WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   269,079:    37,749     52,616     52,186    155,494    130,205    245,429    235,007:    23,651     34,073
Old  :   268,000:    37,725     52,426     52,175    154,732    129,784    244,632    234,385:    23,369     33,616
Other:     1,079:        32        198          3        762        421        797        622:       282        457
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     8,276:        90      3,813      5,220      4,065      3,487      9,375     12,520:    -1,099     -4,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       19.6       19.4       57.8       48.4       91.2       87.3:       8.8       12.7
Old  :     100.0:      14.1       19.6       19.5       57.7       48.4       91.3       87.5:       8.7       12.5
Other:     100.0:       3.0       18.4        0.3       70.6       39.0       73.9       57.6:      26.1       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        74        100         73         48         63        167        199:
Old  :       255:        74        100         73         48         63        167        199:
Other:        31:         3          4          2          4         20          7         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       28.4       44.7       35.6       30.7       24.8       43.7       29.4
Old  :                 31.4       28.5       44.9       35.7       30.8       24.9       43.9       29.7
Other:                 70.6       37.9       73.9       46.7       70.6       37.9       73.6       46.7
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   260,803:    37,659     48,803     46,966    151,429    126,718    236,054    222,487:    24,749     38,317
Old  :   259,736:    37,639     48,703     46,952    150,682    126,314    235,273    221,969:    24,463     37,768
Other:     1,067:        31        111          3        747        404        781        518:       286        549
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -8,837:       798      4,001     -1,852       -979     -6,328     -2,034     -4,178:    -6,803     -4,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.7       18.0       58.1       48.6       90.5       85.3:       9.5       14.7
Old  :     100.0:      14.5       18.8       18.1       58.0       48.6       90.6       85.5:       9.4       14.5
Other:     100.0:       2.9       10.4        0.3       70.0       37.9       73.2       48.5:      26.8       51.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        68         96         73         47         61        165        187:
Old  :       242:        68         96         72         47         61        164        187:
Other:        30:         3          3          2          4         19          8         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       29.3       45.9       35.7       31.7       26.1       45.4       30.7
Old  :                 32.2       29.4       46.1       35.8       31.9       26.3       45.6       31.0
Other:                 70.0       32.5       73.2       40.3       70.0       32.5       72.9       40.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   888,593:    97,625     90,515    192,243    455,650    387,957    745,518    670,715:   143,076    217,878
Old  :   520,442:    63,716    102,025     84,273    287,821    241,210    435,810    427,508:    84,633     92,935
Other:   368,151:    77,303     31,884     64,576    167,829    146,747    309,708    243,207:    58,443    124,944
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    16,856:     3,150      5,608     25,216     -1,144     -5,936     27,222     24,888:   -10,366     -8,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       10.2       21.6       51.3       43.7       83.9       75.5:      16.1       24.5
Old  :     100.0:      12.2       19.6       16.2       55.3       46.3       83.7       82.1:      16.3       17.9
Other:     100.0:      21.0        8.7       17.5       45.6       39.9       84.1       66.1:      15.9       33.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       149        118        178        205        212        454        438:
Old  :       497:       122        138        142        168        180        372        387:
Other:       423:       126         67        102        151        184        322        312:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       15.9       25.9       20.9       17.0       11.3       24.1       14.7
Old  :                 25.5       20.6       34.7       25.2       24.9       18.6       34.0       22.7
Other:                 20.3       12.5       28.2       17.4       18.6        8.6       23.8       12.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   871,737:    94,475     84,907    167,028    456,794    393,893    718,296    645,827:   153,441    225,910
Old  :   530,315:    64,842    111,192     64,935    304,503    250,150    434,280    426,278:    96,035    104,037
Other:   341,422:    74,183     18,265     57,542    152,291    143,742    284,016    219,549:    57,406    121,873
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,854:     7,090     -5,620      8,822     -6,515     -1,644      9,397      1,558:    -3,542      4,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.7       19.2       52.4       45.2       82.4       74.1:      17.6       25.9
Old  :     100.0:      12.2       21.0       12.2       57.4       47.2       81.9       80.4:      18.1       19.6
Other:     100.0:      21.7        5.3       16.9       44.6       42.1       83.2       64.3:      16.8       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       146        107        159        194        206        423        410:
Old  :       479:       117        139        117        160        179        342        371:
Other:       388:       120         50         84        144        180        293        285:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       16.7       27.1       21.6       17.1       11.6       25.3       15.2
Old  :                 26.9       21.0       36.8       25.6       26.3       18.0       35.7       22.3
Other:                 17.3       12.3       25.6       17.7       14.9        7.8       20.6       12.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :     9,521:     2,438        899        919      2,486      5,331      5,843      7,149:     3,678      2,372
Old  :     9,521:     2,438        899        919      2,486      5,331      5,843      7,149:     3,678      2,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -145:       459       -303          1        203        197        663       -106:      -808        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        9.4        9.7       26.1       56.0       61.4       75.1:      38.6       24.9
Old  :     100.0:      25.6        9.4        9.7       26.1       56.0       61.4       75.1:      38.6       24.9
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  :        41:        13         11          5         11         14         26         28:
Old  :        41:        13         11          5         11         14         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       29.4       36.7       45.6       19.1       28.9       30.7       41.5
Old  :                 24.1       29.4       36.7       45.6       19.1       28.9       30.7       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Old  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -74:       235       -549        -68        -61        604        106        -13:      -180        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
Old  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
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  :        41:        11         11          5         11         15         24         30:
Old  :        41:        11         11          5         11         15         24         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
Old  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   431,379:    91,520     19,154     97,540    153,494    205,988    342,555    322,682:    88,825    108,697
Old  :   207,122:    56,635     13,227     49,487     54,135     99,013    160,257    161,727:    46,866     45,395
Other:   224,257:    45,040     16,082     37,898     99,359    106,976    182,298    160,955:    41,959     63,302
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,200:     6,270       -659     -4,025       -678      8,964      1,568      4,280:     4,633      1,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        4.4       22.6       35.6       47.8       79.4       74.8:      20.6       25.2
Old  :     100.0:      27.3        6.4       23.9       26.1       47.8       77.4       78.1:      22.6       21.9
Other:     100.0:      20.1        7.2       16.9       44.3       47.7       81.3       71.8:      18.7       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       157         74        141        103        128        327        289:
Old  :       344:       138         66        105         87        117        267        249:
Other:       286:        85         71         74         79        107        207        211:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.3       26.6       31.0       14.3       13.7       19.4       19.4
Old  :                 17.1       23.8       23.1       33.5       11.4       16.5       17.0       22.6
Other:                 21.5       20.4       32.9       30.3       19.4       12.4       28.5       18.3
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   425,179:    85,250     19,813    101,565    154,172    197,024    340,987    318,402:    84,192    106,777
Old  :   248,498:    59,643     25,667     52,947     88,504    120,222    201,094    198,836:    47,404     49,662
Other:   176,681:    40,160      8,699     34,065     65,669     76,802    139,893    119,566:    36,788     57,115
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    16,323:    10,959     -1,012      4,993        407     10,061     16,359     14,042:       -37      2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.7       23.9       36.3       46.3       80.2       74.9:      19.8       25.1
Old  :     100.0:      24.0       10.3       21.3       35.6       48.4       80.9       80.0:      19.1       20.0
Other:     100.0:      22.7        4.9       19.3       37.2       43.5       79.2       67.7:      20.8       32.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       147         83        140        100        124        319        288:
Old  :       352:       123         93        103         79        117        250        265:
Other:       279:        93         59         74         79        100        211        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.1       27.2       29.6       14.5       11.6       19.5       17.2
Old  :                 19.5       23.8       28.4       32.1       16.6       15.8       23.0       22.1
Other:                 19.0       17.6       28.4       26.7       13.1       10.7       18.8       15.3
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,889:    11,747      1,738      1,249          0        822     12,996      3,809:     3,893     13,080
Old  :     5,224:     3,188      1,985         22          0         48      3,210      2,055:     2,014      3,169
Other:    11,665:     9,691        885         95          0        774      9,786      1,754:     1,879      9,911
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       719:      -257        -51        428          0         45        171        422:       548        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       10.3        7.4        0.0        4.9       76.9       22.6:      23.1       77.4
Old  :     100.0:      61.0       38.0        0.4        0.0        0.9       61.4       39.3:      38.6       60.7
Other:     100.0:      83.1        7.6        0.8        0.0        6.6       83.9       15.0:      16.1       85.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          8          0          3         14         15:
Old  :        20:        10          7          2          0          3         11         11:
Other:        16:         9          4          3          0          3          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  :                 63.5       10.2       70.8       16.8       61.3        8.2       67.5       13.5
Old  :                 45.9       30.0       59.2       38.7       45.9       30.0       59.2       38.5
Other:                 76.9       10.4       83.8       14.7       76.4       10.4       83.0       14.2
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,170:    12,004      1,789        821          0        777     12,825      3,387:     3,345     12,783
Old  :     5,285:     3,705      1,891         15          0         41      3,720      1,947:     1,565      3,338
Other:    10,885:     8,996        595        109          0        736      9,105      1,440:     1,780      9,445
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       768:       107       -311        362          0         52        469        103:       299        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       11.1        5.1        0.0        4.8       79.3       20.9:      20.7       79.1
Old  :     100.0:      70.1       35.8        0.3        0.0        0.8       70.4       36.8:      29.6       63.2
Other:     100.0:      82.6        5.5        1.0        0.0        6.8       83.6       13.2:      16.4       86.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         15         15:
Old  :        22:        11          8          2          0          3         13         11:
Other:        15:         9          3          4          0          3          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  :                 61.5        9.5       71.3       16.1       61.1        7.8       69.7       13.5
Old  :                 48.6       26.8       63.5       36.3       48.6       26.8       63.5       36.1
Other:                 76.6       10.2       83.6       13.0       75.9       10.2       82.6       12.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   165,929:    27,643     11,041     29,228     81,557    111,477    138,428    151,746:    27,501     14,182
Old  :    91,343:    29,887      9,194     10,853     32,539     61,493     73,279     81,539:    18,064      9,804
Other:    74,586:     7,969     12,060      8,163     49,018     49,984     65,149     70,207:     9,437      4,379
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,091:     3,058        131      2,881      2,247      6,338      8,186      9,350:     1,905        741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        6.7       17.6       49.2       67.2       83.4       91.5:      16.6        8.5
Old  :     100.0:      32.7       10.1       11.9       35.6       67.3       80.2       89.3:      19.8       10.7
Other:     100.0:      10.7       16.2       10.9       65.7       67.0       87.3       94.1:      12.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        58         21         38         47         47        123         98:
Old  :       140:        57         24         28         43         45        110         89:
Other:        88:        24         22         23         31         28         69         60:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       32.7       28.2       45.5       18.6       27.9       26.5       37.6
Old  :                 14.7       26.1       23.9       41.2       12.5       22.2       19.3       34.0
Other:                 36.0       43.9       49.6       60.6       36.0       40.1       49.1       53.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   155,838:    24,585     10,910     26,348     79,310    105,139    130,243    142,396:    25,596     13,442
Old  :   103,137:    23,275     12,221     13,937     48,641     67,038     85,853     93,196:    17,284      9,940
Other:    52,701:     6,727      4,105      6,994     30,669     38,101     44,390     49,200:     8,312      3,501
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,331:     1,168     -2,999      3,766       -763      2,755      4,171      3,522:       161        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.0       16.9       50.9       67.5       83.6       91.4:      16.4        8.6
Old  :     100.0:      22.6       11.8       13.5       47.2       65.0       83.2       90.4:      16.8        9.6
Other:     100.0:      12.8        7.8       13.3       58.2       72.3       84.2       93.4:      15.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        51         27         39         47         47        120         99:
Old  :       143:        55         27         33         44         47        112         95:
Other:        78:        17         20         25         31         25         67         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.9       28.6       44.0       19.7       27.9       27.9       37.8
Old  :                 18.5       26.1       29.4       40.1       17.9       23.8       27.3       36.6
Other:                 27.6       45.7       41.1       60.1       27.6       40.8       39.0       51.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   902,394:   130,158     91,833    157,666    462,270    451,911    750,094    701,410:   152,300    200,984
Old  :   902,394:   130,158     91,833    157,666    462,270    451,911    750,094    701,410:   152,300    200,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -19,836:   -18,053     -9,572      3,684     -3,332    -12,820    -17,701    -18,708:    -2,135     -1,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       10.2       17.5       51.2       50.1       83.1       77.7:      16.9       22.3
Old  :     100.0:      14.4       10.2       17.5       51.2       50.1       83.1       77.7:      16.9       22.3
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  :       174:        32         44         44         71         85        131        145:
Old  :       174:        32         44         44         71         85        131        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       13.9       32.3       22.4       22.1       10.6       26.9       16.3
Old  :                 24.7       13.9       32.3       22.4       22.1       10.6       26.9       16.3
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, June 7, 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  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Old  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -11,460:     9,745     -9,165     21,139    -21,884     -4,239      9,000      7,735:   -20,460    -19,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Old  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        39         37         39         74         88        133        144:
Old  :       178:        39         37         39         74         88        133        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
Old  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
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, June 14, 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  :   168,896:    48,530      6,277     23,366     55,890    115,155    127,786    144,797:    41,110     24,098
Old  :   106,108:    40,307      4,581     12,118     25,087     73,952     77,511     90,650:    28,597     15,459
Other:    62,788:    10,687      4,159      8,785     30,803     41,203     50,275     54,148:    12,513      8,640
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,137:     3,815     -2,303       -208     -2,239      6,423      1,369      3,913:     3,768      1,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        3.7       13.8       33.1       68.2       75.7       85.7:      24.3       14.3
Old  :     100.0:      38.0        4.3       11.4       23.6       69.7       73.0       85.4:      27.0       14.6
Other:     100.0:      17.0        6.6       14.0       49.1       65.6       80.1       86.2:      19.9       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        48         25         35         51         61        124        108:
Old  :       143:        52         21         29         46         58        114         95:
Other:        92:        20         21         22         36         34         71         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       33.2       20.2       46.5        8.7       23.8       16.0       36.3
Old  :                 11.9       34.9       20.6       47.4       11.9       31.9       20.6       42.7
Other:                 24.2       34.8       35.4       49.9       16.4       29.5       27.0       40.7
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   163,759:    44,715      8,580     23,573     58,129    108,731    126,417    140,884:    37,342     22,874
Old  :   111,871:    43,067      8,658     12,138     29,061     74,719     84,266     95,515:    27,605     16,356
Other:    51,888:     5,028      3,302      8,055     29,068     34,012     42,151     45,369:     9,737      6,518
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,392:     6,874     -1,202       -466     -1,628      5,553      4,780      3,884:    -1,388       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.2       14.4       35.5       66.4       77.2       86.0:      22.8       14.0
Old  :     100.0:      38.5        7.7       10.8       26.0       66.8       75.3       85.4:      24.7       14.6
Other:     100.0:       9.7        6.4       15.5       56.0       65.5       81.2       87.4:      18.8       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         27         37         56         66        129        117:
Old  :       154:        52         26         28         49         62        116        104:
Other:        90:        19         16         25         40         37         70         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       31.1       20.6       44.1        8.9       23.3       15.5       34.1
Old  :                 11.9       34.0       20.7       45.4       11.9       31.7       20.7       41.8
Other:                 29.5       30.7       41.0       47.3       21.8       27.7       32.1       40.7
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :     8,677:     3,898        979      1,698      1,716      4,206      7,312      6,883:     1,365      1,794
Old  :     3,579:     1,939        811        253        616      1,598      2,808      2,661:       770        917
Other:     5,098:     2,683        893        721      1,100      2,608      4,503      4,222:       595        876
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       143:       257         44       -105         80       -164        232       -225:       -89        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9       11.3       19.6       19.8       48.5       84.3       79.3:      15.7       20.7
Old  :     100.0:      54.2       22.7        7.1       17.2       44.6       78.5       74.4:      21.5       25.6
Other:     100.0:      52.6       17.5       14.1       21.6       51.2       88.3       82.8:      11.7       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          9         11         12         15         33         32:
Old  :        36:        17          6         10          7         11         25         26:
Other:        36:        11          8          9          9         14         27         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       33.7       53.5       50.4       32.7       30.1       44.1       38.6
Old  :                 34.5       46.2       51.4       58.3       33.7       45.4       49.6       57.2
Other:                 49.4       39.4       67.2       59.9       44.1       35.4       58.6       49.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     8,534:     3,641        935      1,803      1,636      4,370      7,080      7,108:     1,454      1,426
Old  :     4,065:     2,193        810        227        583      2,109      3,003      3,146:     1,061        918
Other:     4,469:     2,319        997        704      1,053      2,260      4,077      3,962:       392        508
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -86:      -219         81        138        174       -372         93       -153:      -179         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       11.0       21.1       19.2       51.2       83.0       83.3:      17.0       16.7
Old  :     100.0:      54.0       19.9        5.6       14.3       51.9       73.9       77.4:      26.1       22.6
Other:     100.0:      51.9       22.3       15.8       23.6       50.6       91.2       88.6:       8.8       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12         11         13         15         34         31:
Old  :        39:        17          6         10          7         14         25         29:
Other:        34:         8          9         10         10         13         27         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.6       52.6       50.1       32.5       29.1       43.2       39.0
Old  :                 31.2       42.1       48.7       55.9       30.5       41.6       45.7       55.1
Other:                 56.2       39.3       73.8       63.4       49.4       34.1       62.9       50.1
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   378,326:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,626    111,607
Old  :   378,326:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,626    111,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,590:    -6,683      4,663       -450     -8,498    -35,847    -15,631    -31,634:    -5,959     10,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
Old  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
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  :        92:        15         17          4         45         42         62         61:
Old  :        92:        15         17          4         45         42         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.2       32.0
Old  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.2       32.0
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, June 7, 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  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Old  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    23,303:     6,348      1,262      1,649     12,199     31,121     20,196     34,032:     3,107    -10,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
Old  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       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  :        95:        15         18          3         46         46         62         66:
Old  :        95:        15         18          3         46         46         62         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Old  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
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, June 14, 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  : 2,719,239:   473,143    435,356    483,997  1,479,584  1,326,023  2,436,724  2,245,377:   282,515    473,862
Old  : 2,719,239:   473,143    435,356    483,997  1,479,584  1,326,023  2,436,724  2,245,377:   282,515    473,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -29,861:     2,017     62,503     -6,439    -30,431    -94,204    -34,852    -38,140:     4,991      8,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.0       17.8       54.4       48.8       89.6       82.6:      10.4       17.4
Old  :     100.0:      17.4       16.0       17.8       54.4       48.8       89.6       82.6:      10.4       17.4
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  :       291:        59         84         83        114        134        215        259:
Old  :       291:        59         84         83        114        134        215        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       13.7       39.3       23.5       19.7        9.6       28.0       14.6
Old  :                 25.3       13.7       39.3       23.5       19.7        9.6       28.0       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, June 7, 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  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Old  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   100,182:    17,014    -10,479     54,933     57,391     62,966    129,338    107,420:   -29,156     -7,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Old  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        56         78         75        106        134        203        246:
Old  :       279:        56         78         75        106        134        203        246:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
Old  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
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, June 14, 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  : 1,433,063:   212,422    209,676    190,577    832,664    736,050  1,235,662  1,136,303:   197,401    296,760
Old  : 1,433,063:   212,422    209,676    190,577    832,664    736,050  1,235,662  1,136,303:   197,401    296,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    47,684:    46,513     -2,588     14,409     -7,581     -5,035     53,341      6,787:    -5,657     40,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.6       13.3       58.1       51.4       86.2       79.3:      13.8       20.7
Old  :     100.0:      14.8       14.6       13.3       58.1       51.4       86.2       79.3:      13.8       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  :       183:        28         56         46         71         85        132        154:
Old  :       183:        28         56         46         71         85        132        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       18.1       35.3       27.2       19.4       17.4       30.8       23.7
Old  :                 22.5       18.1       35.3       27.2       19.4       17.4       30.8       23.7
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, June 7, 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  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Old  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -9,768:    10,045     -4,108     22,573    -50,238     -6,019    -17,620     12,446:     7,852    -22,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
Old  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        33         43         46         75         89        132        154:
Old  :       179:        33         43         46         75         89        132        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
Old  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   577,087:    86,416     61,122    189,586    252,678    293,511    528,680    544,219:    48,406     32,867
Old  :   577,087:    86,416     61,122    189,586    252,678    293,511    528,680    544,219:    48,406     32,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    20,425:     7,778      2,020     -6,640     15,572     23,493     16,710     18,873:     3,714      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.6       32.9       43.8       50.9       91.6       94.3:       8.4        5.7
Old  :     100.0:      15.0       10.6       32.9       43.8       50.9       91.6       94.3:       8.4        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  :       117:        31         22         40         51         52        101         95:
Old  :       117:        31         22         40         51         52        101         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  :                 33.2       34.3       44.3       48.1       11.6       13.8       16.8       20.6
Old  :                 33.2       34.3       44.3       48.1       11.6       13.8       16.8       20.6
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, June 7, 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  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Old  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :  -105,849:   -34,531     21,054    -52,399    -18,431    -78,727   -105,361   -110,071:      -488      4,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
Old  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         26         43         51         48        106         94:
Old  :       117:        32         26         43         51         48        106         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
Old  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
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, June 14, 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  :    53,415:    12,905      4,130      2,085     20,698     35,821     35,688     42,036:    17,727     11,379
Old  :    53,415:    12,905      4,130      2,085     20,698     35,821     35,688     42,036:    17,727     11,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,109:       236       -831        710      3,754      5,589      4,700      5,468:     4,408      3,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.7        3.9       38.7       67.1       66.8       78.7:      33.2       21.3
Old  :     100.0:      24.2        7.7        3.9       38.7       67.1       66.8       78.7:      33.2       21.3
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  :        65:        22         12         13         22         22         48         43:
Old  :        65:        22         12         13         22         22         48         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  :                 22.4       44.3       36.3       55.3       19.5       43.9       28.3       51.7
Old  :                 22.4       44.3       36.3       55.3       19.5       43.9       28.3       51.7
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, June 7, 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  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Old  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,549:         2        417         83        882      1,743        967      2,243:     1,582        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Old  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        23         13         10         19         15         45         35:
Old  :        65:        23         13         10         19         15         45         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  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
Old  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
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, June 14, 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  :    98,498:    13,165     36,343     11,055     59,261     21,074     83,481     68,472:    15,017     30,026
Old  :    98,498:    13,165     36,343     11,055     59,261     21,074     83,481     68,472:    15,017     30,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    17,250:       953      2,308      5,416      8,500      4,964     14,869     12,688:     2,381      4,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       36.9       11.2       60.2       21.4       84.8       69.5:      15.2       30.5
Old  :     100.0:      13.4       36.9       11.2       60.2       21.4       84.8       69.5:      15.2       30.5
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  :        84:        24         32         30         24         20         64         66:
Old  :        84:        24         32         30         24         20         64         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       22.4       57.6       35.5       38.6       19.1       46.9       27.2
Old  :                 47.9       22.4       57.6       35.5       38.6       19.1       46.9       27.2
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, June 7, 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  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Old  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,024:     1,275       -328      1,801      2,584      2,505      5,660      3,978:       364      2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
Old  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
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  :        77:        19         35         19         15         16         45         59:
Old  :        77:        19         35         19         15         16         45         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.9       64.4       34.7       46.6       21.2       55.8       29.5
Old  :                 53.5       22.9       64.4       34.7       46.6       21.2       55.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Old  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,318:    -2,924       -726          0     -1,204     -3,668     -4,128     -4,394:      -190         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Old  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7         18          4         19         20         29         39:
Old  :        59:         7         18          4         19         20         29         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
Old  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Old  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,779:      -335       -529        -17     -3,568     -2,921     -3,920     -3,467:       141       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
Old  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
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  :        61:         7         19          4         19         23         29         43:
Old  :        61:         7         19          4         19         23         29         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  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
Old  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
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, June 7, 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  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Old  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,322:      -100        442          0      1,411        842      1,311      1,284:        11         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Old  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          7          0          6         10          6         17:
Old  :        21:         0          7          0          6         10          6         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  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Old  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
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, June 14, 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  :    25,128:     1,670      1,773      3,126     15,484     12,593     20,280     17,492:     4,848      7,636
Old  :    25,128:     1,670      1,773      3,126     15,484     12,593     20,280     17,492:     4,848      7,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       401:       250        -63        -10        207        297        447        224:       -47        176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        7.1       12.4       61.6       50.1       80.7       69.6:      19.3       30.4
Old  :     100.0:       6.6        7.1       12.4       61.6       50.1       80.7       69.6:      19.3       30.4
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  :        42:        10          5         11         25         18         39         30:
Old  :        42:        10          5         11         25         18         39         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       28.5       57.3       47.3       43.2       25.3       52.6       39.1
Old  :                 43.2       28.5       57.3       47.3       43.2       25.3       52.6       39.1
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, June 7, 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  :    24,728:     1,420      1,837      3,135     15,278     12,296     19,833     17,268:     4,895      7,460
Old  :    24,728:     1,420      1,837      3,135     15,278     12,296     19,833     17,268:     4,895      7,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,715:    -1,058       -152       -686     -1,812     -2,152     -3,557     -2,990:      -158       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.4       12.7       61.8       49.7       80.2       69.8:      19.8       30.2
Old  :     100.0:       5.7        7.4       12.7       61.8       49.7       80.2       69.8:      19.8       30.2
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  :        41:         9          5         11         25         18         38         30:
Old  :        41:         9          5         11         25         18         38         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       28.3       58.0       47.4       44.0       25.4       53.2       38.9
Old  :                 44.0       28.3       58.0       47.4       44.0       25.4       53.2       38.9
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, June 14, 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  :    99,307:    10,787     23,906     19,047     51,496     27,091     81,330     70,044:    17,977     29,263
Old  :    85,877:     9,099     23,821     15,519     45,622     22,727     70,240     62,067:    15,637     23,810
Other:    13,430:     4,074      2,471      1,142      5,874      4,364     11,090      7,977:     2,340      5,453
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,438:       383      2,959     -4,147      2,001       -878     -1,763     -2,067:       325        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       24.1       19.2       51.9       27.3       81.9       70.5:      18.1       29.5
Old  :     100.0:      10.6       27.7       18.1       53.1       26.5       81.8       72.3:      18.2       27.7
Other:     100.0:      30.3       18.4        8.5       43.7       32.5       82.6       59.4:      17.4       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        30         61         45         35         34         95        113:
Old  :       141:        34         55         43         33         34         91        112:
Other:        53:        18         12          9         11         18         33         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       15.0       43.0       23.9       29.3       12.6       42.7       19.1
Old  :                 33.9       14.4       46.3       24.2       33.9       12.6       45.8       20.1
Other:                 49.8       28.0       65.8       41.5       48.5       24.3       62.9       35.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   100,745:    10,404     20,947     23,194     49,494     27,970     83,093     72,111:    17,652     28,634
Old  :    87,982:     9,707     21,775     18,838     43,865     23,913     72,409     64,525:    15,572     23,456
Other:    12,763:     4,363      2,837        691      5,629      4,057     10,683      7,585:     2,080      5,178
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,322:      -620      4,224     -6,433      2,175     -1,890     -4,878     -4,100:     1,556        778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.8       23.0       49.1       27.8       82.5       71.6:      17.5       28.4
Old  :     100.0:      11.0       24.7       21.4       49.9       27.2       82.3       73.3:      17.7       26.7
Other:     100.0:      34.2       22.2        5.4       44.1       31.8       83.7       59.4:      16.3       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        31         66         62         32         34        110        129:
Old  :       157:        35         66         61         30         34        108        127:
Other:        55:        22         12          8         10         17         35         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       14.3       42.4       23.9       28.8       13.2       41.6       18.7
Old  :                 33.1       14.3       45.5       24.3       33.0       13.6       44.8       19.9
Other:                 50.1       29.0       67.8       39.9       48.8       25.8       64.7       36.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :     4,180:       643      1,602        621      1,227        744      2,491      2,967:     1,689      1,212
Old  :     4,101:       649      1,635        563      1,210        744      2,422      2,942:     1,679      1,158
Other:        79:        51         24          1         17          0         69         25:        10         54
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       121:       117       -102         -4        -87         28         26        -78:        94        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       38.3       14.9       29.4       17.8       59.6       71.0:      40.4       29.0
Old  :     100.0:      15.8       39.9       13.7       29.5       18.1       59.1       71.7:      40.9       28.3
Other:     100.0:      64.6       30.4        1.3       21.5        0.0       87.3       31.6:      12.7       68.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        12         18         15          6          5         27         30:
Old  :        40:        11         19         12          5          5         26         27:
Other:         9:         4          3          1          2          0          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       47.0       42.6       56.9       27.5       42.6       35.0       47.2
Old  :                 30.4       47.9       41.8       57.9       27.6       43.4       35.4       48.2
Other:                 82.3       31.6       87.3       31.6       81.0       30.4       86.1       30.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     4,059:       525      1,704        625      1,314        716      2,464      3,046:     1,595      1,013
Old  :     3,988:       533      1,750        568      1,299        716      2,400      3,035:     1,588        953
Other:        71:        48         10          1         15          0         64         11:         7         60
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         4:        20         30        268       -142        -28        147        270:      -143       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       42.0       15.4       32.4       17.6       60.7       75.0:      39.3       25.0
Old  :     100.0:      13.4       43.9       14.3       32.6       18.0       60.2       76.1:      39.8       23.9
Other:     100.0:      67.6       14.1        1.4       21.1        0.0       90.1       15.5:       9.9       84.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10         21         15          5          4         26         31:
Old  :        41:         9         22         14          5          4         26         30:
Other:         5:         3          1          1          1          0          4          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  :                 31.2       46.2       43.2       57.8       28.1       43.5       36.5       47.8
Old  :                 31.3       47.0       42.4       58.8       28.3       44.3       36.8       48.7
Other:                 90.1       15.5       90.1       15.5       88.7       14.1       88.7       14.1
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   144,168:    30,720     18,752     22,537     73,450     68,102    126,708    109,392:    17,460     34,776
Old  :   144,168:    30,720     18,752     22,537     73,450     68,102    126,708    109,392:    17,460     34,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -7,584:    -4,542      5,727     -1,368        932     -7,690     -4,978     -3,331:    -2,606     -4,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       13.0       15.6       50.9       47.2       87.9       75.9:      12.1       24.1
Old  :     100.0:      21.3       13.0       15.6       50.9       47.2       87.9       75.9:      12.1       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        49         54         51         71         93        149        178:
Old  :       221:        49         54         51         71         93        149        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       13.4       38.3       23.2       24.3       12.8       37.1       21.0
Old  :                 24.3       13.4       38.3       23.2       24.3       12.8       37.1       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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   151,752:    35,262     13,025     23,905     72,518     75,793    131,686    112,723:    20,066     39,029
Old  :   151,752:    35,262     13,025     23,905     72,518     75,793    131,686    112,723:    20,066     39,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -9,941:    -5,304      1,772     -1,016     -2,196     -8,113     -8,516     -7,357:    -1,425     -2,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.6       15.8       47.8       49.9       86.8       74.3:      13.2       25.7
Old  :     100.0:      23.2        8.6       15.8       47.8       49.9       86.8       74.3:      13.2       25.7
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  :       224:        62         41         55         73         96        162        175:
Old  :       224:        62         41         55         73         96        162        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       14.4       35.7       24.4       22.9       13.8       33.8       22.3
Old  :                 22.9       14.4       35.7       24.4       22.9       13.8       33.8       22.3
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,953:     1,189        655        260      1,237      1,785      2,686      2,700:     1,267      1,253
Old  :     3,953:     1,189        655        260      1,237      1,785      2,686      2,700:     1,267      1,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       228:       -46        193        -11        125       -132         67         49:       161        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       16.6        6.6       31.3       45.2       68.0       68.3:      32.0       31.7
Old  :     100.0:      30.1       16.6        6.6       31.3       45.2       68.0       68.3:      32.0       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  :        49:        11         13          8         18         19         34         35:
Old  :        49:        11         13          8         18         19         34         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       35.6       37.5       46.3       23.2       33.5       34.0       43.4
Old  :                 24.9       35.6       37.5       46.3       23.2       33.5       34.0       43.4
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,724:     1,235        462        271      1,112      1,918      2,619      2,651:     1,106      1,073
Old  :     3,724:     1,235        462        271      1,112      1,918      2,619      2,651:     1,106      1,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -130:       -10        104        -42         67       -130         14        -69:      -144        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       12.4        7.3       29.9       51.5       70.3       71.2:      29.7       28.8
Old  :     100.0:      33.2       12.4        7.3       29.9       51.5       70.3       71.2:      29.7       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         11          9         18         19         34         34:
Old  :        47:        11         11          9         18         19         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       37.9       40.1       47.9       26.1       36.1       37.2       45.7
Old  :                 27.4       37.9       40.1       47.9       26.1       36.1       37.2       45.7
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, June 14, 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  :    25,428:     8,357      2,321      3,573      7,976      4,676     19,905     10,569:     5,522     14,859
Old  :    25,428:     8,357      2,321      3,573      7,976      4,676     19,905     10,569:     5,522     14,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,100:    -1,578       -552       -109        596        452     -1,091       -209:        -9       -892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        9.1       14.1       31.4       18.4       78.3       41.6:      21.7       58.4
Old  :     100.0:      32.9        9.1       14.1       31.4       18.4       78.3       41.6:      21.7       58.4
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  :       128:        38         23         23         40         43         95         75:
Old  :       128:        38         23         23         40         43         95         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  :                 17.2       10.1       28.5       16.6       16.1        6.8       26.3       11.6
Old  :                 17.2       10.1       28.5       16.6       16.1        6.8       26.3       11.6
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,528:     9,935      2,873      3,682      7,380      4,223     20,997     10,778:     5,532     15,750
Old  :    26,528:     9,935      2,873      3,682      7,380      4,223     20,997     10,778:     5,532     15,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,634:      -444        352        630        951        -57      1,137        924:       497        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       10.8       13.9       27.8       15.9       79.1       40.6:      20.9       59.4
Old  :     100.0:      37.4       10.8       13.9       27.8       15.9       79.1       40.6:      20.9       59.4
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  :       140:        48         27         23         36         41         98         79:
Old  :       140:        48         27         23         36         41         98         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       11.5       30.2       16.9       17.3        6.9       28.3       10.7
Old  :                 17.8       11.5       30.2       16.9       17.3        6.9       28.3       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    68,382:    11,516     28,509      1,651     27,509     17,233     40,676     47,392:    27,707     20,990
Old  :    68,382:    11,516     28,509      1,651     27,509     17,233     40,676     47,392:    27,707     20,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -30,357:     1,256     -7,810        184    -29,722    -20,207    -28,282    -27,833:    -2,075     -2,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       41.7        2.4       40.2       25.2       59.5       69.3:      40.5       30.7
Old  :     100.0:      16.8       41.7        2.4       40.2       25.2       59.5       69.3:      40.5       30.7
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  :        69:        13         21          7         25         23         43         46:
Old  :        69:        13         21          7         25         23         43         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       20.7       36.6       35.3       21.6       20.7       33.4       34.9
Old  :                 23.8       20.7       36.6       35.3       21.6       20.7       33.4       34.9
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, June 7, 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  :    98,739:    10,259     36,319      1,466     57,231     37,440     68,957     75,226:    29,782     23,513
Old  :    98,739:    10,259     36,319      1,466     57,231     37,440     68,957     75,226:    29,782     23,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,550:      -656     -5,073     -1,545     -5,943      2,569     -8,144     -4,049:     3,594       -501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       36.8        1.5       58.0       37.9       69.8       76.2:      30.2       23.8
Old  :     100.0:      10.4       36.8        1.5       58.0       37.9       69.8       76.2:      30.2       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         8         23          7         24         22         38         46:
Old  :        63:         8         23          7         24         22         38         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       27.2       45.6       41.8       32.6       23.5       42.7       36.9
Old  :                 34.1       27.2       45.6       41.8       32.6       23.5       42.7       36.9
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, June 14, 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  :    74,084:     2,905     46,486          0     64,004      4,362     66,909     50,848:     7,175     23,236
Old  :    74,084:     2,905     46,486          0     64,004      4,362     66,909     50,848:     7,175     23,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -16,281:       962       -769         -1    -14,427    -14,653    -13,466    -15,423:    -2,815       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       62.7        0.0       86.4        5.9       90.3       68.6:       9.7       31.4
Old  :     100.0:       3.9       62.7        0.0       86.4        5.9       90.3       68.6:       9.7       31.4
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  :        42:         2         26          0         12          3         14         29:
Old  :        42:         2         26          0         12          3         14         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  :                 68.1       25.4       84.5       39.9       68.1       25.4       84.1       39.9
Old  :                 68.1       25.4       84.5       39.9       68.1       25.4       84.1       39.9
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, June 7, 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  :    90,365:     1,943     47,255          1     78,431     19,015     80,375     66,271:     9,990     24,094
Old  :    90,365:     1,943     47,255          1     78,431     19,015     80,375     66,271:     9,990     24,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    19,633:       270      7,006       -125     19,672     11,299     19,817     18,180:      -185      1,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       52.3        0.0       86.8       21.0       88.9       73.3:      11.1       26.7
Old  :     100.0:       2.2       52.3        0.0       86.8       21.0       88.9       73.3:      11.1       26.7
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  :        52:         2         25          1         22          9         25         34:
Old  :        52:         2         25          1         22          9         25         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       21.0       68.9       36.6       41.5       19.9       57.1       32.2
Old  :                 49.4       21.0       68.9       36.6       41.5       19.9       57.1       32.2
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, June 14, 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  :   102,624:    82,396      4,364        124     10,557     92,040     93,077     96,528:     9,548      6,096
Old  :   102,624:    82,396      4,364        124     10,557     92,040     93,077     96,528:     9,548      6,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -18,452:     1,809      1,127     -2,788    -16,831    -17,515    -17,810    -19,176:      -642        724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.3        4.3        0.1       10.3       89.7       90.7       94.1:       9.3        5.9
Old  :     100.0:      80.3        4.3        0.1       10.3       89.7       90.7       94.1:       9.3        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        63          6          2         11         18         75         25:
Old  :        95:        63          6          2         11         18         75         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  :                 30.9       65.8       50.4       82.9       30.9       65.5       50.4       82.6
Old  :                 30.9       65.8       50.4       82.9       30.9       65.5       50.4       82.6
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, June 7, 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  :   121,076:    80,586      3,237      2,912     27,388    109,555    110,886    115,704:    10,190      5,372
Old  :   121,076:    80,586      3,237      2,912     27,388    109,555    110,886    115,704:    10,190      5,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    10,898:    -3,244       -331      2,186     10,746      7,943      9,688      9,798:     1,209      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6        2.7        2.4       22.6       90.5       91.6       95.6:       8.4        4.4
Old  :     100.0:      66.6        2.7        2.4       22.6       90.5       91.6       95.6:       8.4        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        63         11          7         17         21         83         37:
Old  :       106:        63         11          7         17         21         83         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  :                 27.2       56.3       44.6       77.9       27.2       53.2       42.5       73.5
Old  :                 27.2       56.3       44.6       77.9       27.2       53.2       42.5       73.5
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, June 14, 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  :    71,392:    14,149     31,268      1,451     36,709     19,096     52,309     51,815:    19,083     19,577
Old  :    71,392:    14,149     31,268      1,451     36,709     19,096     52,309     51,815:    19,083     19,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -32,140:      -526      8,199         63    -25,523    -38,394    -25,986    -30,133:    -6,154     -2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       43.8        2.0       51.4       26.7       73.3       72.6:      26.7       27.4
Old  :     100.0:      19.8       43.8        2.0       51.4       26.7       73.3       72.6:      26.7       27.4
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  :        59:        13         22          5         18         15         33         40:
Old  :        59:        13         22          5         18         15         33         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       24.3       50.2       39.0       32.8       24.3       47.8       38.5
Old  :                 34.1       24.3       50.2       39.0       32.8       24.3       47.8       38.5
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, June 7, 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  :   103,532:    14,675     23,069      1,388     62,232     57,490     78,295     81,947:    25,237     21,585
Old  :   103,532:    14,675     23,069      1,388     62,232     57,490     78,295     81,947:    25,237     21,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,146:       300     -2,375     -1,209        206      7,291       -704      3,707:     3,850       -560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       22.3        1.3       60.1       55.5       75.6       79.2:      24.4       20.8
Old  :     100.0:      14.2       22.3        1.3       60.1       55.5       75.6       79.2:      24.4       20.8
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  :        63:        11         21          5         25         18         38         42:
Old  :        63:        11         21          5         25         18         38         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  :                 24.7       36.0       43.0       51.7       23.7       32.2       39.3       45.9
Old  :                 24.7       36.0       43.0       51.7       23.7       32.2       39.3       45.9
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, June 14, 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  :   168,766:     6,287     61,042      5,384    132,973     71,189    144,643    137,615:    24,124     31,151
Old  :   168,766:     6,287     61,042      5,384    132,973     71,189    144,643    137,615:    24,124     31,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -22,389:     1,410     18,920      2,406    -20,404    -47,377    -16,588    -26,051:    -5,802      3,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       36.2        3.2       78.8       42.2       85.7       81.5:      14.3       18.5
Old  :     100.0:       3.7       36.2        3.2       78.8       42.2       85.7       81.5:      14.3       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        11         33          9         34         22         50         59:
Old  :        85:        11         33          9         34         22         50         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       32.4       66.0       47.8       34.7       19.9       44.5       31.8
Old  :                 50.1       32.4       66.0       47.8       34.7       19.9       44.5       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   191,156:     4,876     42,122      2,978    153,376    118,566    161,230    163,666:    29,925     27,490
Old  :   191,156:     4,876     42,122      2,978    153,376    118,566    161,230    163,666:    29,925     27,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -19,990:    -1,156    -12,701     -1,257    -19,016     -3,666    -21,429    -17,624:     1,438     -2,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       22.0        1.6       80.2       62.0       84.3       85.6:      15.7       14.4
Old  :     100.0:       2.6       22.0        1.6       80.2       62.0       84.3       85.6:      15.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:         9         26          8         32         31         45         61:
Old  :        77:         9         26          8         32         31         45         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       37.9       71.5       51.3       54.4       36.5       65.5       48.4
Old  :                 57.9       37.9       71.5       51.3       54.4       36.5       65.5       48.4
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, June 14, 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  :   173,504:    26,623     44,232     18,021     72,776     53,254    117,419    115,507:    56,085     57,998
Old  :   173,504:    26,623     44,232     18,021     72,776     53,254    117,419    115,507:    56,085     57,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -46,951:     3,581      5,815      3,664    -59,138    -61,311    -51,893    -51,832:     4,942      4,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       25.5       10.4       41.9       30.7       67.7       66.6:      32.3       33.4
Old  :     100.0:      15.3       25.5       10.4       41.9       30.7       67.7       66.6:      32.3       33.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        35         41         27         28         30         79         82:
Old  :       116:        35         41         27         28         30         79         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       18.9       36.6       29.6       22.4       17.6       34.3       26.9
Old  :                 23.5       18.9       36.6       29.6       22.4       17.6       34.3       26.9
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, June 7, 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  :   220,455:    23,042     38,417     14,357    131,914    114,565    169,313    167,338:    51,143     53,117
Old  :   220,455:    23,042     38,417     14,357    131,914    114,565    169,313    167,338:    51,143     53,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -22,117:    -4,332     -3,587     -9,660     16,128     11,243      2,136     -2,005:   -24,253    -20,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.4        6.5       59.8       52.0       76.8       75.9:      23.2       24.1
Old  :     100.0:      10.5       17.4        6.5       59.8       52.0       76.8       75.9:      23.2       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        27         36         23         34         32         75         77:
Old  :       108:        27         36         23         34         32         75         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       31.1       44.8       41.5       29.9       23.2       38.6       30.7
Old  :                 32.7       31.1       44.8       41.5       29.9       23.2       38.6       30.7
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, June 7, 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  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Old  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,298:     5,841          0       -120      7,229     13,078     12,950     12,958:      -652       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        9.2
Old  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          3          1         12         16         15         19:
Old  :        24:         2          3          1         12         16         15         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  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
Old  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
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, June 14, 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  :11,136,845:   602,973    614,478  3,013,407  6,483,818  5,896,992 10,100,198  9,524,878: 1,036,647  1,611,967
Old  :11,136,845:   602,973    614,478  3,013,407  6,483,818  5,896,992 10,100,198  9,524,878: 1,036,647  1,611,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :-2,927,316:  -200,914     80,928 -1,179,416 -1,402,555 -1,746,105 -2,782,885 -2,844,594:  -144,431    -82,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.5       27.1       58.2       53.0       90.7       85.5:       9.3       14.5
Old  :     100.0:       5.4        5.5       27.1       58.2       53.0       90.7       85.5:       9.3       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        62         55         99        131        135        242        244:
Old  :       264:        62         55         99        131        135        242        244:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.8       33.3       23.3       19.3        8.5       26.1       12.8
Old  :                 20.8       13.8       33.3       23.3       19.3        8.5       26.1       12.8
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, June 7, 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  :14,064,161:   803,887    533,550  4,192,824  7,886,373  7,643,097 12,883,083 12,369,471: 1,181,078  1,694,690
Old  :14,064,161:   803,887    533,550  4,192,824  7,886,373  7,643,097 12,883,083 12,369,471: 1,181,078  1,694,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   406,600:    85,075    -71,593    168,825     74,446    290,344    328,347    387,577:    78,253     19,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        3.8       29.8       56.1       54.3       91.6       88.0:       8.4       12.0
Old  :     100.0:       5.7        3.8       29.8       56.1       54.3       91.6       88.0:       8.4       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        65         69        113        144        143        272        267:
Old  :       288:        65         69        113        144        143        272        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       15.8       31.0       26.0       16.1        9.1       21.1       13.5
Old  :                 18.0       15.8       31.0       26.0       16.1        9.1       21.1       13.5
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, June 14, 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  :   842,141:    57,615     68,019     51,240    569,473    582,255    678,329    701,514:   163,812    140,626
Old  :   842,141:    57,615     68,019     51,240    569,473    582,255    678,329    701,514:   163,812    140,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    55,739:    -3,196      3,244     -2,333     57,606     53,636     52,076     54,547:     3,663      1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        8.1        6.1       67.6       69.1       80.5       83.3:      19.5       16.7
Old  :     100.0:       6.8        8.1        6.1       67.6       69.1       80.5       83.3:      19.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        41         44         57        105         73        183        137:
Old  :       203:        41         44         57        105         73        183        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       31.1       26.2       42.8       15.9       26.5       22.6       37.4
Old  :                 18.0       31.1       26.2       42.8       15.9       26.5       22.6       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   786,402:    60,811     64,775     53,574    511,868    528,619    626,253    646,967:   160,149    139,434
Old  :   786,402:    60,811     64,775     53,574    511,868    528,619    626,253    646,967:   160,149    139,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    18,260:     2,177     -3,159      1,821     14,364     17,667     18,362     16,329:      -101      1,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.2        6.8       65.1       67.2       79.6       82.3:      20.4       17.7
Old  :     100.0:       7.7        8.2        6.8       65.1       67.2       79.6       82.3:      20.4       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        44         42         54         96         69        174        131:
Old  :       203:        44         42         54         96         69        174        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       30.6       25.2       42.4       16.9       28.5       24.1       40.1
Old  :                 17.3       30.6       25.2       42.4       16.9       28.5       24.1       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,245,090:   202,750    212,772     65,357    610,630    840,391    878,737  1,118,520:   366,354    126,570
Old  : 1,245,090:   202,750    212,772     65,357    610,630    840,391    878,737  1,118,520:   366,354    126,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   122,483:     3,505     -2,756     26,942     69,595     76,139    100,042    100,325:    22,441     22,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       17.1        5.2       49.0       67.5       70.6       89.8:      29.4       10.2
Old  :     100.0:      16.3       17.1        5.2       49.0       67.5       70.6       89.8:      29.4       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  :       191:        52         51         47         73         63        148        138:
Old  :       191:        52         51         47         73         63        148        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       28.0       29.4       40.7       13.1       21.2       19.0       31.0
Old  :                 20.5       28.0       29.4       40.7       13.1       21.2       19.0       31.0
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  : 1,122,607:   199,246    215,528     38,414    541,035    764,253    778,695  1,018,196:   343,912    104,411
Old  : 1,122,607:   199,246    215,528     38,414    541,035    764,253    778,695  1,018,196:   343,912    104,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    30,863:    10,270     -9,589     14,391      6,398     19,443     31,059     24,245:      -197      6,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.2        3.4       48.2       68.1       69.4       90.7:      30.6        9.3
Old  :     100.0:      17.7       19.2        3.4       48.2       68.1       69.4       90.7:      30.6        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  :       195:        47         56         34         61         62        130        130:
Old  :       195:        47         56         34         61         62        130        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       28.1       28.0       41.5       13.8       22.9       20.6       34.4
Old  :                 18.2       28.1       28.0       41.5       13.8       22.9       20.6       34.4
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, June 14, 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  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Old  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,329:         0         52         82        478        655        560        789:       769        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       10.3
Old  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       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  :        27:         2          3          2         15         15         18         19:
Old  :        27:         2          3          2         15         15         18         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  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
Old  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Old  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,507:       286      2,426         12      2,931      1,106      3,229      3,544:       278        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        7.8
Old  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        7.8
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  :        28:         2          3          1         12         14         15         17:
Old  :        28:         2          3          1         12         14         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  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
Old  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
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, June 14, 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  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Old  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,125:       416      2,153        749      7,382      8,541      8,547     11,443:     1,578     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        9.9
Old  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6          7          6         18         21         27         32:
Old  :        41:         6          7          6         18         21         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
Old  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Old  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,450:       498     -1,821        198      2,340      4,180      3,036      2,557:       414        893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       17.0
Old  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       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  :        35:         6          5          2         16         17         22         24:
Old  :        35:         6          5          2         16         17         22         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  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
Old  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
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, June 14, 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  :    75,807:     8,969     11,673      1,833     43,860     36,614     54,662     50,120:    21,144     25,687
Old  :    75,807:     8,969     11,673      1,833     43,860     36,614     54,662     50,120:    21,144     25,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    18,919:      -288        132      1,773      7,508     10,106      8,993     12,011:     9,926      6,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       15.4        2.4       57.9       48.3       72.1       66.1:      27.9       33.9
Old  :     100.0:      11.8       15.4        2.4       57.9       48.3       72.1       66.1:      27.9       33.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        16         20          6         44         39         63         64:
Old  :        94:        16         20          6         44         39         63         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  :                 26.9       22.8       38.9       32.9       24.1       16.2       31.8       23.0
Old  :                 26.9       22.8       38.9       32.9       24.1       16.2       31.8       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    56,887:     9,257     11,541         60     36,353     26,508     45,670     38,108:    11,218     18,779
Old  :    56,887:     9,257     11,541         60     36,353     26,508     45,670     38,108:    11,218     18,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       944:      -146     -1,414         45       -256        717       -357       -653:     1,301      1,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       20.3        0.1       63.9       46.6       80.3       67.0:      19.7       33.0
Old  :     100.0:      16.3       20.3        0.1       63.9       46.6       80.3       67.0:      19.7       33.0
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  :        82:        17         19          3         31         27         49         48:
Old  :        82:        17         19          3         31         27         49         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       24.2       48.9       37.5       35.4       21.5       46.9       32.2
Old  :                 36.9       24.2       48.9       37.5       35.4       21.5       46.9       32.2
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, June 14, 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  :   405,654:    86,261    110,180     16,032    199,169    220,852    301,462    347,064:   104,192     58,589
Old  :   405,654:    86,261    110,180     16,032    199,169    220,852    301,462    347,064:   104,192     58,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    86,251:     6,214     -1,185      8,588     37,417     41,735     52,219     49,139:    34,032     37,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       27.2        4.0       49.1       54.4       74.3       85.6:      25.7       14.4
Old  :     100.0:      21.3       27.2        4.0       49.1       54.4       74.3       85.6:      25.7       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        57         54         24         52         42        119        111:
Old  :       179:        57         54         24         52         42        119        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       32.1       36.0       45.7       20.3       25.6       26.5       34.7
Old  :                 28.2       32.1       36.0       45.7       20.3       25.6       26.5       34.7
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, June 7, 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  :   319,402:    80,047    111,365      7,444    161,752    179,116    249,242    297,926:    70,160     21,477
Old  :   319,402:    80,047    111,365      7,444    161,752    179,116    249,242    297,926:    70,160     21,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,588:     8,354       -693        386     -5,482     16,737      3,258     16,430:     8,330     -4,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       34.9        2.3       50.6       56.1       78.0       93.3:      22.0        6.7
Old  :     100.0:      25.1       34.9        2.3       50.6       56.1       78.0       93.3:      22.0        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  :       192:        59         65         14         47         37        111        111:
Old  :       192:        59         65         14         47         37        111        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       34.3       43.2       48.9       27.2       26.6       34.4       36.8
Old  :                 33.5       34.3       43.2       48.9       27.2       26.6       34.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    61,654:    19,846      4,483        838     21,913     45,885     42,596     51,205:    19,058     10,449
Old  :    61,654:    19,846      4,483        838     21,913     45,885     42,596     51,205:    19,058     10,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -28,215:     4,280      1,892       -354    -31,081    -25,805    -27,155    -24,267:    -1,060     -3,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        7.3        1.4       35.5       74.4       69.1       83.1:      30.9       16.9
Old  :     100.0:      32.2        7.3        1.4       35.5       74.4       69.1       83.1:      30.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          7          3         14         19         25         26:
Old  :        41:         8          7          3         14         19         25         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  :                 51.0       38.3       57.6       59.2       51.0       37.9       57.6       58.2
Old  :                 51.0       38.3       57.6       59.2       51.0       37.9       57.6       58.2
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, June 7, 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  :    89,869:    15,566      2,591      1,192     52,994     71,690     69,752     75,472:    20,117     14,397
Old  :    89,869:    15,566      2,591      1,192     52,994     71,690     69,752     75,472:    20,117     14,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,957:      -326     -8,163     -2,278        460     10,847     -2,143        407:       186     -2,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        2.9        1.3       59.0       79.8       77.6       84.0:      22.4       16.0
Old  :     100.0:      17.3        2.9        1.3       59.0       79.8       77.6       84.0:      22.4       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         8          3          3         22         21         32         25:
Old  :        40:         8          3          3         22         21         32         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  :                 42.9       57.1       54.8       69.3       39.7       51.7       47.6       61.4
Old  :                 42.9       57.1       54.8       69.3       39.7       51.7       47.6       61.4
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, June 14, 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  :    45,526:       555     14,438        886     35,454     25,531     36,895     40,855:     8,631      4,671
Old  :    45,526:       555     14,438        886     35,454     25,531     36,895     40,855:     8,631      4,671
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,557:      -494        558        441      5,290      5,988      5,237      6,987:     1,320       -430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.0       89.7:      19.0       10.3
Old  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.0       89.7:      19.0       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  :        63:         3         14          4         31         29         37         44:
Old  :        63:         3         14          4         31         29         37         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       37.0       61.5       50.1       45.3       31.4       52.0       43.0
Old  :                 50.3       37.0       61.5       50.1       45.3       31.4       52.0       43.0
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    38,969:     1,048     13,880        446     30,164     19,542     31,658     33,868:     7,311      5,101
Old  :    38,969:     1,048     13,880        446     30,164     19,542     31,658     33,868:     7,311      5,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,140:        40        223        338     -1,545        937     -1,167      1,498:     2,307       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       35.6        1.1       77.4       50.1       81.2       86.9:      18.8       13.1
Old  :     100.0:       2.7       35.6        1.1       77.4       50.1       81.2       86.9:      18.8       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         4         13          3         28         28         33         43:
Old  :        61:         4         13          3         28         28         33         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  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.1       46.1
Old  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.1       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   307,436:    48,268     37,001     22,555    208,713    211,321    279,536    270,877:    27,900     36,560
Old  :   307,436:    48,268     37,001     22,555    208,713    211,321    279,536    270,877:    27,900     36,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    57,056:      -748      3,777     18,342     21,806     18,887     39,399     41,006:    17,657     16,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       12.0        7.3       67.9       68.7       90.9       88.1:       9.1       11.9
Old  :     100.0:      15.7       12.0        7.3       67.9       68.7       90.9       88.1:       9.1       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  :       125:        20         39         22         43         50         77         98:
Old  :       125:        20         39         22         43         50         77         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       32.9       62.8       48.3       47.5       29.3       55.8       41.2
Old  :                 53.3       32.9       62.8       48.3       47.5       29.3       55.8       41.2
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   250,380:    49,016     33,224      4,213    186,907    192,434    240,137    229,871:    10,244     20,509
Old  :   250,380:    49,016     33,224      4,213    186,907    192,434    240,137    229,871:    10,244     20,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,370:    -3,595     -2,284        936      4,697       -142      2,038     -1,490:      -667      2,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       13.3        1.7       74.6       76.9       95.9       91.8:       4.1        8.2
Old  :     100.0:      19.6       13.3        1.7       74.6       76.9       95.9       91.8:       4.1        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        15         38         12         38         49         61         91:
Old  :       120:        15         38         12         38         49         61         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       37.2       72.7       52.4       59.0       34.3       68.5       48.9
Old  :                 62.3       37.2       72.7       52.4       59.0       34.3       68.5       48.9
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, June 14, 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  :    31,461:     9,701      7,215        338      9,845     14,737     19,884     22,290:    11,577      9,171
Old  :    31,461:     9,701      7,215        338      9,845     14,737     19,884     22,290:    11,577      9,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,574:    -4,326        593     -2,446     -7,459    -11,326    -14,231    -13,179:    -7,343     -8,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       22.9        1.1       31.3       46.8       63.2       70.8:      36.8       29.2
Old  :     100.0:      30.8       22.9        1.1       31.3       46.8       63.2       70.8:      36.8       29.2
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  :        60:        21         12          2         13         16         35         30:
Old  :        60:        21         12          2         13         16         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       40.3       31.7       48.7       19.4       40.3       31.7       48.7
Old  :                 19.4       40.3       31.7       48.7       19.4       40.3       31.7       48.7
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, June 7, 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  :    53,035:    14,027      6,622      2,784     17,304     26,063     34,115     35,469:    18,920     17,566
Old  :    53,035:    14,027      6,622      2,784     17,304     26,063     34,115     35,469:    18,920     17,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,271:       460      1,066      2,641      2,975      2,149      6,076      5,856:     5,195      5,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       12.5        5.2       32.6       49.1       64.3       66.9:      35.7       33.1
Old  :     100.0:      26.4       12.5        5.2       32.6       49.1       64.3       66.9:      35.7       33.1
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:        29         19         10         22         27         59         48:
Old  :        87:        29         19         10         22         27         59         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       23.3       23.2       33.2       12.5       22.5       20.4       30.8
Old  :                 14.9       23.3       23.2       33.2       12.5       22.5       20.4       30.8
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Old  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,040:      -124       -134      1,875      1,392         40      3,143      1,781:     7,897      9,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Old  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          2          8         12          4         24         13:
Old  :        28:         9          2          8         12          4         24         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
Old  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
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, June 14, 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  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Old  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -46,271:    -2,820     -1,884        -76    -40,774     -7,132    -43,670     -9,092:    -2,601    -37,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       10.0
Old  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       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  :        42:         4         12          3         15         21         20         36:
Old  :        42:         4         12          3         15         21         20         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
Old  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
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, June 7, 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  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Old  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,612:       203        -34        170        251      1,405        624      1,541:       988         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
Old  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
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  :        52:         5         14          4         19         29         26         46:
Old  :        52:         5         14          4         19         29         26         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
Old  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
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, June 14, 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  :   151,903:    59,817      5,630     27,167     29,178    105,430    116,163    138,227:    35,740     13,675
Old  :   151,903:    59,817      5,630     27,167     29,178    105,430    116,163    138,227:    35,740     13,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,783:    -5,182     -1,716      5,372      5,964      3,414      6,154      7,070:      -371     -1,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        3.7       17.9       19.2       69.4       76.5       91.0:      23.5        9.0
Old  :     100.0:      39.4        3.7       17.9       19.2       69.4       76.5       91.0:      23.5        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:       106         32         54         26         41        149        113:
Old  :       187:       106         32         54         26         41        149        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       29.9       28.0       48.1       13.6       25.8       20.9       38.4
Old  :                 18.3       29.9       28.0       48.1       13.6       25.8       20.9       38.4
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, June 7, 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  :   146,120:    64,999      7,347     21,794     23,214    102,016    110,008    131,157:    36,111     14,962
Old  :   146,120:    64,999      7,347     21,794     23,214    102,016    110,008    131,157:    36,111     14,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,312:    12,457     -2,807        921     -4,750      9,289      8,628      7,403:       684      1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5        5.0       14.9       15.9       69.8       75.3       89.8:      24.7       10.2
Old  :     100.0:      44.5        5.0       14.9       15.9       69.8       75.3       89.8:      24.7       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  :       187:        97         40         50         27         45        144        116:
Old  :       187:        97         40         50         27         45        144        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  :                 14.9       31.5       25.1       45.4       14.9       26.9       23.6       40.2
Old  :                 14.9       31.5       25.1       45.4       14.9       26.9       23.6       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   110,612:    37,309     15,042     17,000     41,445     63,774     95,753     95,815:    14,858     14,796
Old  :   110,612:    37,309     15,042     17,000     41,445     63,774     95,753     95,815:    14,858     14,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,317:     5,217      2,493     -1,085        884      3,856      5,017      5,265:       300         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       13.6       15.4       37.5       57.7       86.6       86.6:      13.4       13.4
Old  :     100.0:      33.7       13.6       15.4       37.5       57.7       86.6       86.6:      13.4       13.4
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  :       177:        67         51         42         42         44        134        118:
Old  :       177:        67         51         42         42         44        134        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       28.4       34.2       42.8       21.9       27.4       30.3       41.3
Old  :                 23.5       28.4       34.2       42.8       21.9       27.4       30.3       41.3
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   105,295:    32,092     12,549     18,084     40,561     59,918     90,737     90,551:    14,558     14,744
Old  :   105,295:    32,092     12,549     18,084     40,561     59,918     90,737     90,551:    14,558     14,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     8,432:     8,764       -647       -129     -2,576      7,223      6,059      6,447:     2,372      1,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       11.9       17.2       38.5       56.9       86.2       86.0:      13.8       14.0
Old  :     100.0:      30.5       11.9       17.2       38.5       56.9       86.2       86.0:      13.8       14.0
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  :       174:        64         51         43         43         45        130        121:
Old  :       174:        64         51         43         43         45        130        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       28.7       33.3       44.1       22.5       27.4       30.9       41.5
Old  :                 22.5       28.7       33.3       44.1       22.5       27.4       30.9       41.5
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, June 14, 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  :   310,698:   123,715     64,827     48,654     82,434    175,074    254,803    288,555:    55,895     22,143
Old  :   310,698:   123,715     64,827     48,654     82,434    175,074    254,803    288,555:    55,895     22,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    12,916:     9,645     -8,655      3,812     -4,162     17,891      9,295     13,048:     3,621       -132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       20.9       15.7       26.5       56.3       82.0       92.9:      18.0        7.1
Old  :     100.0:      39.8       20.9       15.7       26.5       56.3       82.0       92.9:      18.0        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  :       252:       131         63         63         41         43        198        148:
Old  :       252:       131         63         63         41         43        198        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       32.4       32.6       47.2       19.6       28.4       24.6       39.7
Old  :                 24.4       32.4       32.6       47.2       19.6       28.4       24.6       39.7
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, June 7, 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  :   297,782:   114,070     73,481     44,843     86,596    157,183    245,508    275,507:    52,274     22,275
Old  :   297,782:   114,070     73,481     44,843     86,596    157,183    245,508    275,507:    52,274     22,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,185:       789     -5,491      4,206     -6,390      8,457     -1,395      7,173:     4,580     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       24.7       15.1       29.1       52.8       82.4       92.5:      17.6        7.5
Old  :     100.0:      38.3       24.7       15.1       29.1       52.8       82.4       92.5:      17.6        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:       115         74         54         43         44        183        150:
Old  :       247:       115         74         54         43         44        183        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       32.3       33.9       46.1       20.4       29.2       25.9       38.5
Old  :                 25.7       32.3       33.9       46.1       20.4       29.2       25.9       38.5
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, June 14, 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  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Old  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       834:      -458       -153        235        276        474         53        556:       781        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        6.5
Old  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        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  :        40:        22          2         10          8          6         39         16:
Old  :        40:        22          2         10          8          6         39         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  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
Old  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Old  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,349:       329        177        121        212        818        662      1,116:       687        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
Old  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        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  :        37:        24          2          5          7          5         36         10:
Old  :        37:        24          2          5          7          5         36         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  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
Old  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
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, June 14, 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  :    92,210:    14,798     10,621      8,700     45,904     48,125     69,402     67,446:    22,808     24,764
Old  :    92,098:    14,773     10,621      8,700     45,827     48,101     69,300     67,422:    22,798     24,676
Other:       112:        25          0          0         77         24        102         24:        10         88
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,163:    -1,853      1,899      1,374      3,653       -273      3,175      3,001:     2,988      3,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       11.5        9.4       49.8       52.2       75.3       73.1:      24.7       26.9
Old  :     100.0:      16.0       11.5        9.4       49.8       52.2       75.2       73.2:      24.8       26.8
Other:     100.0:      22.3        0.0        0.0       68.8       21.4       91.1       21.4:       8.9       78.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        29         25         19         62         51        100         87:
Old  :       127:        29         25         19         62         51        100         87:
Other:         7:         1          0          0          3          3          4          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  :                 21.9       29.0       30.4       38.5       17.4       23.2       23.6       28.5
Old  :                 21.9       29.0       30.4       38.6       17.4       23.3       23.6       28.6
Other:                 91.1       21.4       91.1       21.4       91.1       21.4       91.1       21.4
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    86,047:    16,651      8,721      7,326     42,251     48,398     66,227     64,445:    19,820     21,602
Old  :    85,949:    16,626      8,721      7,326     42,201     48,388     66,152     64,435:    19,797     21,514
Other:        98:        25          0          0         50         10         75         10:        23         88
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,987:        19       -349        145         92        853        256        649:     2,731      2,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       10.1        8.5       49.1       56.2       77.0       74.9:      23.0       25.1
Old  :     100.0:      19.3       10.1        8.5       49.1       56.3       77.0       75.0:      23.0       25.0
Other:     100.0:      25.5        0.0        0.0       51.0       10.2       76.5       10.2:      23.5       89.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        32         20         16         50         48         86         80:
Old  :       117:        32         20         16         50         48         86         80:
Other:         5:         1          0          0          2          2          3          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  :                 20.2       30.9       28.5       39.9       16.6       25.3       23.8       31.0
Old  :                 20.2       30.9       28.5       40.0       16.6       25.4       23.8       31.1
Other:                 76.5       10.2       76.5       10.2       76.5       10.2       76.5       10.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    30,932:     2,112      3,211        800     19,330     15,150     22,242     19,161:     8,690     11,772
Old  :    10,879:     1,470      2,554        103      4,036      2,845      5,610      5,502:     5,270      5,377
Other:    20,053:       950        965        389     15,294     12,305     16,632     13,658:     3,420      6,395
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -211:      -284        181       -453       -639     -1,104     -1,376     -1,377:     1,165      1,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       10.4        2.6       62.5       49.0       71.9       61.9:      28.1       38.1
Old  :     100.0:      13.5       23.5        1.0       37.1       26.2       51.6       50.6:      48.4       49.4
Other:     100.0:       4.7        4.8        1.9       76.3       61.4       82.9       68.1:      17.1       31.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         6          8          3         20         15         27         25:
Old  :        33:         5          8          1         17          7         22         16:
Other:        29:         3          4          1         16         14         20         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       39.3       53.6       49.1       40.5       37.4       50.3       45.0
Old  :                 23.0       33.2       34.0       44.7       22.4       31.8       33.4       43.3
Other:                 60.1       49.1       72.4       60.8       59.8       47.9       71.5       55.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    31,143:     2,396      3,030      1,253     19,968     16,254     23,618     20,538:     7,525     10,605
Old  :    12,949:     2,897      3,080        121      5,219      5,119      8,238      8,321:     4,711      4,628
Other:    18,194:       147        599        484     14,749     11,135     15,380     12,217:     2,814      5,977
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,485:       -91         29       -353       -360     -1,074       -804     -1,398:      -682        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        9.7        4.0       64.1       52.2       75.8       65.9:      24.2       34.1
Old  :     100.0:      22.4       23.8        0.9       40.3       39.5       63.6       64.3:      36.4       35.7
Other:     100.0:       0.8        3.3        2.7       81.1       61.2       84.5       67.2:      15.5       32.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         6         12          6         19         14         30         27:
Old  :        39:         9          9          2         14         11         24         21:
Other:        28:         2          5          3         16         13         21         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       41.1       55.7       51.1       42.8       37.7       53.1       44.4
Old  :                 28.9       35.4       43.9       50.3       28.2       34.4       43.1       49.3
Other:                 62.9       49.1       74.0       59.1       62.5       45.9       71.5       51.7
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   126,852:    18,231     24,343     23,230     69,074     65,897    110,535    113,469:    16,317     13,382
Old  :    27,820:     8,737     10,884          0     11,708     13,653     20,445     24,537:     7,375      3,283
Other:    99,032:    11,587     15,552     21,136     57,366     52,244     90,090     88,932:     8,942     10,099
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,439:      -437      7,805    -14,627     -7,855    -15,730    -22,919    -22,552:     1,480      1,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       19.2       18.3       54.5       51.9       87.1       89.5:      12.9       10.5
Old  :     100.0:      31.4       39.1        0.0       42.1       49.1       73.5       88.2:      26.5       11.8
Other:     100.0:      11.7       15.7       21.3       57.9       52.8       91.0       89.8:       9.0       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        67         60         48         69         57        158        146:
Old  :       113:        38         25          0         33         21         71         46:
Other:       177:        49         53         40         67         57        134        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  :                 19.9       25.9       30.1       34.6       19.9       21.9       28.7       28.2
Old  :                 19.2       46.8       30.8       61.6       19.0       44.7       30.5       59.4
Other:                 23.0       23.0       33.3       32.9       23.0       18.8       33.0       24.7
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   148,291:    18,668     16,538     37,856     76,929     81,628    133,454    136,022:    14,837     12,269
Old  :    73,475:    10,940     15,454     16,747     38,543     34,921     66,230     67,122:     7,245      6,353
Other:    74,815:     9,566      2,922     19,271     38,386     46,707     67,224     68,900:     7,592      5,915
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,284:    -2,581      1,497      5,663      1,428     -2,844      4,510      4,316:      -226        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.2       25.5       51.9       55.0       90.0       91.7:      10.0        8.3
Old  :     100.0:      14.9       21.0       22.8       52.5       47.5       90.1       91.4:       9.9        8.6
Other:     100.0:      12.8        3.9       25.8       51.3       62.4       89.9       92.1:      10.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        70         64         63         70         60        174        157:
Old  :       187:        64         56         48         55         43        144        122:
Other:       157:        43         41         48         62         55        132        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       29.7       30.7       39.2       17.0       18.8       24.0       23.7
Old  :                 25.7       39.6       39.0       47.1       21.6       27.5       31.0       34.1
Other:                 19.2       24.5       30.0       37.6       16.2       19.7       25.4       27.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    41,860:    10,852      3,678     10,070     15,262     25,747     36,185     39,494:     5,676      2,366
Old  :    38,770:    10,945      4,051      8,315     13,993     24,094     33,253     36,460:     5,517      2,310
Other:     3,091:       425        144      1,237      1,270      1,653      2,932      3,034:       159         56
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,589:       508        595      1,561        607      1,076      2,676      3,232:       -88       -643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        8.8       24.1       36.5       61.5       86.4       94.3:      13.6        5.7
Old  :     100.0:      28.2       10.4       21.4       36.1       62.1       85.8       94.0:      14.2        6.0
Other:     100.0:      13.7        4.7       40.0       41.1       53.5       94.9       98.2:       5.1        1.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        53         23         25         20         18         87         54:
Old  :       106:        53         23         25         20         18         87         54:
Other:        23:         8          7         11          7          5         20         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       46.6       40.1       61.4       20.4       37.0       27.8       47.0
Old  :                 25.6       46.8       39.6       61.1       21.6       38.6       29.6       49.5
Other:                 54.0       65.6       72.9       85.2       18.7       27.2       24.1       29.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    39,272:    10,345      3,083      8,508     14,656     24,671     33,508     36,263:     5,763      3,009
Old  :    36,999:    10,455      3,344      7,191     13,729     23,504     31,375     34,038:     5,624      2,960
Other:     2,273:       399        248        808        926      1,167      2,133      2,224:       140         49
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,823:       337       -368        587        648      1,173      1,572      1,391:       252        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        7.9       21.7       37.3       62.8       85.3       92.3:      14.7        7.7
Old  :     100.0:      28.3        9.0       19.4       37.1       63.5       84.8       92.0:      15.2        8.0
Other:     100.0:      17.5       10.9       35.6       40.7       51.4       93.8       97.8:       6.2        2.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        51         21         25         23         19         88         53:
Old  :       104:        53         19         25         23         19         88         53:
Other:        24:         9          7          9          7          5         19         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       47.4       39.2       61.6       21.2       40.0       29.4       50.2
Old  :                 24.2       47.6       38.9       61.5       22.1       41.3       30.7       52.5
Other:                 52.7       70.4       75.8       87.6       25.4       32.3       31.2       36.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   150,149:    24,225     23,152     14,892     98,281    105,846    137,398    143,890:    12,751      6,259
Old  :    68,200:    13,682     19,993      8,204     35,734     35,150     57,621     63,348:    10,579      4,852
Other:    81,949:    11,926      4,543      5,304     62,547     70,696     79,777     80,542:     2,172      1,406
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,023:     1,302     -2,523      2,116     -6,079       -211     -2,661       -618:     3,684      1,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       15.4        9.9       65.5       70.5       91.5       95.8:       8.5        4.2
Old  :     100.0:      20.1       29.3       12.0       52.4       51.5       84.5       92.9:      15.5        7.1
Other:     100.0:      14.6        5.5        6.5       76.3       86.3       97.4       98.3:       2.6        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        59         49         41         50         40        132        114:
Old  :       167:        63         45         37         47         36        126        104:
Other:        90:        25         21         24         33         30         70         63:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       35.7       45.3       51.4       18.8       22.9       29.0       30.7
Old  :                 24.8       30.3       34.1       44.5       19.6       22.0       27.2       33.0
Other:                 44.1       55.4       62.2       69.1       26.8       37.9       39.4       47.6
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   149,126:    22,922     25,675     12,776    104,361    106,056    140,059    144,508:     9,068      4,619
Old  :    70,802:    13,763     24,907      5,745     43,885     36,718     63,393     67,371:     7,409      3,431
Other:    78,324:    11,290      2,899      4,900     60,476     69,338     76,666     77,137:     1,658      1,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       730:      -170      1,817     -1,459      2,586      1,165        956      1,523:      -226       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.2        8.6       70.0       71.1       93.9       96.9:       6.1        3.1
Old  :     100.0:      19.4       35.2        8.1       62.0       51.9       89.5       95.2:      10.5        4.8
Other:     100.0:      14.4        3.7        6.3       77.2       88.5       97.9       98.5:       2.1        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        52         53         33         52         38        124        107:
Old  :       162:        61         44         27         50         31        120         93:
Other:        79:        16         21         21         31         30         62         57:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.5       46.5       52.6       19.0       22.5       29.7       30.5
Old  :                 25.8       31.7       38.3       45.8       19.3       23.1       27.0       34.0
Other:                 44.2       56.5       63.7       71.5       27.0       39.7       42.4       49.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   439,830:    78,401     50,310     61,786    227,831    283,911    368,017    396,007:    71,813     43,823
Old  :   439,830:    78,401     50,310     61,786    227,831    283,911    368,017    396,007:    71,813     43,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -31,861:     1,246     -7,964    -14,292    -19,712     -8,830    -32,758    -31,087:       897       -774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       11.4       14.0       51.8       64.6       83.7       90.0:      16.3       10.0
Old  :     100.0:      17.8       11.4       14.0       51.8       64.6       83.7       90.0:      16.3       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  :       144:        45         35         35         55         49        118        102:
Old  :       144:        45         35         35         55         49        118        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       29.2       26.6       44.0       13.9       23.6       23.7       32.5
Old  :                 14.7       29.2       26.6       44.0       13.9       23.6       23.7       32.5
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, June 7, 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  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Old  :   471,691:    77,155     58,274     76,078    247,543    292,742    400,775    427,094:    70,916     44,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,045:     4,656     -8,478      5,622     -8,350     13,149      1,928     10,293:       117     -8,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        9.5
Old  :     100.0:      16.4       12.4       16.1       52.5       62.1       85.0       90.5:      15.0        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        46         47         49         58         49        133        117:
Old  :       159:        46         47         49         58         49        133        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
Old  :                 15.0       26.6       26.7       41.5       13.2       21.1       23.3       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   118,984:    24,200     10,272     24,936     61,093     77,965    110,229    113,173:     8,756      5,812
Old  :    86,302:    23,704     12,084     12,614     42,990     57,695     79,308     82,392:     6,995      3,910
Other:    32,682:     3,366      1,058      9,452     18,103     20,270     30,921     30,781:     1,761      1,901
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -15,234:   -10,401        991    -11,462      8,974     -4,148    -12,889    -14,619:    -2,346       -616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.6       21.0       51.3       65.5       92.6       95.1:       7.4        4.9
Old  :     100.0:      27.5       14.0       14.6       49.8       66.9       91.9       95.5:       8.1        4.5
Other:     100.0:      10.3        3.2       28.9       55.4       62.0       94.6       94.2:       5.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:       126         62        100         86         90        258        213:
Old  :       295:       130         60         86         75         82        238        196:
Other:       171:        41         40         56         59         75        133        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  :                 18.6       23.9       30.7       36.2       15.5       15.5       24.6       25.0
Old  :                 21.0       26.4       33.9       38.2       20.6       20.8       32.2       31.2
Other:                 29.1       33.6       41.8       46.0       22.6       25.0       30.0       31.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   134,219:    34,601      9,281     36,398     52,118     82,112    123,117    127,791:    11,101      6,427
Old  :   106,929:    34,679     14,294     23,216     39,449     64,522     97,344    102,032:     9,585      4,897
Other:    27,290:     5,842        907      7,263     12,669     17,590     25,774     25,759:     1,516      1,531
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,205:     4,945         -9      3,035        606      6,831      8,586      9,857:       619       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.9       27.1       38.8       61.2       91.7       95.2:       8.3        4.8
Old  :     100.0:      32.4       13.4       21.7       36.9       60.3       91.0       95.4:       9.0        4.6
Other:     100.0:      21.4        3.3       26.6       46.4       64.5       94.4       94.4:       5.6        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       168         63        128         91        101        318        242:
Old  :       354:       161         74        119         88         97        311        230:
Other:       170:        51         29         56         55         78        123        147:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.4       24.9       32.3       14.0       16.4       22.0       25.0
Old  :                 17.6       21.2       26.9       32.6       17.6       17.7       26.9       27.8
Other:                 29.2       33.7       42.3       44.1       23.0       24.9       30.9       31.2
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    29,333:    19,469      2,636      2,486      3,380     22,205     25,334     27,327:     3,999      2,006
Old  :    29,333:    19,469      2,636      2,486      3,380     22,205     25,334     27,327:     3,999      2,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -6,878:     1,490        614       -512     -7,545     -6,482     -6,567     -6,380:      -311       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.4        9.0        8.5       11.5       75.7       86.4       93.2:      13.6        6.8
Old  :     100.0:      66.4        9.0        8.5       11.5       75.7       86.4       93.2:      13.6        6.8
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  :        56:        35          8         10          9          7         48         22:
Old  :        56:        35          8         10          9          7         48         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       80.7       53.1       89.0       31.2       72.6       49.1       78.2
Old  :                 32.1       80.7       53.1       89.0       31.2       72.6       49.1       78.2
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, June 7, 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  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Old  :    36,211:    17,978      2,022      2,998     10,925     28,687     31,901     33,707:     4,309      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,338:       372       -404       -746      5,823      6,056      5,449      4,906:      -110        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        6.9
Old  :     100.0:      49.6        5.6        8.3       30.2       79.2       88.1       93.1:      11.9        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        33          6         10         11          8         49         22:
Old  :        56:        33          6         10         11          8         49         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  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
Old  :                 42.9       77.8       60.1       89.5       26.1       61.4       38.9       64.7
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, June 14, 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  :   220,901:    32,737     26,106     47,461     97,227    111,837    177,425    185,405:    43,475     35,496
Old  :   220,901:    32,737     26,106     47,461     97,227    111,837    177,425    185,405:    43,475     35,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    11,959:     2,098      2,534      7,758     -4,379     -2,285      5,477      8,007:     6,482      3,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.8       21.5       44.0       50.6       80.3       83.9:      19.7       16.1
Old  :     100.0:      14.8       11.8       21.5       44.0       50.6       80.3       83.9:      19.7       16.1
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  :       133:        36         24         33         60         64        115        107:
Old  :       133:        36         24         33         60         64        115        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       20.9       25.3       29.8       11.5       11.7       18.4       17.0
Old  :                 15.1       20.9       25.3       29.8       11.5       11.7       18.4       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   208,942:    30,639     23,572     39,704    101,606    114,122    171,949    177,398:    36,993     31,544
Old  :   208,942:    30,639     23,572     39,704    101,606    114,122    171,949    177,398:    36,993     31,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,324:     7,340     -1,996      8,854     -5,259      2,960     10,936      9,819:     1,389      2,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       11.3       19.0       48.6       54.6       82.3       84.9:      17.7       15.1
Old  :     100.0:      14.7       11.3       19.0       48.6       54.6       82.3       84.9:      17.7       15.1
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:        36         22         30         59         65        111        103:
Old  :       129:        36         22         30         59         65        111        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  :                 15.7       21.1       26.3       30.7       12.0       12.8       19.4       19.1
Old  :                 15.7       21.1       26.3       30.7       12.0       12.8       19.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   772,239:    27,034     62,409    314,351    344,255    354,844    685,640    731,604:    86,600     40,635
Old  :   772,239:    27,034     62,409    314,351    344,255    354,844    685,640    731,604:    86,600     40,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    24,190:    -1,991     -1,048     15,798      5,487      8,502     19,293     23,252:     4,896        937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        8.1       40.7       44.6       46.0       88.8       94.7:      11.2        5.3
Old  :     100.0:       3.5        8.1       40.7       44.6       46.0       88.8       94.7:      11.2        5.3
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  :       202:        53         56         78         89         83        186        175:
Old  :       202:        53         56         78         89         83        186        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       22.7       31.1       35.2        4.4        6.4        6.6       11.2
Old  :                 20.0       22.7       31.1       35.2        4.4        6.4        6.6       11.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   748,050:    29,025     63,457    298,553    338,768    346,342    666,346    708,352:    81,703     39,698
Old  :   748,050:    29,025     63,457    298,553    338,768    346,342    666,346    708,352:    81,703     39,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     9,032:    -4,238    -12,451      3,253      4,074     18,623      3,089      9,425:     5,943       -393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        8.5       39.9       45.3       46.3       89.1       94.7:      10.9        5.3
Old  :     100.0:       3.9        8.5       39.9       45.3       46.3       89.1       94.7:      10.9        5.3
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  :       201:        49         58         74         89         80        181        173:
Old  :       201:        49         58         74         89         80        181        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       21.4       30.0       33.9        4.6        6.4        6.9       10.6
Old  :                 19.4       21.4       30.0       33.9        4.6        6.4        6.9       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Old  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -576:       350       -924         16     -1,504        494     -1,138       -414:       562       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       27.5
Old  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       27.5
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  :        22:         3          1          2         14         14         17         17:
Old  :        22:         3          1          2         14         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
Old  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Old  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,353:     3,704       -401       -904     -3,119        398       -319       -907:    -1,034       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       27.5
Old  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       27.5
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  :        21:         2          1          1         15         13         17         15:
Old  :        21:         2          1          1         15         13         17         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  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
Old  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Old  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -385:    -1,270        332        526        910     -2,750        166     -1,892:      -551      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        6.1
Old  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          2          3         22         23         25         26:
Old  :        31:         1          2          3         22         23         25         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  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
Old  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
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, June 7, 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  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Old  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,331:    -2,414      3,946      4,094       -355     -3,137      1,325      4,903:         6     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        4.9
Old  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        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  :        30:         1          2          3         20         24         23         27:
Old  :        30:         1          2          3         20         24         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
Old  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
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, June 14, 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  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Old  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,339:     1,565          0          0        838      1,972      2,403      1,972:       -64        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       18.7
Old  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       18.7
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  :        23:         1          4          2         14         13         17         17:
Old  :        23:         1          4          2         14         13         17         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  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
Old  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Old  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -6,009:      -976     -2,104          0     -4,504     -2,664     -5,480     -4,768:      -529     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       18.9
Old  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       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  :        21:         1          3          2         12         11         15         14:
Old  :        21:         1          3          2         12         11         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
Old  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Old  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,134:    -2,132      2,412      2,426      6,471       -520      6,765      4,318:       369      2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        7.6
Old  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          3          3         16         13         19         16:
Old  :        21:         0          3          3         16         13         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
Old  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Old  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -2,590:      -578        272        240     -3,024     -3,712     -3,362     -3,200:       772        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
Old  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
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  :        22:         1          2          2         16         15         18         18:
Old  :        22:         1          2          2         16         15         18         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  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
Old  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
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, June 14, 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  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Old  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,423:    -6,136        323      3,418      3,276     -1,262        558      2,479:     1,865        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Old  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          5         19         16         24         21:
Old  :        28:         2          3          5         19         16         24         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  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
Old  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
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, June 7, 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  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Old  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,774:     2,502     -4,013       -223     -6,667     -1,912     -4,388     -6,148:      -386      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       10.3
Old  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       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  :        29:         2          3          3         19         19         23         23:
Old  :        29:         2          3          3         19         19         23         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  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
Old  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Old  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       813:     1,293          0       -621        141      1,500        813        879:         0        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        5.3
Old  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        5.3
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:         1          0          1         18         18         19         19:
Old  :        22:         1          0          1         18         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  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Old  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Old  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,033:    -1,624       -240        930      2,707      1,849      2,013      2,539:        20       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
Old  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         18         17         19         18:
Old  :        21:         1          0          1         18         17         19         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  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
Old  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Old  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,810:         0      1,108        118      3,329       -280      3,447        946:    -1,637        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       10.1
Old  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         24         20         26         22:
Old  :        28:         0          2          2         24         20         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
Old  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Old  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,067:         0        211        436      1,173      1,497      1,609      2,144:    -2,676     -3,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        9.1
Old  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         21         18         23         20:
Old  :        26:         0          2          2         21         18         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
Old  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Old  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,030:     1,108      3,062        744      3,816      1,090      5,668      4,896:       362      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        7.3
Old  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          1          1         15         17         18         19:
Old  :        23:         3          1          1         15         17         18         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  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
Old  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Old  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -5,646:    -1,468       -902        628     -6,346     -6,019     -7,186     -6,293:     1,540        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
Old  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          1         16         17         18         19:
Old  :        22:         2          1          1         16         17         18         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  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
Old  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Old  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    28,632:    15,666    -13,952     15,027       -649     26,742     30,044     27,817:    -1,412        815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        1.2
Old  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        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  :       128:        25         12         32         84         79        121        113:
Old  :       128:        25         12         32         84         79        121        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       24.2       40.0       39.5       21.1       19.5       30.1       29.3
Old  :                 26.1       24.2       40.0       39.5       21.1       19.5       30.1       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Old  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    55,602:    15,277     -7,770     23,376     18,501     41,260     57,154     56,866:    -1,552     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        1.2
Old  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        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  :       124:        23         11         29         85         78        119        109:
Old  :       124:        23         11         29         85         78        119        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  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
Old  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
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, June 14, 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  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Old  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    17,273:     9,336      2,741      2,958      4,676     11,040     16,970     16,739:       303        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        1.5
Old  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13          7         17         28         27         47         45:
Old  :        49:        13          7         17         28         27         47         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  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
Old  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
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, June 7, 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  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Old  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,588:     6,284      4,688     -1,863      2,176      3,561      6,597      6,386:        -9        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        1.3
Old  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        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  :        49:        13          6         17         29         27         47         45:
Old  :        49:        13          6         17         29         27         47         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  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
Old  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
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, June 14, 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  :    65,554:    15,204      6,061     13,847     36,079     45,401     65,130     65,308:       424        246
Old  :    65,554:    15,204      6,061     13,847     36,079     45,401     65,130     65,308:       424        246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     3,110:       609        945        786      1,600      1,438      2,994      3,168:       116        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        9.2       21.1       55.0       69.3       99.4       99.6:       0.6        0.4
Old  :     100.0:      23.2        9.2       21.1       55.0       69.3       99.4       99.6:       0.6        0.4
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  :        48:         3          5          7         38         36         46         43:
Old  :        48:         3          5          7         38         36         46         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  :                 49.9       42.2       64.3       62.9       33.2       31.2       40.2       41.2
Old  :                 49.9       42.2       64.3       62.9       33.2       31.2       40.2       41.2
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, June 7, 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  :    62,444:    14,596      5,116     13,061     34,479     43,963     62,136     62,140:       308        304
Old  :    62,444:    14,596      5,116     13,061     34,479     43,963     62,136     62,140:       308        304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,935:    -2,082      1,355        357      3,764        281      2,039      1,993:      -104        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        8.2       20.9       55.2       70.4       99.5       99.5:       0.5        0.5
Old  :     100.0:      23.4        8.2       20.9       55.2       70.4       99.5       99.5:       0.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          5          7         37         34         46         42:
Old  :        49:         5          5          7         37         34         46         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  :                 49.4       41.0       64.8       62.1       33.6       31.3       41.2       42.3
Old  :                 49.4       41.0       64.8       62.1       33.6       31.3       41.2       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Old  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -570:      -580       -700        140       -210        -10       -650       -570:        80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Old  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          4          2         10         11         15         15:
Old  :        23:         3          4          2         10         11         15         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  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
Old  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Old  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        4.1
Old  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          5          0          9          8         12         13:
Old  :        25:         3          5          0          9          8         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
Old  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
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, June 14, 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  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Old  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,558:      -272       -646      1,910       -220        428      1,418      1,692:       140       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        2.3
Old  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          4         19         18         23         22:
Old  :        28:         3          1          4         19         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
Old  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
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, June 7, 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  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Old  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -719:       105       -932        386     -1,210       -305       -719       -851:         0        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        3.1
Old  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          3         19         19         23         22:
Old  :        28:         2          2          3         19         19         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
Old  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Old  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       217:        86       -674         43        -80        722         49         91:       168        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
Old  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          3         13         12         18         15:
Old  :        26:         2          3          3         13         12         18         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  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
Old  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
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, June 7, 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  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Old  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -372:       -42       -252        -84       -246        -36       -372       -372:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       54.7        8.8       88.7       36.6       99.5      100.0:       0.5        0.0
Old  :     100.0:       2.0       54.7        8.8       88.7       36.6       99.5      100.0:       0.5        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  :        25:         1          3          2         14         11         17         14:
Old  :        25:         1          3          2         14         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Old  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Old  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        2.9
Old  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        2.9
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  :        21:         2          3          3         11          9         14         14:
Old  :        21:         2          3          3         11          9         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
Old  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Old  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       800:       -80        -60        420        530        740        870      1,100:       -70       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        5.3
Old  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        5.3
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  :        24:         3          1          5         16         18         21         23:
Old  :        24:         3          1          5         16         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  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
Old  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Old  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -130:       100       -620        -20       -490        -40       -410       -680:       280        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        8.7
Old  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        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  :        22:         3          2          5         13         17         18         22:
Old  :        22:         3          2          5         13         17         18         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  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
Old  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Old  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       120:       -60       -320         80          0        660         20        420:       100       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        2.5
Old  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          3         19         16         22         20:
Old  :        25:         3          1          3         19         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Old  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Old  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,360:     1,480        300       -620      1,700      3,200      2,560      2,880:      -200       -520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        4.9
Old  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        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  :        26:         3          2          3         19         16         22         21:
Old  :        26:         3          2          3         19         16         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  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
Old  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
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, June 14, 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  : 1,282,889:   107,398     58,166    325,180    783,014    813,616  1,215,592  1,196,962:    67,298     85,927
Old  : 1,282,889:   107,398     58,166    325,180    783,014    813,616  1,215,592  1,196,962:    67,298     85,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    35,333:     5,474     -5,982     -3,342     35,446     43,104     37,578     33,780:    -2,245      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        4.5       25.3       61.0       63.4       94.8       93.3:       5.2        6.7
Old  :     100.0:       8.4        4.5       25.3       61.0       63.4       94.8       93.3:       5.2        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  :       284:        74         98        120         84         95        233        252:
Old  :       284:        74         98        120         84         95        233        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  :                 20.3       17.8       30.8       30.5       11.0        8.8       16.0       13.0
Old  :                 20.3       17.8       30.8       30.5       11.0        8.8       16.0       13.0
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, June 7, 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  : 1,247,557:   101,924     64,148    328,522    747,568    770,512  1,178,014  1,163,182:    69,543     84,375
Old  : 1,247,557:   101,924     64,148    328,522    747,568    770,512  1,178,014  1,163,182:    69,543     84,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    28,007:    10,909    -11,593     13,420     -4,344     25,854     19,985     27,680:     8,022        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        5.1       26.3       59.9       61.8       94.4       93.2:       5.6        6.8
Old  :     100.0:       8.2        5.1       26.3       59.9       61.8       94.4       93.2:       5.6        6.8
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  :       283:        69        102        118         84         94        226        253:
Old  :       283:        69        102        118         84         94        226        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.8       30.9       29.6       11.1        9.0       16.4       12.9
Old  :                 20.3       17.8       30.9       29.6       11.1        9.0       16.4       12.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Old  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       206:       -77        533         -1        135       -261         57        271:       149        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        6.2
Old  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        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  :       116:        60         22          4         15         23         77         48:
Old  :       116:        60         22          4         15         23         77         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
Old  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Old  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -149:        30        223         26       -377       -151       -321         98:       172       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
Old  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
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  :       113:        58         21          5         15         23         76         48:
Old  :       113:        58         21          5         15         23         76         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
Old  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
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, June 14, 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  :     9,394:     6,470        795         99        949      7,384      7,518      8,278:     1,876      1,116
Old  :     9,394:     6,470        795         99        949      7,384      7,518      8,278:     1,876      1,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       553:       557         -8        -34        -97        675        426        633:       127        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        8.5        1.1       10.1       78.6       80.0       88.1:      20.0       11.9
Old  :     100.0:      68.9        8.5        1.1       10.1       78.6       80.0       88.1:      20.0       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  :        53:        26          7          2          7         18         33         27:
Old  :        53:        26          7          2          7         18         33         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       50.5       52.0       66.4       37.6       50.0       52.0       65.9
Old  :                 37.6       50.5       52.0       66.4       37.6       50.0       52.0       65.9
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     8,841:     5,913        802        133      1,046      6,709      7,092      7,645:     1,749      1,196
Old  :     8,841:     5,913        802        133      1,046      6,709      7,092      7,645:     1,749      1,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       856:     1,387       -270       -213       -420      1,183        753        699:       102        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.9        9.1        1.5       11.8       75.9       80.2       86.5:      19.8       13.5
Old  :     100.0:      66.9        9.1        1.5       11.8       75.9       80.2       86.5:      19.8       13.5
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  :        50:        23          7          3          6         17         29         27:
Old  :        50:        23          7          3          6         17         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       50.1       52.3       66.2       36.8       49.6       52.3       65.7
Old  :                 36.8       50.1       52.3       66.2       36.8       49.6       52.3       65.7
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, June 14, 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  :   179,703:    29,221      7,313     26,845    100,423    128,521    156,489    162,678:    23,214     17,025
Old  :   179,703:    29,221      7,313     26,845    100,423    128,521    156,489    162,678:    23,214     17,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    13,351:     1,065     -1,308        474      5,468     11,655      7,007     10,822:     6,344      2,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        4.1       14.9       55.9       71.5       87.1       90.5:      12.9        9.5
Old  :     100.0:      16.3        4.1       14.9       55.9       71.5       87.1       90.5:      12.9        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        46         23         36         69         80        131        125:
Old  :       158:        46         23         36         69         80        131        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  :                 24.1       17.9       36.2       30.1       19.2       12.0       27.6       19.6
Old  :                 24.1       17.9       36.2       30.1       19.2       12.0       27.6       19.6
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, June 7, 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  :   166,352:    28,156      8,621     26,370     94,955    116,866    149,481    151,857:    16,870     14,495
Old  :   166,352:    28,156      8,621     26,370     94,955    116,866    149,481    151,857:    16,870     14,495
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,494:     4,473       -458      3,986        888      6,801      9,347     10,328:     3,147      2,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        5.2       15.9       57.1       70.3       89.9       91.3:      10.1        8.7
Old  :     100.0:      16.9        5.2       15.9       57.1       70.3       89.9       91.3:      10.1        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  :       166:        47         30         39         65         77        134        128:
Old  :       166:        47         30         39         65         77        134        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       17.9       37.3       29.4       21.7       11.8       30.2       19.9
Old  :                 25.4       17.9       37.3       29.4       21.7       11.8       30.2       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2005