WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   338,482:    52,037     91,582     65,633    191,361    136,212    309,030    293,427:    29,452     45,055
Old  :   292,077:    52,472     93,623     47,574    165,101    119,715    265,146    260,912:    26,931     31,165
Other:    46,405:    14,067     12,460      3,557     26,260     16,497     43,884     32,515:     2,521     13,890
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     6,102:     1,871     12,201       -306      1,647     -6,423      3,212      5,473:     2,890        629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       27.1       19.4       56.5       40.2       91.3       86.7:       8.7       13.3
Old  :     100.0:      18.0       32.1       16.3       56.5       41.0       90.8       89.3:       9.2       10.7
Other:     100.0:      30.3       26.9        7.7       56.6       35.6       94.6       70.1:       5.4       29.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       316:        83        135        116         54         66        215        259:
Old  :       303:        84        136        101         51         59        201        239:
Other:       148:        50         36         34         18         58         78        119:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       23.5       40.6       29.6       27.2       17.4       38.8       22.2
Old  :                 30.2       26.6       43.9       33.4       30.2       25.3       43.6       30.5
Other:                 51.9       15.5       64.6       22.0       50.9       15.1       63.4       21.5
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   332,380:    50,166     79,381     65,938    189,714    142,635    305,818    287,954:    26,562     44,426
Old  :   288,132:    50,633     83,288     47,513    165,629    126,887    263,775    257,688:    24,357     30,444
Other:    44,248:    14,489     11,048      3,469     24,085     15,749     42,043     30,266:     2,205     13,982
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     4,965:    -2,833     14,943        848      8,653    -10,053      6,667      5,738:    -1,702       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       23.9       19.8       57.1       42.9       92.0       86.6:       8.0       13.4
Old  :     100.0:      17.6       28.9       16.5       57.5       44.0       91.5       89.4:       8.5       10.6
Other:     100.0:      32.7       25.0        7.8       54.4       35.6       95.0       68.4:       5.0       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        80        111        105         53         65        202        232:
Old  :       280:        79        120         94         51         59        190        220:
Other:       139:        54         26         28         18         57         77        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       25.5       41.8       31.5       27.7       18.5       39.3       23.2
Old  :                 30.7       28.9       44.5       35.4       30.7       26.1       44.1       31.5
Other:                 49.3       16.5       62.3       23.2       48.3       15.9       61.3       22.6
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  : 1,064,779:   145,627    165,525    203,217    538,614    462,703    887,458    831,446:   177,321    233,333
Old  : 1,001,050:   130,538    170,126    187,909    516,261    428,318    834,709    786,354:   166,341    214,696
Other:    63,730:    22,986      3,297      7,410     22,353     34,385     52,750     45,092:    10,980     18,637
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    42,002:     3,737      4,218      7,817     16,205     21,219     27,758     33,254:    14,244      8,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       15.5       19.1       50.6       43.5       83.3       78.1:      16.7       21.9
Old  :     100.0:      13.0       17.0       18.8       51.6       42.8       83.4       78.6:      16.6       21.4
Other:     100.0:      36.1        5.2       11.6       35.1       54.0       82.8       70.8:      17.2       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       597:       167        133        182        224        217        479        473:
Old  :       594:       152        151        175        222        211        471        464:
Other:       252:        61         31         31         50        133        120        186:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.2       27.9       21.9       15.4       12.6       23.7       16.3
Old  :                 20.7       16.9       29.5       21.8       16.2       12.0       25.0       16.0
Other:                 17.2       26.6       29.1       34.6       16.5       26.3       27.6       32.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,022,777:   141,890    161,307    195,401    522,409    441,484    859,700    798,191:   163,077    224,585
Old  :   963,528:   127,654    167,705    179,189    502,848    410,901    809,691    757,795:   153,838    205,734
Other:    59,248:    23,465      2,831      6,983     19,561     30,583     50,009     40,397:     9,240     18,852
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,869:     1,367      5,708     14,884     13,148     10,513     29,399     31,105:    -3,530     -5,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.8       19.1       51.1       43.2       84.1       78.0:      15.9       22.0
Old  :     100.0:      13.2       17.4       18.6       52.2       42.6       84.0       78.6:      16.0       21.4
Other:     100.0:      39.6        4.8       11.8       33.0       51.6       84.4       68.2:      15.6       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       592:       167        134        182        218        215        474        472:
Old  :       589:       153        155        176        216        210        467        464:
Other:       238:        60         28         26         44        127        114        171:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.2       28.7       21.8       16.1       12.6       24.5       16.3
Old  :                 21.2       16.9       30.2       21.6       16.8       12.1       25.8       15.9
Other:                 17.4       27.1       29.9       34.5       16.6       26.4       27.2       31.9
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :     7,660:     2,896         76        592      1,563      5,768      5,050      6,435:     2,610      1,225
Old  :     7,651:     2,896         76        591      1,560      5,767      5,046      6,433:     2,605      1,218
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -805:      -901          1         23        157       -563       -722       -540:       -83       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        1.0        7.7       20.4       75.3       65.9       84.0:      34.1       16.0
Old  :     100.0:      37.8        1.0        7.7       20.4       75.4       66.0       84.1:      34.0       15.9
Other:     100.0:       0.0        0.0       11.1       33.3       11.1       44.4       22.2:      55.6       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          3          6         13         14         28         22:
Old  :        35:        14          3          6         13         14         28         22:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       50.1       42.9       65.9       28.9       44.3       39.3       56.7
Old  :                 30.6       50.2       43.0       65.9       28.9       44.4       39.4       56.8
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,464:     3,797         75        569      1,406      6,331      5,772      6,975:     2,692      1,490
Old  :     8,455:     3,797         75        569      1,403      6,330      5,769      6,974:     2,686      1,482
Other:         9:         0          0          0          3          1          3          1:         6          8
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       486:       325       -101         22          0        416        348        337:       139        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        0.9        6.7       16.6       74.8       68.2       82.4:      31.8       17.6
Old  :     100.0:      44.9        0.9        6.7       16.6       74.9       68.2       82.5:      31.8       17.5
Other:     100.0:       0.0        0.0        0.0       33.3       11.1       33.3       11.1:      66.7       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        18          3          5         10         14         29         21:
Old  :        38:        18          3          5         10         14         29         21:
Other:         2:         0          0          0          2          1          2          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  :                 29.9       48.3       43.1       65.8       28.2       41.9       40.7       56.8
Old  :                 29.9       48.3       43.1       65.9       28.2       41.9       40.7       56.9
Other:                 33.3       11.1       33.3       11.1       22.2        0.0       22.2        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   325,044:    48,508     43,238     54,289    169,685    144,752    272,483    242,280:    52,561     82,764
Old  :   309,141:    48,841     45,353     47,438    162,090    138,920    258,369    231,711:    50,772     77,430
Other:    15,903:     5,791      4,009        727      7,595      5,832     14,114     10,569:     1,789      5,334
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -9,071:     4,080      1,197      1,994     -7,014     -4,273       -940     -1,082:    -8,131     -7,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       13.3       16.7       52.2       44.5       83.8       74.5:      16.2       25.5
Old  :     100.0:      15.8       14.7       15.3       52.4       44.9       83.6       75.0:      16.4       25.0
Other:     100.0:      36.4       25.2        4.6       47.8       36.7       88.7       66.5:      11.3       33.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        79        102        108        103        111        253        268:
Old  :       328:        83        104        100        102        107        248        260:
Other:       111:        16         26          8         29         50         51         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       20.8       30.2       28.0       16.5       13.3       25.0       17.5
Old  :                 19.1       21.4       31.0       28.8       18.1       13.8       26.7       18.6
Other:                 44.4       29.6       64.5       40.9       41.5       28.9       61.0       39.6
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   334,115:    44,429     42,041     52,295    176,699    149,026    273,422    243,362:    60,692     90,753
Old  :   318,947:    45,131     44,206     45,310    169,621    143,832    260,062    233,348:    58,884     85,598
Other:    15,168:     5,588      4,125        694      7,078      5,194     13,360     10,013:     1,808      5,155
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -55,516:   -10,587     -1,123    -34,119     -9,742    -13,159    -54,447    -48,401:    -1,069     -7,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.6       15.7       52.9       44.6       81.8       72.8:      18.2       27.2
Old  :     100.0:      14.2       13.9       14.2       53.2       45.1       81.5       73.2:      18.5       26.8
Other:     100.0:      36.8       27.2        4.6       46.7       34.2       88.1       66.0:      11.9       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        65         99         99        104        110        240        253:
Old  :       309:        69        100         91        104        108        237        246:
Other:       109:        15         28          8         22         49         42         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       19.8       29.0       27.0       16.1       12.8       23.9       16.6
Old  :                 18.2       20.4       29.6       27.7       17.5       13.3       25.3       17.3
Other:                 43.8       27.9       65.0       40.0       41.1       27.5       61.4       38.7
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   201,264:    27,879     12,649     45,528    101,242    125,233    174,648    183,409:    26,616     17,855
Old  :   192,325:    29,995     12,382     41,798     94,874    120,897    166,667    175,077:    25,658     17,248
Other:     8,939:     1,442      3,825        171      6,368      4,336      7,981      8,332:       958        607
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,899:    -2,978      4,393       -283      5,464     -5,658      2,203     -1,548:      -303      3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        6.3       22.6       50.3       62.2       86.8       91.1:      13.2        8.9
Old  :     100.0:      15.6        6.4       21.7       49.3       62.9       86.7       91.0:      13.3        9.0
Other:     100.0:      16.1       42.8        1.9       71.2       48.5       89.3       93.2:      10.7        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        40         34         54         54         55        132        121:
Old  :       155:        48         33         50         54         54        131        117:
Other:        44:         6         17          4         14         13         23         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.7       31.3       46.6       17.4       26.4       24.5       32.1
Old  :                 19.8       33.0       31.0       47.3       18.2       26.7       25.7       34.2
Other:                 76.7       36.8       84.4       60.3       69.0       33.7       75.3       53.9
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   199,365:    30,856      8,256     45,811     95,778    130,891    172,445    184,957:    26,919     14,408
Old  :   191,148:    32,219      8,236     41,880     91,304    127,265    165,403    177,381:    25,744     13,767
Other:     8,217:     2,400      3,782        168      4,474      3,626      7,042      7,576:     1,175        641
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,695:    -1,685       -387      1,984      1,254     -2,354      1,553       -757:    -3,248       -938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        4.1       23.0       48.0       65.7       86.5       92.8:      13.5        7.2
Old  :     100.0:      16.9        4.3       21.9       47.8       66.6       86.5       92.8:      13.5        7.2
Other:     100.0:      29.2       46.0        2.0       54.4       44.1       85.7       92.2:      14.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        47         25         43         54         56        128        111:
Old  :       150:        55         23         40         54         55        127        107:
Other:        37:         4         16          3         12         11         19         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       34.1       31.8       49.0       17.6       27.1       24.4       36.0
Old  :                 20.2       34.5       31.8       49.9       18.4       27.6       25.5       38.0
Other:                 69.7       34.0       81.9       56.7       62.3       30.0       71.8       49.8
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   787,889:    81,401    115,923    117,585    460,839    372,201    659,825    605,710:   128,064    182,180
Old  :   787,889:    81,401    115,923    117,585    460,839    372,201    659,825    605,710:   128,064    182,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    41,952:       725     20,134     22,297     17,411     17,609     40,433     60,040:     1,519    -18,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       14.7       14.9       58.5       47.2       83.7       76.9:      16.3       23.1
Old  :     100.0:      10.3       14.7       14.9       58.5       47.2       83.7       76.9:      16.3       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  :       172:        31         40         48         74         83        127        149:
Old  :       172:        31         40         48         74         83        127        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       12.0       31.8       20.7       17.9       10.5       24.8       17.4
Old  :                 21.8       12.0       31.8       20.7       17.9       10.5       24.8       17.4
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, October 25, 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  :   745,937:    80,676     95,789     95,289    443,428    354,592    619,393    545,669:   126,545    200,268
Old  :   745,937:    80,676     95,789     95,289    443,428    354,592    619,393    545,669:   126,545    200,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -23,217:    -5,983        223     -8,977     -3,485    -12,360    -18,445    -21,114:    -4,772     -2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       12.8       12.8       59.4       47.5       83.0       73.2:      17.0       26.8
Old  :     100.0:      10.8       12.8       12.8       59.4       47.5       83.0       73.2:      17.0       26.8
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  :       163:        32         32         44         75         81        126        138:
Old  :       163:        32         32         44         75         81        126        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       12.2       30.4       20.9       16.8       10.5       23.9       17.6
Old  :                 20.1       12.2       30.4       20.9       16.8       10.5       23.9       17.6
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, November 1, 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  :   157,827:    16,464     22,630     25,991     85,020     83,011    127,474    131,633:    30,352     26,194
Old  :   151,876:    16,708     23,090     23,696     81,739     79,784    122,143    126,570:    29,733     25,306
Other:     5,951:       788        573      1,263      3,281      3,227      5,332      5,063:       619        888
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,997:       328      1,040      1,255      4,793      1,036      6,376      3,332:    -4,379     -1,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       14.3       16.5       53.9       52.6       80.8       83.4:      19.2       16.6
Old  :     100.0:      11.0       15.2       15.6       53.8       52.5       80.4       83.3:      19.6       16.7
Other:     100.0:      13.2        9.6       21.2       55.1       54.2       89.6       85.1:      10.4       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        29         50         42         51         52        111        122:
Old  :       149:        31         51         42         51         52        111        122:
Other:        36:        11          7         12         15         12         30         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       28.7       36.7       37.0       18.8       18.2       24.0       23.8
Old  :                 28.0       29.1       36.5       37.3       19.1       19.0       24.5       24.7
Other:                 44.0       37.7       65.9       62.3       34.0       30.0       44.0       39.5
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   155,830:    16,136     21,590     24,736     80,226     81,975    121,098    128,301:    34,731     27,528
Old  :   149,951:    16,542     22,002     22,370     77,104     78,779    116,017    123,151:    33,934     26,799
Other:     5,879:       765        759      1,195      3,122      3,196      5,082      5,150:       797        729
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,821:    -1,223      2,582        -45      1,142       -660       -126      1,877:     3,947      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       13.9       15.9       51.5       52.6       77.7       82.3:      22.3       17.7
Old  :     100.0:      11.0       14.7       14.9       51.4       52.5       77.4       82.1:      22.6       17.9
Other:     100.0:      13.0       12.9       20.3       53.1       54.4       86.4       87.6:      13.6       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        29         44         39         49         50        102        118:
Old  :       141:        30         46         39         49         49        102        116:
Other:        36:         8         11         11         14         11         28         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       28.5       35.5       37.9       18.3       18.3       23.3       24.1
Old  :                 26.5       28.9       35.2       38.3       18.6       18.9       23.7       24.8
Other:                 41.6       38.2       63.7       62.9       31.8       31.1       44.2       42.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :     7,985:     2,608        679      1,129      2,543      4,988      6,280      6,796:     1,705      1,189
Old  :     7,944:     2,596        671      1,126      2,543      4,987      6,266      6,784:     1,679      1,161
Other:        41:        12          8          3          0          1         15         12:        26         28
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       103:       178       -139         85        -42        305        222        251:      -118       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        8.5       14.1       31.9       62.5       78.7       85.1:      21.3       14.9
Old  :     100.0:      32.7        8.4       14.2       32.0       62.8       78.9       85.4:      21.1       14.6
Other:     100.0:      28.9       20.8        7.2        0.0        2.5       36.1       30.5:      63.9       69.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        14          7          7         16         19         33         30:
Old  :        44:        15          6          7         16         19         33         30:
Other:         6:         2          3          1          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       51.1       47.3       67.0       25.3       38.0       36.8       48.6
Old  :                 29.0       51.3       47.5       67.3       25.4       38.2       37.0       48.9
Other:                 36.1       30.5       36.1       30.5       28.9       23.3       28.9       23.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :     7,881:     2,429        818      1,044      2,585      4,683      6,059      6,545:     1,823      1,336
Old  :     7,855:     2,417        823      1,038      2,585      4,683      6,040      6,544:     1,815      1,311
Other:        26:        17          0          1          0          0         18          1:         8         25
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -206:      -144         22       -232        165       -214       -210       -423:         4        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       10.4       13.2       32.8       59.4       76.9       83.0:      23.1       17.0
Old  :     100.0:      30.8       10.5       13.2       32.9       59.6       76.9       83.3:      23.1       16.7
Other:     100.0:      66.0        1.5        3.8        0.0        0.0       69.8        5.2:      30.2       94.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        12          8          8         16         17         34         27:
Old  :        44:        12          8          8         16         17         34         27:
Other:         4:         3          1          1          0          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       47.0       45.0       62.8       26.6       33.3       37.6       46.6
Old  :                 28.8       47.1       45.1       63.0       26.7       33.4       37.7       46.8
Other:                 69.8        5.2       69.8        5.2       66.0        1.5       66.0        1.5
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   356,429:    95,091     91,571      2,006    187,188    155,358    284,285    248,935:    72,144    107,494
Old  :   356,429:    95,091     91,571      2,006    187,188    155,358    284,285    248,935:    72,144    107,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -15,960:    -6,370     -5,706        -91     -6,470    -10,279    -12,931    -16,076:    -3,029        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       25.7        0.6       52.5       43.6       79.8       69.8:      20.2       30.2
Old  :     100.0:      26.7       25.7        0.6       52.5       43.6       79.8       69.8:      20.2       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  :       118:        24         26          5         45         48         71         77:
Old  :       118:        24         26          5         45         48         71         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       16.1       37.7       25.7       25.5       14.9       36.7       24.4
Old  :                 26.0       16.1       37.7       25.7       25.5       14.9       36.7       24.4
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, October 25, 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  :   372,390:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,174    107,379
Old  :   372,390:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,174    107,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    17,189:     7,897     10,900         45      4,263     -1,692     12,205      9,253:     4,984      7,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
Old  :     100.0:      27.2       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        23         26          5         46         49         71         78:
Old  :       118:        23         26          5         46         49         71         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
Old  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
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, November 1, 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  : 2,339,019:   318,322    421,520    312,351  1,435,408  1,153,866  2,066,081  1,887,737:   272,938    451,282
Old  : 2,339,019:   318,322    421,520    312,351  1,435,408  1,153,866  2,066,081  1,887,737:   272,938    451,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   111,061:      -715    -15,464     45,930     60,462     71,773    105,677    102,239:     5,384      8,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       18.0       13.4       61.4       49.3       88.3       80.7:      11.7       19.3
Old  :     100.0:      13.6       18.0       13.4       61.4       49.3       88.3       80.7:      11.7       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  :       272:        62         67         86        113        121        218        231:
Old  :       272:        62         67         86        113        121        218        231:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.5       38.3       29.0       22.8       20.9       31.9       26.4
Old  :                 26.9       21.5       38.3       29.0       22.8       20.9       31.9       26.4
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, October 25, 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  : 2,227,959:   319,037    436,984    266,421  1,374,946  1,082,093  1,960,404  1,785,498:   267,555    442,461
Old  : 2,227,959:   319,037    436,984    266,421  1,374,946  1,082,093  1,960,404  1,785,498:   267,555    442,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -20,092:   -14,940     58,710    -38,587     23,994    -47,189    -29,533    -27,065:     9,441      6,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       19.6       12.0       61.7       48.6       88.0       80.1:      12.0       19.9
Old  :     100.0:      14.3       19.6       12.0       61.7       48.6       88.0       80.1:      12.0       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        62         66         80        112        124        209        235:
Old  :       272:        62         66         80        112        124        209        235:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       21.2       38.1       28.0       24.4       20.5       33.1       25.5
Old  :                 27.2       21.2       38.1       28.0       24.4       20.5       33.1       25.5
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, November 1, 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  : 1,768,969:   191,975    453,644    240,628  1,178,308    740,429  1,610,911  1,434,701:   158,057    334,267
Old  : 1,768,969:   191,975    453,644    240,628  1,178,308    740,429  1,610,911  1,434,701:   158,057    334,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    80,079:   -12,916      4,436     38,793     44,854     31,182     70,731     74,410:     9,348      5,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       25.6       13.6       66.6       41.9       91.1       81.1:       8.9       18.9
Old  :     100.0:      10.9       25.6       13.6       66.6       41.9       91.1       81.1:       8.9       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        34         55         46         77         85        138        159:
Old  :       193:        34         55         46         77         85        138        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       20.4       42.5       31.0       27.9       20.0       36.8       27.5
Old  :                 31.1       20.4       42.5       31.0       27.9       20.0       36.8       27.5
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, October 25, 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  : 1,688,890:   204,891    449,208    201,836  1,133,454    709,248  1,540,181  1,360,291:   148,709    328,599
Old  : 1,688,890:   204,891    449,208    201,836  1,133,454    709,248  1,540,181  1,360,291:   148,709    328,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,258:    13,471     33,337    -14,781     32,157     -9,315     30,847      9,241:    -5,589     16,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       26.6       12.0       67.1       42.0       91.2       80.5:       8.8       19.5
Old  :     100.0:      12.1       26.6       12.0       67.1       42.0       91.2       80.5:       8.8       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  :       193:        43         49         47         76         82        140        157:
Old  :       193:        43         49         47         76         82        140        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       20.4       44.2       30.8       29.5       20.1       39.1       28.6
Old  :                 32.6       20.4       44.2       30.8       29.5       20.1       39.1       28.6
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, November 1, 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  :   667,144:   163,161    121,880    229,667    233,073    272,836    625,902    624,383:    41,242     42,761
Old  :   667,144:   163,161    121,880    229,667    233,073    272,836    625,902    624,383:    41,242     42,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -60,261:     5,811     17,052    -66,000      8,702    -10,327    -51,487    -59,275:    -8,774       -986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       18.3       34.4       34.9       40.9       93.8       93.6:       6.2        6.4
Old  :     100.0:      24.5       18.3       34.4       34.9       40.9       93.8       93.6:       6.2        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  :       143:        45         32         45         57         57        125        111:
Old  :       143:        45         32         45         57         57        125        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       29.0       43.7       41.8       16.1       14.3       23.9       22.4
Old  :                 27.0       29.0       43.7       41.8       16.1       14.3       23.9       22.4
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, October 25, 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  :   727,405:   157,350    104,828    295,667    224,371    283,163    677,388    683,658:    50,017     43,747
Old  :   727,405:   157,350    104,828    295,667    224,371    283,163    677,388    683,658:    50,017     43,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    46,404:     8,589    -13,175     30,825      4,581     26,108     43,995     43,758:     2,409      2,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.4       40.6       30.8       38.9       93.1       94.0:       6.9        6.0
Old  :     100.0:      21.6       14.4       40.6       30.8       38.9       93.1       94.0:       6.9        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        46         31         43         62         59        128        113:
Old  :       147:        46         31         43         62         59        128        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       30.6       43.1       44.5       15.3       12.6       20.0       19.0
Old  :                 28.6       30.6       43.1       44.5       15.3       12.6       20.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    39,081:     5,159      8,545        568     26,239     17,548     31,966     26,662:     7,115     12,419
Old  :    39,081:     5,159      8,545        568     26,239     17,548     31,966     26,662:     7,115     12,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -245:       310       -508          9        244         98        563       -401:      -808        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       21.9        1.5       67.1       44.9       81.8       68.2:      18.2       31.8
Old  :     100.0:      13.2       21.9        1.5       67.1       44.9       81.8       68.2:      18.2       31.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        12         15          7         20         11         37         28:
Old  :        56:        12         15          7         20         11         37         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  :                 43.2       37.9       58.3       51.1       43.2       37.8       58.3       51.0
Old  :                 43.2       37.9       58.3       51.1       43.2       37.8       58.3       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    39,326:     4,849      9,054        559     25,995     17,450     31,403     27,063:     7,923     12,263
Old  :    39,326:     4,849      9,054        559     25,995     17,450     31,403     27,063:     7,923     12,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,053:    -1,050      1,715       -261      2,179       -729        868        726:       185        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       23.0        1.4       66.1       44.4       79.9       68.8:      20.1       31.2
Old  :     100.0:      12.3       23.0        1.4       66.1       44.4       79.9       68.8:      20.1       31.2
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  :        52:        10         14          6         20         10         34         26:
Old  :        52:        10         14          6         20         10         34         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  :                 42.8       38.3       57.8       51.4       42.8       38.3       57.8       51.3
Old  :                 42.8       38.3       57.8       51.4       42.8       38.3       57.8       51.3
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, November 1, 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  :    77,531:    28,860     26,721      4,274     24,896     37,281     58,030     68,276:    19,501      9,255
Old  :    77,531:    28,860     26,721      4,274     24,896     37,281     58,030     68,276:    19,501      9,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     5,744:       832         39        438      2,718      7,236      3,987      7,712:     1,757     -1,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       34.5        5.5       32.1       48.1       74.8       88.1:      25.2       11.9
Old  :     100.0:      37.2       34.5        5.5       32.1       48.1       74.8       88.1:      25.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        34         25         18         22         18         64         53:
Old  :        92:        34         25         18         22         18         64         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  :                 30.5       54.1       42.7       63.7       30.5       53.7       39.2       61.6
Old  :                 30.5       54.1       42.7       63.7       30.5       53.7       39.2       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    71,787:    28,028     26,682      3,836     22,178     30,046     54,043     60,564:    17,745     11,223
Old  :    71,787:    28,028     26,682      3,836     22,178     30,046     54,043     60,564:    17,745     11,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,788:     1,558     -7,506     -2,637     -2,346      5,116     -3,424     -5,026:    -1,364        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       37.2        5.3       30.9       41.9       75.3       84.4:      24.7       15.6
Old  :     100.0:      39.0       37.2        5.3       30.9       41.9       75.3       84.4:      24.7       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        28         22         15         20         15         54         46:
Old  :        79:        28         22         15         20         15         54         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       51.2       46.8       60.6       33.3       50.9       43.7       59.5
Old  :                 34.6       51.2       46.8       60.6       33.3       50.9       43.7       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    32,729:     6,822      3,536         56     25,443     28,407     32,321     31,999:       408        730
Old  :    32,729:     6,822      3,536         56     25,443     28,407     32,321     31,999:       408        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -669:        43         80         -6       -736       -710       -699       -636:        30        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       10.8        0.2       77.7       86.8       98.8       97.8:       1.2        2.2
Old  :     100.0:      20.8       10.8        0.2       77.7       86.8       98.8       97.8:       1.2        2.2
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  :        52:         7         13          3         16         21         25         35:
Old  :        52:         7         13          3         16         21         25         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  :                 62.6       52.6       82.6       73.9       61.3       47.1       76.8       64.8
Old  :                 62.6       52.6       82.6       73.9       61.3       47.1       76.8       64.8
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Old  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,531:    -1,895       -144          0        394     -1,454     -1,501     -1,598:       -30         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        2.3
Old  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         7         12          3         17         21         26         34:
Old  :        52:         7         12          3         17         21         26         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  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
Old  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
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, November 1, 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  :    23,098:       906      2,017      1,721     14,334     10,236     16,960     13,973:     6,138      9,125
Old  :    23,098:       906      2,017      1,721     14,334     10,236     16,960     13,973:     6,138      9,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       853:       205          6         82        678        382        966        470:      -112        384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        8.7        7.4       62.1       44.3       73.4       60.5:      26.6       39.5
Old  :     100.0:       3.9        8.7        7.4       62.1       44.3       73.4       60.5:      26.6       39.5
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  :        33:         7          5         10         18         13         29         24:
Old  :        33:         7          5         10         18         13         29         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  :                 42.0       29.7       59.4       45.7       42.0       26.8       56.5       39.9
Old  :                 42.0       29.7       59.4       45.7       42.0       26.8       56.5       39.9
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, October 25, 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  :    22,244:       700      2,011      1,638     13,656      9,854     15,995     13,503:     6,250      8,741
Old  :    22,244:       700      2,011      1,638     13,656      9,854     15,995     13,503:     6,250      8,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       217:       236         26        -81        100         -3        254        -58:       -37        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        9.0        7.4       61.4       44.3       71.9       60.7:      28.1       39.3
Old  :     100.0:       3.1        9.0        7.4       61.4       44.3       71.9       60.7:      28.1       39.3
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:         7          5         10         18         13         29         24:
Old  :        33:         7          5         10         18         13         29         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  :                 41.0       29.2       57.5       44.9       41.0       26.2       54.6       39.1
Old  :                 41.0       29.2       57.5       44.9       41.0       26.2       54.6       39.1
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, November 1, 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  :   120,577:    23,499     21,858     30,195     50,109     35,709    103,802     87,762:    16,774     32,815
Old  :   120,467:    23,499     21,858     30,195     50,099     35,680    103,792     87,733:    16,674     32,734
Other:       110:         0          0          0         10         29         10         29:       100         81
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,293:      -569        227        922        477        553        830      1,702:       463       -409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       18.1       25.0       41.6       29.6       86.1       72.8:      13.9       27.2
Old  :     100.0:      19.5       18.1       25.1       41.6       29.6       86.2       72.8:      13.8       27.2
Other:     100.0:       0.0        0.0        0.0        9.1       26.4        9.1       26.4:      90.9       73.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        48         46         71         29         40        131        123:
Old  :       166:        48         46         71         29         40        131        123:
Other:         4:         0          0          0          1          3          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       15.9       38.0       25.5       26.6       13.1       37.3       20.8
Old  :                 26.7       16.0       38.1       25.6       26.7       13.1       37.3       20.8
Other:                  9.1       26.4        9.1       26.4        9.1       26.4        9.1       26.4
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   119,284:    24,068     21,631     29,273     49,632     35,156    102,973     86,060:    16,311     33,224
Old  :   119,218:    24,068     21,631     29,273     49,632     35,139    102,973     86,043:    16,245     33,175
Other:        66:         0          0          0          0         17          0         17:        66         49
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,317:       140      3,231        427      2,050         37      2,618      3,696:       700       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       18.1       24.5       41.6       29.5       86.3       72.1:      13.7       27.9
Old  :     100.0:      20.2       18.1       24.6       41.6       29.5       86.4       72.2:      13.6       27.8
Other:     100.0:       0.0        0.0        0.0        0.0       25.8        0.0       25.8:     100.0       74.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        52         47         68         30         38        129        120:
Old  :       164:        52         47         68         30         38        129        120:
Other:         1:         0          0          0          0          1          0          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  :                 26.7       16.3       38.0       26.6       26.7       13.6       37.2       21.0
Old  :                 26.7       16.3       38.0       26.6       26.7       13.6       37.2       21.0
Other:                  0.0       25.8        0.0       25.8        0.0       25.8        0.0       25.8
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :     1,482:       401        368        149        301        129        850        645:       632        837
Old  :     1,482:       401        368        149        301        129        850        645:       632        837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        58:      -116        -13         50         85         -3         18         33:        40         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       24.8       10.0       20.3        8.7       57.3       43.5:      42.7       56.5
Old  :     100.0:      27.0       24.8       10.0       20.3        8.7       57.3       43.5:      42.7       56.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          9          6          3          3         14         15:
Old  :        22:         8          9          6          3          3         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  :                 35.8       20.4       49.1       31.1       34.4       19.6       42.8       29.1
Old  :                 35.8       20.4       49.1       31.1       34.4       19.6       42.8       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :     1,424:       517        381         99        216        132        832        612:       592        813
Old  :     1,424:       517        381         99        216        132        832        612:       592        813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       -66:      -162       -106         20         50          4        -92        -82:        26         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       26.7        7.0       15.2        9.3       58.4       43.0:      41.6       57.0
Old  :     100.0:      36.3       26.7        7.0       15.2        9.3       58.4       43.0:      41.6       57.0
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  :        24:         8         10          5          4          4         17         14:
Old  :        24:         8         10          5          4          4         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       24.4       45.4       34.8       34.3       23.0       44.2       31.7
Old  :                 34.3       24.4       45.4       34.8       34.3       23.0       44.2       31.7
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, November 1, 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  :   188,553:    50,376      7,092     39,824     76,635     88,178    166,835    135,094:    21,719     53,459
Old  :   188,553:    50,376      7,092     39,824     76,635     88,178    166,835    135,094:    21,719     53,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,190:    -1,827       -317      1,229      1,146       -879        548         33:       643      1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        3.8       21.1       40.6       46.8       88.5       71.6:      11.5       28.4
Old  :     100.0:      26.7        3.8       21.1       40.6       46.8       88.5       71.6:      11.5       28.4
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  :       261:        76         42         65         77        122        195        196:
Old  :       261:        76         42         65         77        122        195        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       10.5       32.8       17.2       20.5        7.0       29.9       12.1
Old  :                 20.7       10.5       32.8       17.2       20.5        7.0       29.9       12.1
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, October 25, 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  :   187,363:    52,202      7,410     38,595     75,490     89,057    166,287    135,062:    21,076     52,301
Old  :   187,363:    52,202      7,410     38,595     75,490     89,057    166,287    135,062:    21,076     52,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     4,595:     2,034     -1,314      2,711         -9      2,838      4,735      4,235:      -141        359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        4.0       20.6       40.3       47.5       88.8       72.1:      11.2       27.9
Old  :     100.0:      27.9        4.0       20.6       40.3       47.5       88.8       72.1:      11.2       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  :       269:        74         52         66         76        123        197        201:
Old  :       269:        74         52         66         76        123        197        201:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       11.1       32.6       17.7       20.7        7.5       30.1       12.7
Old  :                 20.7       11.1       32.6       17.7       20.7        7.5       30.1       12.7
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, November 1, 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  :     4,161:     1,351        552        382        598      1,570      2,332      2,505:     1,830      1,657
Old  :     4,161:     1,351        552        382        598      1,570      2,332      2,505:     1,830      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -268:       456       -196        -92       -251        185        113       -103:      -381       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.3        9.2       14.4       37.7       56.0       60.2:      44.0       39.8
Old  :     100.0:      32.5       13.3        9.2       14.4       37.7       56.0       60.2:      44.0       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  :        56:        20         13         11          9         21         35         39:
Old  :        56:        20         13         11          9         21         35         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  :                 24.0       18.5       35.4       29.7       24.0       18.2       34.2       28.3
Old  :                 24.0       18.5       35.4       29.7       24.0       18.2       34.2       28.3
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, October 25, 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  :     4,429:       895        749        474        849      1,385      2,218      2,608:     2,211      1,821
Old  :     4,429:       895        749        474        849      1,385      2,218      2,608:     2,211      1,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       -82:       -95       -219         85        -19        183        -29         49:       -53       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       16.9       10.7       19.2       31.3       50.1       58.9:      49.9       41.1
Old  :     100.0:      20.2       16.9       10.7       19.2       31.3       50.1       58.9:      49.9       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  :        54:        13         18          9         14         21         33         42:
Old  :        54:        13         18          9         14         21         33         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  :                 22.7       16.1       34.1       26.9       22.0       14.9       28.2       23.4
Old  :                 22.7       16.1       34.1       26.9       22.0       14.9       28.2       23.4
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    30,265:    11,291      2,172      5,592      8,000      8,565     24,883     16,328:     5,383     13,937
Old  :    30,265:    11,291      2,172      5,592      8,000      8,565     24,883     16,328:     5,383     13,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -546:      -578       -100        475         66         44        -37        418:      -509       -964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        7.2       18.5       26.4       28.3       82.2       54.0:      17.8       46.0
Old  :     100.0:      37.3        7.2       18.5       26.4       28.3       82.2       54.0:      17.8       46.0
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  :       148:        48         20         27         42         53        110         85:
Old  :       148:        48         20         27         42         53        110         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       13.3       23.7       20.1       12.5        9.4       21.8       13.8
Old  :                 13.9       13.3       23.7       20.1       12.5        9.4       21.8       13.8
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    30,811:    11,869      2,272      5,117      7,934      8,521     24,920     15,910:     5,891     14,901
Old  :    30,811:    11,869      2,272      5,117      7,934      8,521     24,920     15,910:     5,891     14,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       160:      -417        610        -92        352       -285       -158        232:       318        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        7.4       16.6       25.7       27.7       80.9       51.6:      19.1       48.4
Old  :     100.0:      38.5        7.4       16.6       25.7       27.7       80.9       51.6:      19.1       48.4
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  :       145:        50         18         27         47         52        116         82:
Old  :       145:        50         18         27         47         52        116         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       16.2       22.2       22.1       13.0       12.2       21.7       16.2
Old  :                 13.0       16.2       22.2       22.1       13.0       12.2       21.7       16.2
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, November 1, 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  :   115,472:    45,634      7,105      2,738     31,231     85,309     79,602     95,151:    35,869     20,320
Old  :   115,472:    45,634      7,105      2,738     31,231     85,309     79,602     95,151:    35,869     20,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     4,016:       652        375         46      2,395      3,111      3,093      3,532:       923        484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        6.2        2.4       27.0       73.9       68.9       82.4:      31.1       17.6
Old  :     100.0:      39.5        6.2        2.4       27.0       73.9       68.9       82.4:      31.1       17.6
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  :        80:        30         12          9         21         27         54         45:
Old  :        80:        30         12          9         21         27         54         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       35.8       35.5       56.3       23.1       35.4       35.5       55.9
Old  :                 23.1       35.8       35.5       56.3       23.1       35.4       35.5       55.9
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, October 25, 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  :   111,455:    44,982      6,730      2,691     28,836     82,198     76,509     91,619:    34,946     19,836
Old  :   111,455:    44,982      6,730      2,691     28,836     82,198     76,509     91,619:    34,946     19,836
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -7,571:    -7,277     -1,877        539        972     -7,416     -5,766     -8,754:    -1,805      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        6.0        2.4       25.9       73.7       68.6       82.2:      31.4       17.8
Old  :     100.0:      40.4        6.0        2.4       25.9       73.7       68.6       82.2:      31.4       17.8
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  :        82:        29         15          9         20         28         54         47:
Old  :        82:        29         15          9         20         28         54         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       33.6       35.2       56.2       23.4       33.3       35.2       55.9
Old  :                 23.4       33.6       35.2       56.2       23.4       33.3       35.2       55.9
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, November 1, 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  :    70,575:    13,795     35,911        179     47,402     11,410     61,376     47,501:     9,199     23,074
Old  :    70,575:    13,795     35,911        179     47,402     11,410     61,376     47,501:     9,199     23,074
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,276:       981      2,254       -177      2,596     -1,773      3,400        305:      -124      2,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       50.9        0.3       67.2       16.2       87.0       67.3:      13.0       32.7
Old  :     100.0:      19.5       50.9        0.3       67.2       16.2       87.0       67.3:      13.0       32.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         7         21          1         18         11         25         33:
Old  :        49:         7         21          1         18         11         25         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  :                 37.0       32.9       64.5       44.5       36.9       32.9       63.3       44.4
Old  :                 37.0       32.9       64.5       44.5       36.9       32.9       63.3       44.4
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, October 25, 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  :    67,299:    12,814     33,657        356     44,806     13,183     57,976     47,196:     9,323     20,103
Old  :    67,299:    12,814     33,657        356     44,806     13,183     57,976     47,196:     9,323     20,103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -13,501:    -1,144    -11,283        356    -13,691      2,369    -14,479     -8,558:       978     -4,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       50.0        0.5       66.6       19.6       86.1       70.1:      13.9       29.9
Old  :     100.0:      19.0       50.0        0.5       66.6       19.6       86.1       70.1:      13.9       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         6         25          3         15          9         24         34:
Old  :        51:         6         25          3         15          9         24         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  :                 35.7       28.4       64.7       39.5       34.4       28.2       62.9       39.3
Old  :                 35.7       28.4       64.7       39.5       34.4       28.2       62.9       39.3
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, November 1, 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  :    70,025:    49,052      5,131          0     14,604     60,275     63,656     65,406:     6,369      4,619
Old  :    70,025:    49,052      5,131          0     14,604     60,275     63,656     65,406:     6,369      4,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     5,566:    22,333     -6,917        -20    -16,471     13,428      5,842      6,491:      -276       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0        7.3        0.0       20.9       86.1       90.9       93.4:       9.1        6.6
Old  :     100.0:      70.0        7.3        0.0       20.9       86.1       90.9       93.4:       9.1        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  :        83:        45          9          0         15         17         60         26:
Old  :        83:        45          9          0         15         17         60         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  :                 33.6       62.4       51.7       80.0       33.6       62.4       51.7       79.7
Old  :                 33.6       62.4       51.7       80.0       33.6       62.4       51.7       79.7
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, October 25, 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  :    64,459:    26,719     12,048         20     31,075     46,847     57,814     58,915:     6,645      5,544
Old  :    64,459:    26,719     12,048         20     31,075     46,847     57,814     58,915:     6,645      5,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,228:      -180      5,459         20        664     -3,594        504      1,885:       724       -657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       18.7        0.0       48.2       72.7       89.7       91.4:      10.3        8.6
Old  :     100.0:      41.5       18.7        0.0       48.2       72.7       89.7       91.4:      10.3        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        35         18          1         13         16         49         34:
Old  :        80:        35         18          1         13         16         49         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  :                 35.5       62.4       53.6       77.0       35.1       62.4       53.2       77.0
Old  :                 35.5       62.4       53.6       77.0       35.1       62.4       53.2       77.0
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    71,500:     9,110     23,638        680     44,531     27,415     54,321     51,733:    17,179     19,766
Old  :    71,500:     9,110     23,638        680     44,531     27,415     54,321     51,733:    17,179     19,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -5,038:    -3,432     -3,063       -373        -36     -1,903     -3,841     -5,339:    -1,196        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       33.1        1.0       62.3       38.3       76.0       72.4:      24.0       27.6
Old  :     100.0:      12.7       33.1        1.0       62.3       38.3       76.0       72.4:      24.0       27.6
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  :        54:        10         17          5         23         11         35         31:
Old  :        54:        10         17          5         23         11         35         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       36.0       55.0       51.9       27.6       29.7       40.3       39.9
Old  :                 40.2       36.0       55.0       51.9       27.6       29.7       40.3       39.9
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, October 25, 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  :    76,537:    12,542     26,701      1,053     44,567     29,318     58,162     57,073:    18,375     19,465
Old  :    76,537:    12,542     26,701      1,053     44,567     29,318     58,162     57,073:    18,375     19,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -9,056:     2,001     -5,169        739     -8,857      1,330     -6,118     -3,100:    -2,939     -5,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       34.9        1.4       58.2       38.3       76.0       74.6:      24.0       25.4
Old  :     100.0:      16.4       34.9        1.4       58.2       38.3       76.0       74.6:      24.0       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        12         18          6         22         15         39         34:
Old  :        58:        12         18          6         22         15         39         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  :                 33.7       38.1       51.1       54.1       23.0       33.6       37.5       42.9
Old  :                 33.7       38.1       51.1       54.1       23.0       33.6       37.5       42.9
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, November 1, 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  :   238,806:    15,538     87,208      6,604    187,964    107,645    210,106    201,457:    28,700     37,349
Old  :   238,806:    15,538     87,208      6,604    187,964    107,645    210,106    201,457:    28,700     37,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       949:       312       -188       -573      2,344     -1,813      2,082     -2,574:    -1,133      3,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       36.5        2.8       78.7       45.1       88.0       84.4:      12.0       15.6
Old  :     100.0:       6.5       36.5        2.8       78.7       45.1       88.0       84.4:      12.0       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  :       108:        20         48         10         31         26         56         79:
Old  :       108:        20         48         10         31         26         56         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  :                 44.8       26.5       64.5       42.9       36.1       21.0       49.0       30.2
Old  :                 44.8       26.5       64.5       42.9       36.1       21.0       49.0       30.2
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, October 25, 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  :   237,857:    15,227     87,396      7,177    185,620    109,459    208,024    204,031:    29,833     33,826
Old  :   237,857:    15,227     87,396      7,177    185,620    109,459    208,024    204,031:    29,833     33,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,754:       475        -10       -131     -2,803      3,889     -2,459      3,749:    -2,295     -8,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       36.7        3.0       78.0       46.0       87.5       85.8:      12.5       14.2
Old  :     100.0:       6.4       36.7        3.0       78.0       46.0       87.5       85.8:      12.5       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  :       110:        21         49         12         31         27         58         82:
Old  :       110:        21         49         12         31         27         58         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       26.7       65.2       42.1       36.0       20.2       48.9       31.3
Old  :                 44.6       26.7       65.2       42.1       36.0       20.2       48.9       31.3
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, November 1, 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  :   166,647:    25,186     19,958     12,435     78,148     79,283    115,768    111,676:    50,879     54,971
Old  :   166,647:    25,186     19,958     12,435     78,148     79,283    115,768    111,676:    50,879     54,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -5,688:     5,047     -4,197      1,252     -4,566      4,928      1,733      1,983:    -7,420     -7,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.0        7.5       46.9       47.6       69.5       67.0:      30.5       33.0
Old  :     100.0:      15.1       12.0        7.5       46.9       47.6       69.5       67.0:      30.5       33.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        40         28         32         29         30         83         77:
Old  :       107:        40         28         32         29         30         83         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       36.2       34.5       44.2       20.1       35.0       32.3       40.5
Old  :                 21.9       36.2       34.5       44.2       20.1       35.0       32.3       40.5
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, October 25, 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  :   172,335:    20,138     24,154     11,183     82,714     74,355    114,035    109,692:    58,299     62,643
Old  :   172,335:    20,138     24,154     11,183     82,714     74,355    114,035    109,692:    58,299     62,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     6,995:    -4,607     -1,633        835      5,517      2,135      1,745      1,337:     5,250      5,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.0        6.5       48.0       43.1       66.2       63.7:      33.8       36.3
Old  :     100.0:      11.7       14.0        6.5       48.0       43.1       66.2       63.7:      33.8       36.3
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  :       108:        31         36         26         33         30         80         77:
Old  :       108:        31         36         26         33         30         80         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       33.8       33.9       40.7       19.7       32.6       32.2       37.9
Old  :                 21.2       33.8       33.9       40.7       19.7       32.6       32.2       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    39,943:     9,061        721        500     27,201     33,078     36,762     34,299:     3,181      5,644
Old  :    39,943:     9,061        721        500     27,201     33,078     36,762     34,299:     3,181      5,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,290:       115          0         50      2,718      1,043      2,883      1,093:    -1,593        197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        1.8        1.3       68.1       82.8       92.0       85.9:       8.0       14.1
Old  :     100.0:      22.7        1.8        1.3       68.1       82.8       92.0       85.9:       8.0       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  :        23:         4          1          1         12         14         16         16:
Old  :        23:         4          1          1         12         14         16         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  :                 55.6       58.7       76.2       75.0       55.3       50.7       73.2       66.3
Old  :                 55.6       58.7       76.2       75.0       55.3       50.7       73.2       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    38,653:     8,946        721        450     24,483     32,035     33,879     33,206:     4,774      5,447
Old  :    38,653:     8,946        721        450     24,483     32,035     33,879     33,206:     4,774      5,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     8,860:        93     -1,126          0      7,770      9,822      7,863      8,696:       997        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        1.9        1.2       63.3       82.9       87.6       85.9:      12.4       14.1
Old  :     100.0:      23.1        1.9        1.2       63.3       82.9       87.6       85.9:      12.4       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  :        22:         4          1          1         10         13         14         15:
Old  :        22:         4          1          1         10         13         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  :                 59.8       58.5       79.0       74.2       59.5       50.4       76.2       65.3
Old  :                 59.8       58.5       79.0       74.2       59.5       50.4       76.2       65.3
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, November 1, 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  :14,566,173:   854,671    906,459  4,771,671  7,827,933  7,205,294 13,454,275 12,883,424: 1,111,898  1,682,749
Old  :14,566,173:   854,671    906,459  4,771,671  7,827,933  7,205,294 13,454,275 12,883,424: 1,111,898  1,682,749
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   735,089:    12,715      5,932    434,743    255,763    230,929    703,220    671,603:    31,869     63,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        6.2       32.8       53.7       49.5       92.4       88.4:       7.6       11.6
Old  :     100.0:       5.9        6.2       32.8       53.7       49.5       92.4       88.4:       7.6       11.6
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  :       304:        67         73        113        140        149        263        286:
Old  :       304:        67         73        113        140        149        263        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       12.3       33.2       21.7       19.6        6.9       24.9       11.8
Old  :                 21.0       12.3       33.2       21.7       19.6        6.9       24.9       11.8
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, October 25, 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  :13,831,084:   841,956    900,528  4,336,929  7,572,170  6,974,365 12,751,054 12,211,821: 1,080,029  1,619,262
Old  :13,831,084:   841,956    900,528  4,336,929  7,572,170  6,974,365 12,751,054 12,211,821: 1,080,029  1,619,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   586,069:   -36,952    -16,832    250,868    307,194    275,424    521,110    509,460:    64,959     76,610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        6.5       31.4       54.7       50.4       92.2       88.3:       7.8       11.7
Old  :     100.0:       6.1        6.5       31.4       54.7       50.4       92.2       88.3:       7.8       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        60         74        110        139        151        257        285:
Old  :       299:        60         74        110        139        151        257        285:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       11.9       34.4       20.9       19.9        7.2       26.2       11.9
Old  :                 21.3       11.9       34.4       20.9       19.9        7.2       26.2       11.9
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, November 1, 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  :   728,679:    61,911     71,388     44,003    485,549    484,035    591,463    599,426:   137,216    129,253
Old  :   728,679:    61,911     71,388     44,003    485,549    484,035    591,463    599,426:   137,216    129,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,496:    -1,657        -71      3,772      4,441      1,571      6,556      5,272:    -4,060     -2,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        9.8        6.0       66.6       66.4       81.2       82.3:      18.8       17.7
Old  :     100.0:       8.5        9.8        6.0       66.6       66.4       81.2       82.3:      18.8       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        51         41         55         97         68        174        138:
Old  :       213:        51         41         55         97         68        174        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       26.4       26.5       38.3       18.7       26.2       26.3       38.1
Old  :                 18.8       26.4       26.5       38.3       18.7       26.2       26.3       38.1
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, October 25, 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  :   726,184:    63,568     71,459     40,231    481,108    482,463    584,907    594,154:   141,277    132,030
Old  :   726,184:    63,568     71,459     40,231    481,108    482,463    584,907    594,154:   141,277    132,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -23,089:    -3,827        373    -18,424      2,093     -9,025    -20,158    -27,075:    -2,931      3,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        9.8        5.5       66.3       66.4       80.5       81.8:      19.5       18.2
Old  :     100.0:       8.8        9.8        5.5       66.3       66.4       80.5       81.8:      19.5       18.2
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  :       206:        49         38         51         93         65        168        128:
Old  :       206:        49         38         51         93         65        168        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       26.5       27.1       38.4       18.9       26.5       27.0       38.4
Old  :                 19.0       26.5       27.1       38.4       18.9       26.5       27.0       38.4
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, November 1, 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  : 1,162,640:   162,036    308,259     39,361    638,590    687,869    839,987  1,035,490:   322,653    127,151
Old  : 1,162,640:   162,036    308,259     39,361    638,590    687,869    839,987  1,035,490:   322,653    127,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -4,032:    19,251    -55,188     10,935    -39,441     51,393     -9,256      7,140:     5,223    -11,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       26.5        3.4       54.9       59.2       72.2       89.1:      27.8       10.9
Old  :     100.0:      13.9       26.5        3.4       54.9       59.2       72.2       89.1:      27.8       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  :       199:        50         57         32         63         58        131        129:
Old  :       199:        50         57         32         63         58        131        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       26.6       28.4       41.4       15.5       24.3       22.8       35.9
Old  :                 18.8       26.6       28.4       41.4       15.5       24.3       22.8       35.9
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, October 25, 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  : 1,166,673:   142,785    363,447     28,426    678,032    636,476    849,243  1,028,350:   317,430    138,323
Old  : 1,166,673:   142,785    363,447     28,426    678,032    636,476    849,243  1,028,350:   317,430    138,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    18,671:   -21,980     57,215    -28,004     35,288    -35,170    -14,696     -5,959:    33,368     24,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       31.2        2.4       58.1       54.6       72.8       88.1:      27.2       11.9
Old  :     100.0:      12.2       31.2        2.4       58.1       54.6       72.8       88.1:      27.2       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        46         58         33         65         61        127        136:
Old  :       200:        46         58         33         65         61        127        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       24.7       29.2       40.6       15.9       22.2       24.2       36.3
Old  :                 17.9       24.7       29.2       40.6       15.9       22.2       24.2       36.3
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, November 1, 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  :    13,103:     1,323        661          0      6,458     11,221      7,781     11,882:     5,322      1,221
Old  :    13,103:     1,323        661          0      6,458     11,221      7,781     11,882:     5,322      1,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       165:        81          0          0       -349         88       -268         88:       433         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.0        0.0       49.3       85.6       59.4       90.7:      40.6        9.3
Old  :     100.0:      10.1        5.0        0.0       49.3       85.6       59.4       90.7:      40.6        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          1         17         16         19         19:
Old  :        32:         2          2          1         17         16         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       46.5       40.6       66.6       25.5       46.5       40.6       65.5
Old  :                 25.5       46.5       40.6       66.6       25.5       46.5       40.6       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    12,938:     1,242        661          0      6,807     11,133      8,049     11,794:     4,889      1,144
Old  :    12,938:     1,242        661          0      6,807     11,133      8,049     11,794:     4,889      1,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :        -5:         3        -27          0         -1          0          2        -27:        -7         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        5.1        0.0       52.6       86.0       62.2       91.2:      37.8        8.8
Old  :     100.0:       9.6        5.1        0.0       52.6       86.0       62.2       91.2:      37.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          1         19         16         21         19:
Old  :        34:         2          2          1         19         16         21         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  :                 25.4       46.5       39.4       66.9       25.4       46.5       39.4       65.8
Old  :                 25.4       46.5       39.4       66.9       25.4       46.5       39.4       65.8
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, November 1, 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  :    37,979:     6,810      9,825          0     26,056     19,709     32,866     29,534:     5,113      8,445
Old  :    37,979:     6,810      9,825          0     26,056     19,709     32,866     29,534:     5,113      8,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,637:       511      3,503          0      1,099     -1,880      1,610      1,623:     1,027      1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       25.9        0.0       68.6       51.9       86.5       77.8:      13.5       22.2
Old  :     100.0:      17.9       25.9        0.0       68.6       51.9       86.5       77.8:      13.5       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          7          0         19         15         23         22:
Old  :        38:         4          7          0         19         15         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  :                 56.2       40.0       72.3       56.9       53.6       39.6       68.7       56.5
Old  :                 56.2       40.0       72.3       56.9       53.6       39.6       68.7       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    35,342:     6,299      6,322          0     24,957     21,589     31,256     27,911:     4,086      7,431
Old  :    35,342:     6,299      6,322          0     24,957     21,589     31,256     27,911:     4,086      7,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       809:       226        434          0        444         76        670        510:       139        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       17.9        0.0       70.6       61.1       88.4       79.0:      11.6       21.0
Old  :     100.0:      17.8       17.9        0.0       70.6       61.1       88.4       79.0:      11.6       21.0
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  :        38:         4          6          0         18         17         22         23:
Old  :        38:         4          6          0         18         17         22         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  :                 58.5       39.5       76.7       55.9       55.7       38.8       72.2       54.9
Old  :                 58.5       39.5       76.7       55.9       55.7       38.8       72.2       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    63,034:     8,818     13,532        402     33,698     39,912     42,917     53,846:    20,117      9,189
Old  :    63,034:     8,818     13,532        402     33,698     39,912     42,917     53,846:    20,117      9,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -433:      -193        463       -762        174        415       -781        115:       348       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       21.5        0.6       53.5       63.3       68.1       85.4:      31.9       14.6
Old  :     100.0:      14.0       21.5        0.6       53.5       63.3       68.1       85.4:      31.9       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  :        78:        12         17          2         34         26         48         43:
Old  :        78:        12         17          2         34         26         48         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       30.4       40.9       46.5       29.2       29.7       38.1       43.3
Old  :                 29.8       30.4       40.9       46.5       29.2       29.7       38.1       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    63,467:     9,011     13,069      1,164     33,524     39,497     43,699     53,730:    19,769      9,737
Old  :    63,467:     9,011     13,069      1,164     33,524     39,497     43,699     53,730:    19,769      9,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,171:       907     -3,039        817       -499        411      1,225     -1,810:    -2,396        639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       20.6        1.8       52.8       62.2       68.9       84.7:      31.1       15.3
Old  :     100.0:      14.2       20.6        1.8       52.8       62.2       68.9       84.7:      31.1       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        12         18          4         34         25         49         44:
Old  :        79:        12         18          4         34         25         49         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  :                 28.9       29.3       39.8       45.5       28.8       28.3       37.7       41.7
Old  :                 28.9       29.3       39.8       45.5       28.8       28.3       37.7       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   377,135:    68,940    138,941     11,453    277,736    146,743    358,128    297,136:    19,007     79,999
Old  :   377,135:    68,940    138,941     11,453    277,736    146,743    358,128    297,136:    19,007     79,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -27,471:    -1,995    -46,419      1,772    -27,989     12,072    -28,213    -32,575:       742      5,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       36.8        3.0       73.6       38.9       95.0       78.8:       5.0       21.2
Old  :     100.0:      18.3       36.8        3.0       73.6       38.9       95.0       78.8:       5.0       21.2
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  :       202:        59         72         14         44         40        113        116:
Old  :       202:        59         72         14         44         40        113        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  :                 49.1       29.8       60.7       39.2       41.2       23.1       52.6       30.6
Old  :                 49.1       29.8       60.7       39.2       41.2       23.1       52.6       30.6
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, October 25, 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  :   404,606:    70,935    185,360      9,681    305,725    134,671    386,341    329,711:    18,265     74,895
Old  :   404,606:    70,935    185,360      9,681    305,725    134,671    386,341    329,711:    18,265     74,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -10,201:    -2,956    -20,487      5,948    -13,335     19,493    -10,343      4,954:       143    -15,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       45.8        2.4       75.6       33.3       95.5       81.5:       4.5       18.5
Old  :     100.0:      17.5       45.8        2.4       75.6       33.3       95.5       81.5:       4.5       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        46         88         11         47         40        103        129:
Old  :       206:        46         88         11         47         40        103        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       29.0       63.7       39.0       44.1       21.7       55.8       29.3
Old  :                 52.0       29.0       63.7       39.0       44.1       21.7       55.8       29.3
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, November 1, 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  :    62,025:    14,623     10,587          0     31,931     38,432     46,554     49,019:    15,471     13,006
Old  :    62,025:    14,623     10,587          0     31,931     38,432     46,554     49,019:    15,471     13,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,559:      -939      2,939          0      4,681     -2,723      3,742        216:    -2,183      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       17.1        0.0       51.5       62.0       75.1       79.0:      24.9       21.0
Old  :     100.0:      23.6       17.1        0.0       51.5       62.0       75.1       79.0:      24.9       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         9          8          0         12         15         21         23:
Old  :        41:         9          8          0         12         15         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       37.5       57.9       55.8       44.8       37.0       57.3       55.3
Old  :                 44.8       37.5       57.9       55.8       44.8       37.0       57.3       55.3
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, October 25, 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  :    60,467:    15,562      7,648          0     27,250     41,155     42,812     48,803:    17,655     11,664
Old  :    60,467:    15,562      7,648          0     27,250     41,155     42,812     48,803:    17,655     11,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,050:    -3,831       -683          0       -948     -2,478     -4,779     -3,161:       729       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       12.6        0.0       45.1       68.1       70.8       80.7:      29.2       19.3
Old  :     100.0:      25.7       12.6        0.0       45.1       68.1       70.8       80.7:      29.2       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  :        38:        10          6          0         11         15         21         21:
Old  :        38:        10          6          0         11         15         21         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  :                 39.5       42.8       54.3       60.5       39.5       42.2       53.0       59.8
Old  :                 39.5       42.8       54.3       60.5       39.5       42.2       53.0       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    35,944:       900      6,427          0     31,398     23,651     32,298     30,078:     3,646      5,866
Old  :    35,944:       900      6,427          0     31,398     23,651     32,298     30,078:     3,646      5,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       509:        48       -660          0        273        888        321        228:       188        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       17.9        0.0       87.4       65.8       89.9       83.7:      10.1       16.3
Old  :     100.0:       2.5       17.9        0.0       87.4       65.8       89.9       83.7:      10.1       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  :        66:         2         15          1         33         30         35         46:
Old  :        66:         2         15          1         33         30         35         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  :                 55.6       31.7       68.2       44.2       54.9       30.5       67.5       42.9
Old  :                 55.6       31.7       68.2       44.2       54.9       30.5       67.5       42.9
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, October 25, 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  :    35,435:       852      7,087          0     31,125     22,763     31,977     29,850:     3,458      5,585
Old  :    35,435:       852      7,087          0     31,125     22,763     31,977     29,850:     3,458      5,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       944:       109         -4          0      1,581         20      1,690         16:      -746        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       20.0        0.0       87.8       64.2       90.2       84.2:       9.8       15.8
Old  :     100.0:       2.4       20.0        0.0       87.8       64.2       90.2       84.2:       9.8       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         2         16          1         32         28         34         45:
Old  :        66:         2         16          1         32         28         34         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       32.3       66.8       46.8       54.7       30.6       66.4       45.1
Old  :                 55.2       32.3       66.8       46.8       54.7       30.6       66.4       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   289,524:    13,733     62,634      4,371    255,626    211,987    273,730    278,992:    15,794     10,532
Old  :   289,524:    13,733     62,634      4,371    255,626    211,987    273,730    278,992:    15,794     10,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     5,336:       176     -7,474      1,780       -546     11,970      1,411      6,276:     3,925       -940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       21.6        1.5       88.3       73.2       94.5       96.4:       5.5        3.6
Old  :     100.0:       4.7       21.6        1.5       88.3       73.2       94.5       96.4:       5.5        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  :       144:        19         57         21         38         49         70        114:
Old  :       144:        19         57         21         38         49         70        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  :                 66.5       33.0       76.4       48.7       63.3       31.2       69.8       44.5
Old  :                 66.5       33.0       76.4       48.7       63.3       31.2       69.8       44.5
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, October 25, 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  :   284,188:    13,556     70,108      2,591    256,172    200,017    272,319    272,717:    11,869     11,472
Old  :   284,188:    13,556     70,108      2,591    256,172    200,017    272,319    272,717:    11,869     11,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    15,007:     1,299      7,214     -1,317     11,943     11,070     11,925     16,966:     3,082     -1,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       24.7        0.9       90.1       70.4       95.8       96.0:       4.2        4.0
Old  :     100.0:       4.8       24.7        0.9       90.1       70.4       95.8       96.0:       4.2        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        20         54         17         41         51         70        113:
Old  :       144:        20         54         17         41         51         70        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       32.3       76.7       47.7       63.7       31.4       70.9       44.0
Old  :                 66.8       32.3       76.7       47.7       63.7       31.4       70.9       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, November 1, 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  :    62,189:    16,041     17,248      2,669     31,665     36,148     50,375     56,065:    11,814      6,124
Old  :    62,189:    16,041     17,248      2,669     31,665     36,148     50,375     56,065:    11,814      6,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       927:     1,830        -82       -208        173      2,000      1,795      1,710:      -868       -783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       27.7        4.3       50.9       58.1       81.0       90.2:      19.0        9.8
Old  :     100.0:      25.8       27.7        4.3       50.9       58.1       81.0       90.2:      19.0        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        88:        26         21          6         20         24         49         51:
Old  :        88:        26         21          6         20         24         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       40.7       45.5       52.9       27.0       40.7       39.8       51.0
Old  :                 31.1       40.7       45.5       52.9       27.0       40.7       39.8       51.0
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, October 25, 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  :    61,262:    14,211     17,330      2,877     31,492     34,148     48,580     54,355:    12,682      6,907
Old  :    61,262:    14,211     17,330      2,877     31,492     34,148     48,580     54,355:    12,682      6,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -886:      -572       -119       -122     -1,078       -462     -1,772       -703:       886       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       28.3        4.7       51.4       55.7       79.3       88.7:      20.7       11.3
Old  :     100.0:      23.2       28.3        4.7       51.4       55.7       79.3       88.7:      20.7       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         20          6         22         24         49         49:
Old  :        87:        24         20          6         22         24         49         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  :                 30.7       40.6       44.9       51.8       27.8       40.6       40.1       50.4
Old  :                 30.7       40.6       44.9       51.8       27.8       40.6       40.1       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    39,407:    11,664      1,597          4     23,126      5,720     34,794      7,321:     4,613     32,086
Old  :    39,407:    11,664      1,597          4     23,126      5,720     34,794      7,321:     4,613     32,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,261:     1,679         66          4      1,535      1,137      3,218      1,207:        43      2,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        4.1        0.0       58.7       14.5       88.3       18.6:      11.7       81.4
Old  :     100.0:      29.6        4.1        0.0       58.7       14.5       88.3       18.6:      11.7       81.4
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  :        36:        15          4          1         10          8         26         12:
Old  :        36:        15          4          1         10          8         26         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       10.9       70.8       15.9       58.3       10.1       68.5       14.4
Old  :                 60.7       10.9       70.8       15.9       58.3       10.1       68.5       14.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                          Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    36,146:     9,985      1,531          0     21,591      4,583     31,576      6,114:     4,570     30,032
Old  :    36,146:     9,985      1,531          0     21,591      4,583     31,576      6,114:     4,570     30,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,036:      -353         20          0     -1,555      1,010     -1,908      1,030:       872     -2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        4.2        0.0       59.7       12.7       87.4       16.9:      12.6       83.1
Old  :     100.0:      27.6        4.2        0.0       59.7       12.7       87.4       16.9:      12.6       83.1
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  :        32:        12          2          0          9         10         21         12:
Old  :        32:        12          2          0          9         10         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6        8.7       74.7       14.4       62.7        8.6       72.8       13.2
Old  :                 64.6        8.7       74.7       14.4       62.7        8.6       72.8       13.2
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, November 1, 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  :    37,487:     1,609      1,738        129     18,337     29,521     20,075     31,388:    17,412      6,099
Old  :    37,487:     1,609      1,738        129     18,337     29,521     20,075     31,388:    17,412      6,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,919:         0       -356        129      1,250        789      1,379        562:       540      1,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        4.6        0.3       48.9       78.8       53.6       83.7:      46.4       16.3
Old  :     100.0:       4.3        4.6        0.3       48.9       78.8       53.6       83.7:      46.4       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  :        42:         3          9          1         18         26         22         35:
Old  :        42:         3          9          1         18         26         22         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  :                 31.3       39.1       42.9       61.0       16.8       32.6       22.3       42.8
Old  :                 31.3       39.1       42.9       61.0       16.8       32.6       22.3       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    35,567:     1,609      2,094          0     17,087     28,732     18,696     30,826:    16,871      4,741
Old  :    35,567:     1,609      2,094          0     17,087     28,732     18,696     30,826:    16,871      4,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,696:         0        -20          0        503        744        503        724:     1,193        972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.9        0.0       48.0       80.8       52.6       86.7:      47.4       13.3
Old  :     100.0:       4.5        5.9        0.0       48.0       80.8       52.6       86.7:      47.4       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3          9          0         18         26         21         35:
Old  :        42:         3          9          0         18         26         21         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  :                 29.6       39.3       41.7       62.1       17.2       34.3       22.1       45.0
Old  :                 29.6       39.3       41.7       62.1       17.2       34.3       22.1       45.0
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, November 1, 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  :   165,348:    60,096      8,925     32,633     34,426    108,479    127,155    150,037:    38,193     15,312
Old  :   165,348:    60,096      8,925     32,633     34,426    108,479    127,155    150,037:    38,193     15,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -8,456:    -5,026     -2,044     -2,211       -718     -3,676     -7,955     -7,931:      -501       -525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        5.4       19.7       20.8       65.6       76.9       90.7:      23.1        9.3
Old  :     100.0:      36.3        5.4       19.7       20.8       65.6       76.9       90.7:      23.1        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:       101         39         52         22         39        142        114:
Old  :       188:       101         39         52         22         39        142        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       32.2       28.3       49.3       11.0       27.8       16.9       38.9
Old  :                 19.4       32.2       28.3       49.3       11.0       27.8       16.9       38.9
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, October 25, 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  :   173,805:    65,122     10,969     34,844     35,145    112,154    135,111    157,968:    38,694     15,837
Old  :   173,805:    65,122     10,969     34,844     35,145    112,154    135,111    157,968:    38,694     15,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,324:    -1,280       -491      1,736       -752      1,354       -296      2,599:    -4,028     -6,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        6.3       20.0       20.2       64.5       77.7       90.9:      22.3        9.1
Old  :     100.0:      37.5        6.3       20.0       20.2       64.5       77.7       90.9:      22.3        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  :       204:       101         54         52         24         41        150        124:
Old  :       204:       101         54         52         24         41        150        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       31.2       27.4       46.6       10.9       26.6       16.8       36.7
Old  :                 17.9       31.2       27.4       46.6       10.9       26.6       16.8       36.7
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :   110,206:    32,023     27,277     16,843     46,765     51,000     95,630     95,119:    14,576     15,087
Old  :   110,206:    32,023     27,277     16,843     46,765     51,000     95,630     95,119:    14,576     15,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     2,872:         0     -1,784      3,024      1,142      2,051      4,166      3,291:    -1,294       -418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       24.8       15.3       42.4       46.3       86.8       86.3:      13.2       13.7
Old  :     100.0:      29.1       24.8       15.3       42.4       46.3       86.8       86.3:      13.2       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  :       209:        77         72         60         45         38        159        143:
Old  :       209:        77         72         60         45         38        159        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  :                 24.7       35.8       34.6       45.7       24.6       32.0       33.6       40.8
Old  :                 24.7       35.8       34.6       45.7       24.6       32.0       33.6       40.8
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, October 25, 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  :   107,334:    32,023     29,061     13,819     45,622     48,948     91,464     91,829:    15,870     15,505
Old  :   107,334:    32,023     29,061     13,819     45,622     48,948     91,464     91,829:    15,870     15,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,603:    -6,837       -971        -24      1,302     -5,127     -5,559     -6,121:       957      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       27.1       12.9       42.5       45.6       85.2       85.6:      14.8       14.4
Old  :     100.0:      29.8       27.1       12.9       42.5       45.6       85.2       85.6:      14.8       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        80         61         52         48         39        157        132:
Old  :       203:        80         61         52         48         39        157        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       37.1       34.6       47.5       25.4       33.7       34.3       42.9
Old  :                 25.4       37.1       34.6       47.5       25.4       33.7       34.3       42.9
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, November 1, 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  :   407,029:   183,116     44,719     64,917     96,138    268,015    344,170    377,651:    62,859     29,377
Old  :   407,029:   183,116     44,719     64,917     96,138    268,015    344,170    377,651:    62,859     29,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -19,007:   -26,026        445     -9,767     11,966    -12,224    -23,827    -21,546:     4,820      2,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       11.0       15.9       23.6       65.8       84.6       92.8:      15.4        7.2
Old  :     100.0:      45.0       11.0       15.9       23.6       65.8       84.6       92.8:      15.4        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  :       278:       153         70         70         37         44        222        156:
Old  :       278:       153         70         70         37         44        222        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       33.6       37.3       52.6       21.2       30.5       26.3       43.4
Old  :                 24.7       33.6       37.3       52.6       21.2       30.5       26.3       43.4
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, October 25, 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  :   426,035:   209,142     44,274     74,683     84,171    280,240    367,997    399,197:    58,038     26,838
Old  :   426,035:   209,142     44,274     74,683     84,171    280,240    367,997    399,197:    58,038     26,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -22,858:   -19,207     -1,979        692      3,163    -14,669    -15,353    -15,956:    -7,505     -6,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       10.4       17.5       19.8       65.8       86.4       93.7:      13.6        6.3
Old  :     100.0:      49.1       10.4       17.5       19.8       65.8       86.4       93.7:      13.6        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  :       308:       171         80         80         36         47        242        177:
Old  :       308:       171         80         80         36         47        242        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  :                 24.8       32.7       36.4       50.0       22.0       28.2       26.6       40.4
Old  :                 24.8       32.7       36.4       50.0       22.0       28.2       26.6       40.4
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :    12,390:     5,241      1,252        917      3,705      8,341      9,863     10,510:     2,527      1,880
Old  :    12,390:     5,241      1,252        917      3,705      8,341      9,863     10,510:     2,527      1,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       476:        57        -39        -47        120         65        130        -21:       346        497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3       10.1        7.4       29.9       67.3       79.6       84.8:      20.4       15.2
Old  :     100.0:      42.3       10.1        7.4       29.9       67.3       79.6       84.8:      20.4       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  :        40:        18          4         13          7          7         37         21:
Old  :        40:        18          4         13          7          7         37         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  :                 45.9       66.2       61.0       80.8       36.5       49.0       45.6       58.7
Old  :                 45.9       66.2       61.0       80.8       36.5       49.0       45.6       58.7
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, October 25, 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  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Old  :    11,914:     5,184      1,291        964      3,585      8,276      9,733     10,531:     2,181      1,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,124:      -152         24        -88        168       -413        -72       -477:    -1,052       -647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
Old  :     100.0:      43.5       10.8        8.1       30.1       69.5       81.7       88.4:      18.3       11.6
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  :        42:        18          4         15          7          6         39         22:
Old  :        42:        18          4         15          7          6         39         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  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
Old  :                 46.4       68.0       62.2       83.6       37.8       52.6       47.3       61.7
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, November 1, 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  :   137,740:    51,740      4,279     16,701     52,282     90,043    120,723    111,023:    17,017     26,717
Old  :   111,289:    45,481      5,424     11,212     41,633     73,980     98,327     90,617:    12,962     20,673
Other:    26,451:    10,363      2,959      1,384     10,649     16,063     22,396     20,406:     4,054      6,045
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,631:       119       -163        939     -1,486       -342       -429        434:     2,060      1,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        3.1       12.1       38.0       65.4       87.6       80.6:      12.4       19.4
Old  :     100.0:      40.9        4.9       10.1       37.4       66.5       88.4       81.4:      11.6       18.6
Other:     100.0:      39.2       11.2        5.2       40.3       60.7       84.7       77.1:      15.3       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        69         23         38         61         61        144        110:
Old  :       167:        63         25         31         52         59        129        102:
Other:        99:        28         16         16         25         40         59         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       32.5       31.5       43.3       15.5       25.4       24.6       31.2
Old  :                 23.0       34.4       33.3       42.8       20.7       31.0       30.8       36.1
Other:                 44.0       47.0       52.7       55.6       43.7       46.8       52.4       54.7
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   136,109:    51,621      4,442     15,762     53,769     90,385    121,152    110,589:    14,957     25,520
Old  :   112,764:    47,188      5,384     10,090     44,675     78,692    101,953     94,166:    10,810     18,598
Other:    23,345:     9,065      3,690      1,040      9,093     11,693     19,199     16,423:     4,146      6,922
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,757:    -2,731         70      1,163      5,860      1,588      4,292      2,822:      -535        935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        3.3       11.6       39.5       66.4       89.0       81.3:      11.0       18.7
Old  :     100.0:      41.8        4.8        8.9       39.6       69.8       90.4       83.5:       9.6       16.5
Other:     100.0:      38.8       15.8        4.5       39.0       50.1       82.2       70.3:      17.8       29.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        68         25         40         61         68        146        118:
Old  :       176:        64         26         31         52         67        131        110:
Other:       105:        26         20         14         25         44         56         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       32.1       32.7       43.2       17.1       24.4       26.8       31.5
Old  :                 24.3       34.4       34.3       45.2       22.4       29.9       32.3       37.5
Other:                 45.6       37.9       53.2       46.7       45.2       37.8       52.8       45.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    37,363:     9,653         46      1,261     16,932     27,533     27,846     28,841:     9,517      8,522
Old  :    35,684:     9,949         47        858     16,298     27,104     27,105     28,010:     8,579      7,674
Other:     1,679:        39        335         67        634        429        740        831:       939        848
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        -3:      -531        -85        -88        844      1,375        225      1,202:      -229     -1,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        0.1        3.4       45.3       73.7       74.5       77.2:      25.5       22.8
Old  :     100.0:      27.9        0.1        2.4       45.7       76.0       76.0       78.5:      24.0       21.5
Other:     100.0:       2.3       19.9        4.0       37.8       25.5       44.1       49.5:      55.9       50.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          2          8         22         20         45         28:
Old  :        52:        21          2          5         22         20         45         25:
Other:        21:         2          4          3          8          9         11         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       48.9       42.8       62.9       16.1       37.2       28.7       44.2
Old  :                 30.1       50.6       43.8       64.9       16.6       38.2       29.5       45.8
Other:                 25.8       30.4       39.1       45.4       25.8       30.0       37.6       42.4
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    37,367:    10,183        131      1,349     16,088     26,158     27,620     27,638:     9,746      9,728
Old  :    36,021:    10,297        131      1,171     15,592     25,777     27,060     27,079:     8,961      8,941
Other:     1,346:        58        172          6        496        381        560        559:       786        787
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       565:      -799       -545        225      1,387        865        814        545:      -249         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        0.4        3.6       43.1       70.0       73.9       74.0:      26.1       26.0
Old  :     100.0:      28.6        0.4        3.3       43.3       71.6       75.1       75.2:      24.9       24.8
Other:     100.0:       4.3       12.8        0.4       36.9       28.3       41.6       41.5:      58.4       58.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        21          2          6         20         18         43         24:
Old  :        49:        21          2          5         20         18         43         23:
Other:        17:         1          2          2          8          7         10         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  :                 28.0       48.3       42.5       61.5       18.6       38.8       32.0       45.6
Old  :                 28.4       49.3       43.2       62.9       18.9       39.6       32.7       46.8
Other:                 29.4       35.0       40.6       41.0       29.1       34.8       40.0       40.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   172,469:    23,866      6,530     50,122     82,044    104,123    156,032    160,775:    16,437     11,693
Old  :   170,813:    23,870      6,775     49,621     80,995    102,802    154,486    159,198:    16,326     11,614
Other:     1,656:       367        126        129      1,049      1,321      1,545      1,577:       111         79
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -8,551:    -6,057        970     -1,074      1,985     -8,390     -5,145     -8,494:    -3,406        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        3.8       29.1       47.6       60.4       90.5       93.2:       9.5        6.8
Old  :     100.0:      14.0        4.0       29.0       47.4       60.2       90.4       93.2:       9.6        6.8
Other:     100.0:      22.2        7.6        7.8       63.3       79.8       93.3       95.2:       6.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        98         42         78         75         76        203        174:
Old  :       241:        96         45         76         75         75        202        172:
Other:        40:        10         11         10          7         14         20         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       29.2       30.5       41.7       16.4       22.1       23.0       29.2
Old  :                 18.6       28.9       30.8       41.5       16.6       22.3       23.2       29.5
Other:                 61.3       69.0       82.0       81.6       60.0       69.0       78.1       79.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :   181,020:    29,922      5,560     51,196     80,059    112,513    161,177    169,270:    19,843     11,750
Old  :   179,375:    29,954      5,849     50,646     79,075    111,207    159,675    167,702:    19,700     11,673
Other:     1,645:       404        146        115        983      1,306      1,502      1,567:       143         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,193:    -2,550        377     -2,319      1,183       -794     -3,686     -2,737:     2,493      1,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        3.1       28.3       44.2       62.2       89.0       93.5:      11.0        6.5
Old  :     100.0:      16.7        3.3       28.2       44.1       62.0       89.0       93.5:      11.0        6.5
Other:     100.0:      24.5        8.9        7.0       59.8       79.4       91.3       95.3:       8.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:       114         36         77         68         77        213        167:
Old  :       249:       109         42         75         68         76        212        165:
Other:        40:        11         11          9          7         13         21         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       31.1       28.5       43.7       15.6       24.0       21.9       31.4
Old  :                 17.4       30.9       28.7       43.6       15.7       24.3       22.1       31.6
Other:                 59.9       69.5       79.0       82.8       56.4       69.5       75.1       80.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    51,750:    15,308      1,552     13,287     17,731     33,257     46,326     48,096:     5,424      3,653
Old  :    51,744:    15,308      1,553     13,286     17,730     33,256     46,324     48,095:     5,420      3,648
Other:         6:         1          0          0          1          1          2          1:         4          5
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     3,240:     1,089         30        306      2,293      2,249      3,688      2,585:      -449        655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        3.0       25.7       34.3       64.3       89.5       92.9:      10.5        7.1
Old  :     100.0:      29.6        3.0       25.7       34.3       64.3       89.5       92.9:      10.5        7.1
Other:     100.0:      16.7        0.0        0.0       16.7       16.7       33.3       16.7:      66.7       83.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        69         25         28         27         26        110         66:
Old  :       130:        69         25         28         27         26        110         66:
Other:         3:         1          0          0          1          1          2          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  :                 24.7       42.3       38.3       57.9       16.1       29.8       22.5       40.2
Old  :                 24.7       42.3       38.3       57.9       16.1       29.8       22.5       40.2
Other:                 33.3       16.7       33.3       16.7       33.3       16.7       33.3       16.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    48,510:    14,219      1,523     12,981     15,438     31,008     42,637     45,511:     5,873      2,999
Old  :     6,090:     3,529        210          0      1,719      5,421      5,248      5,631:       842        459
Other:    42,420:    12,046      2,669     11,625     13,719     25,587     37,389     39,880:     5,031      2,540
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -450:     2,132       -245     -1,472       -417      1,026        243       -692:      -693        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        3.1       26.8       31.8       63.9       87.9       93.8:      12.1        6.2
Old  :     100.0:      57.9        3.4        0.0       28.2       89.0       86.2       92.5:      13.8        7.5
Other:     100.0:      28.4        6.3       27.4       32.3       60.3       88.1       94.0:      11.9        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       129:        75         18         30         25         28        109         68:
Old  :        57:        26          6          0         14         15         40         21:
Other:       122:        65         23         29         23         26        102         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       43.8       36.0       60.8       14.7       33.2       20.7       43.4
Old  :                 35.3       77.8       54.5       84.8       34.3       77.8       53.4       84.0
Other:                 25.9       43.2       40.3       61.6       15.6       30.9       21.7       40.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   164,085:    27,503     32,238     15,293    109,488    108,510    152,283    156,040:    11,801      8,045
Old  :   144,717:    27,747     32,600     14,554     90,859     89,548    133,160    136,701:    11,558      8,016
Other:    19,368:       364        246        131     18,629     18,962     19,124     19,339:       244         29
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    10,896:       173        313      1,461      8,741      8,382     10,376     10,156:       520        740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       19.6        9.3       66.7       66.1       92.8       95.1:       7.2        4.9
Old  :     100.0:      19.2       22.5       10.1       62.8       61.9       92.0       94.5:       8.0        5.5
Other:     100.0:       1.9        1.3        0.7       96.2       97.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        54         57         31         53         38        124        112:
Old  :       173:        54         59         30         53         38        124        111:
Other:        27:         4          3          5         13         12         18         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       25.9       43.1       43.7       17.5       17.9       27.5       27.2
Old  :                 27.9       24.5       43.7       41.8       21.1       20.0       33.7       29.8
Other:                 62.3       76.0       92.4       95.6       51.4       55.2       65.1       66.5
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   153,189:    27,329     31,925     13,832    100,747    100,128    141,908    145,884:    11,281      7,304
Old  :   135,469:    27,488     32,066     13,412     83,727     82,852    124,627    128,330:    10,842      7,139
Other:    17,720:       143        161        118     17,020     17,276     17,281     17,555:       440        166
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     2,422:       663      2,217        106      1,120       -773      1,890      1,550:       533        872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       20.8        9.0       65.8       65.4       92.6       95.2:       7.4        4.8
Old  :     100.0:      20.3       23.7        9.9       61.8       61.2       92.0       94.7:       8.0        5.3
Other:     100.0:       0.8        0.9        0.7       96.0       97.5       97.5       99.1:       2.5        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        63         51         28         55         39        128        109:
Old  :       174:        63         52         27         55         39        128        108:
Other:        24:         2          2          3         13         12         16         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       24.1       44.0       43.4       18.3       17.8       27.5       28.5
Old  :                 27.5       23.6       43.7       41.8       22.3       18.3       34.2       30.7
Other:                 61.9       83.8       91.0       96.7       46.4       58.7       61.5       64.6
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   614,597:   155,416      9,654    118,881    262,881    439,240    537,178    567,775:    77,419     46,821
Old  :   614,597:   155,416      9,654    118,881    262,881    439,240    537,178    567,775:    77,419     46,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -22,735:   -24,264     -4,865     -1,135      9,930    -22,019    -15,469    -28,019:    -7,266      5,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        1.6       19.3       42.8       71.5       87.4       92.4:      12.6        7.6
Old  :     100.0:      25.3        1.6       19.3       42.8       71.5       87.4       92.4:      12.6        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        72         25         46         62         62        155        114:
Old  :       170:        72         25         46         62         62        155        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  :                 14.7       26.6       25.3       45.2       11.5       20.2       18.6       32.8
Old  :                 14.7       26.6       25.3       45.2       11.5       20.2       18.6       32.8
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, October 25, 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  :   637,332:   179,680     14,519    120,016    252,951    461,258    552,647    595,794:    84,685     41,538
Old  :   637,332:   179,680     14,519    120,016    252,951    461,258    552,647    595,794:    84,685     41,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -6,422:     3,994      3,544     -3,790      1,178     -1,738      1,383     -1,983:    -7,805     -4,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        2.3       18.8       39.7       72.4       86.7       93.5:      13.3        6.5
Old  :     100.0:      28.2        2.3       18.8       39.7       72.4       86.7       93.5:      13.3        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  :       178:        74         29         42         63         64        161        113:
Old  :       178:        74         29         42         63         64        161        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       26.1       24.7       45.1       10.9       19.7       18.5       32.4
Old  :                 14.4       26.1       24.7       45.1       10.9       19.7       18.5       32.4
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, November 1, 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  :   116,311:    16,537     12,014     38,163     52,411     60,458    107,111    110,635:     9,200      5,676
Old  :   113,647:    16,532     12,659     36,864     51,290     58,766    104,686    108,289:     8,961      5,358
Other:     2,664:       745         95        559      1,121      1,692      2,425      2,346:       239        317
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -4,090:    -1,567        -83     -1,970        913     -1,147     -2,624     -3,201:    -1,466       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       10.3       32.8       45.1       52.0       92.1       95.1:       7.9        4.9
Old  :     100.0:      14.5       11.1       32.4       45.1       51.7       92.1       95.3:       7.9        4.7
Other:     100.0:      28.0        3.6       21.0       42.1       63.5       91.0       88.1:       9.0       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       124         72        105         92         90        262        232:
Old  :       321:       124         74        105         92         90        262        232:
Other:        51:        10          8         13         14         24         29         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       20.2       28.7       32.0       14.1       11.8       20.8       18.3
Old  :                 17.4       20.3       29.2       32.4       14.5       12.2       21.3       18.9
Other:                 48.3       40.8       71.6       60.5       28.2       28.0       41.1       36.3
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   120,401:    18,104     12,097     40,133     51,497     61,606    109,735    113,836:    10,667      6,565
Old  :   118,090:    18,031     12,667     39,050     50,516     60,069    107,598    111,785:    10,493      6,305
Other:     2,311:       678         36        478        981      1,537      2,137      2,051:       174        260
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -2,860:     1,489     -1,882        149     -1,103      2,583        535        850:    -3,395     -3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.0       33.3       42.8       51.2       91.1       94.5:       8.9        5.5
Old  :     100.0:      15.3       10.7       33.1       42.8       50.9       91.1       94.7:       8.9        5.3
Other:     100.0:      29.3        1.6       20.7       42.5       66.5       92.5       88.7:       7.5       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       127         71        104         90         90        258        232:
Old  :       319:       125         75        104         90         90        258        232:
Other:        49:        10          7         12         14         23         29         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       19.1       28.1       31.2       13.4       11.2       20.2       17.4
Old  :                 17.9       19.2       28.5       31.5       13.7       11.5       20.6       17.8
Other:                 51.4       44.1       72.3       62.7       31.1       31.6       44.7       40.5
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    33,999:    26,596      2,867      2,632      1,592     25,996     30,819     31,495:     3,179      2,503
Old  :    33,999:    26,596      2,867      2,632      1,592     25,996     30,819     31,495:     3,179      2,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -783:    -1,352       -721        139        209       -677     -1,004     -1,259:       222        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.2        8.4        7.7        4.7       76.5       90.6       92.6:       9.4        7.4
Old  :     100.0:      78.2        8.4        7.7        4.7       76.5       90.6       92.6:       9.4        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  :        65:        38         11         10          9          9         50         28:
Old  :        65:        38         11         10          9          9         50         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  :                 46.0       74.3       67.1       84.6       45.8       71.5       62.6       79.9
Old  :                 46.0       74.3       67.1       84.6       45.8       71.5       62.6       79.9
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, October 25, 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  :    34,781:    27,948      3,588      2,493      1,383     26,673     31,824     32,755:     2,957      2,026
Old  :    34,781:    27,948      3,588      2,493      1,383     26,673     31,824     32,755:     2,957      2,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     9,747:    10,979        356        -27        383      9,613     11,336      9,941:    -1,589       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4       10.3        7.2        4.0       76.7       91.5       94.2:       8.5        5.8
Old  :     100.0:      80.4       10.3        7.2        4.0       76.7       91.5       94.2:       8.5        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  :        68:        39         14         13          8          9         53         31:
Old  :        68:        39         14         13          8          9         53         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  :                 45.8       72.8       68.8       85.0       45.2       71.8       64.7       80.7
Old  :                 45.8       72.8       68.8       85.0       45.2       71.8       64.7       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    21,871:    13,379      1,363          0      3,685     17,824     17,064     19,187:     4,807      2,684
Old  :    21,871:    13,379      1,363          0      3,685     17,824     17,064     19,187:     4,807      2,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       442:       305       -146          0        441      1,535        746      1,389:      -304       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2        6.2        0.0       16.8       81.5       78.0       87.7:      22.0       12.3
Old  :     100.0:      61.2        6.2        0.0       16.8       81.5       78.0       87.7:      22.0       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          2          0          3         11         11         13:
Old  :        24:         8          2          0          3         11         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       54.7       71.1       75.2       55.4       54.7       71.1       75.2
Old  :                 55.4       54.7       71.1       75.2       55.4       54.7       71.1       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE                              Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF EURO 200,000)                               :
     :          :                                                                            :
All  :    21,429:    13,074      1,509          0      3,244     16,289     16,318     17,798:     5,111      3,631
Old  :    21,429:    13,074      1,509          0      3,244     16,289     16,318     17,798:     5,111      3,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.0        7.0        0.0       15.1       76.0       76.1       83.1:      23.9       16.9
Old  :     100.0:      61.0        7.0        0.0       15.1       76.0       76.1       83.1:      23.9       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          2          0          3         10         10         12:
Old  :        22:         7          2          0          3         10         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       50.0       71.0       71.9       55.2       50.0       71.0       71.9
Old  :                 55.2       50.0       71.0       71.9       55.2       50.0       71.0       71.9
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, November 1, 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  :   215,426:    15,443     29,342     48,794    115,068    106,025    179,306    184,161:    36,120     31,265
Old  :   215,426:    15,443     29,342     48,794    115,068    106,025    179,306    184,161:    36,120     31,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -18,685:    -2,340      2,782    -10,317        184     -8,083    -12,474    -15,619:    -6,211     -3,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       13.6       22.7       53.4       49.2       83.2       85.5:      16.8       14.5
Old  :     100.0:       7.2       13.6       22.7       53.4       49.2       83.2       85.5:      16.8       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        32         31         42         70         69        121        125:
Old  :       140:        32         31         42         70         69        121        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       18.4       29.0       27.2       12.9       10.7       19.2       17.0
Old  :                 17.6       18.4       29.0       27.2       12.9       10.7       19.2       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   234,111:    17,783     26,560     59,112    114,885    114,108    191,780    199,780:    42,332     34,331
Old  :   234,111:    17,783     26,560     59,112    114,885    114,108    191,780    199,780:    42,332     34,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -2,582:    -2,067         96        128        602     -7,500     -1,337     -7,276:    -1,245      4,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       11.3       25.2       49.1       48.7       81.9       85.3:      18.1       14.7
Old  :     100.0:       7.6       11.3       25.2       49.1       48.7       81.9       85.3:      18.1       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  :       145:        38         30         45         69         71        124        130:
Old  :       145:        38         30         45         69         71        124        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       19.5       26.5       27.4       11.8       11.1       17.3       16.5
Old  :                 16.8       19.5       26.5       27.4       11.8       11.1       17.3       16.5
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, November 1, 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  :   850,834:    38,440     80,321    368,327    369,465    367,225    776,232    815,873:    74,602     34,960
Old  :   850,834:    38,440     80,321    368,327    369,465    367,225    776,232    815,873:    74,602     34,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -75,381:    -7,897    -10,361    -34,556    -28,523    -25,139    -70,976    -70,056:    -4,405     -5,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        9.4       43.3       43.4       43.2       91.2       95.9:       8.8        4.1
Old  :     100.0:       4.5        9.4       43.3       43.4       43.2       91.2       95.9:       8.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        49         55         73         90         83        181        170:
Old  :       197:        49         55         73         90         83        181        170:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       26.7       36.7       41.4        5.4        8.8        8.1       12.0
Old  :                 23.9       26.7       36.7       41.4        5.4        8.8        8.1       12.0
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, October 25, 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  :   926,215:    46,337     90,682    402,883    397,988    392,364    847,208    885,929:    79,007     40,285
Old  :   926,215:    46,337     90,682    402,883    397,988    392,364    847,208    885,929:    79,007     40,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    20,419:     5,645      4,328      5,242      4,791      2,568     15,678     12,138:     4,742      8,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        9.8       43.5       43.0       42.4       91.5       95.7:       8.5        4.3
Old  :     100.0:       5.0        9.8       43.5       43.0       42.4       91.5       95.7:       8.5        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  :       212:        56         59         80         93         87        198        178:
Old  :       212:        56         59         80         93         87        198        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       25.9       35.6       39.9        5.0        9.3        8.1       12.5
Old  :                 22.5       25.9       35.6       39.9        5.0        9.3        8.1       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    40,426:     2,538          0        698     30,330     36,034     33,566     36,732:     6,860      3,694
Old  :    40,426:     2,538          0        698     30,330     36,034     33,566     36,732:     6,860      3,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        0.0        1.7       75.0       89.1       83.0       90.9:      17.0        9.1
Old  :     100.0:       6.3        0.0        1.7       75.0       89.1       83.0       90.9:      17.0        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         14         13         15         14:
Old  :        20:         1          0          1         14         13         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  :                 55.8       71.1       74.9       84.0       51.0       69.9       68.2       79.4
Old  :                 55.8       71.1       74.9       84.0       51.0       69.9       68.2       79.4
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, November 1, 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  :    36,072:         0      6,650        956     29,139     21,507     30,095     29,113:     5,977      6,959
Old  :    36,072:         0      6,650        956     29,139     21,507     30,095     29,113:     5,977      6,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,462:         0     -1,279       -473     -1,336      1,555     -1,809       -197:      -653     -2,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.4        2.7       80.8       59.6       83.4       80.7:      16.6       19.3
Old  :     100.0:       0.0       18.4        2.7       80.8       59.6       83.4       80.7:      16.6       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  :        21:         0          2          2         14         13         16         15:
Old  :        21:         0          2          2         14         13         16         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  :                 44.0       39.3       68.2       59.3       38.7       36.9       59.1       54.8
Old  :                 44.0       39.3       68.2       59.3       38.7       36.9       59.1       54.8
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, October 25, 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  :    38,534:         0      7,929      1,429     30,475     19,952     31,904     29,310:     6,630      9,224
Old  :    38,534:         0      7,929      1,429     30,475     19,952     31,904     29,310:     6,630      9,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.6        3.7       79.1       51.8       82.8       76.1:      17.2       23.9
Old  :     100.0:       0.0       20.6        3.7       79.1       51.8       82.8       76.1:      17.2       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          2         17         14         19         16:
Old  :        21:         0          2          2         17         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       42.5       64.8       62.2       41.4       38.5       61.4       52.5
Old  :                 42.8       42.5       64.8       62.2       41.4       38.5       61.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :   102,164:    10,411      2,091      3,792     81,370     86,147     95,573     92,030:     6,591     10,134
Old  :   102,164:    10,411      2,091      3,792     81,370     86,147     95,573     92,030:     6,591     10,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        91:     2,366     -1,606      1,492     -1,979        959      1,879        845:    -1,788       -754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        2.0        3.7       79.6       84.3       93.5       90.1:       6.5        9.9
Old  :     100.0:      10.2        2.0        3.7       79.6       84.3       93.5       90.1:       6.5        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  :        38:         4          2          5         27         27         33         32:
Old  :        38:         4          2          5         27         27         33         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  :                 47.5       44.5       63.6       63.6       45.8       41.2       57.2       56.9
Old  :                 47.5       44.5       63.6       63.6       45.8       41.2       57.2       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   102,073:     8,045      3,697      2,300     83,349     85,188     93,694     91,185:     8,379     10,888
Old  :   102,073:     8,045      3,697      2,300     83,349     85,188     93,694     91,185:     8,379     10,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       811:      -455       -151         -2      2,553        172      2,096         19:    -1,285        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        3.6        2.3       81.7       83.5       91.8       89.3:       8.2       10.7
Old  :     100.0:       7.9        3.6        2.3       81.7       83.5       91.8       89.3:       8.2       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          2          4         26         26         31         31:
Old  :        37:         4          2          4         26         26         31         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  :                 51.2       35.6       65.2       57.9       46.9       33.4       57.2       52.5
Old  :                 51.2       35.6       65.2       57.9       46.9       33.4       57.2       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, November 1, 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  :    56,235:     5,336      8,332          0     45,283     40,859     50,619     49,191:     5,616      7,044
Old  :    56,235:     5,336      8,332          0     45,283     40,859     50,619     49,191:     5,616      7,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,188:      -563          0          0      2,358      1,162      1,795      1,162:      -607         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       14.8        0.0       80.5       72.7       90.0       87.5:      10.0       12.5
Old  :     100.0:       9.5       14.8        0.0       80.5       72.7       90.0       87.5:      10.0       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          0         14         16         15         18:
Old  :        24:         1          2          0         14         16         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       44.5       77.1       68.2       49.9       41.6       72.8       63.7
Old  :                 53.2       44.5       77.1       68.2       49.9       41.6       72.8       63.7
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, October 25, 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  :    55,047:     5,899      8,332          0     42,925     39,697     48,824     48,029:     6,223      7,018
Old  :    55,047:     5,899      8,332          0     42,925     39,697     48,824     48,029:     6,223      7,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -172:         0          0          0         80        106         80        106:      -252       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.1        0.0       78.0       72.1       88.7       87.3:      11.3       12.7
Old  :     100.0:      10.7       15.1        0.0       78.0       72.1       88.7       87.3:      11.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          0         14         16         16         18:
Old  :        25:         2          2          0         14         16         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       45.2       72.3       67.9       46.8       40.7       67.3       61.8
Old  :                 50.3       45.2       72.3       67.9       46.8       40.7       67.3       61.8
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    66,773:         0     15,108      2,828     54,141     45,328     56,969     63,264:     9,804      3,509
Old  :    66,773:         0     15,108      2,828     54,141     45,328     56,969     63,264:     9,804      3,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -10,469:      -302     -4,992      1,012    -13,981     -7,480    -13,271    -11,460:     2,802        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       22.6        4.2       81.1       67.9       85.3       94.7:      14.7        5.3
Old  :     100.0:       0.0       22.6        4.2       81.1       67.9       85.3       94.7:      14.7        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          3         16         16         19         19:
Old  :        22:         0          3          3         16         16         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       62.5       66.5       78.2       37.2       51.3       52.0       59.5
Old  :                 46.7       62.5       66.5       78.2       37.2       51.3       52.0       59.5
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, October 25, 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  :    77,242:       302     20,100      1,816     68,122     52,808     70,240     74,724:     7,002      2,518
Old  :    77,242:       302     20,100      1,816     68,122     52,808     70,240     74,724:     7,002      2,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     7,033:       300       -500        267      5,932      7,235      6,499      7,002:       534         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       26.0        2.4       88.2       68.4       90.9       96.7:       9.1        3.3
Old  :     100.0:       0.4       26.0        2.4       88.2       68.4       90.9       96.7:       9.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          4         18         18         23         22:
Old  :        26:         2          3          4         18         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       58.5       66.8       75.5       37.3       50.9       52.1       60.6
Old  :                 47.0       58.5       66.8       75.5       37.3       50.9       52.1       60.6
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, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,367:    20,911      5,691      5,668     37,347     53,315     63,926     64,674:     6,441      5,693
Old  :    70,367:    20,911      5,691      5,668     37,347     53,315     63,926     64,674:     6,441      5,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,401:    -4,587     -2,074      1,578         62       -303     -2,947       -799:       546     -1,602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        8.1        8.1       53.1       75.8       90.8       91.9:       9.2        8.1
Old  :     100.0:      29.7        8.1        8.1       53.1       75.8       90.8       91.9:       9.2        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  :        26:         2          2          2         19         21         22         24:
Old  :        26:         2          2          2         19         21         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       43.4       74.9       62.4       43.5       33.4       50.8       45.6
Old  :                 57.2       43.4       74.9       62.4       43.5       33.4       50.8       45.6
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, October 25, 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  :    72,768:    25,498      7,765      4,090     37,285     53,618     66,873     65,473:     5,895      7,295
Old  :    72,768:    25,498      7,765      4,090     37,285     53,618     66,873     65,473:     5,895      7,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     2,512:       249     -3,481      1,292      2,905      4,321      4,446      2,132:    -1,934        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       10.7        5.6       51.2       73.7       91.9       90.0:       8.1       10.0
Old  :     100.0:      35.0       10.7        5.6       51.2       73.7       91.9       90.0:       8.1       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          4          3         18         19         22         24:
Old  :        26:         2          4          3         18         19         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       45.1       75.4       60.7       46.9       34.5       54.5       46.2
Old  :                 59.9       45.1       75.4       60.7       46.9       34.5       54.5       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                              Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    65,111:         0      1,315      1,433     62,680     54,287     64,113     57,035:       998      8,076
Old  :    65,111:         0      1,315      1,433     62,680     54,287     64,113     57,035:       998      8,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -267:         0     -2,965        308       -178      3,479        130        822:      -397     -1,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.0        2.2       96.3       83.4       98.5       87.6:       1.5       12.4
Old  :     100.0:       0.0        2.0        2.2       96.3       83.4       98.5       87.6:       1.5       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         21         18         22:
Old  :        25:         0          1          1         17         21         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       42.6       81.1       63.3       60.6       38.6       68.7       54.3
Old  :                 64.7       42.6       81.1       63.3       60.6       38.6       68.7       54.3
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, October 25, 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  :    65,378:         0      4,280      1,125     62,858     50,808     63,983     56,213:     1,395      9,165
Old  :    65,378:         0      4,280      1,125     62,858     50,808     63,983     56,213:     1,395      9,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,488:         0       -332       -202      2,542      2,360      2,340      1,826:      -852       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.5        1.7       96.1       77.7       97.9       86.0:       2.1       14.0
Old  :     100.0:       0.0        6.5        1.7       96.1       77.7       97.9       86.0:       2.1       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          1          1         17         20         18         21:
Old  :        25:         0          1          1         17         20         18         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  :                 65.9       38.0       81.2       63.4       61.5       36.7       69.8       54.0
Old  :                 65.9       38.0       81.2       63.4       61.5       36.7       69.8       54.0
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, November 1, 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  :    58,854:       968      9,368      1,159     51,586     43,944     53,713     54,471:     5,141      4,383
Old  :    58,854:       968      9,368      1,159     51,586     43,944     53,713     54,471:     5,141      4,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -8,596:       968        834     -1,799     -6,889     -6,886     -7,720     -7,851:      -876       -745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       15.9        2.0       87.7       74.7       91.3       92.6:       8.7        7.4
Old  :     100.0:       1.6       15.9        2.0       87.7       74.7       91.3       92.6:       8.7        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          2          2         22         15         25         17:
Old  :        28:         1          2          2         22         15         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  :                 34.3       55.5       57.5       77.4       25.5       39.5       39.0       52.6
Old  :                 34.3       55.5       57.5       77.4       25.5       39.5       39.0       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    67,450:         0      8,534      2,958     58,475     50,830     61,433     62,322:     6,017      5,128
Old  :    67,450:         0      8,534      2,958     58,475     50,830     61,433     62,322:     6,017      5,128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,922:         0       -312        330      3,246      4,693      3,576      4,711:    -1,654     -2,789
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.7        4.4       86.7       75.4       91.1       92.4:       8.9        7.6
Old  :     100.0:       0.0       12.7        4.4       86.7       75.4       91.1       92.4:       8.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         22         17         24         19:
Old  :        28:         0          2          2         22         17         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       50.6       55.4       74.6       24.3       38.3       37.3       52.4
Old  :                 33.1       50.6       55.4       74.6       24.3       38.3       37.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    47,121:         0      2,573        644     37,919     39,158     38,563     42,375:     8,558      4,746
Old  :    47,121:         0      2,573        644     37,919     39,158     38,563     42,375:     8,558      4,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       458:         0        428          0          0        -32          0        396:       458         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.5        1.4       80.5       83.1       81.8       89.9:      18.2       10.1
Old  :     100.0:       0.0        5.5        1.4       80.5       83.1       81.8       89.9:      18.2       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         14         14         15         15:
Old  :        22:         0          1          1         14         14         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       65.3       74.2       82.8       58.4       65.0       69.1       78.6
Old  :                 59.9       65.3       74.2       82.8       58.4       65.0       69.1       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    46,663:         0      2,145        644     37,919     39,190     38,563     41,979:     8,100      4,684
Old  :    46,663:         0      2,145        644     37,919     39,190     38,563     41,979:     8,100      4,684
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       762:         0        -96        204        708        502        912        610:      -150        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.6        1.4       81.3       84.0       82.6       90.0:      17.4       10.0
Old  :     100.0:       0.0        4.6        1.4       81.3       84.0       82.6       90.0:      17.4       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         14         13         15         14:
Old  :        22:         0          1          1         14         13         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  :                 60.5       66.1       75.0       82.9       59.0       65.8       69.8       78.6
Old  :                 60.5       66.1       75.0       82.9       59.0       65.8       69.8       78.6
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, November 1, 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  :    55,273:    13,271          0      2,674     32,083     46,059     48,028     48,733:     7,245      6,540
Old  :    55,273:    13,271          0      2,674     32,083     46,059     48,028     48,733:     7,245      6,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -2,248:     6,900        -70     -2,970     -5,478        785     -1,548     -2,255:      -700          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        0.0        4.8       58.0       83.3       86.9       88.2:      13.1       11.8
Old  :     100.0:      24.0        0.0        4.8       58.0       83.3       86.9       88.2:      13.1       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          0          3         14         17         18         20:
Old  :        23:         4          0          3         14         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       45.1       78.4       66.3       40.2       30.6       48.8       44.1
Old  :                 63.0       45.1       78.4       66.3       40.2       30.6       48.8       44.1
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    57,521:     6,371         70      5,644     37,561     45,274     49,576     50,988:     7,945      6,533
Old  :    57,521:     6,371         70      5,644     37,561     45,274     49,576     50,988:     7,945      6,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -322:       330     -1,328       -330        313      1,413        313       -245:      -635        -77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        0.1        9.8       65.3       78.7       86.2       88.6:      13.8       11.4
Old  :     100.0:      11.1        0.1        9.8       65.3       78.7       86.2       88.6:      13.8       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          1          3         19         19         22         22:
Old  :        26:         2          1          3         19         19         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  :                 53.4       39.0       73.1       60.6       26.5       26.7       39.8       38.6
Old  :                 53.4       39.0       73.1       60.6       26.5       26.7       39.8       38.6
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, November 1, 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  :    49,387:     2,641          0      3,675     35,897     33,632     42,213     37,307:     7,174     12,080
Old  :    49,387:     2,641          0      3,675     35,897     33,632     42,213     37,307:     7,174     12,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,548:       593          0     -2,007      3,236      2,964      1,822        957:      -274        591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        0.0        7.4       72.7       68.1       85.5       75.5:      14.5       24.5
Old  :     100.0:       5.3        0.0        7.4       72.7       68.1       85.5       75.5:      14.5       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  :        21:         2          0          2         15         13         17         15:
Old  :        21:         2          0          2         15         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       39.3       64.5       62.1       38.6       32.3       55.2       45.8
Old  :                 42.4       39.3       64.5       62.1       38.6       32.3       55.2       45.8
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    47,839:     2,048          0      5,682     32,661     30,668     40,391     36,350:     7,448     11,489
Old  :    47,839:     2,048          0      5,682     32,661     30,668     40,391     36,350:     7,448     11,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        0.0       11.9       68.3       64.1       84.4       76.0:      15.6       24.0
Old  :     100.0:       4.3        0.0       11.9       68.3       64.1       84.4       76.0:      15.6       24.0
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  :        20:         2          0          2         13         13         15         15:
Old  :        20:         2          0          2         13         13         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       37.4       67.7       61.4       38.8       27.3       52.9       42.3
Old  :                 44.8       37.4       67.7       61.4       38.8       27.3       52.9       42.3
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, October 25, 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  :    69,101:    22,302      2,160        120     44,011     65,819     66,433     68,099:     2,668      1,002
Old  :    69,101:    22,302      2,160        120     44,011     65,819     66,433     68,099:     2,668      1,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        3.1        0.2       63.7       95.3       96.1       98.5:       3.9        1.5
Old  :     100.0:      32.3        3.1        0.2       63.7       95.3       96.1       98.5:       3.9        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          1         13         15         15         18:
Old  :        23:         2          2          1         13         15         15         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  :                 70.0       77.2       87.5       90.3       41.2       38.4       49.0       50.9
Old  :                 70.0       77.2       87.5       90.3       41.2       38.4       49.0       50.9
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, November 1, 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  : 1,343,590:   345,957     87,974    246,376    731,247    997,742  1,323,580  1,332,092:    20,010     11,498
Old  : 1,343,590:   345,957     87,974    246,376    731,247    997,742  1,323,580  1,332,092:    20,010     11,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -50,897:    -8,232     -2,171     -2,215    -39,508    -46,682    -49,955    -51,068:      -942        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        6.5       18.3       54.4       74.3       98.5       99.1:       1.5        0.9
Old  :     100.0:      25.7        6.5       18.3       54.4       74.3       98.5       99.1:       1.5        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        29         10         32         86         77        124        111:
Old  :       131:        29         10         32         86         77        124        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       25.5       37.3       41.8       16.4       18.5       25.1       30.8
Old  :                 23.6       25.5       37.3       41.8       16.4       18.5       25.1       30.8
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, October 25, 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  : 1,394,487:   354,189     90,145    248,591    770,755  1,044,424  1,373,535  1,383,160:    20,952     11,327
Old  : 1,394,487:   354,189     90,145    248,591    770,755  1,044,424  1,373,535  1,383,160:    20,952     11,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    30,272:    11,802      7,484          1     20,481     26,328     32,284     33,813:    -2,012     -3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        6.5       17.8       55.3       74.9       98.5       99.2:       1.5        0.8
Old  :     100.0:      25.4        6.5       17.8       55.3       74.9       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  :       140:        29         10         30         92         82        128        115:
Old  :       140:        29         10         30         92         82        128        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  :                 23.2       25.4       36.8       41.6       16.9       18.0       25.2       30.7
Old  :                 23.2       25.4       36.8       41.6       16.9       18.0       25.2       30.7
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, November 1, 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  :   246,513:    56,479     68,945     61,929    124,904    114,541    243,312    245,415:     3,201      1,098
Old  :   246,513:    56,479     68,945     61,929    124,904    114,541    243,312    245,415:     3,201      1,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -29,605:    -6,004    -15,619     -5,800    -18,439     -7,951    -30,243    -29,370:       638       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       28.0       25.1       50.7       46.5       98.7       99.6:       1.3        0.4
Old  :     100.0:      22.9       28.0       25.1       50.7       46.5       98.7       99.6:       1.3        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  :        50:        14          6         17         29         27         49         44:
Old  :        50:        14          6         17         29         27         49         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  :                 36.2       55.5       54.8       70.9       22.9       39.3       32.3       44.6
Old  :                 36.2       55.5       54.8       70.9       22.9       39.3       32.3       44.6
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, October 25, 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  :   276,118:    62,483     84,564     67,729    143,343    122,492    273,555    274,785:     2,563      1,333
Old  :   276,118:    62,483     84,564     67,729    143,343    122,492    273,555    274,785:     2,563      1,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,441:    -8,143     12,595     11,387     23,113      2,126     26,357     26,108:      -916       -667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       30.6       24.5       51.9       44.4       99.1       99.5:       0.9        0.5
Old  :     100.0:      22.6       30.6       24.5       51.9       44.4       99.1       99.5:       0.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        14          8         18         32         30         53         49:
Old  :        56:        14          8         18         32         30         53         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  :                 35.4       53.4       55.1       67.3       21.3       36.6       30.4       43.4
Old  :                 35.4       53.4       55.1       67.3       21.3       36.6       30.4       43.4
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, November 1, 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  :    84,273:    25,886      8,873     15,459     42,800     59,839     84,145     84,171:       128        102
Old  :    84,273:    25,886      8,873     15,459     42,800     59,839     84,145     84,171:       128        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -4,035:      -714       -454       -611     -2,674     -3,017     -3,999     -4,082:       -36         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.5       18.3       50.8       71.0       99.8       99.9:       0.2        0.1
Old  :     100.0:      30.7       10.5       18.3       50.8       71.0       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         4          6          9         40         41         49         51:
Old  :        53:         4          6          9         40         41         49         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       38.7       68.9       57.4       43.8       31.7       48.6       44.6
Old  :                 54.4       38.7       68.9       57.4       43.8       31.7       48.6       44.6
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, October 25, 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  :    88,308:    26,600      9,327     16,070     45,474     62,856     88,144     88,252:       163         55
Old  :    88,308:    26,600      9,327     16,070     45,474     62,856     88,144     88,252:       163         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,528:    -1,147     -1,118      1,372      1,348      1,659      1,573      1,913:       -45       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       10.6       18.2       51.5       71.2       99.8       99.9:       0.2        0.1
Old  :     100.0:      30.1       10.6       18.2       51.5       71.2       99.8       99.9:       0.2        0.1
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  :        54:         4          6         10         39         43         50         53:
Old  :        54:         4          6         10         39         43         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  :                 53.6       37.8       68.7       56.1       42.5       31.3       47.7       43.4
Old  :                 53.6       37.8       68.7       56.1       42.5       31.3       47.7       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    27,748:     4,719      4,911      2,201     20,828     20,085     27,748     27,197:         0        551
Old  :    27,748:     4,719      4,911      2,201     20,828     20,085     27,748     27,197:         0        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :        18:    -1,366         63        151      1,339       -132        124         82:      -106        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       17.7        7.9       75.1       72.4      100.0       98.0:       0.0        2.0
Old  :     100.0:      17.0       17.7        7.9       75.1       72.4      100.0       98.0:       0.0        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  :        38:         4          3          6         21         23         28         29:
Old  :        38:         4          3          6         21         23         28         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  :                 57.4       52.4       77.0       74.4       55.0       49.1       73.0       68.7
Old  :                 57.4       52.4       77.0       74.4       55.0       49.1       73.0       68.7
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, October 25, 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  :    27,730:     6,085      4,848      2,050     19,489     20,217     27,624     27,115:       106        615
Old  :    27,730:     6,085      4,848      2,050     19,489     20,217     27,624     27,115:       106        615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       132:       900          0       -468       -300        600        132        132:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       17.5        7.4       70.3       72.9       99.6       97.8:       0.4        2.2
Old  :     100.0:      21.9       17.5        7.4       70.3       72.9       99.6       97.8:       0.4        2.2
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  :        38:         4          3          5         22         23         29         28:
Old  :        38:         4          3          5         22         23         29         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  :                 58.0       52.3       77.6       74.4       56.0       49.1       74.0       68.8
Old  :                 58.0       52.3       77.6       74.4       56.0       49.1       74.0       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                             Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    11,019:     2,745      3,381      2,106      6,168      5,532     11,019     11,019:         0          0
Old  :    11,019:     2,745      3,381      2,106      6,168      5,532     11,019     11,019:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :     1,612:     2,002        -78       -348        -42      2,038      1,612      1,612:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       30.7       19.1       56.0       50.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      24.9       30.7       19.1       56.0       50.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          2          3         14          9         19         13:
Old  :        24:         4          2          3         14          9         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       55.1       71.1       85.9       30.0       49.9       50.5       64.0
Old  :                 48.2       55.1       71.1       85.9       30.0       49.9       50.5       64.0
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     9,407:       743      3,459      2,454      6,210      3,494      9,407      9,407:         0          0
Old  :     9,407:       743      3,459      2,454      6,210      3,494      9,407      9,407:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       164:         0        164          0        164          0        164        164:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       36.8       26.1       66.0       37.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.9       36.8       26.1       66.0       37.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          3         14          9         19         13:
Old  :        24:         3          3          3         14          9         19         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       62.9       66.6       90.4       29.5       47.2       50.8       64.5
Old  :                 41.0       62.9       66.6       90.4       29.5       47.2       50.8       64.5
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, November 1, 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  :    17,356:     3,460      4,008      1,632     12,034     11,218     17,126     16,858:       230        498
Old  :    17,356:     3,460      4,008      1,632     12,034     11,218     17,126     16,858:       230        498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :      -274:       -12        328       -268        316       -344         36       -284:      -310         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       23.1        9.4       69.3       64.6       98.7       97.1:       1.3        2.9
Old  :     100.0:      19.9       23.1        9.4       69.3       64.6       98.7       97.1:       1.3        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          7         18         21         25         28:
Old  :        31:         3          4          7         18         21         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       55.0       72.2       79.5       42.9       45.4       61.4       62.8
Old  :                 48.5       55.0       72.2       79.5       42.9       45.4       61.4       62.8
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, October 25, 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  :    17,630:     3,472      3,680      1,900     11,718     11,562     17,090     17,142:       540        488
Old  :    17,630:     3,472      3,680      1,900     11,718     11,562     17,090     17,142:       540        488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       100:       572       -188        -72       -520        132        -20       -128:       120        228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       20.9       10.8       66.5       65.6       96.9       97.2:       3.1        2.8
Old  :     100.0:      19.7       20.9       10.8       66.5       65.6       96.9       97.2:       3.1        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          3          7         19         21         27         28:
Old  :        32:         5          3          7         19         21         27         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  :                 48.2       56.2       72.4       77.2       41.6       45.2       57.5       60.2
Old  :                 48.2       56.2       72.4       77.2       41.6       45.2       57.5       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                          Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    23,724:    11,200        120      1,330     10,478     22,046     23,008     23,496:       716        228
Old  :    23,724:    11,200        120      1,330     10,478     22,046     23,008     23,496:       716        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -1,142:      -160          0       -200       -870       -938     -1,230     -1,138:        88         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        0.5        5.6       44.2       92.9       97.0       99.0:       3.0        1.0
Old  :     100.0:      47.2        0.5        5.6       44.2       92.9       97.0       99.0:       3.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          3         22         26         25         29:
Old  :        32:         2          1          3         22         26         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  :                 68.2       55.6       79.1       77.7       61.6       52.2       71.7       71.8
Old  :                 68.2       55.6       79.1       77.7       61.6       52.2       71.7       71.8
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, October 25, 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  :    24,866:    11,360        120      1,530     11,348     22,984     24,238     24,634:       628        232
Old  :    24,866:    11,360        120      1,530     11,348     22,984     24,238     24,634:       628        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       500:         0          0          0        730        560        730        560:      -230        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        0.5        6.2       45.6       92.4       97.5       99.1:       2.5        0.9
Old  :     100.0:      45.7        0.5        6.2       45.6       92.4       97.5       99.1:       2.5        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          1          3         23         26         26         29:
Old  :        33:         2          1          3         23         26         26         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  :                 66.5       54.2       77.4       75.5       58.6       50.9       68.3       67.8
Old  :                 66.5       54.2       77.4       75.5       58.6       50.9       68.3       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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  :    10,046:     1,650         80        800      7,576      9,126     10,026     10,006:        20         40
Old  :    10,046:     1,650         80        800      7,576      9,126     10,026     10,006:        20         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       150:        20        -40        -20        154        230        154        170:        -4        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.8        8.0       75.4       90.8       99.8       99.6:       0.2        0.4
Old  :     100.0:      16.4        0.8        8.0       75.4       90.8       99.8       99.6:       0.2        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  :        21:         2          1          2         15         11         17         14:
Old  :        21:         2          1          2         15         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       71.6       86.9       89.8       50.0       67.7       66.7       72.2
Old  :                 60.5       71.6       86.9       89.8       50.0       67.7       66.7       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                           Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :     9,896:     1,630        120        820      7,422      8,896      9,872      9,836:        24         60
Old  :     9,896:     1,630        120        820      7,422      8,896      9,872      9,836:        24         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       240:         0          0          0        520        280        520        280:      -280        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        1.2        8.3       75.0       89.9       99.8       99.4:       0.2        0.6
Old  :     100.0:      16.5        1.2        8.3       75.0       89.9       99.8       99.4:       0.2        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  :        22:         2          1          2         16         12         18         15:
Old  :        22:         2          1          2         16         12         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       71.6       85.7       88.5       51.5       67.5       67.6       73.1
Old  :                 62.0       71.6       85.7       88.5       51.5       67.5       67.6       73.1
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, November 1, 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  : 1,536,361:   119,650     91,243    484,180    869,391    880,961  1,473,221  1,456,384:    63,140     79,977
Old  : 1,536,361:   119,650     91,243    484,180    869,391    880,961  1,473,221  1,456,384:    63,140     79,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    38,167:       115      1,372     20,517     13,045     15,051     33,677     36,940:     4,489      1,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        5.9       31.5       56.6       57.3       95.9       94.8:       4.1        5.2
Old  :     100.0:       7.8        5.9       31.5       56.6       57.3       95.9       94.8:       4.1        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        82        101        120         80         87        223        253:
Old  :       280:        82        101        120         80         87        223        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       19.7       33.0       31.5        8.2        7.0       12.2       11.0
Old  :                 21.7       19.7       33.0       31.5        8.2        7.0       12.2       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,498,195:   119,535     89,871    463,663    856,346    865,910  1,439,544  1,419,444:    58,651     78,751
Old  : 1,498,195:   119,535     89,871    463,663    856,346    865,910  1,439,544  1,419,444:    58,651     78,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -14,584:    -2,132      3,596     11,510    -14,944    -21,329     -5,566     -6,223:    -9,018     -8,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        6.0       30.9       57.2       57.8       96.1       94.7:       3.9        5.3
Old  :     100.0:       8.0        6.0       30.9       57.2       57.8       96.1       94.7:       3.9        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        76        104        114         80         86        220        243:
Old  :       275:        76        104        114         80         86        220        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       18.7       33.1       30.6        9.1        7.9       13.5       12.0
Old  :                 22.1       18.7       33.1       30.6        9.1        7.9       13.5       12.0
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, November 1, 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  :    14,180:     9,189      2,259        327      2,091     11,070     11,607     13,656:     2,573        524
Old  :    14,180:     9,189      2,259        327      2,091     11,070     11,607     13,656:     2,573        524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :       275:      -196          9        151        616        291        571        451:      -296       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.8       15.9        2.3       14.7       78.1       81.9       96.3:      18.1        3.7
Old  :     100.0:      64.8       15.9        2.3       14.7       78.1       81.9       96.3:      18.1        3.7
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  :       115:        65         10          6         10         29         79         44:
Old  :       115:        65         10          6         10         29         79         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  :                 25.9       33.7       39.3       52.3       25.9       33.7       39.3       52.3
Old  :                 25.9       33.7       39.3       52.3       25.9       33.7       39.3       52.3
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, October 25, 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  :    13,905:     9,385      2,250        176      1,475     10,779     11,036     13,205:     2,869        700
Old  :    13,905:     9,385      2,250        176      1,475     10,779     11,036     13,205:     2,869        700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       650:       312       -213         11         44        615        367        413:       283        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.5       16.2        1.3       10.6       77.5       79.4       95.0:      20.6        5.0
Old  :     100.0:      67.5       16.2        1.3       10.6       77.5       79.4       95.0:      20.6        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        62         10          2         10         27         74         38:
Old  :       110:        62         10          2         10         27         74         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  :                 24.5       33.6       36.6       51.1       24.5       33.6       36.6       51.1
Old  :                 24.5       33.6       36.6       51.1       24.5       33.6       36.6       51.1
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, November 1, 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  :    11,076:     8,024        472         12        891      9,434      8,927      9,918:     2,149      1,158
Old  :    11,076:     8,024        472         12        891      9,434      8,927      9,918:     2,149      1,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :    -1,699:    -1,810        -92        -35        213     -1,370     -1,632     -1,497:       -67       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4        4.3        0.1        8.0       85.2       80.6       89.5:      19.4       10.5
Old  :     100.0:      72.4        4.3        0.1        8.0       85.2       80.6       89.5:      19.4       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        27          4          1          9         17         36         22:
Old  :        53:        27          4          1          9         17         36         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       51.3       50.8       76.2       34.0       49.6       50.8       74.4
Old  :                 34.0       51.3       50.8       76.2       34.0       49.6       50.8       74.4
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, October 25, 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  :    12,775:     9,834        564         47        678     10,804     10,559     11,415:     2,216      1,360
Old  :    12,775:     9,834        564         47        678     10,804     10,559     11,415:     2,216      1,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       214:       473         28         35       -170        134        338        197:      -124         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.0        4.4        0.4        5.3       84.6       82.7       89.4:      17.3       10.6
Old  :     100.0:      77.0        4.4        0.4        5.3       84.6       82.7       89.4:      17.3       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  :        59:        32          6          2         10         18         43         25:
Old  :        59:        32          6          2         10         18         43         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  :                 36.7       46.7       53.3       72.0       36.7       45.7       53.3       70.9
Old  :                 36.7       46.7       53.3       72.0       36.7       45.7       53.3       70.9
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, November 1, 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  :   152,650:    27,346      5,266     24,877     88,119    112,260    140,342    142,403:    12,308     10,247
Old  :   152,650:    27,346      5,266     24,877     88,119    112,260    140,342    142,403:    12,308     10,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 25, 2005                     :
     :   -16,540:        48        978     -8,903     -6,738     -7,557    -15,592    -15,481:      -948     -1,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        3.4       16.3       57.7       73.5       91.9       93.3:       8.1        6.7
Old  :     100.0:      17.9        3.4       16.3       57.7       73.5       91.9       93.3:       8.1        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        44         26         41         60         70        126        118:
Old  :       151:        44         26         41         60         70        126        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       20.1       40.7       34.2       17.9       15.6       27.2       24.4
Old  :                 25.0       20.1       40.7       34.2       17.9       15.6       27.2       24.4
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, October 25, 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  :   169,190:    27,298      4,287     33,779     94,857    119,818    155,934    157,884:    13,256     11,306
Old  :   169,190:    27,298      4,287     33,779     94,857    119,818    155,934    157,884:    13,256     11,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     7,758:      -305     -1,774      4,554      4,335      4,265      8,584      7,045:      -826        713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        2.5       20.0       56.1       70.8       92.2       93.3:       7.8        6.7
Old  :     100.0:      16.1        2.5       20.0       56.1       70.8       92.2       93.3:       7.8        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        43         22         41         69         78        134        121:
Old  :       153:        43         22         41         69         78        134        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  :                 21.4       19.5       36.7       33.4       15.1       13.5       23.0       22.3
Old  :                 21.4       19.5       36.7       33.4       15.1       13.5       23.0       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 14, 2005