WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   293,865:    43,129     88,326     40,620    184,535    129,620    268,284    258,565:    25,581     35,299
Old  :   278,240:    42,194     86,034     36,549    175,397    124,722    254,140    247,305:    24,100     30,935
Other:    15,624:     4,567      5,924        438      9,138      4,897     14,143     11,260:     1,481      4,365
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     5,415:     2,540      5,854      1,314      1,099         97      4,953      7,265:       462     -1,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       30.1       13.8       62.8       44.1       91.3       88.0:       8.7       12.0
Old  :     100.0:      15.2       30.9       13.1       63.0       44.8       91.3       88.9:       8.7       11.1
Other:     100.0:      29.2       37.9        2.8       58.5       31.3       90.5       72.1:       9.5       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        71        120         75         50         57        169        213:
Old  :       270:        72        124         71         47         56        162        211:
Other:        87:        25         22         12         13         35         44         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  :                 31.8       28.7       47.1       37.2       31.8       23.4       44.5       28.6
Old  :                 33.5       30.2       48.3       38.0       33.5       25.9       46.9       32.3
Other:                 46.5       37.9       65.5       46.4       45.7       37.8       63.5       45.2
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   288,449:    40,589     82,472     39,306    183,436    129,523    263,330    251,300:    25,119     37,149
Old  :   274,495:    40,124     81,415     35,438    175,228    124,527    250,790    241,380:    23,705     33,115
Other:    13,954:     3,891      4,483        441      8,208      4,996     12,540      9,920:     1,414      4,034
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -17,495:    -3,180      3,256     -8,446        573     -8,522    -11,053    -13,712:    -6,442     -3,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       28.6       13.6       63.6       44.9       91.3       87.1:       8.7       12.9
Old  :     100.0:      14.6       29.7       12.9       63.8       45.4       91.4       87.9:       8.6       12.1
Other:     100.0:      27.9       32.1        3.2       58.8       35.8       89.9       71.1:      10.1       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        72        111         71         49         57        163        207:
Old  :       264:        73        113         67         47         56        157        206:
Other:        82:        19         22         14         12         35         42         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.7       47.5       36.1       32.1       22.9       45.4       28.4
Old  :                 33.7       30.0       49.0       36.9       33.7       25.3       47.6       31.9
Other:                 46.2       36.9       67.3       46.8       46.2       36.7       65.3       45.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   881,842:   133,788    132,601    140,689    462,398    399,324    736,875    672,614:   144,968    209,228
Old  :   838,590:   117,491    133,904    129,305    455,478    377,771    702,274    640,980:   136,316    197,610
Other:    43,252:    20,930      3,330      6,750      6,920     21,553     34,600     31,633:     8,652     11,619
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,775:    10,301      4,663     -3,435     -9,013     -2,666     -2,147     -1,438:    -1,629     -2,338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.0       16.0       52.4       45.3       83.6       76.3:      16.4       23.7
Old  :     100.0:      14.0       16.0       15.4       54.3       45.0       83.7       76.4:      16.3       23.6
Other:     100.0:      48.4        7.7       15.6       16.0       49.8       80.0       73.1:      20.0       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:       151        131        156        212        234        442        454:
Old  :       575:       144        139        149        210        234        435        450:
Other:       235:        47         35         20         39        125         97        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       16.6       29.1       21.8       19.6       15.2       27.4       19.5
Old  :                 20.8       16.3       30.5       21.5       20.5       14.7       28.8       19.1
Other:                 19.5       31.4       32.3       39.1       15.7       28.1       26.9       33.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   885,617:   123,487    127,938    144,123    471,410    401,990    739,021    674,052:   146,596    211,566
Old  :    25,175:    10,005      2,456        190      4,166     12,192     14,361     14,838:    10,814     10,337
Other:   860,442:   123,635    135,635    133,781    467,244    389,798    724,660    659,214:   135,782    201,229
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -54,346:      -954     11,878    -28,842    -11,425    -34,304    -41,221    -51,268:   -13,125     -3,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       14.4       16.3       53.2       45.4       83.4       76.1:      16.6       23.9
Old  :     100.0:      39.7        9.8        0.8       16.5       48.4       57.0       58.9:      43.0       41.1
Other:     100.0:      14.4       15.8       15.5       54.3       45.3       84.2       76.6:      15.8       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       158        116        159        216        237        439        462:
Old  :       137:        35         18          1         35         58         70         77:
Other:       579:       149        136        149        206        234        422        456:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       16.4       28.9       21.4       19.4       14.1       27.0       18.5
Old  :                 12.2       23.5       21.2       36.1        9.3       19.2       17.8       31.2
Other:                 20.4       16.3       29.7       21.4       20.0       14.3       27.8       18.8
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :     6,980:     2,309        525        577      1,889      4,040      4,776      5,143:     2,204      1,838
Old  :     6,978:     2,309        525        576      1,888      4,039      4,774      5,141:     2,204      1,838
Other:         2:         0          0          1          1          1          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -246:      -107         28          9        -25       -366       -123       -329:      -123         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        7.5        8.3       27.1       57.9       68.4       73.7:      31.6       26.3
Old  :     100.0:      33.1        7.5        8.3       27.1       57.9       68.4       73.7:      31.6       26.3
Other:     100.0:       0.0        0.0       50.0       50.0       50.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12          7          6         10         15         25         25:
Old  :        38:        12          7          6         10         15         25         25:
Other:         2:         0          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       33.2       46.9       47.8       29.7       31.1       42.8       44.3
Old  :                 29.9       33.2       46.9       47.8       29.7       31.1       42.8       44.3
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     7,226:     2,417        497        568      1,914      4,407      4,899      5,472:     2,327      1,754
Old  :     7,224:     2,417        497        568      1,913      4,406      4,898      5,471:     2,326      1,753
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       -74:      -401        221        -57        505       -492         46       -328:      -120        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        6.9        7.9       26.5       61.0       67.8       75.7:      32.2       24.3
Old  :     100.0:      33.5        6.9        7.9       26.5       61.0       67.8       75.7:      32.2       24.3
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          6          5         12         14         25         23:
Old  :        35:        11          6          5         12         14         25         23:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       38.3       46.2       53.1       28.1       37.5       44.0       49.9
Old  :                 28.1       38.3       46.2       53.1       28.1       37.5       44.0       49.9
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   330,423:    52,364     33,427     63,414    148,374    146,571    264,152    243,411:    66,271     87,011
Old  :   324,090:    52,043     33,550     60,858    146,347    144,671    259,247    239,079:    64,843     85,011
Other:     6,332:     2,862      2,417         15      2,027      1,900      4,904      4,332:     1,428      2,000
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,912:     3,109      4,432      4,186     -1,840     -2,964      5,455      5,654:     2,458      2,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       10.1       19.2       44.9       44.4       79.9       73.7:      20.1       26.3
Old  :     100.0:      16.1       10.4       18.8       45.2       44.6       80.0       73.8:      20.0       26.2
Other:     100.0:      45.2       38.2        0.2       32.0       30.0       77.4       68.4:      22.6       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        97        108        130        105        126        279        297:
Old  :       358:        95        109        127        104        125        277        292:
Other:        93:         9         26          2         12         50         23         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       19.4       29.3       27.0       18.3       12.4       25.4       17.5
Old  :                 19.9       19.7       29.7       27.3       18.7       12.6       25.9       17.8
Other:                 59.3       33.1       70.0       47.3       59.3       33.1       70.0       47.3
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   322,510:    49,255     28,995     59,228    150,214    149,535    258,697    237,757:    63,813     84,753
Old  :   316,550:    49,277     29,487     56,366    148,454    147,637    254,097    233,490:    62,453     83,060
Other:     5,961:     2,809      2,339         31      1,760      1,898      4,600      4,268:     1,361      1,693
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -28,856:    -3,032        983    -15,844     -5,945    -13,588    -24,821    -28,449:    -4,035       -407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        9.0       18.4       46.6       46.4       80.2       73.7:      19.8       26.3
Old  :     100.0:      15.6        9.3       17.8       46.9       46.6       80.3       73.8:      19.7       26.2
Other:     100.0:      47.1       39.2        0.5       29.5       31.8       77.2       71.6:      22.8       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:        88        102        127        106        128        273        289:
Old  :       349:        90        101        124        105        126        270        285:
Other:        92:         7         23          3         11         54         21         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       18.6       29.8       27.2       19.5       12.2       26.5       17.3
Old  :                 20.5       18.8       30.2       27.6       19.8       12.4       27.0       17.6
Other:                 58.6       36.4       69.9       51.2       58.6       36.4       69.9       51.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   151,253:    20,155     24,319     23,348     85,733     85,069    129,236    132,737:    22,017     18,516
Old  :   148,121:    20,977     24,292     21,787     84,342     84,224    127,106    130,304:    21,015     17,817
Other:     3,132:       696      1,545         43      1,391        845      2,130      2,433:     1,002        699
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,923:       872      2,323     -1,205        -13     -1,562       -346       -444:     4,269      4,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       16.1       15.4       56.7       56.2       85.4       87.8:      14.6       12.2
Old  :     100.0:      14.2       16.4       14.7       56.9       56.9       85.8       88.0:      14.2       12.0
Other:     100.0:      22.2       49.3        1.4       44.4       27.0       68.0       77.7:      32.0       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        25         45         35         49         44        102        106:
Old  :       141:        33         44         34         49         44        102        105:
Other:        22:         3          9          3          9          3         14         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       27.1       33.8       38.0       21.8       19.7       31.1       28.0
Old  :                 22.5       27.6       34.5       38.8       22.3       20.5       31.8       28.9
Other:                 59.9       55.5       65.3       73.3       41.5       42.8       46.9       55.5
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   147,330:    19,283     21,997     24,554     85,746     86,631    129,583    133,181:    17,747     14,149
Old  :     6,849:     2,903        431        100      2,673      5,391      5,676      5,922:     1,173        927
Other:   140,481:    18,974     24,160     21,860     83,073     81,240    123,907    127,259:    16,574     13,222
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -2,012:     1,544       -126     -4,333      4,828      4,660      2,039        200:    -4,051     -2,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       14.9       16.7       58.2       58.8       88.0       90.4:      12.0        9.6
Old  :     100.0:      42.4        6.3        1.5       39.0       78.7       82.9       86.5:      17.1       13.5
Other:     100.0:      13.5       17.2       15.6       59.1       57.8       88.2       90.6:      11.8        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        28         46         39         48         42        107        107:
Old  :        41:        14          3          1          9         15         24         18:
Other:       142:        29         51         34         48         42        102        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       31.2       35.9       40.9       22.6       24.4       33.9       33.0
Old  :                 32.7       43.1       52.0       67.6       32.7       43.1       52.0       67.6
Other:                 24.4       32.3       37.3       42.4       23.3       25.5       35.2       34.3
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   828,336:    95,587     60,552    114,519    473,787    463,784    683,893    638,855:   144,443    189,481
Old  :   828,336:    95,587     60,552    114,519    473,787    463,784    683,893    638,855:   144,443    189,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    50,124:     7,746      5,913      1,260     18,397      1,985     27,403      9,157:    22,721     40,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        7.3       13.8       57.2       56.0       82.6       77.1:      17.4       22.9
Old  :     100.0:      11.5        7.3       13.8       57.2       56.0       82.6       77.1:      17.4       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        30         34         48         78         85        137        140:
Old  :       169:        30         34         48         78         85        137        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       15.6       28.3       24.1       16.3       11.5       22.1       18.8
Old  :                 20.4       15.6       28.3       24.1       16.3       11.5       22.1       18.8
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                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   778,212:    87,841     54,639    113,259    455,390    461,799    656,490    629,698:   121,722    148,514
Old  :   778,212:    87,841     54,639    113,259    455,390    461,799    656,490    629,698:   121,722    148,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -40,803:   -15,384     -4,095    -15,108     24,607     25,438     -5,885      6,235:   -34,918    -47,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        7.0       14.6       58.5       59.3       84.4       80.9:      15.6       19.1
Old  :     100.0:      11.3        7.0       14.6       58.5       59.3       84.4       80.9:      15.6       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        37         27         45         72         85        128        140:
Old  :       167:        37         27         45         72         85        128        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.4       32.3       25.9       16.1       11.3       21.5       17.9
Old  :                 24.8       17.4       32.3       25.9       16.1       11.3       21.5       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   127,808:    16,560      9,136     21,897     63,237     76,800    101,694    107,833:    26,114     19,975
Old  :   125,985:    16,822      9,132     21,401     61,954     75,814    100,177    106,347:    25,808     19,638
Other:     1,823:        55        321        179      1,283        986      1,517      1,486:       306        337
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,280:     2,135      1,356      1,178       -787     -1,009      2,526      1,525:      -246        755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.1       17.1       49.5       60.1       79.6       84.4:      20.4       15.6
Old  :     100.0:      13.4        7.2       17.0       49.2       60.2       79.5       84.4:      20.5       15.6
Other:     100.0:       3.0       17.6        9.8       70.4       54.1       83.2       81.5:      16.8       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        33         32         39         49         48        106        104:
Old  :       131:        36         32         39         49         48        106        104:
Other:        19:         1          5          3         11          3         14         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  :                 18.7       32.6       28.4       43.2       13.9       27.1       21.4       34.3
Old  :                 18.5       33.1       28.1       43.7       13.9       27.6       21.2       34.9
Other:                 56.0       60.1       75.0       77.0       56.0       56.3       69.0       67.9
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   125,528:    14,425      7,779     20,719     64,024     77,810     99,168    106,308:    26,360     19,220
Old  :     8,769:     3,244         68          0      3,087      6,128      6,331      6,196:     2,438      2,573
Other:   116,759:    13,720     10,250     18,180     60,937     71,682     92,837    100,112:    23,922     16,647
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,599:      -528        647       -437      5,113          7      4,148        217:    -2,549      1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        6.2       16.5       51.0       62.0       79.0       84.7:      21.0       15.3
Old  :     100.0:      37.0        0.8        0.0       35.2       69.9       72.2       70.7:      27.8       29.3
Other:     100.0:      11.8        8.8       15.6       52.2       61.4       79.5       85.7:      20.5       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        30         28         33         46         43         98         92:
Old  :        41:        11          2          0         13         16         24         18:
Other:       122:        28         35         31         45         43         95         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       34.2       29.4       46.4       13.3       28.3       20.7       36.2
Old  :                 27.6       52.0       46.1       62.8       27.6       52.0       46.1       62.8
Other:                 21.0       34.6       31.4       46.2       15.7       30.5       23.8       39.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,107:     2,787      1,333      1,115      1,982      3,015      5,884      5,464:     1,223      1,643
Old  :     7,107:     2,787      1,333      1,115      1,982      3,015      5,884      5,464:     1,223      1,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -472:       -40        -83       -210       -101       -165       -350       -458:      -121        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       18.8       15.7       27.9       42.4       82.8       76.9:      17.2       23.1
Old  :     100.0:      39.2       18.8       15.7       27.9       42.4       82.8       76.9:      17.2       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16         10         11         14         17         36         32:
Old  :        50:        16         10         11         14         17         36         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  :                 32.9       30.3       47.9       49.2       32.9       26.5       45.9       38.3
Old  :                 32.9       30.3       47.9       49.2       32.9       26.5       45.9       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     7,578:     2,827      1,416      1,325      2,082      3,180      6,234      5,921:     1,344      1,657
Old  :     7,578:     2,827      1,416      1,325      2,082      3,180      6,234      5,921:     1,344      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       118:        72        120        104        104        291        280        515:      -162       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       18.7       17.5       27.5       42.0       82.3       78.1:      17.7       21.9
Old  :     100.0:      37.3       18.7       17.5       27.5       42.0       82.3       78.1:      17.7       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  :        52:        18         10         11         15         17         38         33:
Old  :        52:        18         10         11         15         17         38         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       31.4       48.3       49.4       33.2       30.1       45.1       40.7
Old  :                 33.2       31.4       48.3       49.4       33.2       30.1       45.1       40.7
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                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   388,109:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,745    108,151
Old  :   388,109:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,745    108,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,364:     1,980     -5,140     -3,422      7,617     22,112      6,175     13,550:     6,189     -1,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
Old  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
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  :       105:        13         25          6         44         47         61         75:
Old  :       105:        13         25          6         44         47         61         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  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
Old  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
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                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   375,745:   109,030     87,169     10,353    203,806    168,886    323,189    266,408:    52,556    109,337
Old  :   375,745:   109,030     87,169     10,353    203,806    168,886    323,189    266,408:    52,556    109,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,453:     7,238         28      7,486    -15,969     -3,774     -1,245      3,740:     2,698     -2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       23.2        2.8       54.2       44.9       86.0       70.9:      14.0       29.1
Old  :     100.0:      29.0       23.2        2.8       54.2       44.9       86.0       70.9:      14.0       29.1
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:        14         28          9         47         48         67         79:
Old  :       108:        14         28          9         47         48         67         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  :                 26.7       15.1       43.0       23.6       26.7       14.4       42.4       22.7
Old  :                 26.7       15.1       43.0       23.6       26.7       14.4       42.4       22.7
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                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 2,351,871:   345,553    380,526    342,247  1,391,181  1,175,813  2,078,980  1,898,585:   272,891    453,286
Old  : 2,351,871:   345,553    380,526    342,247  1,391,181  1,175,813  2,078,980  1,898,585:   272,891    453,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    65,031:    36,683     34,695    -23,385     34,960    -21,378     48,259    -10,068:    16,772     75,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       16.2       14.6       59.2       50.0       88.4       80.7:      11.6       19.3
Old  :     100.0:      14.7       16.2       14.6       59.2       50.0       88.4       80.7:      11.6       19.3
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  :       264:        54         70         71        103        121        195        226:
Old  :       264:        54         70         71        103        121        195        226:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       18.4       47.5       26.8       35.6       17.6       43.1       23.7
Old  :                 37.9       18.4       47.5       26.8       35.6       17.6       43.1       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 2,286,840:   308,869    345,830    365,631  1,356,221  1,197,191  2,030,721  1,908,652:   256,119    378,188
Old  : 2,286,840:   308,869    345,830    365,631  1,356,221  1,197,191  2,030,721  1,908,652:   256,119    378,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :  -345,009:   -67,011    -16,909    -94,539   -195,829   -168,100   -357,380   -279,549:    12,371    -65,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       15.1       16.0       59.3       52.4       88.8       83.5:      11.2       16.5
Old  :     100.0:      13.5       15.1       16.0       59.3       52.4       88.8       83.5:      11.2       16.5
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:        50         69         72        100        124        190        229:
Old  :       264:        50         69         72        100        124        190        229:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       18.6       46.1       27.2       35.9       17.7       40.6       23.0
Old  :                 38.2       18.6       46.1       27.2       35.9       17.7       40.6       23.0
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                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 1,520,448:   148,243    330,548    144,377  1,026,646    778,794  1,319,266  1,253,719:   201,182    266,729
Old  : 1,520,448:   148,243    330,548    144,377  1,026,646    778,794  1,319,266  1,253,719:   201,182    266,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -33,141:    12,018    -26,839      6,221    -93,914      4,416    -75,674    -16,201:    42,533    -16,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       21.7        9.5       67.5       51.2       86.8       82.5:      13.2       17.5
Old  :     100.0:       9.7       21.7        9.5       67.5       51.2       86.8       82.5:      13.2       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  :       184:        36         47         40         74         82        128        151:
Old  :       184:        36         47         40         74         82        128        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       19.9       44.6       30.4       28.8       17.7       36.6       26.1
Old  :                 33.1       19.9       44.6       30.4       28.8       17.7       36.6       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,553,589:   136,225    357,387    138,155  1,120,560    774,378  1,394,940  1,269,920:   158,649    283,669
Old  : 1,553,589:   136,225    357,387    138,155  1,120,560    774,378  1,394,940  1,269,920:   158,649    283,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :  -158,176:   -19,335    -23,984    -57,291    -83,512    -56,095   -160,138   -137,370:     1,963    -20,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       23.0        8.9       72.1       49.8       89.8       81.7:      10.2       18.3
Old  :     100.0:       8.8       23.0        8.9       72.1       49.8       89.8       81.7:      10.2       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        35         45         41         70         82        125        149:
Old  :       177:        35         45         41         70         82        125        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       21.0       49.1       31.4       31.4       18.4       41.7       26.3
Old  :                 35.0       21.0       49.1       31.4       31.4       18.4       41.7       26.3
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                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   736,574:   159,183     46,379    322,351    202,654    321,781    684,188    690,511:    52,386     46,064
Old  :   736,574:   159,183     46,379    322,351    202,654    321,781    684,188    690,511:    52,386     46,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    43,457:    23,040      1,530     35,804    -13,780     -8,399     45,064     28,935:    -1,607     14,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        6.3       43.8       27.5       43.7       92.9       93.7:       7.1        6.3
Old  :     100.0:      21.6        6.3       43.8       27.5       43.7       92.9       93.7:       7.1        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  :       117:        22         32         40         50         49        100         94:
Old  :       117:        22         32         40         50         49        100         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  :                 47.1       42.4       57.6       54.2       17.2       15.5       21.2       20.6
Old  :                 47.1       42.4       57.6       54.2       17.2       15.5       21.2       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                                 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   693,117:   136,143     44,849    286,547    216,434    330,179    639,124    661,576:    53,993     31,541
Old  :   693,117:   136,143     44,849    286,547    216,434    330,179    639,124    661,576:    53,993     31,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    56,226:    16,654      4,502     21,132     17,006     27,352     54,791     52,986:     1,435      3,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.5       41.3       31.2       47.6       92.2       95.4:       7.8        4.6
Old  :     100.0:      19.6        6.5       41.3       31.2       47.6       92.2       95.4:       7.8        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  :       128:        38         26         45         58         43        118         93:
Old  :       128:        38         26         45         58         43        118         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       34.6       49.7       51.9       14.8       21.2       19.6       29.4
Old  :                 37.3       34.6       49.7       51.9       14.8       21.2       19.6       29.4
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                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    35,233:     7,601      5,213        533     18,861     21,746     26,995     27,493:     8,238      7,740
Old  :    35,233:     7,601      5,213        533     18,861     21,746     26,995     27,493:     8,238      7,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,645:       752       -991        105      2,991      3,610      3,847      2,724:      -203        921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.8        1.5       53.5       61.7       76.6       78.0:      23.4       22.0
Old  :     100.0:      21.6       14.8        1.5       53.5       61.7       76.6       78.0:      23.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         10          7         22         15         37         29:
Old  :        53:        12         10          7         22         15         37         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  :                 29.4       47.7       46.3       61.1       28.9       41.4       42.1       54.8
Old  :                 29.4       47.7       46.3       61.1       28.9       41.4       42.1       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    31,588:     6,849      6,205        428     15,871     18,136     23,148     24,769:     8,440      6,819
Old  :    31,588:     6,849      6,205        428     15,871     18,136     23,148     24,769:     8,440      6,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -782:    -1,011        183        -29       -609       -869     -1,650       -715:       868        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       19.6        1.4       50.2       57.4       73.3       78.4:      26.7       21.6
Old  :     100.0:      21.7       19.6        1.4       50.2       57.4       73.3       78.4:      26.7       21.6
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  :        51:        11         12          7         18         12         33         27:
Old  :        51:        11         12          7         18         12         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  :                 32.2       45.5       46.9       60.8       32.2       44.7       46.9       59.4
Old  :                 32.2       45.5       46.9       60.8       32.2       44.7       46.9       59.4
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                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    77,319:    14,635     34,823      4,452     46,710     19,934     65,797     59,209:    11,522     18,111
Old  :    77,319:    14,635     34,823      4,452     46,710     19,934     65,797     59,209:    11,522     18,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,792:     2,671        -80        814     -2,877       -704        608         30:     3,184      3,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       45.0        5.8       60.4       25.8       85.1       76.6:      14.9       23.4
Old  :     100.0:      18.9       45.0        5.8       60.4       25.8       85.1       76.6:      14.9       23.4
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  :        82:        20         33         15         19         16         50         53:
Old  :        82:        20         33         15         19         16         50         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       26.6       61.9       39.1       53.3       24.7       61.6       36.3
Old  :                 53.3       26.6       61.9       39.1       53.3       24.7       61.6       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    73,527:    11,964     34,903      3,638     49,587     20,637     65,189     59,178:     8,339     14,349
Old  :    73,527:    11,964     34,903      3,638     49,587     20,637     65,189     59,178:     8,339     14,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     4,358:        37     -1,186        582      7,391      3,508      8,011      2,904:    -3,653      1,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       47.5        4.9       67.4       28.1       88.7       80.5:      11.3       19.5
Old  :     100.0:      16.3       47.5        4.9       67.4       28.1       88.7       80.5:      11.3       19.5
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  :        82:        19         33         15         19         16         48         54:
Old  :        82:        19         33         15         19         16         48         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       31.5       68.0       42.6       60.9       30.2       67.7       40.2
Old  :                 60.9       31.5       68.0       42.6       60.9       30.2       67.7       40.2
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                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Old  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,167:      -696        -84      2,600     -4,000     -4,711     -2,096     -2,195:       -71         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
Old  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         8         16          4         19         20         29         38:
Old  :        56:         8         16          4         19         20         29         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
Old  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
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                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    42,608:     3,126      4,518      1,843     36,260     34,374     41,229     40,735:     1,379      1,873
Old  :    42,608:     3,126      4,518      1,843     36,260     34,374     41,229     40,735:     1,379      1,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -451:       877       -271       -430       -984        127       -537       -574:        86        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.6        4.3       85.1       80.7       96.8       95.6:       3.2        4.4
Old  :     100.0:       7.3       10.6        4.3       85.1       80.7       96.8       95.6:       3.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         9         16          4         22         21         33         39:
Old  :        61:         9         16          4         22         21         33         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  :                 50.3       54.6       68.1       75.2       44.2       42.8       57.2       58.6
Old  :                 50.3       54.6       68.1       75.2       44.2       42.8       57.2       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    20,965:       893      2,239      1,796     13,168     10,593     15,857     14,628:     5,108      6,337
Old  :    20,965:       893      2,239      1,796     13,168     10,593     15,857     14,628:     5,108      6,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,076:      -296       -196       -387     -2,076     -1,751     -2,759     -2,333:      -317       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       10.7        8.6       62.8       50.5       75.6       69.8:      24.4       30.2
Old  :     100.0:       4.3       10.7        8.6       62.8       50.5       75.6       69.8:      24.4       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  :        37:         9          4         11         21         18         33         30:
Old  :        37:         9          4         11         21         18         33         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  :                 38.8       30.7       56.2       49.0       38.8       28.4       54.5       43.2
Old  :                 38.8       30.7       56.2       49.0       38.8       28.4       54.5       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    24,041:     1,189      2,435      2,183     15,245     12,344     18,616     16,961:     5,425      7,080
Old  :    24,041:     1,189      2,435      2,183     15,245     12,344     18,616     16,961:     5,425      7,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       895:      -274         45         49        491        631        266        725:       629        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       10.1        9.1       63.4       51.3       77.4       70.6:      22.6       29.4
Old  :     100.0:       4.9       10.1        9.1       63.4       51.3       77.4       70.6:      22.6       29.4
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  :        40:         9          6         13         22         17         36         31:
Old  :        40:         9          6         13         22         17         36         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       29.6       56.1       48.4       39.4       27.3       54.1       43.0
Old  :                 39.4       29.6       56.1       48.4       39.4       27.3       54.1       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   112,600:    20,557     18,294     27,456     48,431     32,025     96,444     77,775:    16,156     34,826
Old  :    60,663:    17,583     33,850      2,732     34,267     10,195     54,583     46,777:     6,080     13,886
Other:    51,937:    22,059      3,530      5,639     14,164     21,829     41,861     30,998:    10,076     20,939
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,304:     2,374     -1,417      1,009       -879      2,095      2,504      1,686:       800      1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       16.2       24.4       43.0       28.4       85.7       69.1:      14.3       30.9
Old  :     100.0:      29.0       55.8        4.5       56.5       16.8       90.0       77.1:      10.0       22.9
Other:     100.0:      42.5        6.8       10.9       27.3       42.0       80.6       59.7:      19.4       40.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        46         43         58         27         34        119        101:
Old  :       141:        45         51         16         20         30         76         86:
Other:       113:        52         17         29         22         30         84         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.0       38.2       30.0       26.5       14.7       37.0       22.2
Old  :                 39.0       30.8       57.1       43.9       39.0       30.8       56.8       43.9
Other:                 21.3       19.7       37.7       26.9       20.9       19.1       35.9       26.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   109,296:    18,183     19,711     26,447     49,310     29,930     93,940     76,088:    15,356     33,208
Old  :    63,842:    16,278     36,298      2,722     38,991     10,671     57,991     49,691:     5,851     14,151
Other:    45,454:    20,643      2,151      4,986     10,320     19,259     35,949     26,397:     9,505     19,057
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     6,720:     2,681       -203      2,933      1,907      1,940      7,521      4,670:      -801      2,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       18.0       24.2       45.1       27.4       86.0       69.6:      14.0       30.4
Old  :     100.0:      25.5       56.9        4.3       61.1       16.7       90.8       77.8:       9.2       22.2
Other:     100.0:      45.4        4.7       11.0       22.7       42.4       79.1       58.1:      20.9       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        41         46         54         30         34        115        101:
Old  :       143:        39         56         18         22         31         74         92:
Other:       102:        45         13         23         24         27         79         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.7       39.4       30.2       27.4       14.2       38.4       22.2
Old  :                 42.8       29.5       60.5       41.2       42.8       29.5       60.5       41.2
Other:                 23.1       20.7       40.1       28.3       21.4       20.0       37.5       27.4
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   153,261:    37,098     33,509     21,038     74,551     62,507    132,686    117,054:    20,574     36,207
Old  :   153,261:    37,098     33,509     21,038     74,551     62,507    132,686    117,054:    20,574     36,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,271:     2,005     -1,645        559     -2,181        126        383       -959:       888      2,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       21.9       13.7       48.6       40.8       86.6       76.4:      13.4       23.6
Old  :     100.0:      24.2       21.9       13.7       48.6       40.8       86.6       76.4:      13.4       23.6
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  :       223:        44         66         54         70         93        149        185:
Old  :       223:        44         66         54         70         93        149        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       13.1       38.7       21.1       23.3       10.8       37.1       18.6
Old  :                 23.3       13.1       38.7       21.1       23.3       10.8       37.1       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   151,990:    35,093     35,154     20,478     76,732     62,380    132,303    118,013:    19,686     33,977
Old  :   151,990:    35,093     35,154     20,478     76,732     62,380    132,303    118,013:    19,686     33,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,855:       896     -2,052        565      3,321      1,073      4,782       -414:    -1,927      3,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       23.1       13.5       50.5       41.0       87.0       77.6:      13.0       22.4
Old  :     100.0:      23.1       23.1       13.5       50.5       41.0       87.0       77.6:      13.0       22.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        44         63         52         70         92        144        186:
Old  :       222:        44         63         52         70         92        144        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       13.0       39.1       21.4       23.8       10.8       37.7       18.6
Old  :                 23.8       13.0       39.1       21.4       23.8       10.8       37.7       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :     4,477:       971      1,598        374        863        632      2,208      2,604:     2,269      1,873
Old  :     4,477:       971      1,598        374        863        632      2,208      2,604:     2,269      1,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -378:       -22       -305         96       -352        -80       -278       -290:       -99        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.7        8.3       19.3       14.1       49.3       58.2:      50.7       41.8
Old  :     100.0:      21.7       35.7        8.3       19.3       14.1       49.3       58.2:      50.7       41.8
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  :        45:        16         12          8         13         12         30         31:
Old  :        45:        16         12          8         13         12         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       26.5       32.9       36.8       19.9       26.5       28.7       35.8
Old  :                 21.7       26.5       32.9       36.8       19.9       26.5       28.7       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :     4,855:       993      1,904        278      1,215        712      2,487      2,894:     2,368      1,961
Old  :     4,855:       993      1,904        278      1,215        712      2,487      2,894:     2,368      1,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       192:        81         73        -25        -35        110         22        158:       170         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       39.2        5.7       25.0       14.7       51.2       59.6:      48.8       40.4
Old  :     100.0:      20.5       39.2        5.7       25.0       14.7       51.2       59.6:      48.8       40.4
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  :        50:        14         18          7         15         12         31         35:
Old  :        50:        14         18          7         15         12         31         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  :                 18.7       25.0       30.0       33.5       17.5       25.0       27.6       33.0
Old  :                 18.7       25.0       30.0       33.5       17.5       25.0       27.6       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    29,377:    12,443      3,440      4,912      7,052      8,945     24,407     17,297:     4,970     12,080
Old  :    29,377:    12,443      3,440      4,912      7,052      8,945     24,407     17,297:     4,970     12,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       100:       475       -614       -212       -208        485         55       -342:        44        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.7       16.7       24.0       30.5       83.1       58.9:      16.9       41.1
Old  :     100.0:      42.4       11.7       16.7       24.0       30.5       83.1       58.9:      16.9       41.1
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  :       128:        46         20         31         37         35        105         70:
Old  :       128:        46         20         31         37         35        105         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       26.1       28.0       32.7       16.3       23.9       26.2       28.5
Old  :                 17.4       26.1       28.0       32.7       16.3       23.9       26.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    29,277:    11,968      4,054      5,124      7,259      8,461     24,352     17,639:     4,925     11,638
Old  :    29,277:    11,968      4,054      5,124      7,259      8,461     24,352     17,639:     4,925     11,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -4,186:       314        198     -2,005     -1,351       -954     -3,042     -2,762:    -1,144     -1,424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9       13.8       17.5       24.8       28.9       83.2       60.2:      16.8       39.8
Old  :     100.0:      40.9       13.8       17.5       24.8       28.9       83.2       60.2:      16.8       39.8
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  :       129:        46         20         34         37         34        105         75:
Old  :       129:        46         20         34         37         34        105         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  :                 16.6       26.7       27.7       33.3       16.4       25.4       26.4       29.4
Old  :                 16.6       26.7       27.7       33.3       16.4       25.4       26.4       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   126,451:    47,550     16,892      2,802     44,619     89,886     94,971    109,580:    31,480     16,871
Old  :   126,451:    47,550     16,892      2,802     44,619     89,886     94,971    109,580:    31,480     16,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     6,812:     1,172        127      1,489      3,600      6,561      6,261      8,177:       551     -1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       13.4        2.2       35.3       71.1       75.1       86.7:      24.9       13.3
Old  :     100.0:      37.6       13.4        2.2       35.3       71.1       75.1       86.7:      24.9       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        28         15         10         26         26         61         44:
Old  :        83:        28         15         10         26         26         61         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  :                 23.3       28.8       37.2       51.2       22.3       28.6       32.0       49.3
Old  :                 23.3       28.8       37.2       51.2       22.3       28.6       32.0       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   119,639:    46,378     16,765      1,313     41,019     83,325     88,710    101,402:    30,929     18,236
Old  :   119,639:    46,378     16,765      1,313     41,019     83,325     88,710    101,402:    30,929     18,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     4,020:     3,479       -913        -67      5,966      6,078      9,379      5,098:    -5,359     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       14.0        1.1       34.3       69.6       74.1       84.8:      25.9       15.2
Old  :     100.0:      38.8       14.0        1.1       34.3       69.6       74.1       84.8:      25.9       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        28         12          5         27         26         57         41:
Old  :        81:        28         12          5         27         26         57         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       32.0       34.8       52.2       19.3       31.3       30.3       49.3
Old  :                 21.8       32.0       34.8       52.2       19.3       31.3       30.3       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    62,100:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,735      8,398
Old  :    62,100:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,735      8,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,165:    10,936    -20,155        521    -26,682     14,716    -15,225     -4,918:     9,060     -1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.3        0.8       59.4       60.3       84.3       86.5:      15.7       13.5
Old  :     100.0:      24.1       25.3        0.8       59.4       60.3       84.3       86.5:      15.7       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  :        39:         9         12          2          7         16         17         29:
Old  :        39:         9         12          2          7         16         17         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  :                 56.3       41.8       73.5       56.5       43.3       27.6       56.4       39.6
Old  :                 56.3       41.8       73.5       56.5       43.3       27.6       56.4       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    68,264:     4,008     35,884          1     63,581     22,735     67,590     58,620:       674      9,644
Old  :    68,264:     4,008     35,884          1     63,581     22,735     67,590     58,620:       674      9,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -252:       843     -4,825        -33      8,143     12,631      8,953      7,773:    -9,205     -8,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       52.6        0.0       93.1       33.3       99.0       85.9:       1.0       14.1
Old  :     100.0:       5.9       52.6        0.0       93.1       33.3       99.0       85.9:       1.0       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3         20          1         10         12         13         33:
Old  :        40:         3         20          1         10         12         13         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       36.9       93.3       54.7       69.1       27.9       77.7       43.4
Old  :                 71.5       36.9       93.3       54.7       69.1       27.9       77.7       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    75,882:    45,022      1,944        687     26,283     66,784     71,993     69,415:     3,890      6,467
Old  :    75,882:    45,022      1,944        687     26,283     66,784     71,993     69,415:     3,890      6,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     5,040:     5,247     -2,951        194     -1,327      8,373      4,114      5,616:       926       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3        2.6        0.9       34.6       88.0       94.9       91.5:       5.1        8.5
Old  :     100.0:      59.3        2.6        0.9       34.6       88.0       94.9       91.5:       5.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        43          9          5         19         16         64         28:
Old  :        81:        43          9          5         19         16         64         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  :                 30.0       68.2       47.8       81.4       30.0       65.4       47.2       78.0
Old  :                 30.0       68.2       47.8       81.4       30.0       65.4       47.2       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    70,842:    39,775      4,895        493     27,610     58,411     67,878     63,799:     2,964      7,043
Old  :    70,842:    39,775      4,895        493     27,610     58,411     67,878     63,799:     2,964      7,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -10,662:   -14,905     -4,370         73      8,073     -6,055     -6,759    -10,352:    -3,903       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1        6.9        0.7       39.0       82.5       95.8       90.1:       4.2        9.9
Old  :     100.0:      56.1        6.9        0.7       39.0       82.5       95.8       90.1:       4.2        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  :        74:        36         13          3         16         14         53         29:
Old  :        74:        36         13          3         16         14         53         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  :                 33.9       71.3       54.0       82.1       33.5       70.8       53.2       81.3
Old  :                 33.9       71.3       54.0       82.1       33.5       70.8       53.2       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    84,622:    25,861     14,842      1,564     38,817     62,622     66,242     79,028:    18,380      5,594
Old  :    84,622:    25,861     14,842      1,564     38,817     62,622     66,242     79,028:    18,380      5,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     4,213:     7,492     -6,019        880     -6,650     14,809      1,722      9,670:     2,490     -5,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       17.5        1.8       45.9       74.0       78.3       93.4:      21.7        6.6
Old  :     100.0:      30.6       17.5        1.8       45.9       74.0       78.3       93.4:      21.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        16         18          6         20         24         41         43:
Old  :        65:        16         18          6         20         24         41         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  :                 35.5       37.8       51.1       56.5       21.1       27.6       34.3       42.1
Old  :                 35.5       37.8       51.1       56.5       21.1       27.6       34.3       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    80,409:    18,368     20,861        684     45,467     47,813     64,520     69,358:    15,890     11,051
Old  :    80,409:    18,368     20,861        684     45,467     47,813     64,520     69,358:    15,890     11,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,581:    -3,323      4,377       -150     10,282      5,469      6,809      9,696:    -4,228     -7,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       25.9        0.9       56.5       59.5       80.2       86.3:      19.8       13.7
Old  :     100.0:      22.8       25.9        0.9       56.5       59.5       80.2       86.3:      19.8       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        14         16          3         21         25         36         43:
Old  :        65:        14         16          3         21         25         36         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  :                 34.9       29.8       51.3       45.0       22.3       24.8       35.2       35.2
Old  :                 34.9       29.8       51.3       45.0       22.3       24.8       35.2       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   204,091:     6,334     42,715      5,718    174,048    141,357    186,100    189,789:    17,991     14,301
Old  :   204,091:     6,334     42,715      5,718    174,048    141,357    186,100    189,789:    17,991     14,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,413:       350    -13,567        377     -4,846     14,691     -4,120      1,500:     2,707     -2,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       20.9        2.8       85.3       69.3       91.2       93.0:       8.8        7.0
Old  :     100.0:       3.1       20.9        2.8       85.3       69.3       91.2       93.0:       8.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        12         30          9         28         35         46         68:
Old  :        85:        12         30          9         28         35         46         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       44.6       68.7       59.6       35.6       28.9       49.0       36.5
Old  :                 46.9       44.6       68.7       59.6       35.6       28.9       49.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   205,503:     5,985     56,282      5,341    178,894    126,666    190,219    188,289:    15,284     17,214
Old  :   205,503:     5,985     56,282      5,341    178,894    126,666    190,219    188,289:    15,284     17,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    11,069:    -1,272     15,171        -91     27,908      6,488     26,545     21,567:   -15,476    -10,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       27.4        2.6       87.1       61.6       92.6       91.6:       7.4        8.4
Old  :     100.0:       2.9       27.4        2.6       87.1       61.6       92.6       91.6:       7.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        12         37          7         28         33         44         73:
Old  :        90:        12         37          7         28         33         44         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       40.5       71.5       54.2       36.5       25.9       50.7       33.8
Old  :                 47.8       40.5       71.5       54.2       36.5       25.9       50.7       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   193,835:    38,968     15,060     16,820     87,970    116,549    143,758    148,430:    50,077     45,405
Old  :   193,835:    38,968     15,060     16,820     87,970    116,549    143,758    148,430:    50,077     45,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,455:    13,501    -15,405      2,691     -9,743     21,814      6,449      9,099:     6,006      3,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.8        8.7       45.4       60.1       74.2       76.6:      25.8       23.4
Old  :     100.0:      20.1        7.8        8.7       45.4       60.1       74.2       76.6:      25.8       23.4
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  :       107:        43         25         32         32         31         89         74:
Old  :       107:        43         25         32         32         31         89         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       30.4       33.1       43.4       18.2       26.8       27.0       36.4
Old  :                 22.3       30.4       33.1       43.4       18.2       26.8       27.0       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   181,380:    25,467     30,466     14,130     97,713     94,736    137,309    139,331:    44,071     42,049
Old  :   181,380:    25,467     30,466     14,130     97,713     94,736    137,309    139,331:    44,071     42,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     9,482:     2,146         73        457     13,490     15,379     16,094     15,910:    -6,612     -6,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       16.8        7.8       53.9       52.2       75.7       76.8:      24.3       23.2
Old  :     100.0:      14.0       16.8        7.8       53.9       52.2       75.7       76.8:      24.3       23.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        33         33         27         30         31         74         80:
Old  :       106:        33         33         27         30         31         74         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       32.6       41.2       42.6       18.9       18.4       28.9       26.5
Old  :                 27.0       32.6       41.2       42.6       18.9       18.4       28.9       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Old  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       186:       374          0          0       -201        415        173        415:        13       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       10.3
Old  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       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  :        20:         7          0          0          5         10         12         10:
Old  :        20:         7          0          0          5         10         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Old  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,410:     4,877          0          0      3,252      8,195      8,129      8,195:     1,281      1,215
Old  :     9,410:     4,877          0          0      3,252      8,195      8,129      8,195:     1,281      1,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       406:       296          0          0        127        175        423        175:       -17        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8        0.0        0.0       34.6       87.1       86.4       87.1:      13.6       12.9
Old  :     100.0:      51.8        0.0        0.0       34.6       87.1       86.4       87.1:      13.6       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          0          0          6         10         13         10:
Old  :        20:         7          0          0          6         10         13         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  :                 65.7       68.2       79.8       83.9       61.4       68.2       75.5       80.5
Old  :                 65.7       68.2       79.8       83.9       61.4       68.2       75.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :14,067,830:   980,159    734,213  4,705,793  7,158,314  6,810,125 12,844,266 12,250,131: 1,223,564  1,817,699
Old  :14,067,830:   980,159    734,213  4,705,793  7,158,314  6,810,125 12,844,266 12,250,131: 1,223,564  1,817,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   138,477:   142,171   -327,860    442,474   -533,117      1,696     51,529    116,310:    86,948     22,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        5.2       33.5       50.9       48.4       91.3       87.1:       8.7       12.9
Old  :     100.0:       7.0        5.2       33.5       50.9       48.4       91.3       87.1:       8.7       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        61         67        107        154        154        271        275:
Old  :       295:        61         67        107        154        154        271        275:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       14.0       33.1       24.0       18.0        6.7       23.7       11.0
Old  :                 19.7       14.0       33.1       24.0       18.0        6.7       23.7       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :13,929,352:   837,988  1,062,073  4,263,318  7,691,431  6,808,430 12,792,737 12,133,821: 1,136,615  1,795,531
Old  :13,929,352:   837,988  1,062,073  4,263,318  7,691,431  6,808,430 12,792,737 12,133,821: 1,136,615  1,795,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   443,751:    32,922     86,694    133,877    161,659    119,166    328,458    339,736:   115,293    104,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.6       30.6       55.2       48.9       91.8       87.1:       8.2       12.9
Old  :     100.0:       6.0        7.6       30.6       55.2       48.9       91.8       87.1:       8.2       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        60         64        106        147        150        260        274:
Old  :       290:        60         64        106        147        150        260        274:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       15.1       34.7       24.2       19.0        6.3       25.3       10.3
Old  :                 20.2       15.1       34.7       24.2       19.0        6.3       25.3       10.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   754,759:    46,392     58,867     49,959    499,849    527,987    596,201    636,813:   158,559    117,946
Old  :   754,759:    46,392     58,867     49,959    499,849    527,987    596,201    636,813:   158,559    117,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    22,436:    -4,891     -3,813      1,402     18,256     14,224     14,767     11,813:     7,669     10,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.8        6.6       66.2       70.0       79.0       84.4:      21.0       15.6
Old  :     100.0:       6.1        7.8        6.6       66.2       70.0       79.0       84.4:      21.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        45         46         63         91         70        174        142:
Old  :       207:        45         46         63         91         70        174        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       30.0       26.7       42.6       18.0       28.0       26.3       40.4
Old  :                 18.1       30.0       26.7       42.6       18.0       28.0       26.3       40.4
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                               Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   732,324:    51,283     62,680     48,557    481,594    513,763    581,433    625,000:   150,890    107,323
Old  :   732,324:    51,283     62,680     48,557    481,594    513,763    581,433    625,000:   150,890    107,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    12,124:    -1,193      6,403      7,597       -191     -4,179      6,213      9,821:     5,911      2,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        8.6        6.6       65.8       70.2       79.4       85.3:      20.6       14.7
Old  :     100.0:       7.0        8.6        6.6       65.8       70.2       79.4       85.3:      20.6       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        57         39         59         92         66        174        139:
Old  :       215:        57         39         59         92         66        174        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       30.6       27.5       43.5       18.6       29.8       27.4       42.5
Old  :                 18.7       30.6       27.5       43.5       18.6       29.8       27.4       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 1,237,813:   208,712    359,203     69,030    690,012    699,708    967,753  1,127,940:   270,061    109,873
Old  : 1,237,813:   208,712    359,203     69,030    690,012    699,708    967,753  1,127,940:   270,061    109,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   100,330:    23,591     36,073     27,185     21,885     43,094     72,661    106,353:    27,669     -6,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       29.0        5.6       55.7       56.5       78.2       91.1:      21.8        8.9
Old  :     100.0:      16.9       29.0        5.6       55.7       56.5       78.2       91.1:      21.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        45         70         38         66         72        141        150:
Old  :       217:        45         70         38         66         72        141        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  :                 22.0       18.9       35.3       31.8       17.6       14.5       27.0       23.0
Old  :                 22.0       18.9       35.3       31.8       17.6       14.5       27.0       23.0
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                            Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,137,483:   185,121    323,130     41,844    668,126    656,613    895,091  1,021,587:   242,392    115,896
Old  : 1,137,483:   185,121    323,130     41,844    668,126    656,613    895,091  1,021,587:   242,392    115,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    20,888:    -9,323       -994      6,377     45,743      7,732     42,796     13,115:   -21,909      7,773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       28.4        3.7       58.7       57.7       78.7       89.8:      21.3       10.2
Old  :     100.0:      16.3       28.4        3.7       58.7       57.7       78.7       89.8:      21.3       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  :       205:        50         59         36         60         69        131        143:
Old  :       205:        50         59         36         60         69        131        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       20.9       34.6       32.9       18.1       15.1       27.5       24.2
Old  :                 21.6       20.9       34.6       32.9       18.1       15.1       27.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Old  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       664:       410          0          0        728        119      1,138        119:      -474        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
Old  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          1          0         18         14         22         15:
Old  :        32:         4          1          0         18         14         22         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  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
Old  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
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                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    12,834:     1,029        530          0      6,851     10,225      7,880     10,755:     4,954      2,079
Old  :    12,834:     1,029        530          0      6,851     10,225      7,880     10,755:     4,954      2,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       503:      -230        530          0        423       -330        193        200:       310        303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        4.1        0.0       53.4       79.7       61.4       83.8:      38.6       16.2
Old  :     100.0:       8.0        4.1        0.0       53.4       79.7       61.4       83.8:      38.6       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          0         16         14         18         15:
Old  :        28:         2          1          0         16         14         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  :                 26.9       36.8       42.7       62.5       26.5       36.8       39.8       61.8
Old  :                 26.9       36.8       42.7       62.5       26.5       36.8       39.8       61.8
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                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Old  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,186:       171       -416        115     -1,128      1,525       -842      1,224:     2,028        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        6.2
Old  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        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  :        39:         5          4          2         20         17         26         22:
Old  :        39:         5          4          2         20         17         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  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Old  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    34,496:     7,439      2,167          1     19,144     30,093     26,584     32,261:     7,912      2,235
Old  :    34,496:     7,439      2,167          1     19,144     30,093     26,584     32,261:     7,912      2,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,401:       810        545          1       -479      1,165        332      1,711:     1,069       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        6.3        0.0       55.5       87.2       77.1       93.5:      22.9        6.5
Old  :     100.0:      21.6        6.3        0.0       55.5       87.2       77.1       93.5:      22.9        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  :        39:         5          4          1         19         18         24         23:
Old  :        39:         5          4          1         19         18         24         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  :                 44.4       57.9       60.8       77.1       44.1       56.6       59.2       72.6
Old  :                 44.4       57.9       60.8       77.1       44.1       56.6       59.2       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    58,947:     6,429     16,164        433     34,433     33,722     41,295     50,318:    17,652      8,629
Old  :    58,947:     6,429     16,164        433     34,433     33,722     41,295     50,318:    17,652      8,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       384:       365        107         42      3,646        494      4,053        643:    -3,670       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       27.4        0.7       58.4       57.2       70.1       85.4:      29.9       14.6
Old  :     100.0:      10.9       27.4        0.7       58.4       57.2       70.1       85.4:      29.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        12         21          2         35         31         48         53:
Old  :        83:        12         21          2         35         31         48         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       30.1       37.1       48.1       23.9       24.4       32.9       40.5
Old  :                 26.8       30.1       37.1       48.1       23.9       24.4       32.9       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    58,564:     6,064     16,057        391     30,787     33,228     37,242     49,676:    21,322      8,888
Old  :    58,564:     6,064     16,057        391     30,787     33,228     37,242     49,676:    21,322      8,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,113:      -176      2,541        -19        -36     -1,458       -231      1,065:     1,343         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       27.4        0.7       52.6       56.7       63.6       84.8:      36.4       15.2
Old  :     100.0:      10.4       27.4        0.7       52.6       56.7       63.6       84.8:      36.4       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        10         20          2         32         30         44         50:
Old  :        79:        10         20          2         32         30         44         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       30.5       33.3       48.0       21.3       25.9       30.5       41.6
Old  :                 22.8       30.5       33.3       48.0       21.3       25.9       30.5       41.6
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                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   335,346:   114,184     79,329      3,399    197,324    196,425    314,907    279,152:    20,440     56,194
Old  :   335,346:   114,184     79,329      3,399    197,324    196,425    314,907    279,152:    20,440     56,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       -55:     7,819    -12,164      1,729    -14,032     22,328     -4,484     11,893:     4,429    -11,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       23.7        1.0       58.8       58.6       93.9       83.2:       6.1       16.8
Old  :     100.0:      34.0       23.7        1.0       58.8       58.6       93.9       83.2:       6.1       16.8
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  :       199:        70         57         15         44         41        123        105:
Old  :       199:        70         57         15         44         41        123        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       29.0       55.2       40.2       29.9       17.7       40.7       25.9
Old  :                 39.9       29.0       55.2       40.2       29.9       17.7       40.7       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   335,402:   106,365     91,493      1,669    211,357    174,097    319,391    267,259:    16,011     68,142
Old  :   335,402:   106,365     91,493      1,669    211,357    174,097    319,391    267,259:    16,011     68,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -2,788:   -13,707     17,390     -1,036     15,967    -27,336      1,224    -10,982:    -4,012      8,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       27.3        0.5       63.0       51.9       95.2       79.7:       4.8       20.3
Old  :     100.0:      31.7       27.3        0.5       63.0       51.9       95.2       79.7:       4.8       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        59         74         13         44         38        111        117:
Old  :       202:        59         74         13         44         38        111        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  :                 42.2       26.3       58.3       35.7       32.1       14.4       45.5       21.5
Old  :                 42.2       26.3       58.3       35.7       32.1       14.4       45.5       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    66,254:    20,798      1,465          0     31,270     56,690     52,068     58,155:    14,186      8,099
Old  :    66,254:    20,798      1,465          0     31,270     56,690     52,068     58,155:    14,186      8,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,673:     6,656     -1,812          0     -4,059      6,584      2,597      4,772:     1,076     -1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.2        0.0       47.2       85.6       78.6       87.8:      21.4       12.2
Old  :     100.0:      31.4        2.2        0.0       47.2       85.6       78.6       87.8:      21.4       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14          2          0         15         19         29         21:
Old  :        42:        14          2          0         15         19         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       42.5       55.0       69.9       31.9       37.1       45.0       60.4
Old  :                 39.0       42.5       55.0       69.9       31.9       37.1       45.0       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    62,581:    14,142      3,277          0     35,329     50,106     49,471     53,383:    13,110      9,198
Old  :    62,581:    14,142      3,277          0     35,329     50,106     49,471     53,383:    13,110      9,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,076:      -519        486          0      8,283      3,721      7,764      4,207:    -6,689     -3,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        5.2        0.0       56.5       80.1       79.1       85.3:      20.9       14.7
Old  :     100.0:      22.6        5.2        0.0       56.5       80.1       79.1       85.3:      20.9       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        10          4          0         17         16         27         20:
Old  :        41:        10          4          0         17         16         27         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  :                 39.7       43.9       56.5       68.3       33.5       38.3       47.6       57.3
Old  :                 39.7       43.9       56.5       68.3       33.5       38.3       47.6       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    38,156:       221      6,145         55     32,158     25,855     32,434     32,055:     5,722      6,100
Old  :    38,156:       221      6,145         55     32,158     25,855     32,434     32,055:     5,722      6,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       932:      -559        -77         55        988      1,160        484      1,138:       448       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       16.0
Old  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       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  :        58:         1         15          1         29         28         31         43:
Old  :        58:         1         15          1         29         28         31         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  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.0
Old  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.0
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                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    37,224:       780      6,222          0     31,170     24,695     31,950     30,918:     5,274      6,306
Old  :    37,224:       780      6,222          0     31,170     24,695     31,950     30,918:     5,274      6,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,108:       560      1,059          0        349       -513        909        546:       199        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       16.7        0.0       83.7       66.3       85.8       83.1:      14.2       16.9
Old  :     100.0:       2.1       16.7        0.0       83.7       66.3       85.8       83.1:      14.2       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  :        58:         2         15          0         29         25         31         40:
Old  :        58:         2         15          0         29         25         31         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  :                 60.1       34.2       67.9       47.5       58.2       33.6       66.0       46.9
Old  :                 60.1       34.2       67.9       47.5       58.2       33.6       66.0       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   243,437:    19,952     49,184      3,705    205,963    179,112    229,620    232,002:    13,817     11,435
Old  :   243,437:    19,952     49,184      3,705    205,963    179,112    229,620    232,002:    13,817     11,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,304:     4,001     -4,433      1,186    -15,142     -4,727     -9,954     -7,974:     1,650       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       20.2        1.5       84.6       73.6       94.3       95.3:       5.7        4.7
Old  :     100.0:       8.2       20.2        1.5       84.6       73.6       94.3       95.3:       5.7        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        24         45         21         37         50         75        103:
Old  :       134:        24         45         21         37         50         75        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  :                 58.7       36.8       68.8       53.8       54.6       33.8       62.1       47.2
Old  :                 58.7       36.8       68.8       53.8       54.6       33.8       62.1       47.2
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                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   251,741:    15,951     53,618      2,519    221,105    183,839    239,575    239,976:    12,167     11,765
Old  :   251,741:    15,951     53,618      2,519    221,105    183,839    239,575    239,976:    12,167     11,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     5,205:     3,701      5,795        311       -213       -715      3,799      5,390:     1,406       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       21.3        1.0       87.8       73.0       95.2       95.3:       4.8        4.7
Old  :     100.0:       6.3       21.3        1.0       87.8       73.0       95.2       95.3:       4.8        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        23         45         18         32         50         64        104:
Old  :       131:        23         45         18         32         50         64        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       37.3       70.1       53.7       56.3       32.9       64.3       46.7
Old  :                 60.0       37.3       70.1       53.7       56.3       32.9       64.3       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    67,196:    19,760     13,132      6,800     22,698     34,741     49,258     54,673:    17,938     12,523
Old  :    67,196:    19,760     13,132      6,800     22,698     34,741     49,258     54,673:    17,938     12,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,164:       369        202      6,293      3,639      3,101     10,301      9,596:     1,863      2,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       19.5       10.1       33.8       51.7       73.3       81.4:      26.7       18.6
Old  :     100.0:      29.4       19.5       10.1       33.8       51.7       73.3       81.4:      26.7       18.6
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  :        86:        24         20         16         23         28         58         55:
Old  :        86:        24         20         16         23         28         58         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       35.7       29.7       48.4       14.7       35.7       25.6       44.0
Old  :                 17.7       35.7       29.7       48.4       14.7       35.7       25.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    55,032:    19,391     12,930        507     19,059     31,640     38,957     45,077:    16,075      9,955
Old  :    55,032:    19,391     12,930        507     19,059     31,640     38,957     45,077:    16,075      9,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -2,611:      -807      1,160       -404     -1,091       -527     -2,302        229:      -309     -2,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       23.5        0.9       34.6       57.5       70.8       81.9:      29.2       18.1
Old  :     100.0:      35.2       23.5        0.9       34.6       57.5       70.8       81.9:      29.2       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        21         20          4         21         24         44         46:
Old  :        80:        21         20          4         21         24         44         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  :                 18.8       40.7       33.0       52.8       16.1       40.7       29.2       50.9
Old  :                 18.8       40.7       33.0       52.8       16.1       40.7       29.2       50.9
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                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Old  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,513:       388        596      3,310      1,649       -385      5,347      3,521:     2,166      3,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
Old  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
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  :        39:        13          5          9         13         10         28         23:
Old  :        39:        13          5          9         13         10         28         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  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
Old  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
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                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    31,533:     6,556      1,889        179     19,178     11,367     25,913     13,435:     5,620     18,098
Old  :    31,533:     6,556      1,889        179     19,178     11,367     25,913     13,435:     5,620     18,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       849:      -732        998        -60        594        389       -198      1,327:     1,047       -478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        6.0        0.6       60.8       36.0       82.2       42.6:      17.8       57.4
Old  :     100.0:      20.8        6.0        0.6       60.8       36.0       82.2       42.6:      17.8       57.4
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  :        34:        10          5          3         10         10         20         18:
Old  :        34:        10          5          3         10         10         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       25.9       69.5       34.6       55.9       24.9       66.3       32.7
Old  :                 57.3       25.9       69.5       34.6       55.9       24.9       66.3       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    39,488:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,442      8,036
Old  :    39,488:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,442      8,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,039:      -212       -164        -45        929      3,391        672      3,182:     1,367     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.6:      46.7       20.4
Old  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.6:      46.7       20.4
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:         4         10          0         16         24         20         34:
Old  :        42:         4         10          0         16         24         20         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  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Old  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    37,449:     1,710      3,070         45     18,619     25,155     20,374     28,270:    17,075      9,179
Old  :    37,449:     1,710      3,070         45     18,619     25,155     20,374     28,270:    17,075      9,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -1,132:       457        568         45       -224       -216        278        397:    -1,410     -1,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        8.2        0.1       49.7       67.2       54.4       75.5:      45.6       24.5
Old  :     100.0:       4.6        8.2        0.1       49.7       67.2       54.4       75.5:      45.6       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3         11          1         17         22         21         33:
Old  :        40:         3         11          1         17         22         21         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       34.9       38.5       56.1       13.4       24.9       19.8       32.9
Old  :                 26.7       34.9       38.5       56.1       13.4       24.9       19.8       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :   127,103:    38,772     24,582     17,158     35,078     72,290     91,008    114,030:    36,096     13,073
Old  :   127,103:    38,772     24,582     17,158     35,078     72,290     91,008    114,030:    36,096     13,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,157:    -4,411     -7,654        851     -1,426      2,112     -4,987     -4,691:    -1,170     -1,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       19.3       13.5       27.6       56.9       71.6       89.7:      28.4       10.3
Old  :     100.0:      30.5       19.3       13.5       27.6       56.9       71.6       89.7:      28.4       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  :       177:        89         46         47         28         31        136        106:
Old  :       177:        89         46         47         28         31        136        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       27.9       31.0       43.5       13.8       23.0       19.1       36.3
Old  :                 20.9       27.9       31.0       43.5       13.8       23.0       19.1       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   133,260:    43,183     32,236     16,307     36,504     70,178     95,994    118,721:    37,266     14,539
Old  :   133,260:    43,183     32,236     16,307     36,504     70,178     95,994    118,721:    37,266     14,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,197:     2,743     16,580     -5,562      5,451    -10,282      2,632        735:    -1,436        462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       24.2       12.2       27.4       52.7       72.0       89.1:      28.0       10.9
Old  :     100.0:      32.4       24.2       12.2       27.4       52.7       72.0       89.1:      28.0       10.9
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  :       186:        92         54         48         27         29        138        114:
Old  :       186:        92         54         48         27         29        138        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       25.9       29.8       41.3       13.4       21.1       18.6       34.3
Old  :                 20.2       25.9       29.8       41.3       13.4       21.1       18.6       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   108,914:    38,717     28,410     14,184     40,756     52,612     93,657     95,206:    15,257     13,708
Old  :   108,914:    38,717     28,410     14,184     40,756     52,612     93,657     95,206:    15,257     13,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,033:     1,640      1,307       -572       -282        480        787      1,216:       246       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       26.1       13.0       37.4       48.3       86.0       87.4:      14.0       12.6
Old  :     100.0:      35.5       26.1       13.0       37.4       48.3       86.0       87.4:      14.0       12.6
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  :       190:        72         61         47         42         37        147        120:
Old  :       190:        72         61         47         42         37        147        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       39.6       33.8       49.5       23.9       35.4       33.3       44.8
Old  :                 23.9       39.6       33.8       49.5       23.9       35.4       33.3       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   107,881:    37,076     27,103     14,756     41,038     52,132     92,870     93,990:    15,011     13,891
Old  :   107,881:    37,076     27,103     14,756     41,038     52,132     92,870     93,990:    15,011     13,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       242:    -1,312      1,268        442      1,577       -338        708      1,373:      -466     -1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       25.1       13.7       38.0       48.3       86.1       87.1:      13.9       12.9
Old  :     100.0:      34.4       25.1       13.7       38.0       48.3       86.1       87.1:      13.9       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        71         59         48         41         37        142        122:
Old  :       187:        71         59         48         41         37        142        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       39.1       34.0       49.0       24.0       34.4       33.6       43.7
Old  :                 24.0       39.1       34.0       49.0       24.0       34.4       33.6       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   360,310:   162,177     39,363     60,377     73,990    233,537    296,545    333,276:    63,765     27,034
Old  :   360,310:   162,177     39,363     60,377     73,990    233,537    296,545    333,276:    63,765     27,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    14,342:       690     -1,847      6,467        157      7,588      7,314     12,208:     7,028      2,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       10.9       16.8       20.5       64.8       82.3       92.5:      17.7        7.5
Old  :     100.0:      45.0       10.9       16.8       20.5       64.8       82.3       92.5:      17.7        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  :       262:       144         58         62         39         48        215        140:
Old  :       262:       144         58         62         39         48        215        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       33.3       33.7       51.2       20.0       31.4       25.6       43.5
Old  :                 24.2       33.3       33.7       51.2       20.0       31.4       25.6       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   345,968:   161,487     41,210     53,910     73,833    225,949    289,230    321,068:    56,738     24,900
Old  :   345,968:   161,487     41,210     53,910     73,833    225,949    289,230    321,068:    56,738     24,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -51,927:   -45,185       -744     -7,479      3,371    -45,886    -49,292    -54,109:    -2,635      2,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       11.9       15.6       21.3       65.3       83.6       92.8:      16.4        7.2
Old  :     100.0:      46.7       11.9       15.6       21.3       65.3       83.6       92.8:      16.4        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:       146         58         63         38         47        212        145:
Old  :       263:       146         58         63         38         47        212        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  :                 24.6       34.1       33.8       52.7       20.5       32.4       26.3       44.4
Old  :                 24.6       34.1       33.8       52.7       20.5       32.4       26.3       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :     9,316:     4,698      2,261        541      2,607      6,059      7,846      8,861:     1,470        455
Old  :     9,316:     4,698      2,261        541      2,607      6,059      7,846      8,861:     1,470        455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :        26:         3        -29         21        -36         35        -12         27:        38         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4       24.3        5.8       28.0       65.0       84.2       95.1:      15.8        4.9
Old  :     100.0:      50.4       24.3        5.8       28.0       65.0       84.2       95.1:      15.8        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  :        39:        18          3         11          6          6         34         19:
Old  :        39:        18          3         11          6          6         34         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  :                 53.9       79.8       67.6       89.5       50.4       68.6       58.9       77.9
Old  :                 53.9       79.8       67.6       89.5       50.4       68.6       58.9       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :     9,290:     4,695      2,290        520      2,643      6,024      7,858      8,834:     1,432        456
Old  :     9,290:     4,695      2,290        520      2,643      6,024      7,858      8,834:     1,432        456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       838:     1,000         13        -23         33      1,100      1,010      1,090:      -172       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5       24.7        5.6       28.4       64.8       84.6       95.1:      15.4        4.9
Old  :     100.0:      50.5       24.7        5.6       28.4       64.8       84.6       95.1:      15.4        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  :        38:        17          3         11          6          6         33         19:
Old  :        38:        17          3         11          6          6         33         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  :                 53.6       79.7       68.2       89.6       50.5       68.0       59.0       77.6
Old  :                 53.6       79.7       68.2       89.6       50.5       68.0       59.0       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   100,711:    22,281      9,330      7,512     52,450     64,331     82,244     81,174:    18,467     19,538
Old  :    93,194:    22,857      9,337      4,345     49,184     62,821     76,386     76,502:    16,808     16,692
Other:     7,517:     2,509      3,078         83      3,266      1,510      5,858      4,672:     1,659      2,846
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,338:    -3,865      2,592        261        591     -5,528     -3,013     -2,674:     1,674      1,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.3        7.5       52.1       63.9       81.7       80.6:      18.3       19.4
Old  :     100.0:      24.5       10.0        4.7       52.8       67.4       82.0       82.1:      18.0       17.9
Other:     100.0:      33.4       41.0        1.1       43.4       20.1       77.9       62.1:      22.1       37.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        41         18         25         47         54         95         91:
Old  :       134:        42         18         17         47         53         95         82:
Other:        55:         7         16          9         11         24         24         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       33.2       41.2       43.8       21.5       23.7       29.2       31.1
Old  :                 30.6       35.6       42.2       46.5       24.4       26.4       32.8       34.9
Other:                 59.1       32.2       70.1       48.6       59.1       32.2       69.9       48.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   102,049:    26,146      6,739      7,251     51,860     69,858     85,256     83,848:    16,793     18,201
Old  :    95,474:    27,622      6,821      4,194     47,619     68,551     79,436     79,566:    16,038     15,908
Other:     6,575:     1,495      2,890         85      4,241      1,307      5,821      4,282:       755      2,294
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -4,739:      -358       -165     -2,253     -1,059       -705     -3,669     -3,122:    -1,070     -1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.6        7.1       50.8       68.5       83.5       82.2:      16.5       17.8
Old  :     100.0:      28.9        7.1        4.4       49.9       71.8       83.2       83.3:      16.8       16.7
Other:     100.0:      22.7       43.9        1.3       64.5       19.9       88.5       65.1:      11.5       34.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        49         16         28         47         58        107         94:
Old  :       144:        48         17         19         46         58        105         85:
Other:        56:         6         18          8          8         26         20         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       35.3       38.9       46.6       21.2       26.1       29.5       34.4
Old  :                 27.1       37.5       38.2       49.1       21.3       29.1       30.3       37.6
Other:                 66.7       34.4       82.8       50.3       66.6       34.4       82.6       49.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    29,133:     1,830      5,646      1,159     17,000     14,459     19,990     21,265:     9,143      7,868
Old  :    29,014:     1,830      5,644      1,159     16,969     14,431     19,959     21,235:     9,055      7,779
Other:       119:         0          2          0         31         28         31         30:        88         89
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,736:       145        428        188     -3,121     -3,072     -2,789     -2,457:        53       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       19.4        4.0       58.4       49.6       68.6       73.0:      31.4       27.0
Old  :     100.0:       6.3       19.5        4.0       58.5       49.7       68.8       73.2:      31.2       26.8
Other:     100.0:       0.0        1.7        0.0       26.1       23.5       26.1       25.2:      73.9       74.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         6         11          6         26         18         35         33:
Old  :        47:         6         11          6         25         18         34         33:
Other:         8:         0          1          0          2          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.4       46.4       43.6       55.1       31.3       44.6       40.9       51.2
Old  :                 31.4       46.6       43.7       55.3       31.3       44.7       40.9       51.4
Other:                 26.1       23.5       26.1       25.2       26.1       23.5       26.1       25.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    31,869:     1,686      5,218        972     20,122     17,531     22,779     23,722:     9,090      8,148
Old  :    31,780:     1,686      5,216        972     20,118     17,518     22,775     23,707:     9,005      8,074
Other:        89:         0          2          0          4         13          4         15:        85         74
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -3,234:       353        699          7     -2,806     -3,236     -2,447     -2,530:      -787       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       16.4        3.0       63.1       55.0       71.5       74.4:      28.5       25.6
Old  :     100.0:       5.3       16.4        3.1       63.3       55.1       71.7       74.6:      28.3       25.4
Other:     100.0:       0.0        2.2        0.0        4.5       14.6        4.5       16.9:      95.5       83.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         6         12          5         27         20         36         35:
Old  :        50:         6         12          5         26         20         35         35:
Other:         6:         0          1          0          1          4          1          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       49.3       47.5       57.5       29.2       38.6       39.5       45.7
Old  :                 33.5       49.4       47.6       57.6       29.3       38.7       39.7       45.8
Other:                  4.5       15.7        4.5       16.9        4.5       15.7        4.5       16.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   152,143:    19,534     34,795     35,610     79,716     68,213    134,860    138,618:    17,283     13,525
Old  :   151,409:    19,614     34,944     35,369     79,202     67,777    134,185    138,090:    17,224     13,319
Other:       734:       160         91          1        514        436        675        528:        59        206
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,428:       571     -1,626      3,677      2,045      4,795      6,293      6,845:     1,135        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       22.9       23.4       52.4       44.8       88.6       91.1:      11.4        8.9
Old  :     100.0:      13.0       23.1       23.4       52.3       44.8       88.6       91.2:      11.4        8.8
Other:     100.0:      21.8       12.4        0.1       70.0       59.4       92.0       71.9:       8.0       28.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        83         65         59         71         62        176        166:
Old  :       233:        82         66         58         71         62        176        165:
Other:        15:         2          1          1          6          6          8          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       22.6       28.2       30.7       17.3       18.4       25.2       24.0
Old  :                 17.6       22.6       28.3       30.6       17.4       18.4       25.3       24.1
Other:                 74.3       63.6       92.0       71.9       74.3       63.6       91.8       71.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   144,715:    18,964     36,421     31,933     77,670     63,418    128,567    131,773:    16,147     12,942
Old  :   144,024:    19,059     36,533     31,713     77,164     63,033    127,936    131,279:    16,087     12,745
Other:       691:       124        108          1        506        385        631        494:        60        197
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       322:      -730       -968        993        606      1,452        869      1,477:      -547     -1,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       25.2       22.1       53.7       43.8       88.8       91.1:      11.2        8.9
Old  :     100.0:      13.2       25.4       22.0       53.6       43.8       88.8       91.2:      11.2        8.8
Other:     100.0:      17.9       15.6        0.1       73.2       55.7       91.3       71.5:       8.7       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        85         62         56         68         60        171        163:
Old  :       229:        85         63         55         68         60        171        162:
Other:        15:         2          2          1          5          6          7          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       21.9       29.2       30.6       18.2       19.2       26.3       25.4
Old  :                 18.2       21.9       29.3       30.6       18.2       19.3       26.4       25.5
Other:                 78.9       60.2       91.3       71.3       78.9       60.2       91.2       71.3
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    36,931:     7,037      6,427      8,327     16,438     19,314     31,802     34,067:     5,129      2,864
Old  :    26,110:     8,005      6,137      3,613     11,225     14,276     22,844     24,027:     3,266      2,083
Other:    10,822:       816      2,073      2,929      5,213      5,038      8,958     10,040:     1,863        782
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,150:       -61        420         -1     -1,157     -1,807     -1,219     -1,388:        69        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.4       22.5       44.5       52.3       86.1       92.2:      13.9        7.8
Old  :     100.0:      30.7       23.5       13.8       43.0       54.7       87.5       92.0:      12.5        8.0
Other:     100.0:       7.5       19.2       27.1       48.2       46.6       82.8       92.8:      17.2        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        32         37         22         30         21         77         67:
Old  :       104:        39         31         16         29         18         74         59:
Other:        49:        12         16         17         17         12         40         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  :                 25.4       40.6       40.6       54.8       21.5       33.4       31.7       44.5
Old  :                 28.2       40.0       41.8       55.9       27.8       35.5       38.0       50.9
Other:                 31.6       54.0       51.1       71.0       20.9       33.4       31.8       41.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    38,081:     7,098      6,007      8,327     17,595     21,121     33,021     35,456:     5,060      2,625
Old  :    27,668:     8,026      5,790      3,713     12,522     16,184     24,261     25,687:     3,407      1,981
Other:    10,413:       833      1,979      2,853      5,074      4,937      8,759      9,769:     1,654        644
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -354:      -709       -258        884       -381       -668       -207        -43:      -147       -311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.8       21.9       46.2       55.5       86.7       93.1:      13.3        6.9
Old  :     100.0:      29.0       20.9       13.4       45.3       58.5       87.7       92.8:      12.3        7.2
Other:     100.0:       8.0       19.0       27.4       48.7       47.4       84.1       93.8:      15.9        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       109:        33         38         24         30         24         78         73:
Old  :       106:        39         32         19         29         21         75         65:
Other:        51:        11         19         17         17         12         41         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  :                 25.4       43.8       40.4       57.3       21.1       35.2       31.0       43.4
Old  :                 27.6       44.0       41.1       57.0       26.0       37.7       36.4       48.8
Other:                 32.9       54.7       52.3       72.2       21.6       33.3       32.6       40.9
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   130,164:    18,634     20,349     10,995     91,054     92,054    120,683    123,398:     9,481      6,766
Old  :   116,737:    18,784     20,521     10,610     78,075     78,989    107,469    110,120:     9,268      6,617
Other:    13,427:       182        160         53     12,979     13,065     13,214     13,278:       213        149
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,286:    -5,163    -19,009     -1,473     -8,771      5,721    -15,407    -14,762:      -879     -1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.6        8.4       70.0       70.7       92.7       94.8:       7.3        5.2
Old  :     100.0:      16.1       17.6        9.1       66.9       67.7       92.1       94.3:       7.9        5.7
Other:     100.0:       1.4        1.2        0.4       96.7       97.3       98.4       98.9:       1.6        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        44         45         29         52         37        115         94:
Old  :       150:        45         45         28         51         37        114         93:
Other:        23:         2          1          2         15         10         17         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       33.2       51.5       49.2       21.2       23.3       32.3       31.5
Old  :                 34.0       30.5       52.0       46.7       26.8       24.4       39.2       34.3
Other:                 64.9       88.5       89.1       98.4       48.9       65.7       64.7       69.9
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   146,450:    23,797     39,359     12,468     99,825     86,333    136,090    138,160:    10,360      8,291
Old  :        24:         0          0          0         18          0         18          0:         6         24
Other:   146,426:    23,797     39,359     12,468     99,807     86,333    136,072    138,160:    10,354      8,267
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,652:        24        184        232      2,957      1,149      3,213      1,565:      -561      1,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       26.9        8.5       68.2       59.0       92.9       94.3:       7.1        5.7
Old  :     100.0:       0.0        0.0        0.0       75.0        0.0       75.0        0.0:      25.0      100.0
Other:     100.0:      16.3       26.9        8.5       68.2       59.0       92.9       94.4:       7.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        52         59         33         53         35        124        112:
Old  :         2:         0          0          0          2          0          2          0:
Other:       175:        52         59         33         53         35        124        112:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       28.4       48.3       42.9       20.7       19.8       33.7       29.1
Old  :                 75.0        0.0       75.0        0.0       75.0        0.0       75.0        0.0
Other:                 31.8       28.4       48.3       42.9       20.7       19.8       33.7       29.1
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   629,627:   192,492     16,518    115,222    220,213    430,120    527,927    561,859:   101,700     67,767
Old  :   629,627:   192,492     16,518    115,222    220,213    430,120    527,927    561,859:   101,700     67,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,598:     8,222     -2,777      4,617     -4,200      1,539      8,639      3,379:     3,959      9,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        2.6       18.3       35.0       68.3       83.8       89.2:      16.2       10.8
Old  :     100.0:      30.6        2.6       18.3       35.0       68.3       83.8       89.2:      16.2       10.8
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  :       188:        83         31         57         63         55        173        120:
Old  :       188:        83         31         57         63         55        173        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       24.7       19.9       40.1       11.1       20.0       18.3       31.7
Old  :                 11.3       24.7       19.9       40.1       11.1       20.0       18.3       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   617,028:   184,270     19,294    110,605    224,413    428,581    519,288    558,480:    97,741     58,548
Old  :   617,028:   184,270     19,294    110,605    224,413    428,581    519,288    558,480:    97,741     58,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    29,001:    13,880        638     15,044     -8,838      7,149     20,086     22,831:     8,915      6,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        3.1       17.9       36.4       69.5       84.2       90.5:      15.8        9.5
Old  :     100.0:      29.9        3.1       17.9       36.4       69.5       84.2       90.5:      15.8        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  :       188:        88         25         56         63         56        172        121:
Old  :       188:        88         25         56         63         56        172        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  :                 11.6       24.9       20.6       41.4       11.2       20.3       18.7       32.0
Old  :                 11.6       24.9       20.6       41.4       11.2       20.3       18.7       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   116,611:    20,189     18,315     32,406     53,260     58,111    105,855    108,831:    10,756      7,780
Old  :   115,754:    20,130     18,779     31,935     53,015     57,430    105,080    108,144:    10,675      7,611
Other:       857:       524          1          6        245        681        775        688:        82        169
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,445:     1,232       -256      1,957       -571      2,185      2,618      3,886:       827       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.7       27.8       45.7       49.8       90.8       93.3:       9.2        6.7
Old  :     100.0:      17.4       16.2       27.6       45.8       49.6       90.8       93.4:       9.2        6.6
Other:     100.0:      61.2        0.1        0.7       28.6       79.5       90.5       80.3:       9.5       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       117         83        101         98         94        257        241:
Old  :       324:       115         85        101         97         94        255        241:
Other:        31:         4          2          1         10         17         14         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       19.7       27.9       30.8       15.0       13.5       23.1       19.9
Old  :                 16.4       19.8       28.1       30.9       15.2       13.5       23.3       20.0
Other:                 66.1       45.5       83.7       70.6       65.4       45.5       83.0       70.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   113,167:    18,957     18,571     30,449     53,831     55,926    103,237    104,945:     9,930      8,221
Old  :       377:       266         70          0         89        144        355        214:        22        163
Other:   112,790:    18,989     18,799     30,151     53,742     55,782    102,882    104,731:     9,908      8,058
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,306:    -2,173        858      3,043      1,418     -2,606      2,288      1,295:        18      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       16.4       26.9       47.6       49.4       91.2       92.7:       8.8        7.3
Old  :     100.0:      70.6       18.6        0.0       23.6       38.2       94.2       56.8:       5.8       43.2
Other:     100.0:      16.8       16.7       26.7       47.6       49.5       91.2       92.9:       8.8        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:       107         81         99         95         89        243        233:
Old  :        20:         1          3          0          5         11          6         14:
Other:       308:       107         81         99         94         88        242        232:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       18.8       28.1       29.6       15.5       13.4       24.3       20.1
Old  :                 93.6       36.6       94.2       49.9       93.6       36.6       94.2       49.9
Other:                 16.7       18.9       28.2       29.7       15.6       13.5       24.4       20.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    22,046:     5,814     11,201      3,427     11,489      4,255     20,730     18,883:     1,316      3,163
Old  :    22,046:     5,814     11,201      3,427     11,489      4,255     20,730     18,883:     1,316      3,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,417:      -473      8,873        163      4,683     -6,164      4,374      2,872:      -956        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       50.8       15.5       52.1       19.3       94.0       85.7:       6.0       14.3
Old  :     100.0:      26.4       50.8       15.5       52.1       19.3       94.0       85.7:       6.0       14.3
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  :        46:        14         18         13          9          8         27         36:
Old  :        46:        14         18         13          9          8         27         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  :                 65.0       44.5       83.9       63.9       61.9       40.9       72.4       55.2
Old  :                 65.0       44.5       83.9       63.9       61.9       40.9       72.4       55.2
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                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    18,629:     6,287      2,328      3,264      6,806     10,420     16,357     16,011:     2,273      2,618
Old  :    18,629:     6,287      2,328      3,264      6,806     10,420     16,357     16,011:     2,273      2,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -2,569:       577       -928        332     -3,161     -1,351     -2,252     -1,947:      -317       -622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       12.5       17.5       36.5       55.9       87.8       85.9:      12.2       14.1
Old  :     100.0:      33.7       12.5       17.5       36.5       55.9       87.8       85.9:      12.2       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        14         13         11         10          5         30         25:
Old  :        40:        14         13         11         10          5         30         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  :                 55.1       65.5       73.0       74.8       50.0       55.7       61.4       62.8
Old  :                 55.1       65.5       73.0       74.8       50.0       55.7       61.4       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   237,394:    29,560     16,569     60,805    100,336    128,464    190,701    205,838:    46,693     31,557
Old  :   237,394:    29,560     16,569     60,805    100,336    128,464    190,701    205,838:    46,693     31,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,869:    -1,410     -3,524      2,986       -525      2,218      1,050      1,680:    -2,919     -3,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.0       25.6       42.3       54.1       80.3       86.7:      19.7       13.3
Old  :     100.0:      12.5        7.0       25.6       42.3       54.1       80.3       86.7:      19.7       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        43         20         41         58         59        120        103:
Old  :       129:        43         20         41         58         59        120        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  :                 15.3       21.3       25.5       30.5       10.2       12.6       14.6       17.8
Old  :                 15.3       21.3       25.5       30.5       10.2       12.6       14.6       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   239,263:    30,971     20,092     57,820    100,861    126,246    189,651    204,157:    49,612     35,106
Old  :   239,263:    30,971     20,092     57,820    100,861    126,246    189,651    204,157:    49,612     35,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    -6,281:    -3,869       -701        682     -7,474    -10,549    -10,661    -10,568:     4,379      4,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        8.4       24.2       42.2       52.8       79.3       85.3:      20.7       14.7
Old  :     100.0:      12.9        8.4       24.2       42.2       52.8       79.3       85.3:      20.7       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        40         27         41         61         61        124        109:
Old  :       134:        40         27         41         61         61        124        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  :                 16.0       21.0       26.2       29.8       10.1       11.3       14.5       16.7
Old  :                 16.0       21.0       26.2       29.8       10.1       11.3       14.5       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   939,828:    56,539     81,237    410,016    394,170    409,201    860,725    900,454:    79,104     39,375
Old  :   939,828:    56,539     81,237    410,016    394,170    409,201    860,725    900,454:    79,104     39,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    25,588:      -173     -2,331     15,866      8,237      9,825     23,931     23,360:     1,657      2,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        8.6       43.6       41.9       43.5       91.6       95.8:       8.4        4.2
Old  :     100.0:       6.0        8.6       43.6       41.9       43.5       91.6       95.8:       8.4        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        61         52         86         96         89        204        183:
Old  :       215:        61         52         86         96         89        204        183:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       22.1       33.6       37.9        4.0        7.6        6.7       10.8
Old  :                 20.4       22.1       33.6       37.9        4.0        7.6        6.7       10.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   914,241:    56,712     83,568    394,149    385,933    399,376    836,794    877,094:    77,447     37,147
Old  :   914,241:    56,712     83,568    394,149    385,933    399,376    836,794    877,094:    77,447     37,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -29,040:    -4,752        195    -24,403       -937     -7,812    -30,093    -32,020:     1,053      2,980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        9.1       43.1       42.2       43.7       91.5       95.9:       8.5        4.1
Old  :     100.0:       6.2        9.1       43.1       42.2       43.7       91.5       95.9:       8.5        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  :       216:        70         46         81         95         88        205        177:
Old  :       216:        70         46         81         95         88        205        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       21.7       33.0       37.7        4.2        7.9        6.8       11.1
Old  :                 19.6       21.7       33.0       37.7        4.2        7.9        6.8       11.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Old  :    40,921:         0      3,594      4,929     31,036     25,729     35,965     34,252:     4,956      6,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -815:    -2,688       -205      2,380     -2,016     -3,018     -2,324       -843:     1,509         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
Old  :     100.0:       0.0        8.8       12.0       75.8       62.9       87.9       83.7:      12.1       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          2         16         14         18         17:
Old  :        23:         0          3          2         16         14         18         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  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Old  :                 45.5       43.1       70.6       66.0       39.4       33.2       59.4       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    41,736:     2,688      3,799      2,549     33,052     28,747     38,289     35,095:     3,447      6,641
Old  :    41,736:     2,688      3,799      2,549     33,052     28,747     38,289     35,095:     3,447      6,641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,658:       612        120        430        890      1,634      1,932      2,184:      -274       -526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4        9.1        6.1       79.2       68.9       91.7       84.1:       8.3       15.9
Old  :     100.0:       6.4        9.1        6.1       79.2       68.9       91.7       84.1:       8.3       15.9
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:         1          3          2         20         18         22         22:
Old  :        26:         1          3          2         20         18         22         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  :                 43.9       37.3       66.2       59.3       36.3       32.0       55.9       51.0
Old  :                 43.9       37.3       66.2       59.3       36.3       32.0       55.9       51.0
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                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Old  :   105,994:     9,475      5,300      4,396     82,763     91,704     96,634    101,400:     9,360      4,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,430:      -656        -60       -916     -2,082     -5,030     -3,654     -6,006:    -2,776       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        4.3
Old  :     100.0:       8.9        5.0        4.1       78.1       86.5       91.2       95.7:       8.8        4.3
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  :        38:         4          2          4         25         29         30         34:
Old  :        38:         4          2          4         25         29         30         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  :                 54.2       36.6       67.6       58.4       50.3       33.0       59.2       53.4
Old  :                 54.2       36.6       67.6       58.4       50.3       33.0       59.2       53.4
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                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   112,424:    10,131      5,360      5,312     84,845     96,734    100,288    107,406:    12,136      5,018
Old  :   112,424:    10,131      5,360      5,312     84,845     96,734    100,288    107,406:    12,136      5,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,336:     3,338       -372       -442       -866      2,510      2,030      1,696:       306        640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        4.8        4.7       75.5       86.0       89.2       95.5:      10.8        4.5
Old  :     100.0:       9.0        4.8        4.7       75.5       86.0       89.2       95.5:      10.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          2          4         25         27         30         32:
Old  :        37:         4          2          4         25         27         30         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  :                 55.5       36.4       67.7       57.3       50.4       32.8       57.9       52.5
Old  :                 55.5       36.4       67.7       57.3       50.4       32.8       57.9       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Old  :    59,338:     4,920     10,821      1,515     48,826     39,892     55,261     52,228:     4,077      7,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -16,711:   -12,572     -3,746     -1,169     -2,792    -11,624    -16,533    -16,539:      -178       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       12.0
Old  :     100.0:       8.3       18.2        2.6       82.3       67.2       93.1       88.0:       6.9       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  :        29:         2          3          2         20         17         23         21:
Old  :        29:         2          3          2         20         17         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Old  :                 57.0       39.8       80.5       63.5       50.9       34.8       66.8       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    76,049:    17,492     14,567      2,684     51,618     51,516     71,794     68,767:     4,255      7,282
Old  :    76,049:    17,492     14,567      2,684     51,618     51,516     71,794     68,767:     4,255      7,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     4,882:     2,282      1,624          0      2,660      3,754      4,942      5,378:       -60       -496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       19.2        3.5       67.9       67.7       94.4       90.4:       5.6        9.6
Old  :     100.0:      23.0       19.2        3.5       67.9       67.7       94.4       90.4:       5.6        9.6
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  :        29:         2          3          1         20         16         22         20:
Old  :        29:         2          3          1         20         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  :                 63.4       36.8       81.4       65.8       51.8       35.2       66.1       59.8
Old  :                 63.4       36.8       81.4       65.8       51.8       35.2       66.1       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Old  :    65,008:       188     25,135      1,424     58,643     35,958     60,255     62,517:     4,753      2,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,768:       188      4,993     -2,016     -3,256     -6,902     -5,084     -3,925:     1,316        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        3.8
Old  :     100.0:       0.3       38.7        2.2       90.2       55.3       92.7       96.2:       7.3        3.8
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  :        27:         1          3          4         21         20         25         24:
Old  :        27:         1          3          4         21         20         25         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  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
Old  :                 43.1       53.1       64.7       72.4       32.3       45.6       46.9       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    68,776:         0     20,142      3,440     61,899     42,860     65,339     66,442:     3,437      2,334
Old  :    68,776:         0     20,142      3,440     61,899     42,860     65,339     66,442:     3,437      2,334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     5,318:         0     -4,103       -242      6,137      9,998      5,895      5,653:      -577       -335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       29.3        5.0       90.0       62.3       95.0       96.6:       5.0        3.4
Old  :     100.0:       0.0       29.3        5.0       90.0       62.3       95.0       96.6:       5.0        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  :        29:         0          4          4         22         22         26         26:
Old  :        29:         0          4          4         22         22         26         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  :                 41.2       45.7       62.0       65.6       26.8       36.9       42.1       49.0
Old  :                 41.2       45.7       62.0       65.6       26.8       36.9       42.1       49.0
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                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Old  :    56,110:    14,095     13,022      1,116     35,367     36,947     50,578     51,085:     5,532      5,025
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,034:       -28     -1,219     -1,646     -5,739     -4,084     -7,413     -6,949:      -621     -1,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        9.0
Old  :     100.0:      25.1       23.2        2.0       63.0       65.8       90.1       91.0:       9.9        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  :        30:         2          4          3         20         21         23         27:
Old  :        30:         2          4          3         20         21         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  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
Old  :                 48.5       39.5       69.4       58.5       43.5       37.8       56.3       55.2
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                            Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    64,144:    14,123     14,241      2,762     41,106     41,031     57,991     58,034:     6,153      6,110
Old  :    64,144:    14,123     14,241      2,762     41,106     41,031     57,991     58,034:     6,153      6,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     1,565:       720        324       -201       -659        618       -140        741:     1,705        824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       22.2        4.3       64.1       64.0       90.4       90.5:       9.6        9.5
Old  :     100.0:      22.0       22.2        4.3       64.1       64.0       90.4       90.5:       9.6        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  :        31:         3          4          5         20         19         25         26:
Old  :        31:         3          4          5         20         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  :                 46.5       37.2       65.4       56.8       40.5       35.0       52.8       52.3
Old  :                 46.5       37.2       65.4       56.8       40.5       35.0       52.8       52.3
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                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Old  :    60,600:       403          0      1,989     57,673     52,199     60,065     54,188:       535      6,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,443:       403     -2,219         43     -2,678     -1,367     -2,232     -3,543:      -211      1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       10.6
Old  :     100.0:       0.7        0.0        3.3       95.2       86.1       99.1       89.4:       0.9       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          0          1         19         20         20         21:
Old  :        24:         1          0          1         19         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
Old  :                 65.7       39.7       82.5       66.8       57.8       37.3       65.4       52.8
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                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    63,043:         0      2,219      1,946     60,351     53,566     62,297     57,731:       746      5,312
Old  :    63,043:         0      2,219      1,946     60,351     53,566     62,297     57,731:       746      5,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     3,872:         0        182      1,092      3,148      2,474      4,240      3,748:      -368        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.5        3.1       95.7       85.0       98.8       91.6:       1.2        8.4
Old  :     100.0:       0.0        3.5        3.1       95.7       85.0       98.8       91.6:       1.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         22         21         23         22:
Old  :        25:         0          1          1         22         21         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  :                 65.1       39.7       80.6       65.6       58.1       33.8       63.4       48.4
Old  :                 65.1       39.7       80.6       65.6       58.1       33.8       63.4       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Old  :    65,500:         0     16,623         62     57,978     43,802     58,040     60,487:     7,460      5,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,162:         0      1,166       -460     -2,656     -3,818     -3,116     -3,112:       -46        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        7.7
Old  :     100.0:       0.0       25.4        0.1       88.5       66.9       88.6       92.3:      11.4        7.7
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:         0          2          1         22         20         23         22:
Old  :        28:         0          2          1         22         20         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  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Old  :                 34.9       49.5       57.1       78.8       25.1       47.7       40.1       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    68,662:         0     15,457        522     60,634     47,620     61,156     63,599:     7,506      5,063
Old  :    68,662:         0     15,457        522     60,634     47,620     61,156     63,599:     7,506      5,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,950:         0       -494        212      2,765      2,619      2,977      2,337:       -27        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       22.5        0.8       88.3       69.4       89.1       92.6:      10.9        7.4
Old  :     100.0:       0.0       22.5        0.8       88.3       69.4       89.1       92.6:      10.9        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          2          2         24         22         26         24:
Old  :        30:         0          2          2         24         22         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       46.6       54.3       76.1       24.9       43.8       38.9       55.2
Old  :                 31.9       46.6       54.3       76.1       24.9       43.8       38.9       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Old  :    67,380:    22,264        565      2,920     37,970     57,789     63,154     61,274:     4,226      6,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,444:    -3,267       -270     -1,213     -4,408     -7,561     -8,888     -9,044:       444        600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        9.1
Old  :     100.0:      33.0        0.8        4.3       56.4       85.8       93.7       90.9:       6.3        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  :        27:         3          1          3         18         21         21         25:
Old  :        27:         3          1          3         18         21         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Old  :                 58.6       49.9       76.2       67.9       42.2       31.0       50.7       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    75,824:    25,531        835      4,133     42,378     65,350     72,042     70,318:     3,782      5,506
Old  :    75,824:    25,531        835      4,133     42,378     65,350     72,042     70,318:     3,782      5,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     2,520:       740     -1,506       -368      2,762      4,458      3,134      2,584:      -614        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        1.1        5.5       55.9       86.2       95.0       92.7:       5.0        7.3
Old  :     100.0:      33.7        1.1        5.5       55.9       86.2       95.0       92.7:       5.0        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  :        29:         3          1          3         21         22         24         26:
Old  :        29:         3          1          3         21         22         24         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  :                 58.5       48.9       75.0       68.0       49.5       31.9       55.8       44.9
Old  :                 58.5       48.9       75.0       68.0       49.5       31.9       55.8       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Old  :    37,927:     1,392        648      3,162     29,470     24,070     34,024     27,880:     3,903     10,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,426:       325     -2,935        382     -6,887     -1,827     -6,180     -4,380:     1,754        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
Old  :     100.0:       3.7        1.7        8.3       77.7       63.5       89.7       73.5:      10.3       26.5
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  :        24:         3          1          2         17         15         21         17:
Old  :        24:         3          1          2         17         15         21         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  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
Old  :                 47.6       31.3       70.0       56.8       37.3       26.5       51.9       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    42,353:     1,067      3,583      2,780     36,357     25,897     40,204     32,260:     2,149     10,093
Old  :    42,353:     1,067      3,583      2,780     36,357     25,897     40,204     32,260:     2,149     10,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     3,573:    -1,034      1,088         52      4,421      1,477      3,439      2,617:       134        956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        8.5        6.6       85.8       61.1       94.9       76.2:       5.1       23.8
Old  :     100.0:       2.5        8.5        6.6       85.8       61.1       94.9       76.2:       5.1       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  :        27:         3          1          2         20         18         24         20:
Old  :        27:         3          1          2         20         18         24         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  :                 48.9       36.6       69.8       56.2       36.8       27.6       55.6       39.4
Old  :                 48.9       36.6       69.8       56.2       36.8       27.6       55.6       39.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    53,930:     1,712      8,112      1,379     36,779     36,761     39,870     46,252:    14,060      7,678
Old  :    53,930:     1,712      8,112      1,379     36,779     36,761     39,870     46,252:    14,060      7,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     3,577:         0      3,538        260      1,886         64      2,146      3,862:     1,431       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       15.0        2.6       68.2       68.2       73.9       85.8:      26.1       14.2
Old  :     100.0:       3.2       15.0        2.6       68.2       68.2       73.9       85.8:      26.1       14.2
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  :        21:         1          3          2         11         12         14         15:
Old  :        21:         1          3          2         11         12         14         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  :                 54.6       46.6       67.8       72.7       53.4       41.6       59.7       61.4
Old  :                 54.6       46.6       67.8       72.7       53.4       41.6       59.7       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    46,806:     3,274          0          0     43,132     46,332     46,406     46,332:       400        474
Old  :    46,806:     3,274          0          0     43,132     46,332     46,406     46,332:       400        474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.0        0.0       92.2       99.0       99.1       99.0:       0.9        1.0
Old  :     100.0:       7.0        0.0        0.0       92.2       99.0       99.1       99.0:       0.9        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          0          0         14         16         17         16:
Old  :        26:         3          0          0         14         16         17         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  :                 84.7       83.8       94.3       92.9       71.1       69.3       76.1       75.1
Old  :                 84.7       83.8       94.3       92.9       71.1       69.3       76.1       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    33,588:     4,684          0          0     27,702     32,518     32,386     32,518:     1,202      1,070
Old  :    33,588:     4,684          0          0     27,702     32,518     32,386     32,518:     1,202      1,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        0.0        0.0       82.5       96.8       96.4       96.8:       3.6        3.2
Old  :     100.0:      13.9        0.0        0.0       82.5       96.8       96.4       96.8:       3.6        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  :        26:         3          0          0         14         19         17         19:
Old  :        26:         3          0          0         14         19         17         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  :                 59.7       63.9       85.5       79.7       47.0       48.9       59.2       61.9
Old  :                 59.7       63.9       85.5       79.7       47.0       48.9       59.2       61.9
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                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Old  : 1,230,454:   322,403     55,507    238,579    650,696    926,652  1,211,678  1,220,738:    18,776      9,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    19,523:     5,129      1,604      5,531     11,169     15,221     21,829     22,356:    -2,306     -2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
Old  :     100.0:      26.2        4.5       19.4       52.9       75.3       98.5       99.2:       1.5        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        28         10         35         81         79        117        116:
Old  :       127:        28         10         35         81         79        117        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  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
Old  :                 26.9       26.0       42.3       40.7       19.7       16.7       29.3       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,210,931:   317,274     53,903    233,048    639,527    911,431  1,189,849  1,198,382:    21,082     12,549
Old  : 1,210,931:   317,274     53,903    233,048    639,527    911,431  1,189,849  1,198,382:    21,082     12,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -36,558:    -9,685    -18,943     -2,332    -25,774    -15,280    -37,791    -36,555:     1,233         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        4.5       19.2       52.8       75.3       98.3       99.0:       1.7        1.0
Old  :     100.0:      26.2        4.5       19.2       52.8       75.3       98.3       99.0:       1.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        25         10         34         82         79        116        115:
Old  :       125:        25         10         34         82         79        116        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       25.6       42.9       40.8       20.4       16.4       30.2       28.5
Old  :                 27.3       25.6       42.9       40.8       20.4       16.4       30.2       28.5
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                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Old  :   204,832:    50,227     41,613     51,928    100,304    107,272    202,459    200,813:     2,373      4,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    13,171:     8,456      2,408       -633      5,365     10,926     13,188     12,701:       -17        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.5       20.3       25.4       49.0       52.4       98.8       98.0:       1.2        2.0
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  :        50:        12          7         17         29         30         47         48:
Old  :        50:        12          7         17         29         30         47         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  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Old  :                 34.6       43.5       58.0       62.8       25.6       24.8       35.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                         Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   191,661:    41,771     39,205     52,561     94,939     96,346    189,271    188,112:     2,390      3,549
Old  :   191,661:    41,771     39,205     52,561     94,939     96,346    189,271    188,112:     2,390      3,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -10,743:    10,034      1,085    -11,982     -9,858     -1,233    -11,806    -12,130:     1,063      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       20.5       27.4       49.5       50.3       98.8       98.1:       1.2        1.9
Old  :     100.0:      21.8       20.5       27.4       49.5       50.3       98.8       98.1:       1.2        1.9
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  :        51:        11          9         17         29         30         47         49:
Old  :        51:        11          9         17         29         30         47         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       44.7       57.2       63.7       26.1       24.4       35.3       35.7
Old  :                 37.4       44.7       57.2       63.7       26.1       24.4       35.3       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    87,681:    21,888      6,123     21,198     44,077     59,840     87,163     87,161:       518        520
Old  :    87,681:    21,888      6,123     21,198     44,077     59,840     87,163     87,161:       518        520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -5,596:    -3,098        416     -1,537     -1,175     -4,578     -5,809     -5,699:       213        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        7.0       24.2       50.3       68.2       99.4       99.4:       0.6        0.6
Old  :     100.0:      25.0        7.0       24.2       50.3       68.2       99.4       99.4:       0.6        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  :        51:         3          7          9         37         37         46         48:
Old  :        51:         3          7          9         37         37         46         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  :                 55.4       42.4       70.7       63.4       36.1       36.6       43.2       45.0
Old  :                 55.4       42.4       70.7       63.4       36.1       36.6       43.2       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    93,277:    24,985      5,707     22,735     45,252     64,418     92,972     92,860:       305        417
Old  :    93,277:    24,985      5,707     22,735     45,252     64,418     92,972     92,860:       305        417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :     3,120:     1,351      2,182     -1,413      3,065      2,374      3,003      3,143:       117        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        6.1       24.4       48.5       69.1       99.7       99.6:       0.3        0.4
Old  :     100.0:      26.8        6.1       24.4       48.5       69.1       99.7       99.6:       0.3        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  :        53:         5          7         10         38         36         48         48:
Old  :        53:         5          7         10         38         36         48         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       40.5       69.6       62.5       36.4       35.3       41.1       43.1
Old  :                 55.0       40.5       69.6       62.5       36.4       35.3       41.1       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Old  :    25,065:     2,114      5,068      2,647     18,369     16,449     23,130     24,164:     1,935        901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,988:       -44        322       -571       -909     -1,483     -1,524     -1,732:      -464       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        3.6
Old  :     100.0:       8.4       20.2       10.6       73.3       65.6       92.3       96.4:       7.7        3.6
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  :        32:         2          4          4         19         23         24         28:
Old  :        32:         2          4          4         19         23         24         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  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
Old  :                 55.8       50.4       73.6       68.6       51.0       40.9       60.3       53.0
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                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    27,053:     2,158      4,746      3,218     19,278     17,932     24,654     25,896:     2,399      1,157
Old  :    27,053:     2,158      4,746      3,218     19,278     17,932     24,654     25,896:     2,399      1,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :         2:      -508        -88        -42       -218       -180       -768       -310:       770        312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       17.5       11.9       71.3       66.3       91.1       95.7:       8.9        4.3
Old  :     100.0:       8.0       17.5       11.9       71.3       66.3       91.1       95.7:       8.9        4.3
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  :        33:         1          5          4         20         24         25         29:
Old  :        33:         1          5          4         20         24         25         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  :                 52.3       48.0       70.7       65.9       48.0       37.8       56.8       49.0
Old  :                 52.3       48.0       70.7       65.9       48.0       37.8       56.8       49.0
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                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Old  :    10,259:       260      3,979      1,833      6,768      3,897      8,861      9,709:     1,398        550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,935:      -322       -257       -295     -1,444       -917     -2,061     -1,469:       126       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        5.4
Old  :     100.0:       2.5       38.8       17.9       66.0       38.0       86.4       94.6:      13.6        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  :        28:         2          3          3         18         11         22         15:
Old  :        28:         2          3          3         18         11         22         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  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
Old  :                 38.4       67.6       61.3       88.9       31.3       56.9       50.6       70.4
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                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    12,194:       582      4,236      2,128      8,212      4,814     10,922     11,178:     1,272      1,016
Old  :    12,194:       582      4,236      2,128      8,212      4,814     10,922     11,178:     1,272      1,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       628:        42        882       -714      1,306          0        634        168:        -6        460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       34.7       17.5       67.3       39.5       89.6       91.7:      10.4        8.3
Old  :     100.0:       4.8       34.7       17.5       67.3       39.5       89.6       91.7:      10.4        8.3
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  :        30:         3          3          3         20         13         25         17:
Old  :        30:         3          3          3         20         13         25         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  :                 43.7       61.8       64.4       82.2       35.2       50.5       52.1       66.3
Old  :                 43.7       61.8       64.4       82.2       35.2       50.5       52.1       66.3
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                             Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    11,957:     2,403      3,039        399      9,132      8,385     11,934     11,823:        23        134
Old  :    11,957:     2,403      3,039        399      9,132      8,385     11,934     11,823:        23        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       -42:        84          0        -84        -42         42        -42        -42:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       25.4        3.3       76.4       70.1       99.8       98.9:       0.2        1.1
Old  :     100.0:      20.1       25.4        3.3       76.4       70.1       99.8       98.9:       0.2        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          3         12          9         15         14:
Old  :        21:         2          3          3         12          9         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  :                 81.5       83.8       96.4       96.2       73.1       75.4       77.8       78.1
Old  :                 81.5       83.8       96.4       96.2       73.1       75.4       77.8       78.1
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                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Old  :    16,100:     3,200      3,220      2,400     10,168     10,252     15,768     15,872:       332        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -762:      -160        146       -600       -174       -306       -934       -760:       172         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        1.4
Old  :     100.0:      19.9       20.0       14.9       63.2       63.7       97.9       98.6:       2.1        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:         3          3          6         16         16         22         22:
Old  :        26:         3          3          6         16         16         22         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  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
Old  :                 48.0       57.6       76.7       77.4       42.5       45.5       58.7       59.1
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                            Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    16,862:     3,360      3,074      3,000     10,342     10,558     16,702     16,632:       160        230
Old  :    16,862:     3,360      3,074      3,000     10,342     10,558     16,702     16,632:       160        230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       580:      -100          0         60        500        500        460        560:       120         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.2       17.8       61.3       62.6       99.1       98.6:       0.9        1.4
Old  :     100.0:      19.9       18.2       17.8       61.3       62.6       99.1       98.6:       0.9        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  :        27:         4          2          6         20         17         26         23:
Old  :        27:         4          2          6         20         17         26         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  :                 45.7       57.8       73.9       77.1       40.9       43.5       54.1       55.8
Old  :                 45.7       57.8       73.9       77.1       40.9       43.5       54.1       55.8
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                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Old  :    24,086:    11,850        240      1,480      9,890     21,854     23,220     23,574:       866        512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -990:       470        -40       -470     -1,070       -360     -1,070       -870:        80       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        2.1
Old  :     100.0:      49.2        1.0        6.1       41.1       90.7       96.4       97.9:       3.6        2.1
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  :        30:         5          1          5         19         20         25         25:
Old  :        30:         5          1          5         19         20         25         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  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
Old  :                 68.6       56.3       82.4       79.2       60.7       53.6       73.1       74.5
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                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    25,076:    11,380        280      1,950     10,960     22,214     24,290     24,444:       786        632
Old  :    25,076:    11,380        280      1,950     10,960     22,214     24,290     24,444:       786        632
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :       430:      -110          0         30         90        -80         10        -50:       420        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        1.1        7.8       43.7       88.6       96.9       97.5:       3.1        2.5
Old  :     100.0:      45.4        1.1        7.8       43.7       88.6       96.9       97.5:       3.1        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  :        32:         5          1          4         23         23         28         28:
Old  :        32:         5          1          4         23         23         28         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  :                 65.0       54.1       80.3       77.5       55.9       50.2       69.3       70.1
Old  :                 65.0       54.1       80.3       77.5       55.9       50.2       69.3       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  : 1,525,560:   144,978     78,048    466,947    828,851    886,083  1,440,776  1,431,078:    84,785     94,482
Old  : 1,525,560:   144,978     78,048    466,947    828,851    886,083  1,440,776  1,431,078:    84,785     94,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,967:    -6,349     -8,701      5,236      2,420     10,330      1,306      6,865:     1,660     -3,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        5.1       30.6       54.3       58.1       94.4       93.8:       5.6        6.2
Old  :     100.0:       9.5        5.1       30.6       54.3       58.1       94.4       93.8:       5.6        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  :       302:        92        110        126         81         91        246        260:
Old  :       302:        92        110        126         81         91        246        260:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.1       30.0       29.2        8.8        7.0       12.9       10.9
Old  :                 20.5       19.1       30.0       29.2        8.8        7.0       12.9       10.9
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                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  : 1,522,594:   151,327     86,749    461,711    826,431    875,753  1,439,469  1,424,214:    83,124     98,380
Old  : 1,522,594:   151,327     86,749    461,711    826,431    875,753  1,439,469  1,424,214:    83,124     98,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :    75,943:    -2,055     -1,906     37,831     31,394     24,981     67,171     60,905:     8,773     15,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        5.7       30.3       54.3       57.5       94.5       93.5:       5.5        6.5
Old  :     100.0:       9.9        5.7       30.3       54.3       57.5       94.5       93.5:       5.5        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  :       303:        88        113        128         81         94        243        266:
Old  :       303:        88        113        128         81         94        243        266:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       18.5       29.9       28.7        9.3        6.9       13.5       10.6
Old  :                 20.6       18.5       29.9       28.7        9.3        6.9       13.5       10.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Old  :    13,315:     8,392      6,698        236      2,291      5,615     10,919     12,549:     2,396        766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,484:        32        817       -420       -929     -1,700     -1,317     -1,303:      -167       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        5.8
Old  :     100.0:      63.0       50.3        1.8       17.2       42.2       82.0       94.2:      18.0        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        53         16          2         15         24         70         40:
Old  :       104:        53         16          2         15         24         70         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  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Old  :                 26.3       46.4       39.9       61.7       26.3       45.3       39.9       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    14,799:     8,360      5,881        656      3,220      7,315     12,236     13,852:     2,563        947
Old  :    14,799:     8,360      5,881        656      3,220      7,315     12,236     13,852:     2,563        947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -107:      -118        458       -282        432       -363         32       -187:      -139         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.5       39.7        4.4       21.8       49.4       82.7       93.6:      17.3        6.4
Old  :     100.0:      56.5       39.7        4.4       21.8       49.4       82.7       93.6:      17.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        53         16          4         16         25         73         42:
Old  :       106:        53         16          4         16         25         73         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  :                 24.2       46.7       38.7       62.3       24.2       45.4       38.0       59.4
Old  :                 24.2       46.7       38.7       62.3       24.2       45.4       38.0       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :    11,329:     7,782        812        253      1,005      9,246      9,040     10,310:     2,289      1,018
Old  :    11,329:     7,782        812        253      1,005      9,246      9,040     10,310:     2,289      1,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       486:       347        106        186       -100         61        433        352:        53        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7        7.2        2.2        8.9       81.6       79.8       91.0:      20.2        9.0
Old  :     100.0:      68.7        7.2        2.2        8.9       81.6       79.8       91.0:      20.2        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  :        58:        24          9          3          8         23         35         32:
Old  :        58:        24          9          3          8         23         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       47.2       47.7       67.3       31.9       46.8       47.7       66.9
Old  :                 31.9       47.2       47.7       67.3       31.9       46.8       47.7       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :    10,843:     7,435        706         67      1,105      9,185      8,607      9,958:     2,236        885
Old  :    10,843:     7,435        706         67      1,105      9,185      8,607      9,958:     2,236        885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :      -458:      -209          5         59         85       -406        -65       -342:      -393       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6        6.5        0.6       10.2       84.7       79.4       91.8:      20.6        8.2
Old  :     100.0:      68.6        6.5        0.6       10.2       84.7       79.4       91.8:      20.6        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        24          6          2          8         21         33         29:
Old  :        55:        24          6          2          8         21         33         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  :                 32.5       49.2       48.5       68.9       32.5       48.8       48.1       68.5
Old  :                 32.5       49.2       48.5       68.9       32.5       48.8       48.1       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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  :   171,942:    34,801      6,080     27,809     89,212    124,873    151,822    158,762:    20,119     13,180
Old  :   171,942:    34,801      6,080     27,809     89,212    124,873    151,822    158,762:    20,119     13,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -12,377:    -4,639     -1,690        524     -8,000     -9,380    -12,115    -10,546:      -262     -1,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        3.5       16.2       51.9       72.6       88.3       92.3:      11.7        7.7
Old  :     100.0:      20.2        3.5       16.2       51.9       72.6       88.3       92.3:      11.7        7.7
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  :       151:        52         20         38         57         75        126        116:
Old  :       151:        52         20         38         57         75        126        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  :                 21.0       21.7       34.5       36.1       13.7       16.5       22.1       25.6
Old  :                 21.0       21.7       34.5       36.1       13.7       16.5       22.1       25.6
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                         Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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  :   184,319:    39,440      7,770     27,286     97,212    134,253    163,938    169,308:    20,381     15,011
Old  :   184,319:    39,440      7,770     27,286     97,212    134,253    163,938    169,308:    20,381     15,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2005                      :
     :   -12,343:    -6,589      2,367     -8,831      2,510     -8,264    -12,910    -14,728:       567      2,385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        4.2       14.8       52.7       72.8       88.9       91.9:      11.1        8.1
Old  :     100.0:      21.4        4.2       14.8       52.7       72.8       88.9       91.9:      11.1        8.1
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  :       153:        48         26         33         65         68        132        109:
Old  :       153:        48         26         33         65         68        132        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  :                 21.8       23.9       34.8       37.6       13.7       16.6       22.2       24.7
Old  :                 21.8       23.9       34.8       37.6       13.7       16.6       22.2       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 16, 2005