WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,534
COMMITMENTS
  31,648   73,687   49,226  140,824  100,420  221,698  223,333   40,837   39,201

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,324)
     163      148    4,912     -537   -3,001    4,538    2,060   -3,214     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     28.1     18.8     53.6     38.3     84.4     85.1     15.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      77      101       81       52       55      174      201
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      261,211
COMMITMENTS
  31,485   73,539   44,314  141,361  103,421  217,160  221,274   44,051   39,937

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     19,453)
      73    2,164    6,509    7,093    2,707   13,674   11,380    5,779    8,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     28.2     17.0     54.1     39.6     83.1     84.7     16.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      75       93       73       56       57      168      191
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      797,695
COMMITMENTS
  63,921  193,205  110,175  459,721  281,208  633,817  584,588  163,878  213,107

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     10,520)
     803    1,467    5,065    3,505    2,478    9,373    9,010    1,147    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     24.2     13.8     57.6     35.3     79.5     73.3     20.5     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      516)
     110      165      137      198      171      396      399
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      787,176
COMMITMENTS
  63,119  191,738  105,110  456,216  278,730  624,445  575,578  162,731  211,598

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,956)
  -1,632    1,248   -6,472    5,005      264   -3,099   -4,960   12,055   13,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     24.4     13.4     58.0     35.4     79.3     73.1     20.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
     105      168      127      201      170      391      385
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,972
COMMITMENTS
   3,114      460      581    1,817    6,413    5,512    7,454    4,460    2,518

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        -78)
    -601      -35      -41      452      160     -190       84      112     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      4.6      5.8     18.2     64.3     55.3     74.8     44.7     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        6        5        9       15       29       24
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,050
COMMITMENTS
   3,715      494      622    1,365    6,253    5,702    7,370    4,348    2,680

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        488)
     449       74      141     -107      206      482      421        6       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0      4.9      6.2     13.6     62.2     56.7     73.3     43.3     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        6        7       10       15       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      368,223
COMMITMENTS
  33,575   90,017   82,229  184,337  120,503  300,141  292,750   68,082   75,474

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      6,406)
    -155    4,174    2,274    3,021    2,396    5,139    8,844    1,267   -2,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     24.4     22.3     50.1     32.7     81.5     79.5     18.5     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     101      145      139       93       87      278      300
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      361,817
COMMITMENTS
  33,730   85,843   79,956  181,317  118,107  295,002  283,906   66,815   77,911

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     24,510)
   6,926   10,562    3,096   13,940    7,825   23,962   21,482      548    3,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     23.7     22.1     50.1     32.6     81.5     78.5     18.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      96      138      130       92       91      269      287
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      206,235
COMMITMENTS
  17,014   61,360   32,425  129,124   85,380  178,563  179,165   27,672   27,070

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     10,045)
   1,009    3,785      887    5,666    5,467    7,562   10,138    2,483      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     29.8     15.7     62.6     41.4     86.6     86.9     13.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      30       64       39       53       45      107      135
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      196,190
COMMITMENTS
  16,005   57,575   31,538  123,458   79,914  171,001  169,027   25,189   27,163

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     15,707)
    -752    6,839    1,736   13,299    3,692   14,284   12,267    1,423    3,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     29.3     16.1     62.9     40.7     87.2     86.2     12.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      25       60       39       55       47      108      130
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,008,853
COMMITMENTS
 183,066  143,332  138,845  500,379  519,072  822,290  801,249  186,563  207,604

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    110,011)
  39,357  -25,791   41,332   23,120   79,559  103,809   95,100    6,202   14,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     14.2     13.8     49.6     51.5     81.5     79.4     18.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      41       49       55       73       85      150      155
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      898,842
COMMITMENTS
 143,709  169,123   97,513  477,259  439,514  718,481  706,150  180,360  192,692

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     52,631)
 -31,381   17,906   13,919   51,864   25,938   34,402   57,762   18,229   -5,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     18.8     10.8     53.1     48.9     79.9     78.6     20.1     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      40       45       50       70       83      141      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,408
COMMITMENTS
  10,010   53,023   40,661  114,395   70,906  165,065  164,590   33,342   33,818

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     14,998)
     -31   10,065    2,815    9,414     -997   12,198   11,883    2,800    3,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     26.7     20.5     57.7     35.7     83.2     83.0     16.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      24       66       56       57       55      122      158
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,409
COMMITMENTS
  10,041   42,958   37,845  104,981   71,903  152,867  152,707   30,542   30,703

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      9,932)
   1,396    3,509    1,140    6,995    2,555    9,531    7,204      401    2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     23.4     20.6     57.2     39.2     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      26       55       55       55       55      120      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,137
COMMITMENTS
   1,776    2,089      890    1,907    1,295    4,573    4,274    1,563    1,863

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        232)
      10      135       95       87       -5      192      225       40        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     34.0     14.5     31.1     21.1     74.5     69.6     25.5     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15        6       13        9       29       25
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,905
COMMITMENTS
   1,766    1,954      795    1,821    1,300    4,382    4,049    1,523    1,856

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,087)
     160      547      442      582     -184    1,184      805      -98      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     33.1     13.5     30.8     22.0     74.2     68.6     25.8     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       12        6       14        9       31       24
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      329,924
COMMITMENTS
 104,088   77,212      375  169,951  146,075  274,414  223,662   55,510  106,262

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     20,507)
  16,447   -3,196       26    2,822   14,320   19,295   11,150    1,212    9,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     23.4      0.1     51.5     44.3     83.2     67.8     16.8     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      16       33        1       45       45       62       78
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      309,417
COMMITMENTS
  87,641   80,408      349  167,129  131,755  255,119  212,512   54,298   96,905

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -3,266)
   7,633      355     -674  -14,920   -5,048   -7,961   -5,367    4,695    2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     26.0      0.1     54.0     42.6     82.5     68.7     17.5     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      13       35        1       41       42       55       77
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,368,313
COMMITMENTS
 263,935  271,231  434,141  1330041  1102202  2028117  1807574  340,196  560,739

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     94,643)
  16,068  -21,614   98,851   -9,056   56,552  105,863  133,788  -11,221  -39,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.5     18.3     56.2     46.5     85.6     76.3     14.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      62       62       76      122      151      221      252
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,273,671
COMMITMENTS
 247,867  292,846  335,290  1339097  1045650  1922254  1673786  351,416  599,885

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    213,027)
 -33,195  -19,597  100,745   90,455   67,379  158,005  148,527   55,022   64,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     12.9     14.7     58.9     46.0     84.5     73.6     15.5     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      47       65       67      104      140      189      234
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,503,248
COMMITMENTS
 241,148  196,413  131,868  954,165  807,447  1327181  1135728  176,067  367,520

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     34,474)
 -28,074  -17,957   -1,146   42,547    9,053   13,327  -10,050   21,148   44,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     13.1      8.8     63.5     53.7     88.3     75.6     11.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      36       50       47       78      105      138      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,468,774
COMMITMENTS
 269,223  214,370  133,014  911,618  798,393  1313855  1145778  154,920  322,996

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     84,934)
 -13,495   23,143    9,522   81,516   40,750   77,543   73,415    7,391   11,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     14.6      9.1     62.1     54.4     89.5     78.0     10.5     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      29       57       46       78      104      137      177
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      536,172
COMMITMENTS
 166,574   36,982  138,488  195,915  329,825  500,977  505,295   35,195   30,877

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -83,599)
 -16,236  -15,176   -3,637  -27,509  -46,289  -47,381  -65,101  -36,218  -18,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      6.9     25.8     36.5     61.5     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      42       12       33       57       59      105       98
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      619,771
COMMITMENTS
 182,810   52,158  142,124  223,424  376,114  548,358  570,396   71,413   49,375

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     35,525)
  29,021   -3,697  -23,342   -9,369   40,634   -3,690   13,596   39,215   21,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      8.4     22.9     36.0     60.7     88.5     92.0     11.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      41       15       32       56       61      105      100
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,831
COMMITMENTS
  12,609    3,140      790   21,955   37,769   35,355   41,699   14,476    8,132

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        880)
      86   -5,567      240      -80    6,117      246      790      634       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      6.3      1.6     44.1     75.8     70.9     83.7     29.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       10        6       22       12       51       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,951
COMMITMENTS
  12,523    8,707      551   22,035   31,652   35,109   40,909   13,842    8,042

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -627)
    -966   -1,279      -13     -903       94   -1,882   -1,198    1,255      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     17.8      1.1     45.0     64.7     71.7     83.6     28.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      23       11        5       23       10       51       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,672
COMMITMENTS
   8,934   25,978    3,905   54,437   24,763   67,276   54,645   10,397   23,027

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -5,971)
  -1,885    1,898      904    5,407   -3,726    4,427     -924  -10,397   -5,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     33.4      5.0     70.1     31.9     86.6     70.4     13.4     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       24       15       20       12       43       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,643
COMMITMENTS
  10,819   24,080    3,001   49,029   28,489   62,849   55,570   20,794   28,073

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     13,058)
   2,074   -1,471    1,164      835    2,107    4,073    1,799    8,985   11,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     28.8      3.6     58.6     34.1     75.1     66.4     24.9     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       24       15       20       14       46       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,003
COMMITMENTS
   8,761    9,577    1,014   29,865   28,070   39,640   38,661      363    1,342

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -942)
     655     -688        0   -1,641     -149     -986     -837       44     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     23.9      2.5     74.7     70.2     99.1     96.6      0.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       23        3       19       19       27       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,945
COMMITMENTS
   8,106   10,265    1,014   31,506   28,219   40,626   39,498      319    1,447

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,820)
     256       26        0    1,529    1,739    1,785    1,765       35       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     25.1      2.5     76.9     68.9     99.2     96.5      0.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5       20        3       18       17       26       37
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,540
COMMITMENTS
   5,689    1,903        0    8,816   12,116   14,505   14,019       35      521

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        406)
       0      238        0      456     -138      456      100      -50      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     13.1      0.0     60.6     83.3     99.8     96.4      0.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        7        0        6       10        8       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,134
COMMITMENTS
   5,689    1,665        0    8,360   12,254   14,049   13,919       85      215

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        -80)
     -29       78        0     -120       87     -149      165       69     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     11.8      0.0     59.1     86.7     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        0        6       11        8       17
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,591
COMMITMENTS
   2,075    2,382    4,897   17,874   16,208   24,846   23,487    5,746    7,105

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -2,993)
    -860       12     -397     -996   -1,835   -2,253   -2,221     -740     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      7.8     16.0     58.4     53.0     81.2     76.8     18.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12        8       14       26       25       44       41
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       33,584
COMMITMENTS
   2,935    2,370    5,294   18,870   18,043   27,098   25,708    6,486    7,877

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        767)
     560       41       80     -556      239       84      360      683      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.1     15.8     56.2     53.7     80.7     76.5     19.3     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        4       15       24       23       43       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      106,446
COMMITMENTS
  22,220    6,909   23,585   39,638   42,716   85,443   73,210   21,003   33,236

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,804)
  -2,725    1,887      301      246   -1,927   -2,178      261      374   -2,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.5     22.2     37.2     40.1     80.3     68.8     19.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      54       40       55       32       39      127      106
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      108,250
COMMITMENTS
  24,945    5,022   23,284   39,392   44,643   87,621   72,949   20,629   35,301

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,073)
  -1,235    1,798    2,288    1,342   -1,042    2,395    3,044     -322     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      4.6     21.5     36.4     41.2     80.9     67.4     19.1     32.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      54       34       55       34       41      131      105
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,698
COMMITMENTS
     253    1,008      418    1,292      356    1,963    1,782      735      916

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        308)
    -238      539      125      503     -167      389      496      -81     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     37.4     15.5     47.9     13.2     72.8     66.1     27.2     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       16        7        8        2       19       20
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,390
COMMITMENTS
     491      469      294      789      523    1,574    1,286      816    1,104

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        319)
      52      -90      168      -55       85      165      163      154      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     19.6     12.3     33.0     21.9     65.9     53.8     34.1     46.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6       10        5        7        4       17       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,403
COMMITMENTS
  47,313    9,866   24,475   68,883   81,984  140,671  116,325   20,732   45,078

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -4,924)
   4,307    1,558   -6,474   -1,057   -1,392   -3,223   -6,308   -1,701    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      6.1     15.2     42.7     50.8     87.2     72.1     12.8     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      66       38       59       81      109      183      180
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,327
COMMITMENTS
  43,006    8,308   30,949   69,940   83,376  143,894  122,632   22,433   43,694

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      4,843)
   1,237       12   -2,758    3,943    4,901    2,422    2,156    2,421    2,687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      5.0     18.6     42.0     50.1     86.5     73.7     13.5     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       30       56       82      109      172      178
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,929
COMMITMENTS
   2,278      233      512      577    3,207    3,368    3,952    2,562    1,977

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,091)
     534       11      168       28      388      730      567      361      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      3.9      8.6      9.7     54.1     56.8     66.7     43.2     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      26        6        9       12       21       42       33
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,838
COMMITMENTS
   1,744      222      344      549    2,819    2,637    3,385    2,201    1,453

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        548)
     203       -8      109       45      309      358      410      190      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      4.6      7.1     11.3     58.3     54.5     70.0     45.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        3        8       12       23       39       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,177
COMMITMENTS
   6,010    1,434    5,900    8,350    5,386   20,259   12,720    4,917   12,457

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,888)
    -443      204    1,515    1,096      424    2,168    2,143      720      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      5.7     23.4     33.2     21.4     80.5     50.5     19.5     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      34       17       30       41       45       92       79
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,289
COMMITMENTS
   6,453    1,230    4,384    7,254    4,963   18,092   10,577    4,197   11,712

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,611)
     -99      268     -742     -574     -363   -1,415     -837     -196     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      5.5     19.7     32.5     22.3     81.2     47.5     18.8     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      36       12       25       36       41       83       69
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,515
COMMITMENTS
  10,959   18,894    1,636   49,676   49,792   62,271   70,322   29,244   21,193

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      6,121)
  -1,667    7,260       86    9,844   -3,412    8,264    3,933   -2,143    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     20.6      1.8     54.3     54.4     68.0     76.8     32.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       16        4       26       21       43       38
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       85,394
COMMITMENTS
  12,626   11,634    1,550   39,832   53,205   54,007   66,389   31,387   19,005

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -2,012)
  -4,940   -3,609     -233    4,020    3,170   -1,153     -672     -859   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     13.6      1.8     46.6     62.3     63.2     77.7     36.8     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      17        9        5       23       21       42       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,640
COMMITMENTS
   3,364   20,545      531   41,738   17,981   45,633   39,057   12,006   18,582

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      4,909)
  -3,038    6,743       -3    7,270   -5,364    4,230    1,377      679    3,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     35.6      0.9     72.4     31.2     79.2     67.8     20.8     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       15        2       15        4       21       20
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       52,730
COMMITMENTS
   6,402   13,802      534   34,468   23,345   41,403   37,681   11,327   15,050

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        227)
  -1,707      578       75    4,660      453    3,027    1,105   -2,800     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     26.2      1.0     65.4     44.3     78.5     71.5     21.5     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7       11        3       13        6       21       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       83,194
COMMITMENTS
  58,339    6,733      359   14,771   72,202   73,469   79,294    9,725    3,900

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,390)
   4,667      -41     -344   -1,257    3,768    3,066    3,382      325        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1      8.1      0.4     17.8     86.8     88.3     95.3     11.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      52       10        3       13       24       68       34
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       79,804
COMMITMENTS
  53,672    6,774      703   16,028   68,434   70,403   75,912    9,401    3,892

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     10,456)
  10,704   -1,461     -119   -2,092   12,297    8,492   10,716    1,964     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.3      8.5      0.9     20.1     85.8     88.2     95.1     11.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      46       11        2       14       22       62       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,736
COMMITMENTS
  15,190    5,081      369   28,999   45,861   44,558   51,311   22,178   15,425

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,934)
  -4,176    2,548   -1,632    4,593   -4,066   -1,214   -3,150     -719    1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      7.6      0.6     43.5     68.7     66.8     76.9     33.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        8        2       13       11       28       19
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,670
COMMITMENTS
  19,366    2,533    2,001   24,406   49,927   45,772   54,461   22,897   14,209

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,363)
     750      -36    1,448      941    4,399    3,139    5,811     -776   -3,447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2      3.7      2.9     35.5     72.7     66.7     79.3     33.3     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        7        7       12       12       33       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      183,184
COMMITMENTS
  19,880   34,223    2,254  124,105  120,814  146,239  157,290   36,946   25,894

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -11,434)
 -10,374    3,545     -742    2,261  -23,557   -8,855  -20,753   -2,579    9,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     18.7      1.2     67.7     66.0     79.8     85.9     20.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       18        7       22       23       44       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      194,618
COMMITMENTS
  30,254   30,678    2,995  121,844  144,370  155,093  178,044   39,525   16,574

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      7,798)
  -3,673   -2,157    1,015   10,921   13,363    8,263   12,221     -465   -4,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     15.8      1.5     62.6     74.2     79.7     91.5     20.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      27       12        5       22       25       52       39
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      188,550
COMMITMENTS
  24,842   28,785   11,624   81,484   86,563  117,950  126,973   70,600   61,577

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     17,513)
    -648    5,750   -6,305    7,664    5,327      711    4,772   16,801   12,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.3      6.2     43.2     45.9     62.6     67.3     37.4     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       28       23       34       28       71       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      171,037
COMMITMENTS
  25,490   23,035   17,929   73,820   81,237  117,239  122,200   53,798   48,837

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        732)
    -557    2,622   -4,131   10,819    6,685    6,131    5,177   -5,399   -4,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     13.5     10.5     43.2     47.5     68.5     71.4     31.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      32       27       28       33       27       78       69
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       46,619
COMMITMENTS
  11,448        0      143   32,058   40,604   43,649   40,747    2,970    5,872

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,981)
      52        0      -46    3,609    3,941    3,615    3,895      366       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      0.0      0.3     68.8     87.1     93.6     87.4      6.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        2       13       22       18       24
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       42,638
COMMITMENTS
  11,396        0      189   28,449   36,663   40,034   36,852    2,604    5,786

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,092)
   3,135        0       89    5,596    8,052    8,820    8,141     -728      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      0.0      0.4     66.7     86.0     93.9     86.4      6.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        2       14       23       19       25
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,421,856
COMMITMENTS
 697,821  868,854  3067185  6698293  5902752 10463299  9838791  958,557  1583064

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     95,086)
  58,765  128,261  -44,489   48,272  -50,666   62,548   33,106   32,539   61,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.6     26.9     58.6     51.7     91.6     86.1      8.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      59       64       95      128      135      234      250
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,326,769
COMMITMENTS
 639,056  740,593  3111674  6650021  5953418 10400751  9805685  926,018  1521084

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    512,384)
  -3,844   31,186  204,100  279,013  205,708  479,269  440,994   33,116   71,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      6.5     27.5     58.7     52.6     91.8     86.6      8.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      57       58       88      126      133      224      239
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      731,050
COMMITMENTS
  63,038   80,599   29,455  482,265  508,813  574,758  618,866  156,293  112,184

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     19,724)
     872   -1,723    3,809   12,121    9,955   16,802   12,041    2,922    7,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     11.0      4.0     66.0     69.6     78.6     84.7     21.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      48       38       50       97       68      175      126
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      711,327
COMMITMENTS
  62,167   82,322   25,645  470,144  498,858  557,956  606,825  153,371  104,502

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -11,238)
 -10,444    4,957   -4,616    2,312   -7,863  -12,748   -7,522    1,510   -3,716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     11.6      3.6     66.1     70.1     78.4     85.3     21.6     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      44       41       48       97       69      174      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      890,991
COMMITMENTS
 177,642  189,177   11,804  396,193  597,793  585,639  798,774  305,352   92,217

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     60,630)
  18,465   25,794     -508   16,230   49,139   34,188   74,425   26,442  -13,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.2      1.3     44.5     67.1     65.7     89.7     34.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      37       54       20       53       51      107      108
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      830,361
COMMITMENTS
 159,177  163,384   12,311  379,963  548,654  551,451  724,349  278,910  106,013

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -34,704)
 -12,864   48,165   -1,658   22,416  -88,179    7,894  -41,672  -42,598    6,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     19.7      1.5     45.8     66.1     66.4     87.2     33.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      31       44       21       52       51       99      100
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,338
COMMITMENTS
   1,769        0        0    5,907   11,829    7,676   11,829    5,662    1,509

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        254)
     370        0        0      124      119      494      119     -240      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      0.0     44.3     88.7     57.5     88.7     42.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        0       13       13       17       13
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,084
COMMITMENTS
   1,399        0        0    5,783   11,710    7,182   11,710    5,902    1,374

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         63)
       9        0        0     -627       81     -618       81      681      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     44.2     89.5     54.9     89.5     45.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       13       13       15       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,541
COMMITMENTS
   3,035    5,495      211   23,037   19,547   26,283   25,253    4,258    5,288

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,566)
     864      135        7     -201    1,704      670    1,846      896     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     18.0      0.7     75.4     64.0     86.1     82.7     13.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        6        2       18       18       24       25
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,975
COMMITMENTS
   2,171    5,360      204   23,238   17,843   25,613   23,407    3,362    5,568

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      2,215)
   1,546      118      104      249    1,725    1,899    1,947      316      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     18.5      0.7     80.2     61.6     88.4     80.8     11.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        1       19       18       22       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       79,509
COMMITMENTS
   5,183   16,050    1,019   33,738   50,493   39,940   67,561   39,569   11,947

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,931)
  -2,068      349      359    1,634      902      -75    1,611    4,006    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     20.2      1.3     42.4     63.5     50.2     85.0     49.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       20        6       37       28       54       51
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,578
COMMITMENTS
   7,251   15,700      660   32,105   49,591   40,016   65,951   35,563    9,628

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,174)
     343      409      313      -27      195      629      917   -1,803   -2,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     20.8      0.9     42.5     65.6     52.9     87.3     47.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       21        7       36       29       54       54
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      383,503
COMMITMENTS
  85,537  113,267    2,480  264,928  113,981  352,945  229,728   30,558  153,775

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     13,259)
   2,315   12,633      169    9,404  -15,423   11,888   -2,622    1,370   15,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     29.5      0.6     69.1     29.7     92.0     59.9      8.0     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      58       65       14       47       35      110      109
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      370,245
COMMITMENTS
  83,222  100,634    2,311  255,524  129,405  341,057  232,350   29,188  137,895

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     16,681)
 -33,889   22,070   -1,090   62,371  -11,557   27,391    9,423  -10,710    7,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     27.2      0.6     69.0     35.0     92.1     62.8      7.9     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      56       60       11       46       36      104      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,757
COMMITMENTS
  35,995    8,572      540   16,987   61,001   53,522   70,113   25,235    8,643

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -3,778)
  -1,452    5,995   -1,863      181   -6,677   -3,134   -2,545     -644   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7     10.9      0.7     21.6     77.5     68.0     89.0     32.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        6        3       13       20       31       27
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       82,535
COMMITMENTS
  37,447    2,577    2,403   16,806   67,678   56,656   72,658   25,879    9,877

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      9,174)
   5,542    1,503    2,194     -425    7,784    7,311   11,480    1,863   -2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4      3.1      2.9     20.4     82.0     68.6     88.0     31.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        5        4       13       19       32       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,840
COMMITMENTS
     933    9,512        0   16,905   11,182   17,838   20,694    7,002    4,145

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        656)
     -71      688        0      252      331      181    1,019      475     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     38.3      0.0     68.1     45.0     71.8     83.3     28.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3       13        0       27       18       30       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,183
COMMITMENTS
   1,004    8,824        0   16,653   10,851   17,657   19,675    6,527    4,508

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        403)
     -34      267        0      746      402      712      669     -308     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     36.5      0.0     68.9     44.9     73.0     81.4     27.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       12        0       26       18       29       30
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      161,934
COMMITMENTS
  33,303   26,485      712  119,430  119,139  153,445  146,336    8,489   15,598

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,229)
   1,921    3,713     -402    5,363     -268    6,882    3,043   -5,653   -1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     16.4      0.4     73.8     73.6     94.8     90.4      5.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16       26        4       28       36       47       63
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      160,705
COMMITMENTS
  31,382   22,772    1,114  114,067  119,407  146,563  143,293   14,142   17,412

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,145)
   1,001     -558       61   -1,568      568     -506       71    1,651    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     14.2      0.7     71.0     74.3     91.2     89.2      8.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      15       23        5       28       39       47       63
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,788
COMMITMENTS
   9,478    8,027    1,010   13,831   22,193   24,319   31,230   13,469    6,558

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,383)
     400      813       -2    1,487    1,236    1,885    2,047      498      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     21.2      2.7     36.6     58.7     64.4     82.6     35.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       16        4       18       19       38       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,404
COMMITMENTS
   9,078    7,214    1,012   12,344   20,957   22,434   29,183   12,970    6,221

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      1,218)
     530    1,424      -20    1,049     -287    1,559    1,117     -341      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     20.4      2.9     34.9     59.2     63.4     82.4     36.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      17       16        4       16       18       36       37
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,893
COMMITMENTS
     437    6,336    2,917   59,665   73,391   63,019   82,644   56,873   37,249

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,406)
    -157        5       79   -1,533   -2,441   -1,611   -2,357      205      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.3      2.4     49.8     61.2     52.6     68.9     47.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       15        6       19       23       26       42
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      121,298
COMMITMENTS
     594    6,331    2,838   61,198   75,832   64,630   85,001   56,668   36,297

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -974)
     243     -220      106    3,698   -1,809    4,047   -1,923   -5,021      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.2      2.3     50.5     62.5     53.3     70.1     46.7     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       14        4       18       23       23       40
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      117,759
COMMITMENTS
  38,951   11,127   21,677   22,744   72,516   83,372  105,320   34,387   12,439

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -356)
  -2,142      769    1,089      296   -3,387     -757   -1,529      401    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      9.4     18.4     19.3     61.6     70.8     89.4     29.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      97       30       53       25       35      142      102
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      118,115
COMMITMENTS
  41,093   10,358   20,588   22,448   75,903   84,129  106,849   33,986   11,266

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -3,868)
     258      162     -756   -1,124   -2,733   -1,622   -3,327   -2,247     -541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      8.8     17.4     19.0     64.3     71.2     90.5     28.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
     105       24       51       26       35      145       99
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       88,730
COMMITMENTS
  23,121    6,867   14,949   36,432   57,036   74,503   78,852   14,227    9,877

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -4,076)
  -4,044   -1,267   -1,144    1,468   -2,396   -3,720   -4,806     -356      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      7.7     16.8     41.1     64.3     84.0     88.9     16.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      56       38       39       37       36      114       97
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       92,806
COMMITMENTS
  27,166    8,133   16,093   34,964   59,432   78,223   83,658   14,583    9,148

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        928)
    -505    2,090     -103    1,492   -2,021      883      -34       45      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      8.8     17.3     37.7     64.0     84.3     90.1     15.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      57       38       39       37       37      117       97
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      349,393
COMMITMENTS
  98,573   60,024   75,694  122,025  189,790  296,292  325,509   53,101   23,884

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,986)
  -4,986   11,530    2,007    7,829  -11,523    4,850    2,013     -865    1,973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     17.2     21.7     34.9     54.3     84.8     93.2     15.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
     112       53       59       38       40      173      135
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      345,407
COMMITMENTS
 103,558   48,495   73,688  114,196  201,314  291,442  323,496   53,965   21,911

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -45,289)
  -4,687    6,061  -22,586   -2,961  -16,558  -30,234  -33,083  -15,055  -12,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0     14.0     21.3     33.1     58.3     84.4     93.7     15.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
     117       48       50       35       39      170      121
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,445
COMMITMENTS
   5,105      706      274    2,379    8,119    7,758    9,099    2,687    1,346

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,089)
     492       77      -27      120      485      585      535      504      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.9      6.8      2.6     22.8     77.7     74.3     87.1     25.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      18        2        3        6        7       27       11
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,356
COMMITMENTS
   4,613      629      301    2,259    7,634    7,173    8,564    2,183      792

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        322)
      -4       -3       11     -111       40     -104       48      426      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3      6.7      3.2     24.1     81.6     76.7     91.5     23.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        3        4        6        6       23       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       89,058
COMMITMENTS
   9,126   27,714    9,410   51,733   31,046   70,269   68,171   18,789   20,887

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      8,293)
   1,014    1,648    1,326    3,963    3,354    6,302    6,327    1,991    1,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     31.1     10.6     58.1     34.9     78.9     76.5     21.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      24       37       29       48       36       84       95
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       80,765
COMMITMENTS
   8,112   26,067    8,084   47,770   27,693   63,966   61,843   16,798   18,921

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:      8,142)
    -371    7,535      835    6,964   -1,391    7,427    6,978      715    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     32.3     10.0     59.1     34.3     79.2     76.6     20.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      21       37       23       48       38       78       91
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       42,911
COMMITMENTS
   1,010    9,873    2,700   26,036   18,226   29,745   30,799   13,166   12,113

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        892)
     129      637     -106      -86   -1,405      -64     -874      956    1,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     23.0      6.3     60.7     42.5     69.3     71.8     30.7     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7       17        8       26       19       35       42
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       42,019
COMMITMENTS
     881    9,236    2,806   26,122   19,630   29,809   31,673   12,210   10,346

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -771)
     249     -269      512   -1,889   -1,869   -1,127   -1,625      356      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     22.0      6.7     62.2     46.7     70.9     75.4     29.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6       17        8       27       22       36       44
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      132,163
COMMITMENTS
  18,751   22,581   32,353   62,955   64,095  114,060  119,029   18,103   13,134

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,503)
     -47    4,247     -644    3,879   -2,375    3,188    1,228   -1,685      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     17.1     24.5     47.6     48.5     86.3     90.1     13.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      80       73       70       69       59      186      171
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      130,660
COMMITMENTS
  18,798   18,334   32,997   59,076   66,470  110,872  117,801   19,788   12,859

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -7,179)
 -12,145    9,617   -1,084    7,171  -17,626   -6,058   -9,094   -1,121    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     14.0     25.3     45.2     50.9     84.9     90.2     15.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      85       66       73       68       61      187      169
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       64,883
COMMITMENTS
   9,519    2,384   20,627   28,740   40,271   58,886   63,282    5,997    1,601

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,056)
   1,920      437   -1,103      716    2,704    1,533    2,038      524       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      3.7     31.8     44.3     62.1     90.8     97.5      9.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      64       22       35       34       27      115       70
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       62,826
COMMITMENTS
   7,599    1,947   21,730   28,024   37,567   57,353   61,244    5,474    1,583

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -226)
     -20     -135     -833      555      829     -298     -139       72      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      3.1     34.6     44.6     59.8     91.3     97.5      8.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      59       17       34       35       26      107       67
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      123,336
COMMITMENTS
  20,949    8,763    7,547   83,926  104,279  112,423  120,589   10,914    2,747

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -4,737)
   1,521   -2,055   -2,971   -5,444      306   -6,894   -4,719    2,157      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      7.1      6.1     68.0     84.5     91.2     97.8      8.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      44       27       27       47       39      107       82
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      128,073
COMMITMENTS
  19,428   10,818   10,518   89,370  103,973  119,316  125,309    8,756    2,764

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -728)
   3,700   -2,369     -591   -4,328    1,616   -1,218   -1,343      490      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.4      8.2     69.8     81.2     93.2     97.8      6.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      47       35       40       48       38      116       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      565,990
COMMITMENTS
 119,194   11,419  107,377  236,781  393,059  463,352  511,855  102,637   54,134

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -18,098)
  -5,462   -1,654  -10,146   -1,593  -10,481  -17,201  -22,281     -897    4,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1      2.0     19.0     41.8     69.4     81.9     90.4     18.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      71       22       50       57       52      149      104
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      584,088
COMMITMENTS
 124,656   13,073  117,524  238,374  403,540  480,554  534,137  103,534   49,951

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     48,109)
  26,807  -10,380    2,796   10,861   57,220   40,464   49,636    7,645   -1,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      2.2     20.1     40.8     69.1     82.3     91.4     17.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      74       29       53       60       55      160      111
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      150,355
COMMITMENTS
  48,770   10,208   40,487   46,355   91,395  135,612  142,091   14,743    8,264

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      5,095)
   5,879     -169      691   -2,291    3,990    4,279    4,512      816      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      6.8     26.9     30.8     60.8     90.2     94.5      9.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     183       72      119      105      126      331      285
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      145,260
COMMITMENTS
  42,891   10,377   39,796   48,646   87,405  131,333  137,578   13,927    7,682

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        581)
    -357      375     -552      648     -610     -262     -787      842    1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      7.1     27.4     33.5     60.2     90.4     94.7      9.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     173       69      122      101      119      318      278
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,707
COMMITMENTS
   5,803    7,881    3,449    7,570    7,434   16,822   18,763    3,885    1,944

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -933)
     321   -1,913     -258   -1,464    1,335   -1,401     -836      468      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     38.1     16.7     36.6     35.9     81.2     90.6     18.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18       21       11        9        9       33       36
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,640
COMMITMENTS
   5,482    9,794    3,707    9,035    6,098   18,223   19,599    3,416    2,040

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        422)
     916     -249       87     -386      587      617      426     -195       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     45.3     17.1     41.8     28.2     84.2     90.6     15.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       25       12        9        9       34       39
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      177,270
COMMITMENTS
  14,691   23,457   27,662  105,962   97,699  148,315  148,818   28,955   28,452

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -11,424)
  -4,951     -714   -1,929   -5,364  -11,655  -12,243  -14,298      819    2,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3     13.2     15.6     59.8     55.1     83.7     83.9     16.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      20       29       32       58       65      101      104
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      188,694
COMMITMENTS
  19,642   24,171   29,591  111,325  109,354  160,558  163,116   28,136   25,578

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -25,576)
   1,730    1,538  -12,498  -13,692  -10,407  -24,460  -21,368   -1,116   -4,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     12.8     15.7     59.0     58.0     85.1     86.4     14.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      25       31       36       56       69      109      111
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      664,923
COMMITMENTS
  27,916   56,287  262,255  302,772  308,494  592,943  627,035   71,981   37,888

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     23,812)
   1,597    3,390   17,358    4,591    2,726   23,546   23,474      266      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      8.5     39.4     45.5     46.4     89.2     94.3     10.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      46       59       78       92       83      178      185
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      641,111
COMMITMENTS
  26,319   52,897  244,896  298,181  305,768  569,396  603,561   71,715   37,550

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -50,091)
      24   -7,003  -23,386  -28,366  -21,089  -51,727  -51,478    1,637    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      8.3     38.2     46.5     47.7     88.8     94.1     11.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      47       51       75       90       82      172      176
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,533
COMMITMENTS
   4,119    2,444    1,209   52,198   57,522   57,526   61,175    7,007    3,358

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        606)
    -360   -1,644     -496    1,400    2,256      544      116       62      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      3.8      1.9     80.9     89.1     89.1     94.8     10.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       28       22       30       24
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,927
COMMITMENTS
   4,479    4,088    1,705   50,798   55,266   56,982   61,059    6,945    2,868

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -6,187)
   1,036        0   -1,036   -7,809   -5,669   -7,809   -6,705    1,622      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      6.4      2.7     79.5     86.5     89.1     95.5     10.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       26       23       28       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,981
COMMITMENTS
   1,906    2,464    1,604   37,994   35,676   41,504   39,744    3,477    5,237

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         28)
       0        0        0      -84      168      -84      168      112     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      5.5      3.6     84.5     79.3     92.3     88.4      7.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       15       15       17       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       37,420
COMMITMENTS
   2,125    4,361    2,531   28,794   27,041   33,450   33,933    3,970    3,487

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        797)
    -194      124      465    1,076     -196    1,347      393     -550      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     11.7      6.8     76.9     72.3     89.4     90.7     10.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       19       22       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       36,623
COMMITMENTS
   2,319    4,237    2,066   27,718   27,237   32,103   33,540    4,520    3,083

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:       -531)
    -244    1,034       44      -13   -2,292     -213   -1,214     -318      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     11.6      5.6     75.7     74.4     87.7     91.6     12.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       18       16       21       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,348
COMMITMENTS
   6,828        0    1,154   47,680   48,619   55,662   49,773    5,686   11,575

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,693)
       0     -321     -434    2,513    1,197    2,079      442      614    2,251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      0.0      1.9     77.7     79.3     90.7     81.1      9.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       19       17       20       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       58,655
COMMITMENTS
   6,828      321    1,588   45,167   47,422   53,583   49,331    5,072    9,324

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,772)
   1,508     -224     -224   -4,444     -394   -3,160     -842    1,388     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.5      2.7     77.0     80.8     91.4     84.1      8.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       19       17       21       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      936,999
COMMITMENTS
 236,820   61,933  164,567  518,967  702,213  920,354  928,713   16,645    8,286

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     23,997)
  -1,364   -2,681    9,385   16,337   16,235   24,358   22,939     -361    1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      6.6     17.6     55.4     74.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      18        9       24       77       72      106       98
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      913,002
COMMITMENTS
 238,184   64,614  155,182  502,630  685,978  895,996  905,774   17,006    7,228

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -18,508)
   9,061    6,049    1,505  -32,236  -27,389  -21,670  -19,835    3,162    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      7.1     17.0     55.1     75.1     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      17       12       24       75       71      105       97
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      104,723
COMMITMENTS
  17,677   31,248   29,073   53,545   42,571  100,295  102,892    4,428    1,831

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      4,751)
  -1,524    2,711    2,018    3,904      245    4,398    4,974      353     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     29.8     27.8     51.1     40.7     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        7       10       22       23       36       35
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,972
COMMITMENTS
  19,201   28,537   27,055   49,641   42,326   95,897   97,918    4,075    2,054

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -6,406)
 -19,247   -6,485    6,678    7,673   -7,287   -4,896   -7,094   -1,510      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     28.5     27.1     49.7     42.3     95.9     97.9      4.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        9       21       20       33       31
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       38,615
COMMITMENTS
   4,707    6,985    6,160   27,178   25,400   38,045   38,545      570       70

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,049)
     581    2,159      220    1,345     -133    2,147    2,246      -97     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     18.1     16.0     70.4     65.8     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        7       21       26       28       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       36,566
COMMITMENTS
   4,125    4,826    5,940   25,834   25,534   35,899   36,299      668      267

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     -1,263)
    -624    1,292      -67   -1,099   -2,575   -1,791   -1,350      529       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     13.2     16.2     70.6     69.8     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        6       21       25       27       33
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,029
COMMITMENTS
   1,896    2,106    1,665   15,468   15,258   19,029   19,029        0        0

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,728)
    -299   -2,452      748   -2,177       18   -1,728   -1,686        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     11.1      8.7     81.3     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        3       16       15       20       19
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       20,757
COMMITMENTS
   2,195    4,558      917   17,645   15,240   20,757   20,715        0       42

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         46)
      92        0        0      -46        4       46        4        0       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     22.0      4.4     85.0     73.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       17       15       20       19
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,580
COMMITMENTS
     218    4,736    1,048    7,314    2,796    8,580    8,580        0        0

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        958)
     -84    2,222     -298    1,340     -798      958    1,126        0     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     55.2     12.2     85.2     32.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       13       11       16       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        7,622
COMMITMENTS
     302    2,514    1,346    5,974    3,594    7,622    7,454        0      168

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:         86)
       0     -172      172      -86      -82       86      -82        0      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     33.0     17.7     78.4     47.2    100.0     97.8      0.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       11       11       14       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,157,287
COMMITMENTS
 101,934   43,332  282,135  708,727  749,011  1092796  1074478   64,490   82,808

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      5,350)
  -2,228   -1,511    5,463   -7,871  -10,716   -4,636   -6,764    9,986   12,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      3.7     24.4     61.2     64.7     94.4     92.8      5.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      73       62       90       84       87      200      204
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,151,937
COMMITMENTS
 104,162   44,843  276,672  716,598  759,727  1097432  1081242   54,504   70,694

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:     41,694)
   2,727    4,816   15,734   27,295   24,230   45,756   44,781   -4,062   -3,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      3.9     24.0     62.2     66.0     95.3     93.9      4.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      65       75       95       84       89      206      209
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,322
COMMITMENTS
   7,576    2,387      473    2,551    9,336   10,600   12,196    2,722    1,126

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -122)
      28      310     -177      -23     -318     -172     -185       50       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     17.9      3.6     19.1     70.1     79.6     91.5     20.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      62       20        5       10       23       76       47
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,444
COMMITMENTS
   7,548    2,077      650    2,574    9,654   10,772   12,381    2,672    1,063

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        497)
     -57       65      477       52      -20      472      522       25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     15.4      4.8     19.1     71.8     80.1     92.1     19.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      64       17        8       10       23       82       46
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,542
COMMITMENTS
   3,882      315       80    1,901    6,369    5,863    6,764    1,679      778

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -407)
    -303       43       80     -225     -337     -448     -214       41     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.5      4.2      1.1     25.2     84.5     77.7     89.7     22.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        5        1        6       17       28       23
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,949
COMMITMENTS
   4,185      272        0    2,126    6,706    6,311    6,978    1,638      971

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:        614)
     855      -25        0     -273      429      582      404       32      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6      3.4      0.0     26.7     84.4     79.4     87.8     20.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        4        0        7       16       30       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      192,738
COMMITMENTS
  22,284    7,119   31,768  116,995  135,039  171,048  173,926   21,691   18,812

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,088)
  -4,391      565    1,900      745   -5,276   -1,745   -2,811    4,834    5,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.7     16.5     60.7     70.1     88.7     90.2     11.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      46       24       47       71       78      136      138
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      189,650
COMMITMENTS
  26,675    6,554   29,868  116,250  140,315  172,793  176,737   16,857   12,913

CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST:    -10,273)
   1,190      563   -3,391   -7,680   -5,732   -9,881   -8,560     -393   -1,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      3.5     15.7     61.3     74.0     91.1     93.2      8.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      49       18       40       69       82      133      130
 

Updated February 18, 2005