17.6       34.3
Old  :     100.0:      19.6        5.1       17.0       46.3       44.0       82.8       66.1:      17.2       33.9
Other:     100.0:      10.1       12.5        2.6       57.9       40.3       70.6       55.5:      29.4       44.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        55         26         53         28         35        110        100:
Old  :       139:        52         29         53         28         35        110        100:
Other:        31:        12          4          4          3         13         16         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       19.8       38.8       30.8       27.4       19.3       38.1       27.5
Old  :                 28.5       19.8       39.2       31.2       28.5       19.3       39.1       28.9
Other:                 62.2       33.5       68.4       46.1       60.2       33.5       64.2       46.1
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     2,366:       164        596         95      1,563        665      1,822      1,356:       544      1,010
Old  :     2,353:       164        593         95      1,550        661      1,809      1,349:       544      1,004
Other:        13:         0          3          0         13          4         13          7:         0          6
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -177:        62         -9         11       -155         54        -82         56:       -94       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       25.2        4.0       66.1       28.1       77.0       57.3:      23.0       42.7
Old  :     100.0:       7.0       25.2        4.0       65.9       28.1       76.9       57.3:      23.1       42.7
Other:     100.0:       0.0       23.1        0.0      100.0       30.8      100.0       53.8:       0.0       46.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         11          4         10          3         19         14:
Old  :        27:         5         11          4         10          3         19         14:
Other:         4:         0          2          0          2          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       35.6       65.0       47.8       45.4       31.2       55.8       38.8
Old  :                 53.5       35.8       64.8       47.7       45.2       31.3       55.6       38.8
Other:                100.0       53.8      100.0       53.8       92.3       46.2       92.3       46.2
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     2,543:       102        605         84      1,718        611      1,905      1,300:       638      1,243
Old  :     2,541:       102        605         83      1,717        610      1,903      1,298:       638      1,243
Other:         2:         0          0          1          1          1          2          2:        -0         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -197:       -30       -260        -43        -26        128       -100       -176:       -97        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       23.8        3.3       67.6       24.0       74.9       51.1:      25.1       48.9
Old  :     100.0:       4.0       23.8        3.3       67.6       24.0       74.9       51.1:      25.1       48.9
Other:     100.0:       0.0        0.0       50.0       50.0       50.0      100.0      100.0:      -0.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          9          3         10          3         16         13:
Old  :        24:         4          9          3         10          3         16         13:
Other:         2:         0          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       31.2       66.5       44.7       50.5       30.2       60.5       38.9
Old  :                 55.9       31.2       66.6       44.7       50.6       30.2       60.5       38.9
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   158,373:    45,996      8,494     18,910     73,248     86,556    138,155    113,960:    20,218     44,413
Old  :   158,373:    45,996      8,494     18,910     73,248     86,556    138,155    113,960:    20,218     44,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -12,780:      -654        238     -6,751     -3,170     -4,071    -10,574    -10,584:    -2,205     -2,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        5.4       11.9       46.3       54.7       87.2       72.0:      12.8       28.0
Old  :     100.0:      29.0        5.4       11.9       46.3       54.7       87.2       72.0:      12.8       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  :       225:        61         28         43         86        116        171        171:
Old  :       225:        61         28         43         86        116        171        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  :                 20.1       14.6       33.8       23.0       19.9       13.9       32.1       21.0
Old  :                 20.1       14.6       33.8       23.0       19.9       13.9       32.1       21.0
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 29, 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  :   171,153:    46,651      8,256     25,661     76,418     90,627    148,730    124,544:    22,424     46,610
Old  :   171,153:    46,651      8,256     25,661     76,418     90,627    148,730    124,544:    22,424     46,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,646:      -640      1,470      1,436        587        364      1,383      3,270:     1,263       -624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        4.8       15.0       44.6       53.0       86.9       72.8:      13.1       27.2
Old  :     100.0:      27.3        4.8       15.0       44.6       53.0       86.9       72.8:      13.1       27.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        72         26         52         92        126        190        187:
Old  :       242:        72         26         52         92        126        190        187:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       13.3       31.3       22.2       18.5       12.6       29.7       19.1
Old  :                 18.7       13.3       31.3       22.2       18.5       12.6       29.7       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :     5,779:     1,806        334        477      1,262      3,502      3,545      4,313:     2,234      1,466
Old  :     5,779:     1,806        334        477      1,262      3,502      3,545      4,313:     2,234      1,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       176:      -197         47         40        181        -52         25         35:       151        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        5.8        8.3       21.8       60.6       61.3       74.6:      38.7       25.4
Old  :     100.0:      31.2        5.8        8.3       21.8       60.6       61.3       74.6:      38.7       25.4
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  :        53:        19         10          9         14         20         39         33:
Old  :        53:        19         10          9         14         20         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  :                 17.4       44.1       28.0       53.9       17.3       44.1       26.3       52.3
Old  :                 17.4       44.1       28.0       53.9       17.3       44.1       26.3       52.3
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 29, 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  :     5,603:     2,003        287        437      1,081      3,554      3,521      4,278:     2,083      1,326
Old  :     5,603:     2,003        287        437      1,081      3,554      3,521      4,278:     2,083      1,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :        34:        91        -35         24          9        136        124        125:       -91        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        5.1        7.8       19.3       63.4       62.8       76.3:      37.2       23.7
Old  :     100.0:      35.7        5.1        7.8       19.3       63.4       62.8       76.3:      37.2       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        22          8          8         16         19         42         31:
Old  :        54:        22          8          8         16         19         42         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  :                 17.7       46.6       28.1       57.0       17.3       46.4       26.8       56.3
Old  :                 17.7       46.6       28.1       57.0       17.3       46.4       26.8       56.3
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, April 5, 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  :    31,967:    10,440        904      8,299      7,898      7,448     26,637     16,651:     5,330     15,315
Old  :    31,967:    10,440        904      8,299      7,898      7,448     26,637     16,651:     5,330     15,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,991:       601         79        312        682        105      1,595        496:       396      1,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        2.8       26.0       24.7       23.3       83.3       52.1:      16.7       47.9
Old  :     100.0:      32.7        2.8       26.0       24.7       23.3       83.3       52.1:      16.7       47.9
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  :       137:        52         13         24         44         48        107         78:
Old  :       137:        52         13         24         44         48        107         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       17.3       34.6       24.0       14.4        5.5       22.1        9.6
Old  :                 21.7       17.3       34.6       24.0       14.4        5.5       22.1        9.6
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 29, 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  :    29,976:     9,838        825      7,988      7,216      7,343     25,041     16,155:     4,934     13,821
Old  :    29,976:     9,838        825      7,988      7,216      7,343     25,041     16,155:     4,934     13,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,375:    -1,009       -151       -254       -260       -407     -1,522       -812:       147       -563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8        2.8       26.6       24.1       24.5       83.5       53.9:      16.5       46.1
Old  :     100.0:      32.8        2.8       26.6       24.1       24.5       83.5       53.9:      16.5       46.1
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  :       129:        50         14         21         36         44         97         71:
Old  :       129:        50         14         21         36         44         97         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       17.5       34.8       24.7       13.7        6.6       21.8       11.0
Old  :                 22.9       17.5       34.8       24.7       13.7        6.6       21.8       11.0
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, April 5, 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  :    86,096:    35,756     10,013      1,691     14,656     57,107     52,104     68,811:    33,992     17,285
Old  :    86,096:    35,756     10,013      1,691     14,656     57,107     52,104     68,811:    33,992     17,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,108:       214      1,169        111     -1,260       -708       -935        573:      -172     -1,681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       11.6        2.0       17.0       66.3       60.5       79.9:      39.5       20.1
Old  :     100.0:      41.5       11.6        2.0       17.0       66.3       60.5       79.9:      39.5       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25         10          6         17         24         46         36:
Old  :        68:        25         10          6         17         24         46         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  :                 19.5       28.0       31.2       47.5       19.5       28.0       31.2       47.5
Old  :                 19.5       28.0       31.2       47.5       19.5       28.0       31.2       47.5
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 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    87,203:    35,542      8,844      1,580     15,917     57,815     53,039     68,238:    34,165     18,965
Old  :    87,203:    35,542      8,844      1,580     15,917     57,815     53,039     68,238:    34,165     18,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -8,468:    -7,822     -2,856        105       -324     -6,614     -8,041     -9,365:      -427        897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       10.1        1.8       18.3       66.3       60.8       78.3:      39.2       21.7
Old  :     100.0:      40.8       10.1        1.8       18.3       66.3       60.8       78.3:      39.2       21.7
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  :        64:        22         11          6         16         22         43         34:
Old  :        64:        22         11          6         16         22         43         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       30.5       32.8       48.4       20.5       30.4       32.8       48.3
Old  :                 20.5       30.5       32.8       48.4       20.5       30.4       32.8       48.3
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, April 5, 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  :    48,296:     1,677     20,456          1     37,030     12,476     38,708     32,933:     9,587     15,363
Old  :    48,296:     1,677     20,456          1     37,030     12,476     38,708     32,933:     9,587     15,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,142:      -491      4,246          0      6,047        793      5,556      5,039:      -413        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       42.4        0.0       76.7       25.8       80.1       68.2:      19.9       31.8
Old  :     100.0:       3.5       42.4        0.0       76.7       25.8       80.1       68.2:      19.9       31.8
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  :        35:         3         13          1         16          5         20         18:
Old  :        35:         3         13          1         16          5         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       39.4       64.0       53.2       42.9       39.4       61.2       52.9
Old  :                 42.9       39.4       64.0       53.2       42.9       39.4       61.2       52.9
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 29, 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  :    43,153:     2,168     16,210          1     30,984     11,683     33,153     27,894:    10,000     15,259
Old  :    43,153:     2,168     16,210          1     30,984     11,683     33,153     27,894:    10,000     15,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,118:    -3,074       -388          0     10,872       -113      7,798       -501:    -3,680      4,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       37.6        0.0       71.8       27.1       76.8       64.6:      23.2       35.4
Old  :     100.0:       5.0       37.6        0.0       71.8       27.1       76.8       64.6:      23.2       35.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          8          1         13          4         18         12:
Old  :        28:         4          8          1         13          4         18         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       45.8       63.3       58.5       49.2       45.8       61.0       57.9
Old  :                 49.2       45.8       63.3       58.5       49.2       45.8       61.0       57.9
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, April 5, 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  :    60,671:    32,647     10,969          7     19,617     45,386     52,271     56,363:     8,400      4,308
Old  :    60,671:    32,647     10,969          7     19,617     45,386     52,271     56,363:     8,400      4,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       -60:        80      2,088       -427     -1,027     -2,092     -1,373       -431:     1,313        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.8       18.1        0.0       32.3       74.8       86.2       92.9:      13.8        7.1
Old  :     100.0:      53.8       18.1        0.0       32.3       74.8       86.2       92.9:      13.8        7.1
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  :        88:        41         17          1         15         21         57         38:
Old  :        88:        41         17          1         15         21         57         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  :                 26.7       51.4       45.1       76.7       26.7       51.2       45.1       76.5
Old  :                 26.7       51.4       45.1       76.7       26.7       51.2       45.1       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    60,731:    32,567      8,882        434     20,643     47,478     53,644     56,794:     7,087      3,938
Old  :    60,731:    32,567      8,882        434     20,643     47,478     53,644     56,794:     7,087      3,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -5,259:    -5,095      4,083        165      3,670     -8,984     -1,261     -4,737:    -3,999       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       14.6        0.7       34.0       78.2       88.3       93.5:      11.7        6.5
Old  :     100.0:      53.6       14.6        0.7       34.0       78.2       88.3       93.5:      11.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        39         16          3         16         18         58         35:
Old  :        86:        39         16          3         16         18         58         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  :                 27.9       54.6       45.6       76.7       27.9       54.6       45.6       76.7
Old  :                 27.9       54.6       45.6       76.7       27.9       54.6       45.6       76.7
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, April 5, 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  :    71,603:    21,274      6,054      1,682     28,800     51,676     51,756     59,413:    19,847     12,191
Old  :    71,603:    21,274      6,054      1,682     28,800     51,676     51,756     59,413:    19,847     12,191
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,335:     2,706       -706        490      1,040      3,480      4,236      3,264:    -1,901       -929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        8.5        2.3       40.2       72.2       72.3       83.0:      27.7       17.0
Old  :     100.0:      29.7        8.5        2.3       40.2       72.2       72.3       83.0:      27.7       17.0
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  :        57:        19         10          7         19         18         40         33:
Old  :        57:        19         10          7         19         18         40         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  :                 22.8       54.9       38.7       65.2       21.9       53.4       37.7       63.1
Old  :                 22.8       54.9       38.7       65.2       21.9       53.4       37.7       63.1
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 29, 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  :    69,268:    18,568      6,760      1,193     27,760     48,196     47,520     56,148:    21,748     13,120
Old  :    69,268:    18,568      6,760      1,193     27,760     48,196     47,520     56,148:    21,748     13,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -4,623:   -12,760      2,043        346     11,423     -8,990       -991     -6,601:    -3,631      1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        9.8        1.7       40.1       69.6       68.6       81.1:      31.4       18.9
Old  :     100.0:      26.8        9.8        1.7       40.1       69.6       68.6       81.1:      31.4       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        20         10          6         17         13         38         28:
Old  :        53:        20         10          6         17         13         38         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  :                 23.6       57.4       37.5       67.3       22.8       55.0       36.6       64.7
Old  :                 23.6       57.4       37.5       67.3       22.8       55.0       36.6       64.7
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, April 5, 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  :   154,149:    10,106     46,786      3,891    112,853     73,262    126,851    123,940:    27,298     30,209
Old  :   154,149:    10,106     46,786      3,891    112,853     73,262    126,851    123,940:    27,298     30,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,457:    -1,112      5,192        774     15,719      5,439     15,380     11,404:      -923      3,053
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       30.4        2.5       73.2       47.5       82.3       80.4:      17.7       19.6
Old  :     100.0:       6.6       30.4        2.5       73.2       47.5       82.3       80.4:      17.7       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        19         31         12         30         26         54         64:
Old  :        91:        19         31         12         30         26         54         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       34.1       59.3       44.9       36.4       25.5       46.0       33.9
Old  :                 44.8       34.1       59.3       44.9       36.4       25.5       46.0       33.9
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 29, 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  :   139,691:    11,219     41,594      3,117     97,134     67,824    111,470    112,535:    28,221     27,156
Old  :   139,691:    11,219     41,594      3,117     97,134     67,824    111,470    112,535:    28,221     27,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     6,248:    -4,895     14,009        826     11,181    -12,074      7,112      2,762:      -864      3,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       29.8        2.2       69.5       48.6       79.8       80.6:      20.2       19.4
Old  :     100.0:       8.0       29.8        2.2       69.5       48.6       79.8       80.6:      20.2       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        18         28         10         28         24         50         58:
Old  :        84:        18         28         10         28         24         50         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       32.0       59.7       44.9       38.1       23.4       45.5       34.1
Old  :                 48.7       32.0       59.7       44.9       38.1       23.4       45.5       34.1
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   161,089:    25,985     22,523     16,444     61,622     69,646    104,051    108,613:    57,038     52,476
Old  :   161,089:    25,985     22,523     16,444     61,622     69,646    104,051    108,613:    57,038     52,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    11,806:    -3,919      7,927      1,367     14,923     -2,686     12,372      6,608:      -566      5,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       14.0       10.2       38.3       43.2       64.6       67.4:      35.4       32.6
Old  :     100.0:      16.1       14.0       10.2       38.3       43.2       64.6       67.4:      35.4       32.6
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  :       104:        33         31         32         33         27         81         75:
Old  :       104:        33         31         32         33         27         81         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  :                 22.9       22.9       31.1       36.9       21.2       20.4       27.9       30.7
Old  :                 22.9       22.9       31.1       36.9       21.2       20.4       27.9       30.7
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 29, 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  :   149,283:    29,904     14,596     15,077     46,698     72,332     91,680    102,005:    57,604     47,278
Old  :   149,283:    29,904     14,596     15,077     46,698     72,332     91,680    102,005:    57,604     47,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     8,838:    -5,585      4,037      4,101     13,021      2,451     11,537     10,589:    -2,699     -1,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        9.8       10.1       31.3       48.5       61.4       68.3:      38.6       31.7
Old  :     100.0:      20.0        9.8       10.1       31.3       48.5       61.4       68.3:      38.6       31.7
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  :        98:        36         24         32         33         25         82         68:
Old  :        98:        36         24         32         33         25         82         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       27.5       24.8       42.1       15.7       25.2       21.5       36.2
Old  :                 17.1       27.5       24.8       42.1       15.7       25.2       21.5       36.2
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Old  :     9,820:     6,057        705          0      2,167      8,453      8,224      9,158:     1,596        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -206:       -40          0          0       -136       -242       -176       -242:       -30         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        6.7
Old  :     100.0:      61.7        7.2        0.0       22.1       86.1       83.7       93.3:      16.3        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          2          0          7          8         12         10:
Old  :        20:         5          2          0          7          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
Old  :                 67.2       77.5       79.9       90.9       67.2       77.5       79.9       90.8
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 29, 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  :    10,026:     6,097        705          0      2,303      8,695      8,400      9,400:     1,626        626
Old  :    10,026:     6,097        705          0      2,303      8,695      8,400      9,400:     1,626        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8        7.0        0.0       23.0       86.7       83.8       93.8:      16.2        6.2
Old  :     100.0:      60.8        7.0        0.0       23.0       86.7       83.8       93.8:      16.2        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  :        20:         5          2          0          7          8         12         10:
Old  :        20:         5          2          0          7          8         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       76.6       80.1       90.9       71.0       76.5       80.1       90.8
Old  :                 71.0       76.6       80.1       90.9       71.0       76.5       80.1       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Old  :    83,260:    30,205      2,238          0     48,270     72,559     78,475     74,797:     4,785      8,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     4,102:       273        716          0      3,994      2,596      4,267      3,312:      -165        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       10.2
Old  :     100.0:      36.3        2.7        0.0       58.0       87.1       94.3       89.8:       5.7       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  :        28:         3          1          0         16         18         19         19:
Old  :        28:         3          1          0         16         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
Old  :                 64.5       48.3       87.2       69.8       61.7       44.4       81.8       64.9
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 29, 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  :    79,158:    29,932      1,522          0     44,276     69,963     74,208     71,485:     4,950      7,673
Old  :    79,158:    29,932      1,522          0     44,276     69,963     74,208     71,485:     4,950      7,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,412:      -467     -1,739          0      5,600      5,703      5,133      3,964:      -721        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        1.9        0.0       55.9       88.4       93.7       90.3:       6.3        9.7
Old  :     100.0:      37.8        1.9        0.0       55.9       88.4       93.7       90.3:       6.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          0         17         18         20         19:
Old  :        29:         3          1          0         17         18         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  :                 63.4       49.4       84.8       70.6       61.6       44.7       77.6       65.4
Old  :                 63.4       49.4       84.8       70.6       61.6       44.7       77.6       65.4
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, April 5, 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  :13,523,032:   699,320  1,146,331  4,194,054  7,615,680  6,501,801 12,509,055 11,842,186: 1,013,977  1,680,846
Old  :13,523,032:   699,320  1,146,331  4,194,054  7,615,680  6,501,801 12,509,055 11,842,186: 1,013,977  1,680,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,365:   -34,313    123,487   -146,431    165,267     13,731    -15,477     -9,213:    12,112      5,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.5       31.0       56.3       48.1       92.5       87.6:       7.5       12.4
Old  :     100.0:       5.2        8.5       31.0       56.3       48.1       92.5       87.6:       7.5       12.4
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  :       278:        60         74        106        123        137        240        265:
Old  :       278:        60         74        106        123        137        240        265:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       15.2       34.6       24.6       16.8        7.9       22.7       11.6
Old  :                 19.9       15.2       34.6       24.6       16.8        7.9       22.7       11.6
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 29, 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  :13,526,398:   733,633  1,022,844  4,340,486  7,450,413  6,488,070 12,524,532 11,851,399: 1,001,865  1,674,998
Old  :13,526,398:   733,633  1,022,844  4,340,486  7,450,413  6,488,070 12,524,532 11,851,399: 1,001,865  1,674,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   218,435:    16,661   -193,257    315,760     30,288    195,962    362,710    318,466:  -144,274   -100,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        7.6       32.1       55.1       48.0       92.6       87.6:       7.4       12.4
Old  :     100.0:       5.4        7.6       32.1       55.1       48.0       92.6       87.6:       7.4       12.4
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  :       267:        56         75         98        120        132        230        252:
Old  :       267:        56         75         98        120        132        230        252:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       15.8       34.4       25.4       16.4        8.5       22.1       12.3
Old  :                 19.7       15.8       34.4       25.4       16.4        8.5       22.1       12.3
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, April 5, 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  :   731,753:    58,704     80,794     37,389    491,378    499,601    587,470    617,783:   144,282    113,969
Old  :   731,753:    58,704     80,794     37,389    491,378    499,601    587,470    617,783:   144,282    113,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -6,281:     1,163     -1,403       -596      1,385     -2,712      1,952     -4,712:    -8,233     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.0        5.1       67.2       68.3       80.3       84.4:      19.7       15.6
Old  :     100.0:       8.0       11.0        5.1       67.2       68.3       80.3       84.4:      19.7       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        43         46         54        101         67        177        134:
Old  :       208:        43         46         54        101         67        177        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  :                 19.1       30.3       27.0       43.6       18.4       30.0       25.8       43.3
Old  :                 19.1       30.3       27.0       43.6       18.4       30.0       25.8       43.3
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 29, 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  :   738,034:    57,540     82,197     37,985    489,993    502,313    585,518    622,495:   152,516    115,539
Old  :   738,034:    57,540     82,197     37,985    489,993    502,313    585,518    622,495:   152,516    115,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     3,878:      -771     -5,358      3,047         -0      4,784      2,275      2,474:     1,602      1,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       11.1        5.1       66.4       68.1       79.3       84.3:      20.7       15.7
Old  :     100.0:       7.8       11.1        5.1       66.4       68.1       79.3       84.3:      20.7       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        48         36         52         99         68        171        132:
Old  :       202:        48         36         52         99         68        171        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       29.7       27.1       42.8       18.9       29.5       26.0       42.6
Old  :                 19.1       29.7       27.1       42.8       18.9       29.5       26.0       42.6
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, April 5, 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  :   900,960:   135,060    188,279     27,935    404,542    579,754    567,537    795,968:   333,423    104,992
Old  :   900,960:   135,060    188,279     27,935    404,542    579,754    567,537    795,968:   333,423    104,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,188:   -11,683     21,341      5,619     14,930     -3,185      8,866     23,775:     5,322     -9,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       20.9        3.1       44.9       64.3       63.0       88.3:      37.0       11.7
Old  :     100.0:      15.0       20.9        3.1       44.9       64.3       63.0       88.3:      37.0       11.7
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  :       166:        35         53         27         49         51         99        116:
Old  :       166:        35         53         27         49         51         99        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       34.9       30.2       46.4       17.0       30.3       25.3       40.2
Old  :                 20.3       34.9       30.2       46.4       17.0       30.3       25.3       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   886,772:   146,743    166,938     22,317    389,612    582,939    558,671    772,194:   328,101    114,579
Old  :   886,772:   146,743    166,938     22,317    389,612    582,939    558,671    772,194:   328,101    114,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    21,529:    -5,779         86      6,530     24,412      3,269     25,163      9,885:    -3,634     11,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       18.8        2.5       43.9       65.7       63.0       87.1:      37.0       12.9
Old  :     100.0:      16.5       18.8        2.5       43.9       65.7       63.0       87.1:      37.0       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  :       167:        38         50         24         50         51         99        114:
Old  :       167:        38         50         24         50         51         99        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       35.1       29.8       45.8       16.6       29.9       24.9       39.1
Old  :                 19.9       35.1       29.8       45.8       16.6       29.9       24.9       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Old  :    11,761:       725      1,573          0      6,418      8,834      7,143     10,407:     4,618      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :        11:         0       -442          0       -201        147       -201       -295:       212        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
Old  :     100.0:       6.2       13.4        0.0       54.6       75.1       60.7       88.5:      39.3       11.5
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          4          0         13         12         14         16:
Old  :        29:         1          4          0         13         12         14         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  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
Old  :                 30.0       40.3       46.5       64.4       28.5       40.3       45.0       64.4
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 29, 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  :    11,750:       725      2,015          0      6,619      8,687      7,344     10,702:     4,406      1,048
Old  :    11,750:       725      2,015          0      6,619      8,687      7,344     10,702:     4,406      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :        45:      -739        -98          0        550        151       -189         53:       234         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       17.1        0.0       56.3       73.9       62.5       91.1:      37.5        8.9
Old  :     100.0:       6.2       17.1        0.0       56.3       73.9       62.5       91.1:      37.5        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          5          0         14         12         15         17:
Old  :        31:         1          5          0         14         12         15         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  :                 29.7       40.5       46.4       65.0       28.2       40.5       45.0       65.0
Old  :                 29.7       40.5       46.4       65.0       28.2       40.5       45.0       65.0
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, April 5, 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  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Old  :    23,114:     7,770      1,544         86     10,441     15,593     18,297     17,223:     4,817      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,227:    -1,789         -7         61        234     -1,954     -1,494     -1,900:      -733       -327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
Old  :     100.0:      33.6        6.7        0.4       45.2       67.5       79.2       74.5:      20.8       25.5
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  :        38:         9          3          1         13         18         23         21:
Old  :        38:         9          3          1         13         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
Old  :                 39.8       37.9       57.4       54.1       39.5       34.7       55.9       50.5
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 29, 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  :    25,341:     9,559      1,551         25     10,207     17,547     19,791     19,123:     5,550      6,218
Old  :    25,341:     9,559      1,551         25     10,207     17,547     19,791     19,123:     5,550      6,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,778:     1,870        -63         23        591      2,382      2,484      2,342:       294        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        6.1        0.1       40.3       69.2       78.1       75.5:      21.9       24.5
Old  :     100.0:      37.7        6.1        0.1       40.3       69.2       78.1       75.5:      21.9       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         9          4          1         12         18         21         23:
Old  :        37:         9          4          1         12         18         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  :                 40.6       39.3       60.8       54.7       40.4       36.8       60.5       52.2
Old  :                 40.6       39.3       60.8       54.7       40.4       36.8       60.5       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    53,852:     4,539     15,567        107     36,379     27,269     41,025     42,942:    12,828     10,910
Old  :    53,852:     4,539     15,567        107     36,379     27,269     41,025     42,942:    12,828     10,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,136:       553     -1,747        -10        246       -598        789     -2,355:    -2,925        219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       28.9        0.2       67.6       50.6       76.2       79.7:      23.8       20.3
Old  :     100.0:       8.4       28.9        0.2       67.6       50.6       76.2       79.7:      23.8       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        13         24          3         38         30         54         54:
Old  :        91:        13         24          3         38         30         54         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       28.5       46.9       42.7       32.2       24.7       42.1       38.5
Old  :                 33.6       28.5       46.9       42.7       32.2       24.7       42.1       38.5
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 29, 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  :    55,988:     3,986     17,314        116     36,133     27,867     40,235     45,298:    15,753     10,691
Old  :    55,988:     3,986     17,314        116     36,133     27,867     40,235     45,298:    15,753     10,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,056:    -1,155       -314         -2      1,799        719        643        404:     1,413      1,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       30.9        0.2       64.5       49.8       71.9       80.9:      28.1       19.1
Old  :     100.0:       7.1       30.9        0.2       64.5       49.8       71.9       80.9:      28.1       19.1
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  :        87:        10         23          3         37         31         50         54:
Old  :        87:        10         23          3         37         31         50         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       28.9       45.5       44.2       31.2       25.0       40.7       39.9
Old  :                 32.5       28.9       45.5       44.2       31.2       25.0       40.7       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   264,238:    57,252    109,437      3,860    172,246    119,399    233,359    232,696:    30,879     31,541
Old  :   264,238:    57,252    109,437      3,860    172,246    119,399    233,359    232,696:    30,879     31,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -17,096:   -17,409     -6,884        176      1,131      4,302    -16,102     -2,406:      -995    -14,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       41.4        1.5       65.2       45.2       88.3       88.1:      11.7       11.9
Old  :     100.0:      21.7       41.4        1.5       65.2       45.2       88.3       88.1:      11.7       11.9
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  :       169:        40         60         11         44         38         90        104:
Old  :       169:        40         60         11         44         38         90        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       28.2       57.9       43.2       44.4       23.0       52.9       33.1
Old  :                 48.0       28.2       57.9       43.2       44.4       23.0       52.9       33.1
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 29, 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  :   281,334:    74,661    116,321      3,684    171,116    115,098    249,460    235,102:    31,874     46,232
Old  :   281,334:    74,661    116,321      3,684    171,116    115,098    249,460    235,102:    31,874     46,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    12,140:    -2,916     -3,681        742     18,780     14,769     16,605     11,829:    -4,464        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       41.3        1.3       60.8       40.9       88.7       83.6:      11.3       16.4
Old  :     100.0:      26.5       41.3        1.3       60.8       40.9       88.7       83.6:      11.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        36         68         11         39         37         82        109:
Old  :       167:        36         68         11         39         37         82        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       24.8       59.0       39.1       44.0       20.9       55.5       31.3
Old  :                 45.5       24.8       59.0       39.1       44.0       20.9       55.5       31.3
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, April 5, 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  :    86,840:    24,431      4,538      6,306     35,635     65,144     66,371     75,988:    20,468     10,852
Old  :    86,840:    24,431      4,538      6,306     35,635     65,144     66,371     75,988:    20,468     10,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -2,492:    -4,481        944        510      3,988     -5,853         18     -4,398:    -2,509      1,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        5.2        7.3       41.0       75.0       76.4       87.5:      23.6       12.5
Old  :     100.0:      28.1        5.2        7.3       41.0       75.0       76.4       87.5:      23.6       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  :        46:        16          4          6         20         16         37         25:
Old  :        46:        16          4          6         20         16         37         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       58.3       51.8       71.6       35.3       57.6       47.1       69.2
Old  :                 39.0       58.3       51.8       71.6       35.3       57.6       47.1       69.2
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 29, 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  :    89,331:    28,911      3,594      5,796     31,646     70,996     66,354     80,386:    22,978      8,945
Old  :    89,331:    28,911      3,594      5,796     31,646     70,996     66,354     80,386:    22,978      8,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -22,763:   -28,595        193      1,262     10,602    -24,808    -16,731    -23,354:    -6,032        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        4.0        6.5       35.4       79.5       74.3       90.0:      25.7       10.0
Old  :     100.0:      32.4        4.0        6.5       35.4       79.5       74.3       90.0:      25.7       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15          3          4         21         16         37         22:
Old  :        45:        15          3          4         21         16         37         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  :                 33.6       61.4       47.8       75.6       30.2       60.7       44.3       73.6
Old  :                 33.6       61.4       47.8       75.6       30.2       60.7       44.3       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    31,209:     1,192     10,515          0     25,648     14,492     26,840     25,007:     4,369      6,202
Old  :    31,209:     1,192     10,515          0     25,648     14,492     26,840     25,007:     4,369      6,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       921:         2        269          0      1,310        393      1,312        662:      -392        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       33.7        0.0       82.2       46.4       86.0       80.1:      14.0       19.9
Old  :     100.0:       3.8       33.7        0.0       82.2       46.4       86.0       80.1:      14.0       19.9
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  :        57:         3         12          0         25         26         28         38:
Old  :        57:         3         12          0         25         26         28         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  :                 56.9       35.1       67.4       46.9       55.9       34.8       66.4       46.5
Old  :                 56.9       35.1       67.4       46.9       55.9       34.8       66.4       46.5
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 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    30,288:     1,190     10,246          0     24,338     14,099     25,528     24,345:     4,760      5,943
Old  :    30,288:     1,190     10,246          0     24,338     14,099     25,528     24,345:     4,760      5,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,438:         0         25          0      1,588      1,950      1,588      1,975:      -150       -536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       33.8        0.0       80.4       46.5       84.3       80.4:      15.7       19.6
Old  :     100.0:       3.9       33.8        0.0       80.4       46.5       84.3       80.4:      15.7       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         3         12          0         26         24         29         36:
Old  :        57:         3         12          0         26         24         29         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       34.2       64.3       46.3       52.6       33.8       63.2       45.9
Old  :                 53.6       34.2       64.3       46.3       52.6       33.8       63.2       45.9
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, April 5, 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  :   171,887:    36,564     32,289      1,287    120,147    125,663    157,998    159,239:    13,888     12,648
Old  :   171,887:    36,564     32,289      1,287    120,147    125,663    157,998    159,239:    13,888     12,648
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,408:     3,283        457       -184      8,994      8,416     12,092      8,689:    -3,684       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       18.8        0.7       69.9       73.1       91.9       92.6:       8.1        7.4
Old  :     100.0:      21.3       18.8        0.7       69.9       73.1       91.9       92.6:       8.1        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        18         37          9         31         41         53         83:
Old  :       110:        18         37          9         31         41         53         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  :                 45.9       37.7       65.3       51.1       44.2       36.6       62.5       49.8
Old  :                 45.9       37.7       65.3       51.1       44.2       36.6       62.5       49.8
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 29, 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  :   163,479:    33,281     31,832      1,471    111,154    117,247    145,906    150,550:    17,573     12,929
Old  :   163,479:    33,281     31,832      1,471    111,154    117,247    145,906    150,550:    17,573     12,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     7,491:    -4,207        163        119     12,552      6,986      8,464      7,267:      -973        224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       19.5        0.9       68.0       71.7       89.3       92.1:      10.7        7.9
Old  :     100.0:      20.4       19.5        0.9       68.0       71.7       89.3       92.1:      10.7        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        22         36          9         28         41         54         82:
Old  :       112:        22         36          9         28         41         54         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       37.7       59.3       50.8       38.2       36.4       56.8       49.1
Old  :                 40.6       37.7       59.3       50.8       38.2       36.4       56.8       49.1
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, April 5, 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  :    36,663:    11,478     10,369        379     13,185     16,968     25,042     27,716:    11,621      8,947
Old  :    36,663:    11,478     10,369        379     13,185     16,968     25,042     27,716:    11,621      8,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,137:      -662     -1,162         28        105        246       -529       -888:      -608       -249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       28.3        1.0       36.0       46.3       68.3       75.6:      31.7       24.4
Old  :     100.0:      31.3       28.3        1.0       36.0       46.3       68.3       75.6:      31.7       24.4
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  :        71:        22         14          4         17         21         42         37:
Old  :        71:        22         14          4         17         21         42         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  :                 24.2       29.0       34.8       43.6       24.1       29.0       34.3       42.4
Old  :                 24.2       29.0       34.8       43.6       24.1       29.0       34.3       42.4
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 29, 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  :    37,800:    12,140     11,531        351     13,080     16,722     25,571     28,604:    12,229      9,196
Old  :    37,800:    12,140     11,531        351     13,080     16,722     25,571     28,604:    12,229      9,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,060:      -412        321         79      2,884      1,682      2,551      2,082:     1,509      1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       30.5        0.9       34.6       44.2       67.6       75.7:      32.4       24.3
Old  :     100.0:      32.1       30.5        0.9       34.6       44.2       67.6       75.7:      32.4       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  :        70:        22         15          3         15         20         39         37:
Old  :        70:        22         15          3         15         20         39         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  :                 23.8       32.1       35.5       45.2       23.8       32.1       35.3       42.5
Old  :                 23.8       32.1       35.5       45.2       23.8       32.1       35.3       42.5
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 29, 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  :    27,064:    10,400        350          0     12,144      1,754     22,544      2,104:     4,520     24,960
Old  :    27,064:    10,400        350          0     12,144      1,754     22,544      2,104:     4,520     24,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        1.3        0.0       44.9        6.5       83.3        7.8:      16.7       92.2
Old  :     100.0:      38.4        1.3        0.0       44.9        6.5       83.3        7.8:      16.7       92.2
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  :        22:        10          1          0          8          3         18          4:
Old  :        22:        10          1          0          8          3         18          4:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4        7.8       72.9        7.8       56.4        7.8       72.9        7.8
Old  :                 56.4        7.8       72.9        7.8       56.4        7.8       72.9        7.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Old  :    68,707:     3,662      5,338        502     50,510     23,767     54,674     29,607:    14,033     39,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,521:       416     -2,390        252      1,387     -1,803      2,055     -3,941:      -534      5,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
Old  :     100.0:       5.3        7.8        0.7       73.5       34.6       79.6       43.1:      20.4       56.9
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:         3         14          3         18         26         23         42:
Old  :        48:         3         14          3         18         26         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  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
Old  :                 63.3       16.7       71.6       26.0       56.6       11.6       61.3       17.5
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 29, 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  :    67,186:     3,246      7,728        250     49,123     25,570     52,619     33,548:    14,567     33,638
Old  :    67,186:     3,246      7,728        250     49,123     25,570     52,619     33,548:    14,567     33,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -534:         0        100        250        798       -240      1,048        110:    -1,582       -644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       11.5        0.4       73.1       38.1       78.3       49.9:      21.7       50.1
Old  :     100.0:       4.8       11.5        0.4       73.1       38.1       78.3       49.9:      21.7       50.1
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:         3         14          1         19         28         23         43:
Old  :        50:         3         14          1         19         28         23         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  :                 64.4       17.3       71.4       28.6       58.4       15.3       63.0       23.1
Old  :                 64.4       17.3       71.4       28.6       58.4       15.3       63.0       23.1
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, April 5, 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  :   119,448:    39,964      4,664     19,221     25,400     84,350     84,585    108,235:    34,863     11,213
Old  :   119,448:    39,964      4,664     19,221     25,400     84,350     84,585    108,235:    34,863     11,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,852:     1,588        -33       -853      3,196      3,524      3,930      2,638:    -1,078        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        3.9       16.1       21.3       70.6       70.8       90.6:      29.2        9.4
Old  :     100.0:      33.5        3.9       16.1       21.3       70.6       70.8       90.6:      29.2        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  :       166:        93         27         49         28         33        145         90:
Old  :       166:        93         27         49         28         33        145         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       29.0       25.4       46.4       13.5       26.4       18.9       41.0
Old  :                 17.6       29.0       25.4       46.4       13.5       26.4       18.9       41.0
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 29, 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  :   116,597:    38,376      4,697     20,074     22,204     80,826     80,655    105,597:    35,942     10,999
Old  :   116,597:    38,376      4,697     20,074     22,204     80,826     80,655    105,597:    35,942     10,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -10,470:    -8,253       -950     -2,868      1,057     -5,707    -10,065     -9,525:      -405       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        4.0       17.2       19.0       69.3       69.2       90.6:      30.8        9.4
Old  :     100.0:      32.9        4.0       17.2       19.0       69.3       69.2       90.6:      30.8        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  :       168:        92         29         51         29         34        146         95:
Old  :       168:        92         29         51         29         34        146         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       28.7       22.8       45.1       13.4       26.5       18.7       41.8
Old  :                 16.2       28.7       22.8       45.1       13.4       26.5       18.7       41.8
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, April 5, 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  :   124,252:    42,989     14,282     28,056     36,032     68,110    107,077    110,448:    17,175     13,804
Old  :   124,252:    42,989     14,282     28,056     36,032     68,110    107,077    110,448:    17,175     13,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     6,304:     2,347        275      1,511      1,427      4,069      5,285      5,856:     1,019        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       11.5       22.6       29.0       54.8       86.2       88.9:      13.8       11.1
Old  :     100.0:      34.6       11.5       22.6       29.0       54.8       86.2       88.9:      13.8       11.1
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  :       196:        73         59         53         43         41        151        129:
Old  :       196:        73         59         53         43         41        151        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       27.7       31.5       44.4       17.5       25.1       26.5       37.9
Old  :                 20.1       27.7       31.5       44.4       17.5       25.1       26.5       37.9
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 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   117,948:    40,642     14,006     26,544     34,605     64,041    101,791    104,592:    16,157     13,356
Old  :   117,948:    40,642     14,006     26,544     34,605     64,041    101,791    104,592:    16,157     13,356
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,368:    -6,699     -1,942      1,032        353     -5,601     -5,315     -6,511:    -1,053        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       11.9       22.5       29.3       54.3       86.3       88.7:      13.7       11.3
Old  :     100.0:      34.5       11.9       22.5       29.3       54.3       86.3       88.7:      13.7       11.3
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  :       182:        68         55         52         41         42        141        125:
Old  :       182:        68         55         52         41         42        141        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.3       32.8       46.5       17.8       25.6       27.6       39.5
Old  :                 20.6       30.3       32.8       46.5       17.8       25.6       27.6       39.5
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, April 5, 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  :   341,416:   143,159     25,143     57,488     89,506    238,823    290,153    321,454:    51,263     19,962
Old  :   341,416:   143,159     25,143     57,488     89,506    238,823    290,153    321,454:    51,263     19,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -8,362:     3,946        698     -2,485     -3,626     -4,053     -2,166     -5,841:    -6,196     -2,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9        7.4       16.8       26.2       70.0       85.0       94.2:      15.0        5.8
Old  :     100.0:      41.9        7.4       16.8       26.2       70.0       85.0       94.2:      15.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:       127         44         54         42         41        188        123:
Old  :       226:       127         44         54         42         41        188        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       34.2       35.6       52.1       21.7       29.6       28.3       43.7
Old  :                 24.7       34.2       35.6       52.1       21.7       29.6       28.3       43.7
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 29, 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  :   349,778:   139,214     24,445     59,973     93,132    242,876    292,319    327,295:    57,460     22,484
Old  :   349,778:   139,214     24,445     59,973     93,132    242,876    292,319    327,295:    57,460     22,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -45,388:   -11,030     -6,242    -22,153     -7,110    -14,386    -40,292    -42,781:    -5,096     -2,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        7.0       17.1       26.6       69.4       83.6       93.6:      16.4        6.4
Old  :     100.0:      39.8        7.0       17.1       26.6       69.4       83.6       93.6:      16.4        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:       126         40         56         38         40        191        120:
Old  :       225:       126         40         56         38         40        191        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  :                 23.3       34.4       33.8       52.0       19.9       29.1       26.0       42.9
Old  :                 23.3       34.4       33.8       52.0       19.9       29.1       26.0       42.9
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, April 5, 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  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Old  :    10,631:     7,753        950        585        275      8,994      8,613     10,529:     2,018        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       334:       365         45        -32        -24      1,177        309      1,190:        25       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Old  :     100.0:      72.9        8.9        5.5        2.6       84.6       81.0       99.0:      19.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        24          4          8          3          5         33         16:
Old  :        41:        24          4          8          3          5         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
Old  :                 47.6       86.5       64.9       96.5       47.6       86.5       63.8       93.5
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 29, 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  :    10,297:     7,388        905        617        299      7,817      8,304      9,339:     1,993        958
Old  :    10,297:     7,388        905        617        299      7,817      8,304      9,339:     1,993        958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -302:       695        138       -375       -165       -221        155       -458:      -457        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7        8.8        6.0        2.9       75.9       80.6       90.7:      19.4        9.3
Old  :     100.0:      71.7        8.8        6.0        2.9       75.9       80.6       90.7:      19.4        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        24          5          9          4          5         35         16:
Old  :        41:        24          5          9          4          5         35         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       78.2       59.4       87.6       42.3       78.1       59.4       84.3
Old  :                 42.3       78.2       59.4       87.6       42.3       78.1       59.4       84.3
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, April 5, 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  :    80,765:    11,874      6,496     11,485     42,678     39,359     66,037     57,341:    14,728     23,424
Old  :    34,576:     4,967      3,293      4,468     19,318     17,259     28,752     25,020:     5,824      9,556
Other:    46,189:     8,321      4,616      5,605     23,360     22,100     37,286     32,321:     8,904     13,868
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -380:    -6,057      1,225      2,977      1,599     -5,920     -1,481     -1,718:     1,101      1,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        8.0       14.2       52.8       48.7       81.8       71.0:      18.2       29.0
Old  :     100.0:      14.4        9.5       12.9       55.9       49.9       83.2       72.4:      16.8       27.6
Other:     100.0:      18.0       10.0       12.1       50.6       47.8       80.7       70.0:      19.3       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        23         22         19         44         49         77         81:
Old  :        82:        17         12         10         26         39         45         59:
Other:        92:        23         16         15         35         40         63         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       27.5       38.0       36.4       22.5       19.5       30.1       22.9
Old  :                 39.8       28.6       55.3       40.0       34.9       19.5       45.8       25.8
Other:                 25.8       30.2       37.4       37.8       22.5       27.4       33.1       32.3
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    81,145:    17,931      5,271      8,508     41,079     45,279     67,518     59,059:    13,627     22,086
Old  :    36,790:     8,961      2,241      3,386     18,451     22,510     30,798     28,137:     5,992      8,653
Other:    44,355:     9,541      3,602      4,551     22,628     22,769     36,720     30,922:     7,635     13,434
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,935:    -1,404        412        153        234       -795     -1,017       -230:      -918     -1,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        6.5       10.5       50.6       55.8       83.2       72.8:      16.8       27.2
Old  :     100.0:      24.4        6.1        9.2       50.2       61.2       83.7       76.5:      16.3       23.5
Other:     100.0:      21.5        8.1       10.3       51.0       51.3       82.8       69.7:      17.2       30.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        29         19         15         42         51         80         76:
Old  :        85:        21          8         11         26         43         50         59:
Other:        92:        24         14         14         33         43         62         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       28.4       36.0       39.9       21.0       21.4       29.5       26.5
Old  :                 34.0       28.2       50.2       42.6       32.3       26.6       47.0       36.2
Other:                 28.2       32.6       41.1       40.9       23.1       28.0       35.5       33.1
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    31,934:     1,107      3,370      1,630     20,652     15,824     23,389     20,824:     8,545     11,111
Old  :    22,260:     1,740      3,236        902     13,567     10,798     16,209     14,935:     6,051      7,324
Other:     9,674:         0        767         95      7,086      5,026      7,181      5,888:     2,494      3,786
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,387:      -675      1,895        102     -1,017     -3,357     -1,590     -1,360:    -1,797     -2,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       10.6        5.1       64.7       49.6       73.2       65.2:      26.8       34.8
Old  :     100.0:       7.8       14.5        4.1       60.9       48.5       72.8       67.1:      27.2       32.9
Other:     100.0:       0.0        7.9        1.0       73.2       52.0       74.2       60.9:      25.8       39.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          9          6         22         17         31         28:
Old  :        39:         7          7          6         20         16         29         27:
Other:        26:         0          6          5         12         14         17         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       31.8       51.0       44.4       26.5       20.8       38.3       29.0
Old  :                 37.8       34.7       52.4       48.3       26.2       28.8       39.0       39.7
Other:                 43.8       33.6       67.6       48.7       39.5       30.7       58.3       42.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    35,322:     1,782      1,474      1,528     21,669     19,180     24,979     22,183:    10,342     13,139
Old  :    26,092:     2,425      1,317        755     14,779     14,343     17,959     16,416:     8,133      9,677
Other:     9,229:         0        801        129      6,891      4,838      7,020      5,767:     2,209      3,462
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,579:       -53       -480       -529     -1,326       -874     -1,908     -1,883:      -671       -696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        4.2        4.3       61.3       54.3       70.7       62.8:      29.3       37.2
Old  :     100.0:       9.3        5.0        2.9       56.6       55.0       68.8       62.9:      31.2       37.1
Other:     100.0:       0.0        8.7        1.4       74.7       52.4       76.1       62.5:      23.9       37.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          8          7         22         17         33         27:
Old  :        39:        10          4          6         18         17         29         26:
Other:        26:         0          6          4         12         14         16         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       34.0       49.9       46.4       23.0       19.6       35.6       26.7
Old  :                 38.0       34.8       51.8       48.8       22.8       27.7       35.9       37.5
Other:                 41.7       34.9       67.7       49.5       36.8       30.4       58.1       41.3
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   176,096:    43,707      4,588     45,456     64,613    114,782    153,776    164,826:    22,321     11,271
Old  :   141,610:    42,256      7,156     31,760     48,736     94,151    122,752    133,066:    18,858      8,544
Other:    34,486:     4,496        477     10,651     15,877     20,632     31,023     31,760:     3,463      2,727
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,369:    -1,291       -190     -1,662        720       -795     -2,233     -2,647:    -1,136       -723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        2.6       25.8       36.7       65.2       87.3       93.6:      12.7        6.4
Old  :     100.0:      29.8        5.1       22.4       34.4       66.5       86.7       94.0:      13.3        6.0
Other:     100.0:      13.0        1.4       30.9       46.0       59.8       90.0       92.1:      10.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:       101         38         62         74         75        208        151:
Old  :       230:        96         43         54         61         72        186        144:
Other:       124:        34         22         38         48         50        103         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       33.9       24.1       45.3       13.4       28.4       20.7       38.2
Old  :                 16.6       38.5       26.0       48.2       16.6       35.9       25.9       44.5
Other:                 24.4       24.4       38.6       38.7       20.2       20.7       26.4       28.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   179,466:    44,998      4,777     47,118     63,893    115,577    156,009    167,472:    23,457     11,993
Old  :   146,057:    43,177      7,736     33,887     49,003     95,958    126,067    137,581:    19,990      8,476
Other:    33,408:     4,955        175     10,097     14,890     19,620     29,942     29,892:     3,466      3,517
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     5,298:      -564       -647      2,592        832      1,948      2,860      3,893:     2,438      1,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        2.7       26.3       35.6       64.4       86.9       93.3:      13.1        6.7
Old  :     100.0:      29.6        5.3       23.2       33.6       65.7       86.3       94.2:      13.7        5.8
Other:     100.0:      14.8        0.5       30.2       44.6       58.7       89.6       89.5:      10.4       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:       112         29         59         71         74        203        148:
Old  :       226:        95         47         55         61         68        187        141:
Other:       115:        42         10         36         44         48         94         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       34.8       23.4       46.1       12.9       29.7       20.2       39.4
Old  :                 15.8       39.0       25.2       48.9       15.8       36.5       25.0       45.1
Other:                 23.7       23.1       38.0       38.1       19.0       18.3       26.9       27.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    47,107:    18,413      4,389      8,655     12,812     31,715     39,880     44,759:     7,227      2,348
Old  :    46,763:    18,466      4,481      8,419     12,757     31,546     39,642     44,446:     7,122      2,317
Other:       343:       128         89         55         55        169        238        313:       105         30
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     2,254:     1,573         95        555       -168      1,627      1,960      2,277:       293        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        9.3       18.4       27.2       67.3       84.7       95.0:      15.3        5.0
Old  :     100.0:      39.5        9.6       18.0       27.3       67.5       84.8       95.0:      15.2        5.0
Other:     100.0:      37.3       25.9       16.1       16.0       49.2       69.4       91.2:      30.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        75         24         35         26         21        124         63:
Old  :       138:        74         25         35         26         21        124         63:
Other:        21:         8          6          9          3          5         12         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  :                 17.7       42.6       28.8       62.7       15.5       36.2       25.3       56.3
Old  :                 17.8       42.7       29.0       62.9       15.7       36.4       25.5       56.5
Other:                 48.7       56.5       63.2       74.3       42.9       56.5       50.7       72.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    44,853:    16,840      4,295      8,100     12,980     30,088     37,920     42,482:     6,933      2,371
Old  :    44,624:    16,846      4,309      8,010     12,923     29,980     37,778     42,298:     6,846      2,326
Other:       229:        43         35         41         57        108        142        184:        88         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       520:      -499        327        -77        422        403       -154        654:       674       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        9.6       18.1       28.9       67.1       84.5       94.7:      15.5        5.3
Old  :     100.0:      37.8        9.7       17.9       29.0       67.2       84.7       94.8:      15.3        5.2
Other:     100.0:      18.9       15.3       17.9       25.0       47.0       61.8       80.2:      38.2       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        77         20         33         28         20        123         61:
Old  :       137:        77         21         33         28         20        123         61:
Other:        19:         5          7          7          3          5         10         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  :                 18.1       43.9       29.0       62.6       15.7       37.5       25.1       56.0
Old  :                 18.2       44.0       29.1       62.8       15.7       37.6       25.2       56.1
Other:                 42.5       44.8       59.9       63.1       34.8       44.8       42.2       57.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   145,610:    32,309      4,020     15,381     84,976    118,861    132,666    138,261:    12,944      7,349
Old  :    88,196:    28,818      3,342     13,060     34,801     65,391     76,679     81,794:    11,517      6,402
Other:    57,415:     4,403      1,590      1,408     50,175     53,469     55,987     56,468:     1,428        947
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,961:    -3,583        242     -1,361      1,827     -3,145     -3,117     -4,264:      -844        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        2.8       10.6       58.4       81.6       91.1       95.0:       8.9        5.0
Old  :     100.0:      32.7        3.8       14.8       39.5       74.1       86.9       92.7:      13.1        7.3
Other:     100.0:       7.7        2.8        2.5       87.4       93.1       97.5       98.4:       2.5        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        62         26         51         52         44        149        100:
Old  :       157:        68         20         51         49         42        144         97:
Other:        67:        16         13         14         27         29         53         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.5       39.6       57.0       17.1       25.7       24.8       35.4
Old  :                 17.6       32.7       29.2       49.5       15.7       25.8       24.0       40.7
Other:                 56.6       59.9       73.0       77.6       40.0       47.1       54.0       57.5
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   149,571:    35,891      3,778     16,741     83,150    122,006    135,782    142,525:    13,789      7,046
Old  :    93,805:    32,667      3,068     14,850     35,822     69,427     83,339     87,344:    10,466      6,461
Other:    55,766:     4,150      1,636        966     47,328     52,579     52,444     55,181:     3,323        585
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -15,708:   -13,636     -1,944     -2,789      1,669    -10,285    -14,756    -15,018:      -952       -690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        2.5       11.2       55.6       81.6       90.8       95.3:       9.2        4.7
Old  :     100.0:      34.8        3.3       15.8       38.2       74.0       88.8       93.1:      11.2        6.9
Other:     100.0:       7.4        2.9        1.7       84.9       94.3       94.0       99.0:       6.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        72         18         52         46         45        145        106:
Old  :       162:        67         23         52         45         44        142        104:
Other:        67:        15         13         13         27         31         51         48:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       37.7       38.8       57.1       16.5       25.6       24.2       35.6
Old  :                 18.2       32.6       29.1       48.8       15.1       24.9       23.5       38.7
Other:                 55.5       62.3       70.6       79.9       39.2       49.8       51.1       59.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   489,459:    77,078     50,424     88,695    241,508    287,680    407,281    426,800:    82,178     62,659
Old  :   489,459:    77,078     50,424     88,695    241,508    287,680    407,281    426,800:    82,178     62,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    14,722:    -5,757     15,898      6,137     10,765    -11,860     11,144     10,174:     3,578      4,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       10.3       18.1       49.3       58.8       83.2       87.2:      16.8       12.8
Old  :     100.0:      15.7       10.3       18.1       49.3       58.8       83.2       87.2:      16.8       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  :       164:        58         36         49         63         52        136        122:
Old  :       164:        58         36         49         63         52        136        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       28.3       26.0       42.0       12.1       23.3       20.6       31.7
Old  :                 15.5       28.3       26.0       42.0       12.1       23.3       20.6       31.7
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 29, 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  :   474,737:    82,835     34,526     82,559    230,743    299,540    396,137    416,626:    78,600     58,112
Old  :   474,737:    82,835     34,526     82,559    230,743    299,540    396,137    416,626:    78,600     58,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -4,520:   -15,245     17,023     -1,901     16,822    -26,299       -324    -11,177:    -4,197      6,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        7.3       17.4       48.6       63.1       83.4       87.8:      16.6       12.2
Old  :     100.0:      17.4        7.3       17.4       48.6       63.1       83.4       87.8:      16.6       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  :       154:        54         33         42         62         51        132        110:
Old  :       154:        54         33         42         62         51        132        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       32.6       24.5       47.0       11.8       26.9       20.0       35.5
Old  :                 14.4       32.6       24.5       47.0       11.8       26.9       20.0       35.5
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, April 5, 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  :   158,497:    45,344      8,270     46,210     52,341     94,406    143,895    148,885:    14,602      9,612
Old  :   144,552:    45,315     10,952     39,314     46,024     85,646    130,654    135,912:    13,898      8,639
Other:    13,946:     3,488        777      3,436      6,317      8,760     13,241     12,973:       705        973
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,177:       456         46      1,592     -1,241     -1,024        807        613:       371        564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        5.2       29.2       33.0       59.6       90.8       93.9:       9.2        6.1
Old  :     100.0:      31.3        7.6       27.2       31.8       59.2       90.4       94.0:       9.6        6.0
Other:     100.0:      25.0        5.6       24.6       45.3       62.8       94.9       93.0:       5.1        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       181         62        133        102        115        336        277:
Old  :       391:       175         72        129         99        114        330        272:
Other:       139:        33         21         33         52         65         99        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       19.5       22.4       31.0       11.3       14.8       18.6       24.4
Old  :                 12.7       20.4       21.8       31.6       12.4       16.0       20.4       25.6
Other:                 34.4       25.7       51.6       38.4       24.0       17.8       30.7       26.5
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   157,320:    44,888      8,224     44,618     53,582     95,430    143,088    148,272:    14,232      9,048
Old  :   143,732:    45,092     11,194     37,412     47,707     86,988    130,211    135,595:    13,521      8,137
Other:    13,588:     3,612        846      3,390      5,875      8,442     12,877     12,677:       711        911
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -12,235:    -8,428     -2,625     -3,422       -126     -6,199    -11,976    -12,246:      -259         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        5.2       28.4       34.1       60.7       91.0       94.2:       9.0        5.8
Old  :     100.0:      31.4        7.8       26.0       33.2       60.5       90.6       94.3:       9.4        5.7
Other:     100.0:      26.6        6.2       24.9       43.2       62.1       94.8       93.3:       5.2        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       179         67        139        103        114        344        275:
Old  :       391:       177         73        136        100        114        339        272:
Other:       136:        33         23         33         49         61         96        104:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       19.4       21.7       30.5       11.7       15.3       19.1       25.0
Old  :                 12.9       19.6       21.8       30.9       12.9       16.1       20.9       26.1
Other:                 35.7       25.8       52.0       38.4       26.3       18.8       33.8       27.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    18,878:     5,874      5,340      2,730      5,966      7,795     14,570     15,865:     4,308      3,013
Old  :    18,878:     5,874      5,340      2,730      5,966      7,795     14,570     15,865:     4,308      3,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -253:       716     -2,669          6     -1,728      2,662     -1,006         -1:       753       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       28.3       14.5       31.6       41.3       77.2       84.0:      22.8       16.0
Old  :     100.0:      31.1       28.3       14.5       31.6       41.3       77.2       84.0:      22.8       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  :        47:        19         18          9          6          5         32         26:
Old  :        47:        19         18          9          6          5         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       61.9       65.4       72.5       44.0       51.4       54.0       60.2
Old  :                 50.6       61.9       65.4       72.5       44.0       51.4       54.0       60.2
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 29, 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  :    19,131:     5,158      8,008      2,724      7,694      5,133     15,576     15,865:     3,555      3,266
Old  :    19,131:     5,158      8,008      2,724      7,694      5,133     15,576     15,865:     3,555      3,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,889:        11     -4,130         28     -2,192      2,421     -2,153     -1,681:       264       -208
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       41.9       14.2       40.2       26.8       81.4       82.9:      18.6       17.1
Old  :     100.0:      27.0       41.9       14.2       40.2       26.8       81.4       82.9:      18.6       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        12         22         10          6          5         27         29:
Old  :        44:        12         22         10          6          5         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       53.9       72.7       67.8       52.3       45.9       60.8       55.8
Old  :                 53.5       53.9       72.7       67.8       52.3       45.9       60.8       55.8
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, April 5, 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  :   213,685:    40,712     33,114     32,982    105,709    118,241    179,403    184,338:    34,281     29,347
Old  :   213,685:    40,712     33,114     32,982    105,709    118,241    179,403    184,338:    34,281     29,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,994:     3,961      2,173         47       -244      2,127      3,764      4,347:     2,230      1,647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       15.5       15.4       49.5       55.3       84.0       86.3:      16.0       13.7
Old  :     100.0:      19.1       15.5       15.4       49.5       55.3       84.0       86.3:      16.0       13.7
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  :       128:        42         24         25         56         56        111         92:
Old  :       128:        42         24         25         56         56        111         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  :                 18.2       30.0       30.7       40.1       12.5       20.3       20.3       26.4
Old  :                 18.2       30.0       30.7       40.1       12.5       20.3       20.3       26.4
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 29, 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  :   207,690:    36,751     30,942     32,935    105,953    116,115    175,639    179,991:    32,052     27,700
Old  :   207,690:    36,751     30,942     32,935    105,953    116,115    175,639    179,991:    32,052     27,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -17,218:      -619      2,214     -9,829     -7,084     -9,431    -17,532    -17,047:       314       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.9       15.9       51.0       55.9       84.6       86.7:      15.4       13.3
Old  :     100.0:      17.7       14.9       15.9       51.0       55.9       84.6       86.7:      15.4       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        36         33         31         59         59        116        103:
Old  :       133:        36         33         31         59         59        116        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       27.6       30.7       38.6       13.3       18.5       20.6       24.4
Old  :                 18.7       27.6       30.7       38.6       13.3       18.5       20.6       24.4
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, April 5, 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  :   746,891:    62,642     58,514    295,360    310,953    359,111    668,955    712,985:    77,936     33,906
Old  :   746,891:    62,642     58,514    295,360    310,953    359,111    668,955    712,985:    77,936     33,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    33,036:     3,050      4,627     13,187     17,870     18,369     34,106     36,183:    -1,070     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        7.8       39.5       41.6       48.1       89.6       95.5:      10.4        4.5
Old  :     100.0:       8.4        7.8       39.5       41.6       48.1       89.6       95.5:      10.4        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        56         47         82         85         76        187        167:
Old  :       198:        56         47         82         85         76        187        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.4       29.7       35.1        4.6        8.0        7.2       12.9
Old  :                 18.5       22.4       29.7       35.1        4.6        8.0        7.2       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   713,855:    59,592     53,887    282,173    293,083    340,742    634,848    676,803:    79,006     37,052
Old  :   713,855:    59,592     53,887    282,173    293,083    340,742    634,848    676,803:    79,006     37,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -45,687:     4,874     -4,617    -20,595    -24,760    -18,707    -40,481    -43,919:    -5,205     -1,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        7.5       39.5       41.1       47.7       88.9       94.8:      11.1        5.2
Old  :     100.0:       8.3        7.5       39.5       41.1       47.7       88.9       94.8:      11.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        64         46         76         81         73        185        159:
Old  :       197:        64         46         76         81         73        185        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       23.1       31.0       36.1        4.7        8.0        7.2       12.8
Old  :                 19.4       23.1       31.0       36.1        4.7        8.0        7.2       12.8
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, April 5, 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  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Old  :    94,113:    10,446      4,048          0     74,971     86,115     85,417     90,163:     8,696      3,950
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     1,831:      -988        180       -180      3,084      2,166      1,916      2,166:       -85       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        4.2
Old  :     100.0:      11.1        4.3        0.0       79.7       91.5       90.8       95.8:       9.2        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  :        31:         1          1          0         18         25         19         26:
Old  :        31:         1          1          0         18         25         19         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
Old  :                 64.0       37.8       77.8       57.4       64.0       36.4       73.1       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    92,282:    11,434      3,868        180     71,887     83,949     83,501     87,997:     8,781      4,285
Old  :    92,282:    11,434      3,868        180     71,887     83,949     83,501     87,997:     8,781      4,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,974:     1,208       -840        180      1,615      2,689      3,003      2,029:       -29        945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.2        0.2       77.9       91.0       90.5       95.4:       9.5        4.6
Old  :     100.0:      12.4        4.2        0.2       77.9       91.0       90.5       95.4:       9.5        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          1          1         19         24         21         25:
Old  :        31:         1          1          1         19         24         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       36.7       75.8       56.8       60.0       35.2       69.7       53.0
Old  :                 60.0       36.7       75.8       56.8       60.0       35.2       69.7       53.0
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 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,009:         0      5,340      3,926     47,924     37,612     51,850     46,878:     2,159      7,131
Old  :    54,009:         0      5,340      3,926     47,924     37,612     51,850     46,878:     2,159      7,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,967:         0     -1,178      1,208        666      3,252      1,874      3,282:        93     -1,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.9        7.3       88.7       69.6       96.0       86.8:       4.0       13.2
Old  :     100.0:       0.0        9.9        7.3       88.7       69.6       96.0       86.8:       4.0       13.2
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  :        22:         0          3          1         12         13         13         16:
Old  :        22:         0          3          1         12         13         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       52.4       81.9       74.0       51.1       50.0       72.2       65.8
Old  :                 53.2       52.4       81.9       74.0       51.1       50.0       72.2       65.8
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, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Old  :    47,101:     5,743        844      3,175     33,221     36,853     42,139     40,872:     4,962      6,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -3,138:       560       -224         94     -4,948     -4,862     -4,294     -4,992:     1,156      1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
Old  :     100.0:      12.2        1.8        6.7       70.5       78.2       89.5       86.8:      10.5       13.2
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  :        22:         2          1          3         17         15         20         18:
Old  :        22:         2          1          3         17         15         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
Old  :                 59.3       44.2       74.3       67.2       56.3       41.5       65.1       58.3
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 29, 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  :    50,239:     5,183      1,068      3,081     38,169     41,715     46,433     45,864:     3,806      4,375
Old  :    50,239:     5,183      1,068      3,081     38,169     41,715     46,433     45,864:     3,806      4,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     3,443:      -266        144       -262      4,373      3,253      3,845      3,135:      -402        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        2.1        6.1       76.0       83.0       92.4       91.3:       7.6        8.7
Old  :     100.0:      10.3        2.1        6.1       76.0       83.0       92.4       91.3:       7.6        8.7
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  :        24:         2          1          3         20         18         23         21:
Old  :        24:         2          1          3         20         18         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       44.8       75.5       65.4       54.9       41.8       64.6       57.8
Old  :                 59.3       44.8       75.5       65.4       54.9       41.8       64.6       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Old  :    60,131:         0      3,527      4,270     45,465     42,854     49,735     50,651:    10,396      9,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -6,293:      -148      1,986       -725     -7,193     -7,654     -8,066     -6,393:     1,773        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       15.8
Old  :     100.0:       0.0        5.9        7.1       75.6       71.3       82.7       84.2:      17.3       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  :        22:         0          2          2         18         15         20         17:
Old  :        22:         0          2          2         18         15         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  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
Old  :                 35.4       62.3       60.0       74.7       28.1       45.1       40.6       49.6
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 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,424:       148      1,541      4,995     52,658     50,508     57,801     57,044:     8,623      9,380
Old  :    66,424:       148      1,541      4,995     52,658     50,508     57,801     57,044:     8,623      9,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,355:    -1,908       -676      1,910        193       -905        195        329:     1,160      1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        2.3        7.5       79.3       76.0       87.0       85.9:      13.0       14.1
Old  :     100.0:       0.2        2.3        7.5       79.3       76.0       87.0       85.9:      13.0       14.1
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:         1          1          2         20         17         22         19:
Old  :        24:         1          1          2         20         17         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  :                 35.2       62.8       59.9       75.3       29.7       48.5       41.7       52.2
Old  :                 35.2       62.8       59.9       75.3       29.7       48.5       41.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    29,880:     2,100      2,190          0     27,360     26,474     29,460     28,664:       420      1,216
Old  :    29,880:     2,100      2,190          0     27,360     26,474     29,460     28,664:       420      1,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.3        0.0       91.6       88.6       98.6       95.9:       1.4        4.1
Old  :     100.0:       7.0        7.3        0.0       91.6       88.6       98.6       95.9:       1.4        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          0         12          9         14         11:
Old  :        23:         2          2          0         12          9         14         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  :                 76.9       82.1       93.5       92.7       74.8       81.3       91.5       91.1
Old  :                 76.9       82.1       93.5       92.7       74.8       81.3       91.5       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :    27,343:     2,100      2,370          0     23,909     23,223     26,009     25,593:     1,334      1,750
Old  :    27,343:     2,100      2,370          0     23,909     23,223     26,009     25,593:     1,334      1,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.7        0.0       87.4       84.9       95.1       93.6:       4.9        6.4
Old  :     100.0:       7.7        8.7        0.0       87.4       84.9       95.1       93.6:       4.9        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          0         11         13         13         15:
Old  :        25:         2          2          0         11         13         13         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  :                 53.6       63.7       80.6       83.3       51.3       63.7       76.1       81.1
Old  :                 53.6       63.7       80.6       83.3       51.3       63.7       76.1       81.1
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, April 5, 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  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Old  :   935,649:   272,952     67,790    137,342    501,818    717,672    912,112    922,804:    23,537     12,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -46,292:     3,900        525    -17,466    -30,430    -25,020    -43,996    -41,961:    -2,296     -4,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
Old  :     100.0:      29.2        7.2       14.7       53.6       76.7       97.5       98.6:       2.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        19          9         25         75         74        103        101:
Old  :       112:        19          9         25         75         74        103        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
Old  :                 34.5       22.9       47.0       38.5       28.8       19.9       36.2       31.4
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 29, 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  :   981,941:   269,052     67,265    154,808    532,248    742,692    956,108    964,765:    25,833     17,176
Old  :   981,941:   269,052     67,265    154,808    532,248    742,692    956,108    964,765:    25,833     17,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    18,844:     7,252      1,289     -2,461      4,466     12,641      9,257     11,469:     9,587      7,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        6.9       15.8       54.2       75.6       97.4       98.3:       2.6        1.7
Old  :     100.0:      27.4        6.9       15.8       54.2       75.6       97.4       98.3:       2.6        1.7
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  :       128:        24          6         28         85         80        116        110:
Old  :       128:        24          6         28         85         80        116        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       22.2       43.8       37.5       26.6       19.2       33.7       30.4
Old  :                 32.1       22.2       43.8       37.5       26.6       19.2       33.7       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Old  :   142,847:    34,162     42,884     32,714     70,591     63,258    137,467    138,856:     5,380      3,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     5,476:     4,707      1,065     -2,641      3,556      6,611      5,622      5,035:      -146        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Old  :     100.0:      23.9       30.0       22.9       49.4       44.3       96.2       97.2:       3.8        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11          7         12         22         22         39         35:
Old  :        42:        11          7         12         22         22         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  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
Old  :                 34.0       49.4       53.4       71.3       20.4       29.0       28.8       37.9
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 29, 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  :   137,371:    29,455     41,819     35,355     67,035     56,647    131,845    133,821:     5,526      3,550
Old  :   137,371:    29,455     41,819     35,355     67,035     56,647    131,845    133,821:     5,526      3,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,916:    -3,386     -4,024     10,524     -1,034     -3,277      6,104      3,223:    -1,188      1,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       30.4       25.7       48.8       41.2       96.0       97.4:       4.0        2.6
Old  :     100.0:      21.4       30.4       25.7       48.8       41.2       96.0       97.4:       4.0        2.6
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  :        43:        10         10         11         21         21         37         36:
Old  :        43:        10         10         11         21         21         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  :                 37.1       50.6       58.9       71.9       26.7       32.5       35.8       40.7
Old  :                 37.1       50.6       58.9       71.9       26.7       32.5       35.8       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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  :    48,153:     8,196      2,878     11,711     27,708     32,991     47,615     47,581:       537        572
Old  :    48,153:     8,196      2,878     11,711     27,708     32,991     47,615     47,581:       537        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :        40:     1,740        -93       -172     -1,750       -117       -181       -382:       221        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        6.0       24.3       57.5       68.5       98.9       98.8:       1.1        1.2
Old  :     100.0:      17.0        6.0       24.3       57.5       68.5       98.9       98.8:       1.1        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          5          7         28         27         35         35:
Old  :        40:         3          5          7         28         27         35         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  :                 49.9       49.4       73.9       69.2       32.7       41.4       44.4       48.2
Old  :                 49.9       49.4       73.9       69.2       32.7       41.4       44.4       48.2
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 29, 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  :    48,113:     6,456      2,971     11,883     29,458     33,108     47,797     47,963:       316        150
Old  :    48,113:     6,456      2,971     11,883     29,458     33,108     47,797     47,963:       316        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       541:       969       -508       -243       -215      1,422        511        671:        30       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.2       24.7       61.2       68.8       99.3       99.7:       0.7        0.3
Old  :     100.0:      13.4        6.2       24.7       61.2       68.8       99.3       99.7:       0.7        0.3
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  :        40:         3          7          8         27         27         35         37:
Old  :        40:         3          7          8         27         27         35         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  :                 47.0       50.2       72.1       70.0       35.8       42.9       47.2       48.9
Old  :                 47.0       50.2       72.1       70.0       35.8       42.9       47.2       48.9
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, April 5, 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  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Old  :    17,995:     3,623        326      1,129     13,005     16,302     17,757     17,757:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -1,057:       423       -184       -327     -1,153       -546     -1,057     -1,057:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        1.8        6.3       72.3       90.6       98.7       98.7:       1.3        1.3
Old  :     100.0:      20.1        1.8        6.3       72.3       90.6       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  :        25:         3          1          4         16         17         20         21:
Old  :        25:         3          1          4         16         17         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  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
Old  :                 66.8       51.5       82.4       73.0       63.2       47.6       69.1       64.1
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 29, 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  :    19,052:     3,200        510      1,456     14,158     16,848     18,814     18,814:       238        238
Old  :    19,052:     3,200        510      1,456     14,158     16,848     18,814     18,814:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       256:        44       -128         86        126        298        256        256:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        2.7        7.6       74.3       88.4       98.8       98.8:       1.2        1.2
Old  :     100.0:      16.8        2.7        7.6       74.3       88.4       98.8       98.8:       1.2        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          4         17         17         22         21:
Old  :        27:         4          1          4         17         17         22         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  :                 67.6       51.3       82.8       71.5       62.3       45.7       69.7       60.9
Old  :                 67.6       51.3       82.8       71.5       62.3       45.7       69.7       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :     8,994:       348      5,792        856      7,790      2,346      8,994      8,994:         0          0
Old  :     8,994:       348      5,792        856      7,790      2,346      8,994      8,994:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       64.4        9.5       86.6       26.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.9       64.4        9.5       86.6       26.1      100.0      100.0:       0.0        0.0
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  :        21:         1          3          2         13          7         16         10:
Old  :        21:         1          3          2         13          7         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       84.9       90.4       98.5       68.9       75.3       84.2       87.1
Old  :                 68.9       84.9       90.4       98.5       68.9       75.3       84.2       87.1
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, April 5, 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  : 1,334,738:   179,318     54,534    340,226    732,714    844,547  1,252,258  1,239,306:    82,480     95,432
Old  : 1,334,738:   179,318     54,534    340,226    732,714    844,547  1,252,258  1,239,306:    82,480     95,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    48,223:     9,495     -3,287     16,309     12,713     34,587     38,517     47,608:     9,706        615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        4.1       25.5       54.9       63.3       93.8       92.9:       6.2        7.1
Old  :     100.0:      13.4        4.1       25.5       54.9       63.3       93.8       92.9:       6.2        7.1
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  :       283:        91         90        124         79         85        239        242:
Old  :       283:        91         90        124         79         85        239        242:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       20.6       27.0       32.3        7.3        9.7       11.7       13.6
Old  :                 17.6       20.6       27.0       32.3        7.3        9.7       11.7       13.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  : 1,286,514:   169,823     57,821    323,917    720,001    809,960  1,213,741  1,191,698:    72,774     94,816
Old  : 1,286,514:   169,823     57,821    323,917    720,001    809,960  1,213,741  1,191,698:    72,774     94,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -3,492:    -2,527     -5,905      1,065     -5,538     -4,302     -7,001     -9,142:     3,509      5,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        4.5       25.2       56.0       63.0       94.3       92.6:       5.7        7.4
Old  :     100.0:      13.2        4.5       25.2       56.0       63.0       94.3       92.6:       5.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        89         90        116         77         83        227        236:
Old  :       276:        89         90        116         77         83        227        236:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       21.2       28.3       32.8        7.8        9.9       12.4       13.8
Old  :                 18.2       21.2       28.3       32.8        7.8        9.9       12.4       13.8
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, April 5, 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  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Old  :    12,923:     8,824      1,817         75      1,105     10,396     10,004     12,288:     2,919        635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       460:       348         64          0         42        353        390        417:        70         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        4.9
Old  :     100.0:      68.3       14.1        0.6        8.6       80.4       77.4       95.1:      22.6        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        66         10          2         10         22         78         33:
Old  :       109:        66         10          2         10         22         78         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  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
Old  :                 24.0       42.7       34.1       61.1       24.0       42.7       34.1       61.1
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 29, 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  :    12,463:     8,476      1,753         75      1,063     10,043      9,614     11,871:     2,849        592
Old  :    12,463:     8,476      1,753         75      1,063     10,043      9,614     11,871:     2,849        592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -433:      -368        351         -9        145       -834       -232       -492:      -201         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       14.1        0.6        8.5       80.6       77.1       95.2:      22.9        4.8
Old  :     100.0:      68.0       14.1        0.6        8.5       80.6       77.1       95.2:      22.9        4.8
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  :       112:        69          9          2         10         22         81         33:
Old  :       112:        69          9          2         10         22         81         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  :                 24.5       43.4       34.8       61.3       24.5       43.4       34.8       61.3
Old  :                 24.5       43.4       34.8       61.3       24.5       43.4       34.8       61.3
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, April 5, 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  :     7,653:     4,478        550         86        996      6,232      5,560      6,868:     2,093        785
Old  :     7,653:     4,478        550         86        996      6,232      5,560      6,868:     2,093        785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -308:       -80         43         20       -213       -424       -273       -361:       -35         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5        7.2        1.1       13.0       81.4       72.7       89.7:      27.3       10.3
Old  :     100.0:      58.5        7.2        1.1       13.0       81.4       72.7       89.7:      27.3       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        22          3          2          7         16         30         20:
Old  :        45:        22          3          2          7         16         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       56.5       45.3       74.3       32.4       56.3       44.8       74.2
Old  :                 32.4       56.5       45.3       74.3       32.4       56.3       44.8       74.2
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 29, 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  :     7,960:     4,558        507         66      1,209      6,656      5,833      7,229:     2,127        731
Old  :     7,960:     4,558        507         66      1,209      6,656      5,833      7,229:     2,127        731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -755:      -334          4        -20       -174       -518       -528       -534:      -227       -221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        6.4        0.8       15.2       83.6       73.3       90.8:      26.7        9.2
Old  :     100.0:      57.3        6.4        0.8       15.2       83.6       73.3       90.8:      26.7        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  :        46:        22          4          2          8         16         32         20:
Old  :        46:        22          4          2          8         16         32         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  :                 30.9       59.3       44.6       76.3       30.9       58.5       43.6       75.0
Old  :                 30.9       59.3       44.6       76.3       30.9       58.5       43.6       75.0
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, April 5, 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  :   226,356:    49,439      6,919     46,160    102,682    153,987    198,280    207,066:    28,076     19,290
Old  :   226,356:    49,439      6,919     46,160    102,682    153,987    198,280    207,066:    28,076     19,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,965:     2,553       -873      4,875     -3,267      1,404      4,161      5,406:     4,804      3,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        3.1       20.4       45.4       68.0       87.6       91.5:      12.4        8.5
Old  :     100.0:      21.8        3.1       20.4       45.4       68.0       87.6       91.5:      12.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        63         25         48         67         88        147        146:
Old  :       184:        63         25         48         67         88        147        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       17.2       30.8       28.6       15.2       11.1       24.0       18.6
Old  :                 20.4       17.2       30.8       28.6       15.2       11.1       24.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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  :   217,391:    46,886      7,793     41,285    105,949    152,583    194,119    201,660:    23,271     15,730
Old  :   217,391:    46,886      7,793     41,285    105,949    152,583    194,119    201,660:    23,271     15,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -9,738:      -300      1,275     -5,518     -2,990     -6,729     -8,809    -10,973:      -929      1,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        3.6       19.0       48.7       70.2       89.3       92.8:      10.7        7.2
Old  :     100.0:      21.6        3.6       19.0       48.7       70.2       89.3       92.8:      10.7        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        59         28         47         76         84        155        142:
Old  :       182:        59         28         47         76         84        155        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       16.7       31.9       27.7       14.9       10.7       23.8       18.3
Old  :                 21.2       16.7       31.9       27.7       14.9       10.7       23.8       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 15, 2005