WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      206,793
COMMITMENTS
  36,969   66,857   26,418  115,718   90,297  179,104  183,571   27,689   23,222

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,161)
    -347   -1,438     -695    1,027      705      -15   -1,429   -2,146     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     32.3     12.8     56.0     43.7     86.6     88.8     13.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      93       94       69       63       68      189      204
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      208,954
COMMITMENTS
  37,316   68,295   27,113  114,691   89,591  179,119  185,000   29,835   23,954

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        309)
   1,173   -6,039     -193      421    7,335    1,401    1,102   -1,092     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     32.7     13.0     54.9     42.9     85.7     88.5     14.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      94      100       73       65       66      198      207
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      713,077
COMMITMENTS
  69,205  164,624   99,517  431,949  302,136  600,672  566,277  112,405  146,800

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -7,362)
     -65   -8,206   -3,988   -2,111    2,743   -6,165   -9,451   -1,197    2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7     23.1     14.0     60.6     42.4     84.2     79.4     15.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      717)
     149      200      147      285      269      528      536
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      720,439
COMMITMENTS
  69,271  172,831  103,505  434,060  299,393  606,836  575,728  113,603  144,710

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     10,126)
    -703   -4,249    5,596    3,532    7,712    8,426    9,060    1,700    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     24.0     14.4     60.2     41.6     84.2     79.9     15.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     161      192      156      281      269      534      542
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,023
COMMITMENTS
   1,269      809      396    2,236    4,876    3,901    6,081    4,122    1,942

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        486)
     267       91       71     -127      218      211      380      275      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     10.1      4.9     27.9     60.8     48.6     75.8     51.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14        6        5       15       13       31       22
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,537
COMMITMENTS
   1,002      718      325    2,363    4,658    3,690    5,701    3,847    1,836

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        126)
       3     -439      -61     -344      359     -402     -142      528      267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      9.5      4.3     31.3     61.8     49.0     75.6     51.0     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        3        4       16       15       30       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      302,516
COMMITMENTS
  37,018   45,507   62,099  155,421  132,715  254,538  240,320   47,978   62,196

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -21,235)
    -683   -2,486  -11,036   -1,240   -2,568  -12,958  -16,090   -8,277   -5,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     15.0     20.5     51.4     43.9     84.1     79.4     15.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     110      141      114      108      120      292      304
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      323,752
COMMITMENTS
  37,700   47,993   73,134  156,661  135,283  267,496  256,410   56,256   67,341

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -11,099)
   5,598     -858   -4,111   -7,027   -1,637   -5,541   -6,607   -5,558   -4,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     14.8     22.6     48.4     41.8     82.6     79.2     17.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      441)
     140      147      148      118      122      339      344
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      163,061
COMMITMENTS
  17,863   34,843   26,229   94,262   80,599  138,354  141,670   24,707   21,390

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,166)
   5,182   -9,310   -1,224   -8,240    5,414   -4,282   -5,120      115      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     21.4     16.1     57.8     49.4     84.8     86.9     15.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      34       35       34       52       48      105      108
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      167,227
COMMITMENTS
  12,682   44,153   27,453  102,501   75,185  142,636  146,790   24,591   20,436

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -5,033)
  -1,313   -3,554      238   -2,448      586   -3,523   -2,730   -1,510   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     26.4     16.4     61.3     45.0     85.3     87.8     14.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      29       42       35       54       47      105      114
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      714,555
COMMITMENTS
 153,140   91,475   89,010  374,060  412,939  616,211  593,423   98,344  121,132

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -67,580)
 -20,510   -3,555  -18,975  -15,269  -38,829  -54,754  -61,359  -12,826   -6,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     12.8     12.5     52.3     57.8     86.2     83.0     13.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       49       38       68       89      132      149
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      782,135
COMMITMENTS
 173,651   95,030  107,985  389,329  451,768  670,964  654,783  111,170  127,352

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     20,797)
 -10,916   12,113    6,071   28,100    9,221   23,255   27,405   -2,459   -6,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     12.2     13.8     49.8     57.8     85.8     83.7     14.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      41       55       50       75      102      150      174
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      159,957
COMMITMENTS
   8,018   25,056   32,257   91,573   76,519  131,847  133,832   28,110   26,125

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,936)
   2,116     -960   -2,062     -692      531     -638   -2,491   -2,298     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     15.7     20.2     57.2     47.8     82.4     83.7     17.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      28       46       48       54       55      116      131
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      162,894
COMMITMENTS
   5,902   26,016   34,319   92,264   75,988  132,485  136,323   30,408   26,571

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -263)
  -3,220     -595    1,542    2,887   -3,749    1,209   -2,802   -1,472    2,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     16.0     21.1     56.6     46.6     81.3     83.7     18.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      20       47       46       57       53      113      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,803
COMMITMENTS
   1,377    1,279      280      924    1,792    2,581    3,351    2,222    1,452

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -134)
     170      147      -48     -266     -175     -144      -76       10      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     26.6      5.8     19.2     37.3     53.7     69.8     46.3     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        6        3        6        9       16       18
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,937
COMMITMENTS
   1,207    1,132      328    1,190    1,967    2,725    3,427    2,212    1,510

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:         -2)
     -77     -132      -43     -212      241     -332       66      330      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     22.9      6.7     24.1     39.8     55.2     69.4     44.8     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        6        4       11       10       20       18
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      248,678
COMMITMENTS
  62,456   70,027    1,400  159,101  128,534  222,957  199,961   25,721   48,717

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,180)
   3,880    5,241   -2,371        4   -2,611    1,513      259     -333      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     28.2      0.6     64.0     51.7     89.7     80.4     10.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      18       49        5       44       66       65      117
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      247,498
COMMITMENTS
  58,576   64,786    3,771  159,097  131,145  221,444  199,702   26,054   47,796

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      8,554)
    -183    1,377   -1,934   10,349   12,677    8,232   12,120      322   -3,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     26.2      1.5     64.3     53.0     89.5     80.7     10.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      17       50        8       47       69       69      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,016,224
COMMITMENTS
 387,675  331,464  200,775  1262431  1176943  1850881  1709181  165,343  307,043

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:   -114,294)
  29,448   47,708  -94,948  -28,406  -67,210  -93,906 -114,450  -20,388      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     16.4     10.0     62.6     58.4     91.8     84.8      8.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
      55      105       82      130      191      236      327
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,130,518
COMMITMENTS
 358,228  283,756  295,723  1290837  1244152  1944788  1823631  185,731  306,887

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -79,395)
 -19,943  -10,417  -27,247  -34,837   -5,873  -82,027  -43,537    2,633  -35,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     13.3     13.9     60.6     58.4     91.3     85.6      8.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      59      121      100      136      196      261      351
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,312,191
COMMITMENTS
 335,565  214,422  122,676  776,263  804,457  1234504  1141555   77,687  170,636

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -67,237)
 -13,209    1,067  -33,678   -5,486  -24,259  -52,374  -56,870  -14,863  -10,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     16.3      9.3     59.2     61.3     94.1     87.0      5.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      50       86       56       91      142      169      256
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,379,428
COMMITMENTS
 348,774  213,355  156,354  781,750  828,716  1286878  1198425   92,550  181,003

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -209,551)
 -28,862   -8,035 -138,128  -27,968  -65,372 -194,958 -211,535  -14,592    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     15.5     11.3     56.7     60.1     93.3     86.9      6.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      314)
      62       85       61       99      150      187      270
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      652,623
COMMITMENTS
 185,081   52,281  194,054  241,166  387,794  620,302  634,129   32,322   18,494

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      9,408)
   6,556   13,073   -4,310    7,044        4    9,290    8,767      118      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      8.0     29.7     37.0     59.4     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      58       26       44       73       69      148      122
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      643,215
COMMITMENTS
 178,526   39,208  198,364  234,122  387,791  611,012  625,362   32,204   17,853

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,373)
  -3,896   -2,022  -11,662   13,593   14,258   -1,965      575    3,338      799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      6.1     30.8     36.4     60.3     95.0     97.2      5.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      58       21       42       72       69      143      119
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,173
COMMITMENTS
  19,706    9,848      759   25,615   32,934   46,081   43,542    5,093    7,632

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,389)
   1,963      300      136      367      791    2,466    1,227   -1,076      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     19.2      1.5     50.1     64.4     90.0     85.1     10.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       20       10       23       13       62       36
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,784
COMMITMENTS
  17,743    9,548      623   25,249   32,143   43,615   42,315    6,169    7,469

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -24,726)
  -2,227   -3,442   -1,789  -12,665   -6,986  -16,682  -12,217   -8,045  -12,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     19.2      1.3     50.7     64.6     87.6     85.0     12.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       19       10       21       12       61       34
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       39,844
COMMITMENTS
   7,267   11,221    2,075   22,622   17,022   31,964   30,318    7,880    9,526

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -4,604)
     559    2,190      177    2,449    2,008    3,185    4,375   -7,789   -8,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     28.2      5.2     56.8     42.7     80.2     76.1     19.8     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      24       27       15       22       15       56       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       44,448
COMMITMENTS
   6,708    9,031    1,898   20,173   15,014   28,779   25,943   15,669   18,505

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -45,577)
  -7,377   -5,883   -5,184  -26,107  -37,810  -38,668  -48,877   -6,909    3,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     20.3      4.3     45.4     33.8     64.7     58.4     35.3     41.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       26       12       18       16       48       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,307
COMMITMENTS
   2,031    6,400    1,006   32,906   27,529   35,943   34,935      364    1,372

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -705)
    -295     -614        0     -577      -96     -872     -710      167        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     17.6      2.8     90.6     75.8     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4       21        2       17       15       23       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,012
COMMITMENTS
   2,326    7,014    1,006   33,483   27,625   36,815   35,645      197    1,367

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        278)
      64       13        0      293      347      357      360      -79      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     19.0      2.7     90.5     74.6     99.5     96.3      0.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       22        2       17       15       23       37
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,126
COMMITMENTS
     681    1,580        0   12,433   11,090   13,114   12,670       12      456

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -386)
     296      -76        0     -669     -122     -373     -198      -13     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     12.0      0.0     94.7     84.5     99.9     96.5      0.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        0        8       10       10       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,512
COMMITMENTS
     385    1,656        0   13,102   11,212   13,487   12,868       25      644

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        684)
    -194     -120        0      862      608      668      488       16      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8     12.3      0.0     97.0     83.0     99.8     95.2      0.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        8        0        8        9       10       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,011
COMMITMENTS
   3,985    1,620    5,271   19,035   19,054   28,290   25,944    2,720    5,067

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        884)
       2      215      285    1,018      881    1,305    1,380     -420     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      5.2     17.0     61.4     61.4     91.2     83.7      8.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      22       11       17       35       44       64       65
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,126
COMMITMENTS
   3,983    1,405    4,986   18,017   18,173   26,986   24,564    3,141    5,562

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,156)
     107       96      285      375      579      767      960      389      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      4.7     16.5     59.8     60.3     89.6     81.5     10.4     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      25        7       17       35       43       64       63
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      101,086
COMMITMENTS
  24,319    4,944   18,192   38,810   43,492   81,321   66,628   19,765   34,459

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      2,998)
     114      475    1,059      752      168    1,925    1,701    1,073    1,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      4.9     18.0     38.4     43.0     80.4     65.9     19.6     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      53       35       48       31       37      121       92
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       98,088
COMMITMENTS
  24,206    4,469   17,133   38,058   43,324   79,397   64,926   18,692   33,162

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -8,414)
     614     -324   -5,352   -3,160   -4,198   -7,898   -9,874     -517    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      4.6     17.5     38.8     44.2     80.9     66.2     19.1     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      54       31       50       30       35      119       92
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,033
COMMITMENTS
     547      423      206      725      312    1,478      941      555    1,092

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         50)
    -124       30       35      158       65       69      130      -19      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     20.8     10.1     35.7     15.3     72.7     46.3     27.3     53.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       12        5        5        2       15       15
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,983
COMMITMENTS
     671      393      171      567      247    1,409      812      574    1,171

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        -62)
     -81      -29       15      124       40       58       26     -120      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     19.8      8.6     28.6     12.5     71.1     40.9     28.9     59.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6       11        6        3        2       14       14
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,015
COMMITMENTS
  39,860    8,654   27,272   67,514   79,310  134,645  115,235   16,370   35,780

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      7,708)
   4,226   -1,621    1,478    1,478    5,641    7,182    5,497      526    2,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      5.7     18.1     44.7     52.5     89.2     76.3     10.8     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      59       34       44       59       99      137      161
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      143,307
COMMITMENTS
  35,634   10,275   25,794   66,035   73,669  127,463  109,738   15,844   33,569

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     11,694)
   8,904     -889    2,381    1,508    6,187   12,793    7,680   -1,099    4,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      7.2     18.0     46.1     51.4     88.9     76.6     11.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      50       34       44       56       94      124      155
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,345
COMMITMENTS
     840      542      501      815    1,747    2,156    2,790    2,190    1,556

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        327)
     252     -156       44     -113      277      183      164      144      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     12.5     11.5     18.8     40.2     49.6     64.2     50.4     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        6       10        6       14       26       26
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,018
COMMITMENTS
     588      698      457      928    1,470    1,973    2,625    2,046    1,393

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        193)
     -73       32       99      -94     -140      -68       -9      261      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     17.4     11.4     23.1     36.6     49.1     65.3     50.9     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        6       10        9       12       27       26
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       19,225
COMMITMENTS
   3,705      829    3,805    6,765    3,950   14,275    8,584    4,951   10,641

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        344)
     377      138     -139      -28     -137      211     -138      133      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      4.3     19.8     35.2     20.5     74.2     44.6     25.8     55.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       21       26       38       36       79       69
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       18,881
COMMITMENTS
   3,327      691    3,944    6,793    4,088   14,064    8,722    4,817   10,159

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:          9)
   1,168   -1,288        2     -948      625      223     -661     -214      669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      3.7     20.9     36.0     21.6     74.5     46.2     25.5     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      29       18       29       38       37       82       72
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       73,358
COMMITMENTS
  19,868   13,362      979   19,315   43,398   40,161   57,739   33,197   15,619

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        655)
  -1,311     -991        8    2,269    3,033      966    2,051     -312   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     18.2      1.3     26.3     59.2     54.7     78.7     45.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      16        9        7       20       18       37       33
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       72,704
COMMITMENTS
  21,179   14,353      971   17,045   40,365   39,195   55,689   33,508   17,015

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -35,736)
  -1,530    1,357       25  -35,440  -28,074  -36,945  -26,692    1,209   -9,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     19.7      1.3     23.4     55.5     53.9     76.6     46.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20        8        7       19       19       40       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       61,325
COMMITMENTS
  33,718    8,739      203    7,955   44,575   41,876   53,517   19,450    7,808

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,306)
   3,657   -9,814     -191   -1,311   12,961    2,155    2,956    1,151      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.0     14.3      0.3     13.0     72.7     68.3     87.3     31.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      21        3        2        8        9       29       14
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       58,019
COMMITMENTS
  30,061   18,553      394    9,266   31,614   39,720   50,561   18,299    7,459

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        122)
  -4,208    1,794      -60    4,108   -1,483     -160      251      282     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8     32.0      0.7     16.0     54.5     68.5     87.1     31.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      21        4        2       11        8       32       14
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,854
COMMITMENTS
  54,120    6,203      693   21,012   72,719   75,825   79,614   10,029    6,240

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -100)
  -2,976      -30      667    2,712     -718      403      -80     -503      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.0      7.2      0.8     24.5     84.7     88.3     92.7     11.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      47       13        2       17       18       66       31
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       85,954
COMMITMENTS
  57,096    6,233       25   18,300   73,436   75,422   79,694   10,532    6,259

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      2,683)
     730     -163     -200    1,419    2,160    1,949    1,797      734      886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.4      7.3      0.0     21.3     85.4     87.7     92.7     12.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      47       11        1       17       18       65       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,151
COMMITMENTS
  32,966   12,940    1,016   20,036   53,730   54,017   67,686   26,134   12,465

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,482)
  -4,284   10,368      -98    1,997  -12,873   -2,384   -2,603   -1,098     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1     16.1      1.3     25.0     67.0     67.4     84.4     32.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      24       11        7       11       13       40       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       83,633
COMMITMENTS
  37,249    2,572    1,114   18,038   66,603   56,401   70,289   27,232   13,345

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      3,820)
  -3,724      251      306    7,240    2,457    3,821    3,013       -1      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5      3.1      1.3     21.6     79.6     67.4     84.0     32.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28        7        6       11       13       42       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      175,964
COMMITMENTS
  39,988   11,362    2,569   94,900  143,815  137,456  157,746   38,507   18,218

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      4,976)
   6,657   -1,508      -86   -3,019    8,539    3,552    6,945    1,424   -1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      6.5      1.5     53.9     81.7     78.1     89.6     21.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      33       13       10       18       22       52       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      170,988
COMMITMENTS
  33,330   12,870    2,656   97,918  135,275  133,904  150,801   37,083   20,186

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -676)
     435      625     -602   -1,332     -754   -1,500     -731      824       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      7.5      1.6     57.3     79.1     78.3     88.2     21.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      31       13        9       19       21       52       41
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      194,126
COMMITMENTS
  50,948   31,615   19,485   55,159   72,674  125,593  123,775   68,533   70,351

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,763)
  12,285  -20,456    3,262   -1,665   20,423   13,883    3,229      881   11,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     16.3     10.0     28.4     37.4     64.7     63.8     35.3     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      39       32       27       31       23       86       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      179,363
COMMITMENTS
  38,663   52,072   16,223   56,824   52,251  111,710  120,546   67,653   58,817

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     13,316)
   2,520     -256    1,489    4,180    6,222    8,189    7,456    5,127    5,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     29.0      9.0     31.7     29.1     62.3     67.2     37.7     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      35       26       26       29       23       79       60
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       40,657
COMMITMENTS
  10,186        0      100   28,214   36,882   38,500   36,982    2,157    3,675

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,135)
   1,286     -354        0      -92    1,172    1,194      818      -59      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      0.0      0.2     69.4     90.7     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       15       25       18       26
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       39,522
COMMITMENTS
   8,900      354      100   28,306   35,710   37,306   36,164    2,216    3,358

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      5,674)
    -448     -586        0    4,938    5,161    4,490    4,575    1,184    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      0.9      0.3     71.6     90.4     94.4     91.5      5.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       16       25       19       27
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,498,370
COMMITMENTS
 622,294  743,103  2738027  5717317  5336497  9077639  8817628  420,731  680,743

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    116,641)
  39,004   60,235  -35,923  154,752  119,032  157,833  143,345  -41,192  -26,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.8     28.8     60.2     56.2     95.6     92.8      4.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
      73      110      141      187      204      342      389
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    9,381,729
COMMITMENTS
 583,291  682,868  2773950  5562565  5217465  8919806  8674283  461,923  707,446

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    501,266)
  35,888  159,522  231,883  296,345  181,910  564,117  573,315  -62,851  -72,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      7.3     29.6     59.3     55.6     95.1     92.5      4.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
      77      111      145      185      203      344      390
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,323
COMMITMENTS
  58,254   59,572   23,830  467,973  517,926  550,056  601,328  164,267  112,995

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -830)
    -696     -811    2,915     -194    2,117    2,025    4,221   -2,855   -5,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.3      3.3     65.5     72.5     77.0     84.2     23.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      44       32       41       95       67      161      118
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      715,153
COMMITMENTS
  58,949   60,383   20,915  468,167  515,809  548,031  597,107  167,122  118,046

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -146,181)
 -14,163  -10,972  -23,211  -59,592  -47,150  -96,966  -81,333  -49,214  -64,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      8.4      2.9     65.5     72.1     76.6     83.5     23.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      43       31       38       93       66      158      113
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      748,775
COMMITMENTS
 191,686   82,161   11,916  311,827  596,594  515,428  690,670  233,347   58,105

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     16,043)
 -12,084   -7,974    1,535   22,103   32,492   11,554   26,053    4,489  -10,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     11.0      1.6     41.6     79.7     68.8     92.2     31.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      77       73       27       69       67      166      147
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      732,733
COMMITMENTS
 203,770   90,135   10,381  289,724  564,102  503,874  664,617  228,858   68,115

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -577,728)
 -67,550  -99,809  -55,182 -283,108 -350,275 -405,840 -505,266 -171,887  -72,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     12.3      1.4     39.5     77.0     68.8     90.7     31.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      74       72       20       67       70      156      147
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,122
COMMITMENTS
   1,746      256        0    8,743   11,604   10,489   11,860    2,633    1,262

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         24)
     126      146        0     -145     -467      -19     -321       43      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      2.0      0.0     66.6     88.4     79.9     90.4     20.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        0       23       16       29       18
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,098
COMMITMENTS
   1,620      110        0    8,888   12,071   10,508   12,181    2,590      917

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -6,371)
      83     -892     -694   -4,609   -2,866   -5,220   -4,452   -1,151   -1,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.8      0.0     67.9     92.2     80.2     93.0     19.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        1        0       22       18       27       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,130
COMMITMENTS
   2,789    3,665      141   16,354   15,697   19,284   19,503    2,846    2,627

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,192)
     729     -435       45      145    1,043      919      653      273      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.6      0.6     73.9     70.9     87.1     88.1     12.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        5        2       25       19       35       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       20,938
COMMITMENTS
   2,060    4,100       96   16,209   14,654   18,365   18,850    2,573    2,088

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -25,818)
  -5,761       55   -3,058   -9,738  -21,248  -18,557  -24,251   -7,261   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     19.6      0.5     77.4     70.0     87.7     90.0     12.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        7        1       24       19       30       26
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,249
COMMITMENTS
  13,273   13,119      227   32,292   43,970   45,791   57,316   19,458    7,933

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,788)
  -1,809      833     -147    1,562   -1,269     -394     -583   -1,394   -1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     20.1      0.3     49.5     67.4     70.2     87.8     29.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      25       33        3       52       33       79       67
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       67,037
COMMITMENTS
  15,082   12,285      374   30,730   45,240   46,186   57,899   20,852    9,138

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -57,058)
  -2,907    2,729   -4,929  -42,989   -5,482  -50,825   -7,682   -6,233  -49,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     18.3      0.6     45.8     67.5     68.9     86.4     31.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      26       34        4       48       34       77       70
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      267,379
COMMITMENTS
 134,448   38,683    3,196  103,885  155,330  241,529  197,209   25,850   70,170

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     20,061)
   4,996    4,733    1,814   12,506   11,295   19,315   17,842      746    2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.3     14.5      1.2     38.9     58.1     90.3     73.8      9.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      88       61       11       43       40      137      106
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      247,317
COMMITMENTS
 129,452   33,950    1,382   91,380  144,035  222,214  179,367   25,103   67,951

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -295,772)
 -19,382  -33,975  -16,838  -34,812 -229,017  -71,032 -279,829 -224,740  -15,942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3     13.7      0.6     36.9     58.2     89.8     72.5     10.2     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      90       55       10       45       42      141      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       62,804
COMMITMENTS
  30,330      213      300    8,776   52,174   39,407   52,688   23,397   10,117

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      1,898)
   1,261       52       72     -548    2,972      785    3,097    1,113   -1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.3      0.3      0.5     14.0     83.1     62.7     83.9     37.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      18        1        1        8       15       27       16
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,906
COMMITMENTS
  29,069      161      228    9,324   49,201   38,622   49,591   22,284   11,315

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      2,297)
    -272       48     -320    1,332    1,571      740    1,299    1,557      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.7      0.3      0.4     15.3     80.8     63.4     81.4     36.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      18        1        1        7       14       26       15
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,586
COMMITMENTS
   1,811    5,386       21   14,838   12,068   16,670   17,475    3,916    3,111

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -519)
       7     -204        0     -277       64     -270     -140     -249     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     26.2      0.1     72.1     58.6     81.0     84.9     19.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
       7       18        1       40       21       48       39
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       21,105
COMMITMENTS
   1,804    5,590       21   15,115   12,004   16,940   17,615    4,165    3,490

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -18,618)
  -2,362   -1,698   -1,648  -12,734   -3,652  -16,744   -6,998   -1,875  -11,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     26.5      0.1     71.6     56.9     80.3     83.5     19.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
       7       19        1       40       22       48       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      101,381
COMMITMENTS
  18,356   18,161      568   71,818   77,784   90,742   96,513   10,639    4,868

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,264)
   1,118   -2,918       10     -558    2,732      570     -176   -3,834   -3,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     17.9      0.6     70.8     76.7     89.5     95.2     10.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      24       28        6       38       37       65       68
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      104,645
COMMITMENTS
  17,238   21,079      558   72,376   75,052   90,172   96,689   14,473    7,956

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:    -85,728)
  -4,605  -22,573   -5,249  -29,745  -57,681  -39,599  -85,503  -46,129     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     20.1      0.5     69.2     71.7     86.2     92.4     13.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      25       28        5       36       34       64       64
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,474
COMMITMENTS
  11,467    8,975      937   10,030   15,732   22,434   25,644    7,040    3,830

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        616)
   1,218      703       -7      137      628    1,348    1,324     -732     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9     30.5      3.2     34.0     53.4     76.1     87.0     23.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      37       22        4       23       21       62       46
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,858
COMMITMENTS
  10,249    8,272      944    9,893   15,104   21,086   24,320    7,772    4,538

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,772)
     547   -2,221       79   -2,639    1,016   -2,013   -1,126      241     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     28.7      3.3     34.3     52.3     73.1     84.3     26.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      33       20        4       21       21       57       44
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:        7,182
COMMITMENTS
   3,034      883        0    1,767      290    4,801    1,173    2,381    6,009

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,836)
     987       32     -316      765   -2,800    1,436   -3,084   -4,272      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.2     12.3      0.0     24.6      4.0     66.8     16.3     33.2     83.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        6        0        5        2       13        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      112,612
COMMITMENTS
     475    6,593    2,574   46,087   77,949   49,136   87,116   63,475   25,496

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        821)
    -264        1        0      -41    1,202     -305    1,203    1,126     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.9      2.3     40.9     69.2     43.6     77.4     56.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       14        3       13       23       19       39
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      111,791
COMMITMENTS
     739    6,592    2,574   46,128   76,747   49,441   85,913   62,349   25,878

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -4,015)
      83     -330        0    1,880   -3,675    1,963   -4,005   -5,978      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.9      2.3     41.3     68.7     44.2     76.9     55.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5       14        3       12       22       19       38
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      118,637
COMMITMENTS
  43,168    3,974   15,930   23,253   88,075   82,351  107,980   36,286   10,657

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,853)
    -571      130   -2,252   -1,185   -1,649   -4,008   -3,771    1,155      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.4      3.3     13.4     19.6     74.2     69.4     91.0     30.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      89       20       42       24       34      129       82
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      121,490
COMMITMENTS
  43,738    3,844   18,182   24,438   89,725   86,358  111,751   35,131    9,739

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,096)
  -3,843    1,032      957    1,036   -4,107   -1,851   -2,118     -245       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      3.2     15.0     20.1     73.9     71.1     92.0     28.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
     101       18       51       24       37      139       94
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       97,973
COMMITMENTS
  33,823    5,771   13,986   34,791   70,325   82,600   90,083   15,373    7,891

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      6,936)
   4,528    1,386    1,299     -423    3,547    5,405    6,232    1,531      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      5.9     14.3     35.5     71.8     84.3     91.9     15.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      69       26       29       35       39      115       86
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       91,037
COMMITMENTS
  29,294    4,385   12,687   35,214   66,779   77,195   83,850   13,842    7,187

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      3,941)
   3,772      521      779   -1,243    2,514    3,308    3,814      633      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      4.8     13.9     38.7     73.4     84.8     92.1     15.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      69       26       30       36       40      115       88
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      461,891
COMMITMENTS
 171,894   33,412  102,936  120,818  302,540  395,648  438,888   66,243   23,003

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      5,553)
   8,065    1,601   -5,462      814   10,489    3,417    6,628    2,136   -1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      7.2     22.3     26.2     65.5     85.7     95.0     14.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     145       45       63       37       46      208      133
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      456,338
COMMITMENTS
 163,829   31,811  108,398  120,004  292,051  392,231  432,260   64,107   24,078

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      7,329)
   3,727     -366    2,077      909    6,686    6,713    8,397      616   -1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      7.0     23.8     26.3     64.0     86.0     94.7     14.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
     148       48       70       38       46      212      143
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      126,550
COMMITMENTS
  15,707    2,955    7,222   96,098  114,226  119,027  124,402    7,523    2,148

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -3,122)
  -2,388      638      133     -387   -3,542   -2,641   -2,771     -482     -352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.3      5.7     75.9     90.3     94.1     98.3      5.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      45       21       35       46       37      108       80
 
 
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      129,672
COMMITMENTS
  18,094    2,317    7,088   96,485  117,768  121,667  127,173    8,005    2,499

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,157)
    -139      120      333    1,915    2,403    2,108    2,856     -952   -1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      1.8      5.5     74.4     90.8     93.8     98.1      6.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      47       21       33       45       37      111       76
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      527,764
COMMITMENTS
 108,684   22,486  118,631  225,241  352,680  452,557  493,797   75,207   33,967

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     23,856)
  10,661     -607    4,308      -83   20,751   14,886   24,452    8,971     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      4.3     22.5     42.7     66.8     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      67       36       51       69       54      169      111
 
 
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      503,908
COMMITMENTS
  98,024   23,093  114,323  225,324  331,929  437,672  469,346   66,236   34,562

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     24,301)
  -8,036    4,510      307   27,439   23,227   19,710   28,044    4,591   -3,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      4.6     22.7     44.7     65.9     86.9     93.1     13.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      64       32       50       66       55      157      112
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      156,467
COMMITMENTS
  50,969   10,254   43,609   49,488   96,022  144,067  149,885   12,401    6,582

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,206)
  -2,079      548    1,079      718   -1,344     -282      283     -925   -1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      6.6     27.9     31.6     61.4     92.1     95.8      7.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     176       71      112      102      122      323      269
 
 
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,674
COMMITMENTS
  53,048    9,706   42,530   48,770   97,366  144,348  149,603   13,325    8,071

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     16,588)
   3,819    1,044    8,332    3,763    6,131   15,914   15,507      674    1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      6.2     27.0     30.9     61.8     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     171       65      102      106      124      318      260
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,359
COMMITMENTS
   4,600    1,381      243    2,528    7,083    7,371    8,707    1,988      652

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        219)
      83      246       28      490      343      601      617     -382     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     14.8      2.6     27.0     75.7     78.8     93.0     21.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      14        4        3        5        6       22       11
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,140
COMMITMENTS
   4,517    1,135      215    2,038    6,740    6,770    8,090    2,370    1,050

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        566)
      94      160      -31      148       91      211      220      355      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.4     12.4      2.4     22.3     73.7     74.1     88.5     25.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        4        2        5        6       20       10
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       73,501
COMMITMENTS
  11,308   23,525    6,348   43,588   30,946   61,244   60,819   12,258   12,682

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,702)
    -156     -570     -686      865      794       23     -463   -1,724   -1,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     32.0      8.6     59.3     42.1     83.3     82.7     16.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       35       22       59       54       98      104
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       75,203
COMMITMENTS
  11,463   24,095    7,034   42,723   30,153   61,221   61,282   13,982   13,921

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        888)
    -455   -1,430      415     -329    1,236     -369      221    1,257      667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     32.0      9.4     56.8     40.1     81.4     81.5     18.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      33       37       24       56       53       96      109
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,449
COMMITMENTS
     808    9,720    2,656   23,510   15,825   26,974   28,201    8,475    7,248

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        601)
      74      320     -341    1,286      948    1,018      926     -417     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     27.4      7.5     66.3     44.6     76.1     79.6     23.9     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9       22       10       36       23       49       52
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       34,848
COMMITMENTS
     734    9,400    2,997   22,224   14,878   25,956   27,275    8,892    7,574

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -153)
    -152      323      -59     -745   -1,226     -955     -962      802      808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     27.0      8.6     63.8     42.7     74.5     78.3     25.5     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       8       21       10       35       21       47       50
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      113,851
COMMITMENTS
  13,495   35,230   24,093   63,672   47,283  101,261  106,607   12,591    7,245

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        396)
  -1,304    1,213      658      274   -1,109     -372      763      767     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     30.9     21.2     55.9     41.5     88.9     93.6     11.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
     122      107       80       94       80      252      234
 
 
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      113,456
COMMITMENTS
  14,799   34,017   23,435   63,398   48,392  101,633  105,844   11,823    7,612

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -132)
   1,438   -4,030      819   -3,525    2,797   -1,267     -414    1,135      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     30.0     20.7     55.9     42.7     89.6     93.3     10.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
     106      116       77       91       81      244      229
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       62,896
COMMITMENTS
  10,953    2,812   19,470   25,409   38,578   55,832   60,860    7,065    2,037

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -1,484)
     519       21   -1,715      -93      307   -1,289   -1,387     -195      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      4.5     31.0     40.4     61.3     88.8     96.8     11.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      63       24       34       33       26      112       71
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       64,380
COMMITMENTS
  10,434    2,790   21,185   25,502   38,271   57,121   62,246    7,259    2,134

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -2,162)
     996      429   -1,778   -1,331   -1,037   -2,113   -2,386      -49      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      4.3     32.9     39.6     59.4     88.7     96.7     11.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      61       25       38       33       27      114       75
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       29,949
COMMITMENTS
   6,298   19,199    3,752   17,500    2,381   27,550   25,332    2,400    4,617

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,642)
     649    1,667      139    2,792      725    3,579    2,531       63    1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     64.1     12.5     58.4      7.9     92.0     84.6      8.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4       36       10        6       12       17       52
 
 
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,307
COMMITMENTS
   5,650   17,532    3,613   14,708    1,656   23,971   22,801    2,336    3,506

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -613)
     449   -1,387       88   -1,284      753     -747     -546      134      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     66.6     13.7     55.9      6.3     91.1     86.7      8.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       35       11        6       12       19       50
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       25,080
COMMITMENTS
  18,300    1,145        0      770   21,078   19,070   22,223    6,010    2,857

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        487)
     219       11        0       -9     -295      210     -284      277      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.0      4.6      0.0      3.1     84.0     76.0     88.6     24.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8        1        0        1       13        9       14
 
 
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000)                          OPEN INTEREST:       24,593
COMMITMENTS
  18,081    1,134        0      779   21,373   18,860   22,507    5,733    2,086

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      4,765)
   3,892     -619        0      227    5,076    4,119    4,457      646      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.5      4.6      0.0      3.2     86.9     76.7     91.5     23.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        1        0        1       14        9       15
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,390
COMMITMENTS
  11,662   22,674   32,967  124,146  112,614  168,774  168,255   27,616   28,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -34,029)
  -5,020   -4,424  -19,603   -3,550   -7,995  -28,172  -32,022   -5,857   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.5     16.8     63.2     57.3     85.9     85.7     14.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      23       28       34       70       72      116      113
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      230,419
COMMITMENTS
  16,681   27,098   52,570  127,695  120,609  196,946  200,277   33,473   30,142

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     14,336)
   6,792   -1,455    3,397    2,507   12,318   12,696   14,259    1,640       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     11.8     22.8     55.4     52.3     85.5     86.9     14.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      26       33       35       69       68      115      118
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      645,539
COMMITMENTS
  23,736   57,269  245,231  311,494  312,011  580,461  614,510   65,078   31,029

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -40,914)
   3,152    1,347  -17,419  -25,041  -24,602  -39,308  -40,675   -1,607     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      8.9     38.0     48.3     48.3     89.9     95.2     10.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      47       56       75       95       83      181      181
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      686,453
COMMITMENTS
  20,583   55,922  262,650  336,535  336,613  619,768  655,185   66,685   31,268

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     12,216)
   1,499    6,643    6,534    4,924      505   12,957   13,681     -741   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      8.1     38.3     49.0     49.0     90.3     95.4      9.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      44       61       76      104       92      189      191
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,570
COMMITMENTS
     652    6,420    2,772   62,873   59,943   66,297   69,135    4,273    1,435

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        652)
     -56        0       56      652      596      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      9.1      3.9     89.1     84.9     93.9     98.0      6.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,918
COMMITMENTS
     708    6,420    2,716   62,221   59,347   65,645   68,483    4,273    1,435

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,136)
    -646        0      646    1,136      490    1,136    1,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      9.2      3.9     89.0     84.9     93.9     97.9      6.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       23       28       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,885
COMMITMENTS
   4,688    9,932    2,140   41,629   33,678   48,457   45,750    2,428    5,135

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     -2,630)
   2,996        0   -2,996   -2,962        0   -2,962   -2,996      332      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     19.5      4.2     81.8     66.2     95.2     89.9      4.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       15       13       17       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       53,515
COMMITMENTS
   1,692    9,932    5,136   44,591   33,678   51,419   48,746    2,096    4,769

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     18.6      9.6     83.3     62.9     96.1     91.1      3.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       16       14       18       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,419
COMMITMENTS
     879      955    1,424   32,002   33,598   34,305   35,977    4,114    2,442

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:       -142)
     -13      483      655   -1,150   -1,218     -508      -80      366      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.5      3.7     83.3     87.5     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       11       13       13       16
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,561
COMMITMENTS
     892      472      769   33,152   34,816   34,813   36,057    3,748    2,504

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.2      2.0     86.0     90.3     90.3     93.5      9.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       12       13       14       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,113
COMMITMENTS
   2,954    3,398    1,257   28,745   29,927   32,956   34,582    3,157    1,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        148)
       5        0     -254      248      948       -1      694      149     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.4      3.5     79.6     82.9     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       20       16       23       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,965
COMMITMENTS
   2,949    3,398    1,511   28,497   28,979   32,957   33,888    3,008    2,077

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        603)
     -49        0     -155      776       88      572      -67       31      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      9.4      4.2     79.2     80.6     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       19       16       22       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,381
COMMITMENTS
   1,550      160    1,176   46,873   45,979   49,599   47,315    2,782    5,066

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        701)
       0     -124      124    1,005      639    1,129      639     -428       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.3      2.2     89.5     87.8     94.7     90.3      5.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       51,680
COMMITMENTS
   1,550      284    1,052   45,868   45,340   48,470   46,676    3,210    5,004

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -103)
    -152     -366       90     -225      235     -287      -41      184      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.5      2.0     88.8     87.7     93.8     90.3      6.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       22       19       24       21
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,346
COMMITMENTS
   4,712    3,488        0   21,792   19,732   26,504   23,220      842    4,126

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     12.8      0.0     79.7     72.2     96.9     84.9      3.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       11       11       14       13
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      879,323
COMMITMENTS
 172,158   53,348  129,009  565,887  686,114  867,054  868,471   12,269   10,852

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     14,721)
  -6,164   -5,623    6,133   11,754   14,106   11,723   14,616    2,998      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      6.1     14.7     64.4     78.0     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      16       13       23       88       77      114      104
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      864,602
COMMITMENTS
 178,322   58,971  122,876  554,133  672,008  855,331  853,855    9,271   10,747

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     39,246)
   7,274   -1,601    8,776   24,657   31,421   40,707   38,596   -1,461      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      6.8     14.2     64.1     77.7     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      16       12       24       80       72      107       98
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,054
COMMITMENTS
   9,105   14,030   18,864   28,268   25,499   56,237   58,393    4,817    2,661

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:    -16,533)
  -7,226   -9,162   -1,221   -9,551   -7,394  -17,998  -17,777    1,465    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     23.0     30.9     46.3     41.8     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        4        8       18       17       28       25
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       77,587
COMMITMENTS
  16,331   23,192   20,085   37,819   32,893   74,235   76,170    3,352    1,417

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        480)
   3,854   -4,488     -908   -2,058    5,824      888      428     -408       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     29.9     25.9     48.7     42.4     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        8       11       20       21       34       33
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,079
COMMITMENTS
   4,729      180    5,829   24,005   28,150   34,562   34,158      517      921

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:         33)
      38      -30      372     -466     -807      -55     -465       89      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.5     16.6     68.4     80.2     98.5     97.4      1.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        5       25       24       30       30
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       35,046
COMMITMENTS
   4,691      210    5,457   24,471   28,957   34,618   34,623      428      423

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,889)
     380     -260    1,605      -47      522    1,938    1,867      -49       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      0.6     15.6     69.8     82.6     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        5       25       25       30       31
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,354
COMMITMENTS
   1,957    5,048    1,070   18,327   15,236   21,354   21,354        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0       82       82       82       82     -172     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     23.6      5.0     85.8     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,444
COMMITMENTS
   1,957    5,048    1,070   18,245   15,154   21,272   21,272      172      172

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:      1,004)
    -854      754       82    1,776      168    1,004    1,004        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     23.5      5.0     85.1     70.7     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,654
COMMITMENTS
     888    2,090    1,094    5,649    4,470    7,631    7,654       23        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        875)
      88     -630      508      279      997      875      875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     27.3     14.3     73.8     58.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       12       12       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,096,942
COMMITMENTS
  72,333   38,634  267,650  703,318  719,128  1043300  1025411   53,643   71,531

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:     36,563)
     297   -3,641   18,545   26,034   25,625   44,876   40,528   -8,313   -3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      3.5     24.4     64.1     65.6     95.1     93.5      4.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      58       60       81       84       85      186      191
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,060,379
COMMITMENTS
  72,036   42,275  249,105  677,283  693,503  998,424  984,883   61,955   75,496

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:   -144,236)
  -4,438   -2,024  -62,183  -75,044  -75,948 -141,664 -140,154   -2,571   -4,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      4.0     23.5     63.9     65.4     94.2     92.9      5.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      67       49       78       80       82      180      185
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,636
COMMITMENTS
   7,207    2,494       91    2,579    8,897    9,877   11,482    2,759    1,154

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        521)
     346      384      -59      262      194      549      519      -28        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.0     19.7      0.7     20.4     70.4     78.2     90.9     21.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      63       15        3       10       22       74       40
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,115
COMMITMENTS
   6,861    2,110      150    2,317    8,703    9,328   10,963    2,787    1,152

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        257)
    -137      263      -78      228      128       13      313      244      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.6     17.4      1.2     19.1     71.8     77.0     90.5     23.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      61       17        3        9       22       72       41
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,329
COMMITMENTS
   2,299      156        0    2,422    5,096    4,721    5,252    1,608    1,077

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        -49)
     632     -800     -296     -463      938     -127     -158       78      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3      2.5      0.0     38.3     80.5     74.6     83.0     25.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        2        0       10       12       25       14
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        6,378
COMMITMENTS
   1,667      956      296    2,885    4,158    4,848    5,410    1,530      968

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:       -173)
     -16      -10      216     -281     -388      -81     -182      -92        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     15.0      4.6     45.2     65.2     76.0     84.8     24.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      14        8        3       11       11       27       21
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,567
COMMITMENTS
  14,961   13,620   23,909  131,110  128,579  169,980  166,108   13,587   17,459

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:      3,262)
     609    3,577   -3,069    5,492    1,863    3,033    2,371      229      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      7.4     13.0     71.4     70.0     92.6     90.5      7.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      27       27       32       75       74      121      121
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      180,305
COMMITMENTS
  14,351   10,043   26,978  125,618  126,716  166,947  163,737   13,358   16,568

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,330)
    -320   -5,981     -176   -2,769    5,500   -3,265     -657    1,935     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      5.6     15.0     69.7     70.3     92.6     90.8      7.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      25       33       33       73       76      119      126
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       19,208
COMMITMENTS
      15    3,139    5,086   13,927   10,983   19,028   19,208      180        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        224)
       0      -81       15      329      290      344      224     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     16.3     26.5     72.5     57.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        3       17       16       20       23
 
 
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:       18,984
COMMITMENTS
      15    3,220    5,071   13,598   10,693   18,684   18,984      300        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:        150)
       0      180       45       75      -75      120      150       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     17.0     26.7     71.6     56.3     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        3       16       16       19       23
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        9,007
COMMITMENTS
     550    2,516      447    8,010    6,044    9,007    9,007        0        0

CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST:        150)
       0      150        0      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     27.9      5.0     88.9     67.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16
 
 
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/04          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:        8,857
COMMITMENTS
     550    2,366      447    7,860    6,044    8,857    8,857        0        0

CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST:     -1,205)
    -150     -501     -530     -525     -174   -1,205   -1,205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     26.7      5.0     88.7     68.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16
 

Updated January 7, 2005