WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      244,720
COMMITMENTS
  32,584   36,820   41,004  147,963  127,511  221,551  205,335   23,169   39,385

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,009)
  -4,991     -242    1,049    1,277   -6,993   -2,665   -6,187   -1,344    2,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     15.0     16.8     60.5     52.1     90.5     83.9      9.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      62       73       63       43       57      145      159
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      248,729
COMMITMENTS
  37,574   37,062   39,956  146,686  134,504  224,216  211,521   24,513   37,208

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -32,281)
     611   -1,567  -16,374  -13,127  -14,240  -28,891  -32,181   -3,390     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     14.9     16.1     59.0     54.1     90.1     85.0      9.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       83       66       48       55      160      163
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      813,921
COMMITMENTS
  86,489  131,837  121,571  470,868  344,085  678,928  597,493  134,993  216,428

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     24,731)
     194   32,752   16,969   22,261  -20,699   39,424   29,023  -14,693   -4,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.2     14.9     57.9     42.3     83.4     73.4     16.6     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      496)
     112      135      137      195      184      386      395
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      789,190
COMMITMENTS
  86,295   99,085  104,602  448,607  364,784  639,504  568,470  149,686  220,720

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -51,576)
  -1,725  -16,844  -24,325  -27,270   -5,942  -53,320  -47,110    1,744   -4,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     12.6     13.3     56.8     46.2     81.0     72.0     19.0     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     107      117      119      208      202      386      378
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,721
COMMITMENTS
   1,947      912      845    1,780    5,290    4,573    7,048    4,148    1,673

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -590)
    -771      833      101      645   -1,810      -26     -876     -563      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     10.5      9.7     20.4     60.7     52.4     80.8     47.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        8        5       11       16       22       26
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,311
COMMITMENTS
   2,718       79      745    1,136    7,100    4,599    7,923    4,712    1,387

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -380)
    -223       75      119     -382     -449     -486     -255      106     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      0.8      8.0     12.2     76.3     49.4     85.1     50.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        3        5        9       16       24       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      325,132
COMMITMENTS
  45,332   24,903   67,846  147,156  136,561  260,335  229,310   64,797   95,822

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -7,947)
 -10,463    2,459    4,733    1,098   -9,206   -4,632   -2,014   -3,314   -5,933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      7.7     20.9     45.3     42.0     80.1     70.5     19.9     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
     106       88      113       93      101      263      247
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      333,078
COMMITMENTS
  55,795   22,444   63,113  146,058  145,767  264,967  231,324   68,111  101,754

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -49,700)
    -796   -3,617  -21,891  -22,233  -13,342  -44,920  -38,851   -4,780  -10,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      6.7     18.9     43.9     43.8     79.6     69.5     20.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     111       75      106       95      103      268      236
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,028
COMMITMENTS
  10,987    2,924      264      121      722   11,372    3,910    2,656   10,118

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:         57)
     245    1,178      -29     -304     -178      -88      971      145     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.3     20.8      1.9      0.9      5.1     81.1     27.9     18.9     72.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        6        6        1        3       15       13
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,971
COMMITMENTS
  10,742    1,746      293      425      900   11,460    2,939    2,511   11,032

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,582)
      69   -1,149     -699        0     -280     -630   -2,128     -952      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     12.5      2.1      3.0      6.4     82.0     21.0     18.0     79.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        7        3        4       16       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      156,643
COMMITMENTS
  26,417   14,373   25,284   79,199  101,907  130,899  141,563   25,744   15,079

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        524)
    -981    3,029      155    2,478   -4,077    1,652     -893   -1,128    1,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      9.2     16.1     50.6     65.1     83.6     90.4     16.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      43       28       36       48       46      111      100
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      156,119
COMMITMENTS
  27,397   11,343   25,129   76,721  105,984  129,247  142,456   26,872   13,663

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -7,637)
  -2,103     -241     -790   -2,880   -4,170   -5,773   -5,201   -1,864   -2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      7.3     16.1     49.1     67.9     82.8     91.2     17.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      46       22       36       43       46      108       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      910,946
COMMITMENTS
  91,641  101,480  136,725  519,688  490,576  748,054  728,781  162,892  182,165

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     35,559)
  -1,640    1,635   17,819    1,515   19,479   17,695   38,933   17,865   -3,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     11.1     15.0     57.0     53.9     82.1     80.0     17.9     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      31       44       45       79       88      139      148
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      875,387
COMMITMENTS
  93,281   99,845  118,906  518,173  471,097  730,359  689,848  145,028  185,539

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -59,756)
   4,924  -43,211  -26,792  -30,323    6,270  -52,192  -63,734   -7,565    3,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     11.4     13.6     59.2     53.8     83.4     78.8     16.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       36       45       78       87      139      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      148,110
COMMITMENTS
  29,952    9,539   23,275   62,782   92,809  116,009  125,623   32,101   22,486

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -10,590)
  -3,994     -620   -1,112   -3,011   -8,163   -8,116   -9,895   -2,474     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      6.4     15.7     42.4     62.7     78.3     84.8     21.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      46       26       37       51       62      122      113
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      158,700
COMMITMENTS
  33,945   10,160   24,386   65,793  100,972  124,125  135,518   34,575   23,182

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,002)
   4,968   -1,293   -3,751     -690    7,188      527    2,144      474   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      6.4     15.4     41.5     63.6     78.2     85.4     21.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      48       22       38       56       63      129      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,813
COMMITMENTS
   3,463    1,110    1,110      806    4,478    5,380    6,699    2,433    1,114

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        -49)
    -109     -240      291     -412     -112     -230      -61      181       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.3     14.2     14.2     10.3     57.3     68.9     85.7     31.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      21        6       10       10       15       32       30
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,862
COMMITMENTS
   3,572    1,350      820    1,219    4,590    5,610    6,760    2,252    1,102

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -204)
      16      107     -435      202       98     -217     -230       12       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     17.2     10.4     15.5     58.4     71.4     86.0     28.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        6        9       12       15       34       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      335,446
COMMITMENTS
 113,492   83,691    1,790  158,812  147,624  274,094  233,105   61,352  102,341

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     19,930)
   8,069   10,180    1,567   13,201    5,480   22,837   17,227   -2,907    2,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     24.9      0.5     47.3     44.0     81.7     69.5     18.3     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      18       28        4       39       43       61       72
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      315,516
COMMITMENTS
 105,423   73,511      223  145,611  142,144  251,257  215,878   64,259   99,638

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     11,527)
   9,550   12,695      212    3,844   -3,178   13,606    9,728   -2,078    1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     23.3      0.1     46.2     45.1     79.6     68.4     20.4     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      19       27        3       37       40       59       67
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,909,777
COMMITMENTS
 350,762  368,019  620,631  1666586  1471518  2637979  2460168  271,798  449,609

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    158,490)
  16,538  -35,855  131,668   11,160   92,927  159,365  188,740     -875  -30,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     12.6     21.3     57.3     50.6     90.7     84.5      9.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      51       88       89      114      155      221      276
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,751,287
COMMITMENTS
 334,224  403,874  488,963  1655427  1378591  2478614  2271428  272,673  479,859

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -86,156)
  48,747   -1,738  -82,644  -72,427  -19,593 -106,325 -103,975   20,169   17,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     14.7     17.8     60.2     50.1     90.1     82.6      9.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      51       78       84      110      150      211      262
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,706,068
COMMITMENTS
 138,516  290,599  255,206  1141021  857,673  1534742  1403479  171,326  302,590

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     42,260)
   7,299    2,387   39,896   -4,707   11,626   42,488   53,909     -228  -11,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     17.0     15.0     66.9     50.3     90.0     82.3     10.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      31       55       51       80      103      142      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,663,808
COMMITMENTS
 131,217  288,212  215,310  1145728  846,047  1492255  1349569  171,553  314,239

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -69,563)
     782  -17,232  -36,065  -12,245      632  -47,528  -52,665  -22,035  -16,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     17.3     12.9     68.9     50.9     89.7     81.1     10.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      32       52       49       71       94      131      167
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      576,125
COMMITMENTS
 158,943   29,831  173,514  207,532  342,510  539,989  545,855   36,137   30,271

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:   -105,154)
 -58,114   -1,046  -29,709  -12,103  -69,971  -99,926 -100,726   -5,228   -4,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      5.2     30.1     36.0     59.5     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      39       18       43       49       55      103      101
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      681,280
COMMITMENTS
 217,057   30,877  203,223  219,635  412,481  639,915  646,581   41,365   34,699

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     30,140)
  34,085    5,653    3,301   -3,976   22,684   33,409   31,637   -3,269   -1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9      4.5     29.8     32.2     60.5     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      43       24       47       52       59      112      113
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,902
COMMITMENTS
  10,678    5,236    1,595   20,928   28,608   33,200   35,439   10,702    8,463

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        407)
     595   -6,748      243     -257    6,482      581      -22     -174      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     11.9      3.6     47.7     65.2     75.6     80.7     24.4     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       17       12       20       14       50       33
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,495
COMMITMENTS
  10,083   11,984    1,351   21,185   22,125   32,619   35,461   10,876    8,034

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,136)
   1,278     -355      190      101      357    1,569      192     -433      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     27.6      3.1     48.7     50.9     75.0     81.5     25.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       16        9       19       12       46       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,433
COMMITMENTS
   8,011   25,240    3,656   41,226   19,937   52,892   48,833   16,540   20,600

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      4,081)
  -1,092      715      752    3,350   -1,613    3,010     -147    1,071    4,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     36.4      5.3     59.4     28.7     76.2     70.3     23.8     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      21       29       19       13       17       44       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,352
COMMITMENTS
   9,103   24,525    2,904   37,876   21,550   49,883   48,979   15,469   16,373

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,737)
  -2,669    4,625      889    9,864   -1,395    8,084    4,118   -3,347      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     37.5      4.4     58.0     33.0     76.3     74.9     23.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       27       17       16       16       45       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,423
COMMITMENTS
   4,372    5,958    1,046   29,891   27,883   35,309   34,887    1,114    1,536

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        896)
     410      137        0      207      636      617      773      279      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     16.4      2.9     82.1     76.6     96.9     95.8      3.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       20        4       17       19       28       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,527
COMMITMENTS
   3,962    5,821    1,046   29,684   27,247   34,692   34,114      835    1,413

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        368)
   1,025      167        0     -701      774      324      941       44     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     16.4      2.9     83.6     76.7     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       22        4       20       21       30       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,323
COMMITMENTS
       0    1,039        0   14,025   12,946   14,025   13,985      298      338

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,634)
       0        1        0    1,642    1,695    1,642    1,696       -8      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.0     97.9     90.4     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        7        0        5       12        5       19
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,689
COMMITMENTS
       0    1,038        0   12,383   11,251   12,383   12,289      306      400

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        797)
       0     -206        0      739      947      739      741       58       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      0.0     97.6     88.7     97.6     96.8      2.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        7        0        5       12        5       19
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,982
COMMITMENTS
   1,207    1,867    3,916   14,957   13,374   20,080   19,158    5,902    6,824

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,106)
    -485     -292   -1,077   -1,706   -1,814   -3,268   -3,183     -837     -922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      7.2     15.1     57.6     51.5     77.3     73.7     22.7     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        6       12       21       18       34       32
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,088
COMMITMENTS
   1,692    2,159    4,993   16,663   15,189   23,349   22,342    6,739    7,746

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,288)
     -39       68      407    1,142      516    1,510      990     -222      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.2     16.6     55.4     50.5     77.6     74.3     22.4     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      12        6       14       23       18       39       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      103,146
COMMITMENTS
  16,722    8,318   24,085   44,345   39,855   85,153   72,258   17,993   30,888

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,350)
     -75     -751      -90    1,865    2,430    1,700    1,589    1,650    1,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      8.1     23.4     43.0     38.6     82.6     70.1     17.4     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      48       36       60       30       37      114      114
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,796
COMMITMENTS
  16,797    9,069   24,175   42,481   37,425   83,453   70,669   16,343   29,127

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,890)
   1,319    3,814    2,528       40   -1,024    3,886    5,318        4   -1,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      9.1     24.2     42.6     37.5     83.6     70.8     16.4     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      46       38       59       28       35      110      113
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,707
COMMITMENTS
     593    1,457      336    1,461      794    2,389    2,587    1,317    1,119

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -120)
     201      -29      -85     -178       29      -62      -84      -58      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     39.3      9.1     39.4     21.4     64.5     69.8     35.5     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14       10        8        6        3       21       20
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,826
COMMITMENTS
     392    1,486      420    1,639      765    2,451    2,671    1,375    1,155

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        758)
     208      516       98       49      -37      355      577      403      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     38.8     11.0     42.8     20.0     64.1     69.8     35.9     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11       12        8        8        3       22       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      152,547
COMMITMENTS
  44,433   11,936   20,508   68,416   78,831  133,358  111,275   19,189   41,272

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,128)
  -1,512      461     -876   -1,635   -1,126   -4,023   -1,540     -105   -2,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      7.8     13.4     44.8     51.7     87.4     72.9     12.6     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      64       29       43       66      107      155      162
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,675
COMMITMENTS
  45,945   11,475   21,384   70,051   79,957  137,381  112,816   19,294   43,860

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,039)
   4,826    1,035    2,178   -2,669     -556    4,335    2,657    1,704    3,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      7.3     13.6     44.7     51.0     87.7     72.0     12.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      61       31       42       63      102      150      156
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,111
COMMITMENTS
   1,211      376      133      932    2,400    2,276    2,910    1,835    1,201

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -768)
      11      -65     -269     -283     -233     -541     -568     -227     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5      9.2      3.2     22.7     58.4     55.4     70.8     44.6     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        9        5       11       15       27       27
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,879
COMMITMENTS
   1,200      442      402    1,215    2,634    2,817    3,478    2,062    1,401

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        -50)
    -193      147      -34      -73     -305     -300     -193      250      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      9.1      8.2     24.9     54.0     57.7     71.3     42.3     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        7        8       19       16       37       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,520
COMMITMENTS
   9,976    2,420    4,454    8,500    6,410   22,931   13,285    5,589   15,236

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,331)
    -311      127   -1,842     -813   -1,035   -2,966   -2,751     -365     -581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0      8.5     15.6     29.8     22.5     80.4     46.6     19.6     53.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      52       23       27       46       47      112       86
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,852
COMMITMENTS
  10,287    2,293    6,297    9,313    7,446   25,897   16,035    5,955   15,816

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        851)
    -254      800      208      145     -340       99      668      751      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      7.2     19.8     29.2     23.4     81.3     50.3     18.7     49.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      53       25       31       49       50      119       94
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      101,194
COMMITMENTS
  13,004   45,620    2,566   58,620   26,848   74,191   75,034   27,003   26,160

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      8,828)
    -708    7,502      216   10,580   -4,084   10,088    3,634   -1,260    5,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     45.1      2.5     57.9     26.5     73.3     74.1     26.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       21        8       32       20       53       43
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       92,366
COMMITMENTS
  13,713   38,118    2,350   48,040   30,932   64,103   71,399   28,264   20,967

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      9,571)
     142    8,191      153    9,546   -1,061    9,841    7,283     -270    2,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     41.3      2.5     52.0     33.5     69.4     77.3     30.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       15        6       27       20       47       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       39,446
COMMITMENTS
   4,889   15,947      318   24,753    8,486   29,959   24,750    9,487   14,696

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      4,382)
   1,385    3,818      317    3,631      767    5,332    4,901     -950     -519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     40.4      0.8     62.8     21.5     75.9     62.7     24.1     37.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6       11        2       13       10       21       21
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       35,064
COMMITMENTS
   3,504   12,129        1   21,122    7,719   24,627   19,849   10,437   15,215

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,371)
     -81   -3,177        0   -1,584    1,107   -1,665   -2,070      295      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     34.6      0.0     60.2     22.0     70.2     56.6     29.8     43.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7        1       10        8       16       15
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      109,535
COMMITMENTS
  80,774    4,729       57   19,753  102,223  100,585  107,009    8,950    2,526

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     10,388)
   9,498     -468        0      329   11,074    9,827   10,607      561     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.7      4.3      0.1     18.0     93.3     91.8     97.7      8.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      60       13        2       19       19       80       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       99,147
COMMITMENTS
  71,277    5,197       57   19,424   91,149   90,758   96,402    8,390    2,745

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,278)
   6,435    1,042       -1     -491    4,859    5,944    5,900      334      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.9      5.2      0.1     19.6     91.9     91.5     97.2      8.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      53       16        2       18       18       72       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       91,174
COMMITMENTS
  25,847    6,019      764   39,108   73,711   65,719   80,494   25,455   10,680

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,297)
  -3,451      545      -55    5,374    3,201    1,868    3,691    1,429     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      6.6      0.8     42.9     80.8     72.1     88.3     27.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       11        5       18       17       41       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       87,877
COMMITMENTS
  29,298    5,474      818   33,734   70,510   63,850   76,803   24,026   11,074

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -2,786)
  -3,036     -965   -2,083     -995    1,602   -6,114   -1,446    3,327   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      6.2      0.9     38.4     80.2     72.7     87.4     27.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      23        9        4       16       15       41       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      188,611
COMMITMENTS
  21,190   34,971    4,869  131,491  124,697  157,550  164,536   31,061   24,075

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     23,076)
  10,788   -7,680      556    7,992   32,087   19,335   24,963    3,741   -1,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     18.5      2.6     69.7     66.1     83.5     87.2     16.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       17       13       30       31       54       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      165,535
COMMITMENTS
  10,403   42,651    4,313  123,500   92,610  138,215  139,573   27,320   25,962

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -3,128)
   3,527  -18,644    1,388   -8,262   16,910   -3,347     -347      218   -2,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     25.8      2.6     74.6     55.9     83.5     84.3     16.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       25        8       31       29       48       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      172,738
COMMITMENTS
  29,189   21,392   16,053   74,376   85,279  119,618  122,724   53,120   50,014

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      7,210)
   5,483    3,105   -1,874    2,664    5,843    6,273    7,074      937      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     12.4      9.3     43.1     49.4     69.2     71.0     30.8     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       37       27       31       30       79       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      165,528
COMMITMENTS
  23,706   18,287   17,927   71,711   79,436  113,344  115,651   52,183   49,877

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     13,596)
   1,547      572     -392    8,098    5,155    9,253    5,336    4,343    8,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     11.0     10.8     43.3     48.0     68.5     69.9     31.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       26       26       33       27       76       67
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       75,020
COMMITMENTS
  30,384    6,000      618   40,531   61,374   71,533   67,992    3,487    7,028

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -416)
  -1,000        0      450     -723     -726   -1,273     -276      857     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5      8.0      0.8     54.0     81.8     95.4     90.6      4.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        3       14       19       18       24
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       75,436
COMMITMENTS
  31,384    6,000      168   41,254   62,100   72,806   68,268    2,630    7,168

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      7,888)
     327    6,000      110    7,860    1,330    8,297    7,440     -409      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.6      8.0      0.2     54.7     82.3     96.5     90.5      3.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       14       18       18       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,296,693
COMMITMENTS
 673,843  693,903  3817259  7588380  6946053 12079483 11457216  1217211  1839478

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    286,476)
  44,604  -13,946   48,368  154,242  183,929  247,214  218,352   39,262   68,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.2     28.7     57.1     52.2     90.8     86.2      9.2     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      55       70      110      142      142      263      263
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,010,217
COMMITMENTS
 629,239  707,849  3768891  7434138  6762124 11832269 11238864  1177948  1771353

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     94,709)
  59,749   71,346 -131,663  149,317   79,951   77,403   19,633   17,306   75,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.4     29.0     57.1     52.0     90.9     86.4      9.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      57       67      109      137      141      254      264
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      764,757
COMMITMENTS
  60,862   72,820   53,312  502,787  515,375  616,961  641,507  147,796  123,250

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,344)
  -3,030   -1,204    2,843    1,514   -4,380    1,328   -2,741   -4,672     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      9.5      7.0     65.7     67.4     80.7     83.9     19.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      45       49       60      102       67      185      138
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      768,101
COMMITMENTS
  63,892   74,024   50,468  501,273  519,756  615,633  644,248  152,468  123,853

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     21,928)
  -1,088   -5,494    3,920    6,139   10,812    8,971    9,237   12,958   12,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      9.6      6.6     65.3     67.7     80.2     83.9     19.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      52       39       57      102       68      183      135
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,000,703
COMMITMENTS
 184,888  207,305   24,911  477,498  650,742  687,297  882,957  313,407  117,746

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     15,097)
 -25,176   -5,084    3,049   23,694    6,704    1,566    4,669   13,531   10,428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     20.7      2.5     47.7     65.0     68.7     88.2     31.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      41       54       29       58       62      116      128
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      985,606
COMMITMENTS
 210,064  212,389   21,862  453,804  644,038  685,730  878,288  299,876  107,318

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -11,003)
   3,566   -8,997      814    2,474   -5,510    6,854  -13,693  -17,857    2,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     21.5      2.2     46.0     65.3     69.6     89.1     30.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      45       52       26       56       63      115      127
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,741
COMMITMENTS
     725    1,232        0    5,827    9,263    6,552   10,495    5,189    1,246

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -107)
       0       -6        0      383        0      383       -6     -490     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     10.5      0.0     49.6     78.9     55.8     89.4     44.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       11       13       12       16
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,848
COMMITMENTS
     725    1,238        0    5,444    9,263    6,169   10,501    5,679    1,347

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         34)
       0      -33        0     -353      -29     -353      -62      387       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     10.4      0.0     45.9     78.2     52.1     88.6     47.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       10       13       11       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,117
COMMITMENTS
   8,665    2,054        0   13,133   16,499   21,798   18,553    3,319    6,564

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,152)
   1,350    1,289      -82   -3,446   -1,429   -2,178     -222       26   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5      8.2      0.0     52.3     65.7     86.8     73.9     13.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        0       17       18       22       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,269
COMMITMENTS
   7,315      765       82   16,579   17,928   23,976   18,775    3,293    8,494

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -143)
   1,682      270      -17     -901     -146      764      107     -907     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      2.8      0.3     60.8     65.7     87.9     68.9     12.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        2       19       18       26       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,606
COMMITMENTS
   4,790   19,188       81   36,053   27,495   40,924   46,764   17,682   11,842

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,786)
  -2,054   -1,252       -2      -23     -408   -2,079   -1,662     -707   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     32.7      0.1     61.5     46.9     69.8     79.8     30.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      12       25        2       35       34       48       60
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,392
COMMITMENTS
   6,844   20,440       83   36,076   27,903   43,003   48,426   18,389   12,967

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,237)
   1,512    2,027      -45      -57    1,762    1,410    3,744    1,827     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     33.3      0.1     58.8     45.4     70.0     78.9     30.0     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       25        2       35       34       53       60
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      340,410
COMMITMENTS
  66,067  144,023    1,909  226,217  129,030  294,193  274,963   46,217   65,447

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,980)
 -13,168   -2,872      470    4,821    1,692   -7,876     -709    5,896   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     42.3      0.6     66.5     37.9     86.4     80.8     13.6     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       75       10       50       36       91      118
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      342,390
COMMITMENTS
  79,234  146,895    1,439  221,396  127,338  302,069  275,672   40,320   66,717

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     14,503)
    -716   -1,587      112   24,300   -1,528   23,697   -3,003   -9,193   17,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     42.9      0.4     64.7     37.2     88.2     80.5     11.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       84        8       47       36       90      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       94,592
COMMITMENTS
  31,258    3,569    4,527   36,694   75,347   72,479   83,442   22,113   11,149

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,684)
   2,809     -633   -3,839      710    1,595     -320   -2,877   -1,364    1,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      3.8      4.8     38.8     79.7     76.6     88.2     23.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        3        6       19       17       40       25
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       96,275
COMMITMENTS
  28,449    4,203    8,366   35,983   73,751   72,799   86,320   23,477    9,956

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,931)
   7,281   -1,016    1,879   -4,772    8,799    4,388    9,663      542   -4,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6      4.4      8.7     37.4     76.6     75.6     89.7     24.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        6        6       20       18       41       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,260
COMMITMENTS
   1,121   13,568        5   28,663   16,930   29,789   30,503    5,471    4,757

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        755)
       0      292        0      631      303      631      595      125      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     38.5      0.0     81.3     48.0     84.5     86.5     15.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       14        1       26       28       29       42
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,505
COMMITMENTS
   1,121   13,276        5   28,032   16,626   29,158   29,907    5,347    4,597

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,501)
       0      812        0      714    1,212      714    2,024      787     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     38.5      0.0     81.2     48.2     84.5     86.7     15.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       14        1       26       29       29       43
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      235,346
COMMITMENTS
  60,123   34,939    2,161  165,353  182,864  227,637  219,964    7,708   15,382

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     16,511)
   3,882    6,394      127   17,448   13,097   21,458   19,618   -4,947   -3,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     14.8      0.9     70.3     77.7     96.7     93.5      3.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      22       35       10       33       43       59       84
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      218,835
COMMITMENTS
  56,240   28,545    2,035  147,905  169,766  206,180  200,346   12,655   18,489

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     22,109)
   5,687      -82      224   11,149   14,991   17,060   15,133    5,049    6,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     13.0      0.9     67.6     77.6     94.2     91.6      5.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19       38       11       30       43       54       87
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,490
COMMITMENTS
  10,215    5,828      551   15,234   23,252   26,000   29,631   12,490    8,859

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        471)
     -55     -869      316      -48    1,735      213    1,182      258     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     15.1      1.4     39.6     60.4     67.5     77.0     32.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       15        4       16       24       43       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,020
COMMITMENTS
  10,270    6,697      235   15,282   21,517   25,787   28,449   12,233    9,571

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -316)
     201   -1,592        0     -938      120     -737   -1,472      421    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     17.6      0.6     40.2     56.6     67.8     74.8     32.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      23       13        2       17       25       42       39
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       25,339
COMMITMENTS
   7,322      660       20   14,575    2,025   21,917    2,705    3,422   22,634

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -2,333)
  -1,130       -6        5      796      306     -329      305   -2,004   -2,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      2.6      0.1     57.5      8.0     86.5     10.7     13.5     89.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        2        1       11        4       20        7
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,672
COMMITMENTS
   8,452      666       15   13,779    1,719   22,246    2,400    5,426   25,272

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         40)
    -537     -238        0    1,036       93      499     -145     -459      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      2.4      0.1     49.8      6.2     80.4      8.7     19.6     91.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        2        1        9        4       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       71,127
COMMITMENTS
   3,578    4,144      443   51,475   26,850   55,496   31,437   15,631   39,690

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,888)
       2        0        0     -549    2,788     -547    2,788    2,435     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.8      0.6     72.4     37.7     78.0     44.2     22.0     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        1       18       28       22       41
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       69,239
COMMITMENTS
   3,576    4,144      443   52,024   24,062   56,043   28,649   13,196   40,590

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -394)
  -2,091        0     -136      121    1,289   -2,106    1,153    1,712   -1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      6.0      0.6     75.1     34.8     80.9     41.4     19.1     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        1       19       27       23       40
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      120,662
COMMITMENTS
  37,367   17,941   16,935   31,153   76,021   85,455  110,896   35,207    9,766

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -6,675)
  -7,580   13,999   -1,562    5,858  -14,841   -3,284   -2,405   -3,391   -4,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     14.9     14.0     25.8     63.0     70.8     91.9     29.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      91       34       46       28       35      140       98
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      127,337
COMMITMENTS
  44,947    3,942   18,497   25,295   90,862   88,739  113,301   38,598   14,036

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        419)
   2,967      581   -1,809   -2,842      828   -1,685     -400    2,104      820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      3.1     14.5     19.9     71.4     69.7     89.0     30.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      91       19       43       21       35      125       89
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      110,419
COMMITMENTS
  34,121   14,513   21,948   40,867   60,827   96,936   97,288   13,484   13,131

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -8,618)
    -517    2,437   -2,222   -4,042   -8,997   -6,780   -8,782   -1,838      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     13.1     19.9     37.0     55.1     87.8     88.1     12.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      62       55       34       42       42      124      116
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,037
COMMITMENTS
  34,638   12,076   24,169   44,909   69,824  103,716  106,069   15,321   12,968

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -2,440)
   2,422     -254   -1,461   -3,358   -1,044   -2,397   -2,759      -43      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     10.1     20.3     37.7     58.7     87.1     89.1     12.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      61       45       39       40       42      124      111
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      360,277
COMMITMENTS
 153,235   36,671   59,028   93,026  241,829  305,288  337,528   54,990   22,750

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -16,344)
 -22,590   10,107     -154    9,363  -26,014  -13,381  -16,062   -2,963     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.5     10.2     16.4     25.8     67.1     84.7     93.7     15.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
     136       55       58       39       42      203      133
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      376,622
COMMITMENTS
 175,825   26,564   59,182   83,662  267,843  318,669  353,590   57,953   23,032

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     21,584)
  22,470   -2,341   -2,053   -3,666   23,331   16,751   18,938    4,833    2,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7      7.1     15.7     22.2     71.1     84.6     93.9     15.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     143       44       56       40       48      205      129
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,262
COMMITMENTS
   7,567    1,079      600      561    9,035    8,728   10,714    3,534    1,548

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        520)
     319     -247      101      129        3      549     -143      -29      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7      8.8      4.9      4.6     73.7     71.2     87.4     28.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      25        5        9        5        5       35       18
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       11,742
COMMITMENTS
   7,248    1,326      499      432    9,032    8,179   10,857    3,563      885

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -239)
  -1,162     -277       63      195     -318     -904     -532      665      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.7     11.3      4.2      3.7     76.9     69.7     92.5     30.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      24        5        8        4        5       33       16
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       68,262
COMMITMENTS
  11,542    8,039    6,573   34,877   33,778   52,993   48,390   15,269   19,872

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -3,567)
     744   -2,102     -739   -3,966      199   -3,961   -2,641      394     -926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     11.8      9.6     51.1     49.5     77.6     70.9     22.4     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      30       18       21       47       46       81       82
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       71,829
COMMITMENTS
  10,798   10,141    7,312   38,843   33,579   56,954   51,031   14,875   20,798

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -15,744)
     188   -3,531   -4,463  -11,315   -6,200  -15,590  -14,195     -153   -1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     14.1     10.2     54.1     46.7     79.3     71.0     20.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      24       28       20       46       44       81       83
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       28,207
COMMITMENTS
   1,965    3,054    1,528   17,495   13,864   20,988   18,446    7,219    9,762

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,869)
     189     -687     -698     -441     -192     -950   -1,578     -919     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     10.8      5.4     62.0     49.1     74.4     65.4     25.6     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       11        7       22       16       33       29
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       30,076
COMMITMENTS
   1,776    3,741    2,227   17,936   14,056   21,938   20,023    8,138   10,053

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -8,842)
    -149   -6,375     -326   -6,085     -544   -6,560   -7,245   -2,282   -1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     12.4      7.4     59.6     46.7     72.9     66.6     27.1     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       12        9       23       17       36       33
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      162,274
COMMITMENTS
  44,990    4,739   31,563   66,228  117,066  142,781  153,368   19,493    8,906

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -215)
  -2,025    1,076      836    2,495   -2,751    1,306     -839   -1,521      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      2.9     19.5     40.8     72.1     88.0     94.5     12.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     102       35       54       60       65      194      131
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      162,489
COMMITMENTS
  47,015    3,663   30,727   63,733  119,817  141,476  154,208   21,014    8,282

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        309)
   3,541     -120    3,702   -7,964   -1,931     -721    1,650    1,030   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      2.3     18.9     39.2     73.7     87.1     94.9     12.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
     105       33       55       62       65      194      131
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       35,965
COMMITMENTS
  12,811    4,136    5,690   12,595   24,228   31,097   34,055    4,868    1,911

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,088)
    -366      585     -492   -2,180   -4,255   -3,038   -4,162   -1,049       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.6     11.5     15.8     35.0     67.4     86.5     94.7     13.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      64       19       22       21       17       95       48
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       40,053
COMMITMENTS
  13,178    3,552    6,183   14,775   28,482   34,136   38,217    5,918    1,837

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -769)
     902      118      316   -2,284     -939   -1,067     -505      298     -264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      8.9     15.4     36.9     71.1     85.2     95.4     14.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      66       15       26       22       18       98       51
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      136,118
COMMITMENTS
  23,615   14,794   12,827   89,148  103,114  125,590  130,735   10,528    5,383

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      2,592)
      23      904     -148    2,486    1,698    2,362    2,455      230      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     10.9      9.4     65.5     75.8     92.3     96.0      7.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      57       34       31       53       42      126       91
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,526
COMMITMENTS
  23,592   13,890   12,974   86,662  101,416  123,228  128,280   10,298    5,246

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,094)
  -1,132    6,884    1,698    4,158   -5,457    4,724    3,126     -630      968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     10.4      9.7     64.9     76.0     92.3     96.1      7.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      58       35       32       51       40      125       92
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      445,811
COMMITMENTS
  72,406   83,453   64,329  238,285  242,433  375,020  390,215   70,791   55,596

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,602)
     437      204      980   -2,413   -5,455     -996   -4,271   -3,605     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     18.7     14.4     53.4     54.4     84.1     87.5     15.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      45       46       39       56       42      121      107
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      450,413
COMMITMENTS
  71,968   83,249   63,349  240,698  247,888  376,016  394,486   74,397   55,927

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -667)
   8,829    5,730     -379   -3,827   -1,561    4,623    3,790   -5,290   -4,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     18.5     14.1     53.4     55.0     83.5     87.6     16.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      50       40       36       60       45      124      107
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      131,218
COMMITMENTS
  33,888    9,205   34,229   49,589   80,105  117,706  123,539   13,512    7,679

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -7,330)
    -318      349   -5,083   -1,456   -1,798   -6,857   -6,533     -473     -798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      7.0     26.1     37.8     61.0     89.7     94.1     10.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     175       51      120      103      112      312      252
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      138,548
COMMITMENTS
  34,206    8,856   39,312   51,045   81,903  124,564  130,071   13,985    8,477

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,938)
   4,388    1,291    5,642   -4,008     -842    6,022    6,092      917      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      6.4     28.4     36.8     59.1     89.9     93.9     10.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     167       47      110      100      105      301      234
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,716
COMMITMENTS
   8,331    4,599    2,770    6,122   11,046   17,223   18,414    3,493    2,302

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      2,220)
   1,515       22       61      365    2,494    1,942    2,578      278     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.2     22.2     13.4     29.6     53.3     83.1     88.9     16.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      14       14        9        7        5       27       24
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,496
COMMITMENTS
   6,816    4,577    2,708    5,757    8,551   15,281   15,836    3,215    2,660

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        737)
    -307      274      -35      809      214      467      453      270      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9     24.7     14.6     31.1     46.2     82.6     85.6     17.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15       13        9        6        6       25       25
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      199,310
COMMITMENTS
  25,536   25,075   37,568  104,596  113,091  167,699  175,734   31,610   23,576

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -8,054)
  -4,663     -431    2,893   -3,632   -7,617   -5,402   -5,155   -2,652   -2,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     12.6     18.8     52.5     56.7     84.1     88.2     15.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       26       33       59       58      109      101
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,363
COMMITMENTS
  30,199   25,506   34,675  108,228  120,708  173,101  180,889   34,262   26,474

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -3,923)
     420      -29   -2,073   -4,118   -2,325   -5,771   -4,427    1,848      503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     12.3     16.7     52.2     58.2     83.5     87.2     16.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      35       19       29       58       57      105       96
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      738,908
COMMITMENTS
  38,532   52,421  295,820  329,055  349,378  663,406  697,618   75,502   41,290

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      9,065)
    -553    6,041    3,341    9,401   -3,474   12,189    5,908   -3,124    3,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.1     40.0     44.5     47.3     89.8     94.4     10.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      47       57       77       86       78      174      175
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      729,843
COMMITMENTS
  39,085   46,380  292,479  319,654  352,852  651,217  691,710   78,626   38,133

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -34,183)
     494   -4,868  -16,697  -14,226  -12,967  -30,429  -34,532   -3,753      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      6.4     40.1     43.8     48.3     89.2     94.8     10.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      44       50       71       86       78      171      162
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,482
COMMITMENTS
   5,460    2,728    1,908   23,248   18,984   30,616   23,620    3,866   10,862

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.9      5.5     67.4     55.1     88.8     68.5     11.2     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       12       12       15       15
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      101,393
COMMITMENTS
  11,068      644    4,764   77,663   88,900   93,495   94,308    7,898    7,085

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,511)
    -376   -2,288    3,006     -344      133    2,286      851     -775      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      0.6      4.7     76.6     87.7     92.2     93.0      7.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       17       25       20       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       99,882
COMMITMENTS
  11,444    2,932    1,758   78,007   88,767   91,209   93,457    8,673    6,425

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,050)
     998   -1,758    1,758     -498      674    2,258      674      792    2,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      2.9      1.8     78.1     88.9     91.3     93.6      8.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       20       26       22       28
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,900
COMMITMENTS
   8,860    9,434      604   40,235   35,274   49,699   45,312    3,201    7,588

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,286)
   1,498   -2,230        0   -5,284   -4,105   -3,786   -6,335     -500    2,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     17.8      1.1     76.1     66.7     93.9     85.7      6.1     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12       11       14       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,186
COMMITMENTS
   7,362   11,664      604   45,519   39,379   53,485   51,647    3,701    5,539

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,473)
   1,624      186        0     -333    4,073    1,291    4,259      182   -2,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     20.4      1.1     79.6     68.9     93.5     90.3      6.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       11       14       13       17
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       45,387
COMMITMENTS
   2,510    2,851    2,860   33,885   36,644   39,255   42,355    6,132    3,032

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        587)
   2,510   -1,320     -279     -866    3,224    1,365    1,625     -778   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      6.3      6.3     74.7     80.7     86.5     93.3     13.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       15       15       18       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       44,800
COMMITMENTS
       0    4,171    3,139   34,751   33,420   37,890   40,730    6,910    4,070

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      2,140)
       0     -721    1,079      999    1,720    2,078    2,078       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.3      7.0     77.6     74.6     84.6     90.9     15.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       15       14       18       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,280
COMMITMENTS
   6,710   12,083    2,255   39,470   33,840   48,435   48,178    3,845    4,102

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -4,892)
   2,142    5,561   -2,609   -3,315   -5,264   -3,782   -2,312   -1,110   -2,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     23.1      4.3     75.5     64.7     92.6     92.2      7.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       19       19       23       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,172
COMMITMENTS
   4,568    6,522    4,864   42,785   39,104   52,217   50,490    4,955    6,682

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,662)
    -743    2,128      933    4,637      603    4,827    3,664   -1,165       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     11.4      8.5     74.8     68.4     91.3     88.3      8.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        4       18       16       22       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,394
COMMITMENTS
       0    3,154    4,449   46,738   45,101   51,187   52,704   11,207    9,690

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        706)
       0      242     -186     -318      106     -504      162    1,210      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      7.1     74.9     72.3     82.0     84.5     18.0     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       19       20       21       22
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,688
COMMITMENTS
       0    2,912    4,635   47,056   44,995   51,691   52,542    9,997    9,146

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -831)
       0       -2     -308     -920     -335   -1,228     -645      397     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      7.5     76.3     72.9     83.8     85.2     16.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       20       19       22       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,429
COMMITMENTS
  36,508   18,818      120   28,103   47,138   64,731   66,076    4,698    3,353

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -1,957)
     346    2,630      120   -2,663   -4,490   -2,197   -1,740      240     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.6     27.1      0.2     40.5     67.9     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       16       17       18
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       71,386
COMMITMENTS
  36,162   16,188        0   30,766   51,628   66,928   67,816    4,458    3,570

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     15,376)
  17,874    9,794        0   -1,960    5,044   15,914   14,838     -538      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.7     22.7      0.0     43.1     72.3     93.8     95.0      6.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       14       14       16       15
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       32,143
COMMITMENTS
   2,356      496        0   27,668   31,306   30,024   31,802    2,119      341

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.5      0.0     86.1     97.4     93.4     98.9      6.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        6       12        9       13
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       22,483
COMMITMENTS
   2,480      496        0   15,479   20,881   17,959   21,377    4,524    1,106

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.2      0.0     68.8     92.9     79.9     95.1     20.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0        8       11       11       12
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      964,588
COMMITMENTS
 274,338   74,025  138,729  528,085  737,287  941,152  950,041   23,436   14,547

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -36,895)
     238    2,847   -5,908  -30,846  -36,962  -36,516  -40,023     -379    3,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      7.7     14.4     54.7     76.4     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      22        8       29       81       77      114      107
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,001,483
COMMITMENTS
 274,100   71,178  144,637  558,931  774,249  977,668  990,064   23,815   11,419

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     22,229)
  -4,536    3,207   -5,060   31,456   24,173   21,860   22,320      369      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      7.1     14.4     55.8     77.3     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20        9       29       85       82      116      113
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,899
COMMITMENTS
  18,883   53,319   24,284   83,577   50,254  126,744  127,857    4,155    3,042

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -27,070)
 -10,440    7,477   -9,665   -4,825   -8,261  -24,930  -10,449   -2,140  -16,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     40.7     18.6     63.8     38.4     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8       10       15       23       23       39       40
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      157,969
COMMITMENTS
  29,323   45,842   33,949   88,402   58,515  151,674  138,306    6,295   19,663

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     10,115)
   2,482  -11,072    3,384    2,332    1,564    8,198   -6,124    1,917   16,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     29.0     21.5     56.0     37.0     96.0     87.6      4.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        8       15       25       25       43       42
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       58,459
COMMITMENTS
  16,634    2,803   12,752   28,522   42,836   57,908   58,390      551       69

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        556)
   2,343    1,578   -1,124     -971       93      249      547      307        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      4.8     21.8     48.8     73.3     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        7       32       30       39       38
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       57,904
COMMITMENTS
  14,291    1,225   13,876   29,493   42,743   57,660   57,844      244       60

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,505)
    -496   -2,060    2,333    1,615    3,277    3,452    3,550       53      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      2.1     24.0     50.9     73.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        8       31       30       39       38
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       21,990
COMMITMENTS
   2,042      643    1,591   18,075   18,965   21,708   21,199      282      791

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -849)
    -419      318     -190     -284   -1,021     -893     -893       44       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      2.9      7.2     82.2     86.2     98.7     96.4      1.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        4       17       18       21       22
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,839
COMMITMENTS
   2,461      325    1,781   18,359   19,986   22,601   22,092      238      747

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,011)
    -244        0     -220    1,519      766    1,055      546      -44      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      1.4      7.8     80.4     87.5     99.0     96.7      1.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       17       19       21       23
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,719
COMMITMENTS
     172    5,474      856    7,691    2,389    8,719    8,719        0        0

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -693)
     -84     -845        0     -609      152     -693     -693        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     62.8      9.8     88.2     27.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       11        7       14       10
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,412
COMMITMENTS
     256    6,319      856    8,300    2,237    9,412    9,412        0        0

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     67.1      9.1     88.2     23.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       11        8       14       11
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        9,220
COMMITMENTS
   3,500    2,560    1,640    3,720    4,540    8,860    8,740      360      480

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0     27.8     17.8     40.3     49.2     96.1     94.8      3.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        4       14       14       19       18
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,322,143
COMMITMENTS
 114,966   67,883  357,785  780,672  811,459  1253423  1237127   68,720   85,016

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     45,878)
 -15,156    7,605   29,932   26,571    3,096   41,347   40,633    4,531    5,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      5.1     27.1     59.0     61.4     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      72      106      130       87       90      237      254
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,276,265
COMMITMENTS
 130,122   60,278  327,853  754,102  808,363  1212076  1196494   64,189   79,771

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -291)
  -2,535    1,363   13,288   -5,894  -15,547    4,859     -896   -5,150      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      4.7     25.7     59.1     63.3     95.0     93.7      5.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      83       92      118       87       94      235      248
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,235
COMMITMENTS
   8,586    2,773      319    1,563    9,435   10,468   12,527    2,767      708

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -146)
    -154       97      169      108     -581      123     -315     -269      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.9     21.0      2.4     11.8     71.3     79.1     94.7     20.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      63       18        7       11       25       79       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,381
COMMITMENTS
   8,740    2,676      150    1,455   10,016   10,345   12,842    3,036      539

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        216)
     -23      420      -47      262     -114      192      259       24      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.3     20.0      1.1     10.9     74.9     77.3     96.0     22.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      65       14        4       12       26       81       42
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,729
COMMITMENTS
   5,898    1,204       93      865    6,695    6,856    7,992    1,873      738

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -460)
    -356      126       88      -29     -612     -297     -398     -163      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.6     13.8      1.1      9.9     76.7     78.5     91.5     21.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25        8        2        5       18       31       27
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        9,190
COMMITMENTS
   6,254    1,078        5      894    7,307    7,153    8,390    2,037      800

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        925)
     868       71       -1       -7      782      860      852       65       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.1     11.7      0.1      9.7     79.5     77.8     91.3     22.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      25        7        1        8       19       34       26
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      187,265
COMMITMENTS
  31,975    9,209   36,184  101,492  126,985  169,651  172,378   17,613   14,887

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -13,296)
  -5,089    1,434   -1,125   -2,195  -10,171   -8,410   -9,862   -4,886   -3,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      4.9     19.3     54.2     67.8     90.6     92.1      9.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      51       29       49       63       77      137      135
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      200,561
COMMITMENTS
  37,064    7,775   37,310  103,687  137,155  178,061  182,240   22,500   18,321

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -10,109)
   1,934    1,892   -7,159   -2,843   -5,053   -8,068  -10,320   -2,041      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      3.9     18.6     51.7     68.4     88.8     90.9     11.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      48       26       42       70       79      137      130
 

Updated May 13, 2005