WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      260,803
COMMITMENTS
  37,659   48,803   46,966  151,429  126,718  236,054  222,487   24,749   38,317

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -8,837)
     798    4,001   -1,852     -979   -6,328   -2,034   -4,178   -6,803   -4,658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     18.7     18.0     58.1     48.6     90.5     85.3      9.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      68       96       73       47       61      165      187
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,640
COMMITMENTS
  36,861   44,801   48,818  152,408  133,045  238,088  226,665   31,552   42,975

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,449)
      25     -563      319      455    3,643      799    3,399    4,649    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     16.6     18.1     56.5     49.3     88.3     84.1     11.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      65       92       64       49       61      156      178
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      871,737
COMMITMENTS
  94,475   84,907  167,028  456,794  393,893  718,296  645,827  153,441  225,910

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      5,854)
   7,090   -5,620    8,822   -6,515   -1,644    9,397    1,558   -3,542    4,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      9.7     19.2     52.4     45.2     82.4     74.1     17.6     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     146      107      159      194      206      423      410
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      865,883
COMMITMENTS
  87,385   90,527  158,206  463,309  395,537  708,899  644,270  156,984  221,613

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     22,838)
   5,368   -8,949    4,747    8,292   23,868   18,408   19,666    4,430    3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.5     18.3     53.5     45.7     81.9     74.4     18.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     137      116      152      200      209      412      412
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,666
COMMITMENTS
   1,978    1,202      918    2,283    5,134    5,180    7,255    4,486    2,411

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -74)
     235     -549      -68      -61      604      106      -13     -180      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     12.4      9.5     23.6     53.1     53.6     75.1     46.4     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11       11        5       11       15       24       30
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,740
COMMITMENTS
   1,743    1,751      986    2,344    4,531    5,074    7,268    4,667    2,473

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        536)
      88       45      162      161      198      411      405      124      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     18.0     10.1     24.1     46.5     52.1     74.6     47.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       15        5       10       13       24       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      425,179
COMMITMENTS
  85,250   19,813  101,565  154,172  197,024  340,987  318,402   84,192  106,777

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     16,323)
  10,959   -1,012    4,993      407   10,061   16,359   14,042      -37    2,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      4.7     23.9     36.3     46.3     80.2     74.9     19.8     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     147       83      140      100      124      319      288
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      408,856
COMMITMENTS
  74,291   20,825   96,572  153,765  186,963  324,628  304,359   84,228  104,497

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     49,627)
  20,293      299   16,028    2,859   23,891   39,179   40,217   10,448    9,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.1     23.6     37.6     45.7     79.4     74.4     20.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     133       84      133      103      113      308      271
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,170
COMMITMENTS
  12,004    1,789      821        0      777   12,825    3,387    3,345   12,783

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        768)
     107     -311      362        0       52      469      103      299      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.2     11.1      5.1      0.0      4.8     79.3     20.9     20.7     79.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        8        7        0        3       15       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,402
COMMITMENTS
  11,897    2,100      459        0      725   12,356    3,284    3,046   12,118

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2     13.6      3.0      0.0      4.7     80.2     21.3     19.8     78.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        5        7        0        3       16       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      155,838
COMMITMENTS
  24,585   10,910   26,348   79,310  105,139  130,243  142,396   25,596   13,442

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,331)
   1,168   -2,999    3,766     -763    2,755    4,171    3,522      161      809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.0     16.9     50.9     67.5     83.6     91.4     16.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      51       27       39       47       47      120       99
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,507
COMMITMENTS
  23,417   13,909   22,581   80,073  102,383  126,072  138,874   25,435   12,633

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,359)
   4,627   -4,124    1,785      988   13,695    7,400   11,355    1,959   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      9.2     14.9     52.9     67.6     83.2     91.7     16.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      45       29       36       49       49      114      100
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      922,230
COMMITMENTS
 148,210  101,405  153,982  465,602  464,731  767,795  720,118  154,435  202,112

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -11,460)
   9,745   -9,165   21,139  -21,884   -4,239    9,000    7,735  -20,460  -19,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     11.0     16.7     50.5     50.4     83.3     78.1     16.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      39       37       39       74       88      133      144
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,690
COMMITMENTS
 138,465  110,570  132,843  487,487  468,970  758,795  712,383  174,895  221,307

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     18,032)
  -2,630  -15,236   11,126    2,903   -7,272   11,399  -11,382    6,633   29,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.8     14.2     52.2     50.2     81.3     76.3     18.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      37       42       41       73       85      134      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      163,759
COMMITMENTS
  44,715    8,580   23,573   58,129  108,731  126,417  140,884   37,342   22,874

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,392)
   6,874   -1,202     -466   -1,628    5,553    4,780    3,884   -1,388     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      5.2     14.4     35.5     66.4     77.2     86.0     22.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       27       37       56       66      129      117
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      160,367
COMMITMENTS
  37,840    9,782   24,040   59,757  103,179  121,637  137,000   38,729   23,366

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     15,926)
  12,403      225    1,325   -2,464   11,957   11,265   13,507    4,661    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      6.1     15.0     37.3     64.3     75.8     85.4     24.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       28       35       52       60      124      107
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,534
COMMITMENTS
   3,641      935    1,803    1,636    4,370    7,080    7,108    1,454    1,426

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        -86)
    -219       81      138      174     -372       93     -153     -179       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.7     11.0     21.1     19.2     51.2     83.0     83.3     17.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       12       11       13       15       34       31
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,620
COMMITMENTS
   3,860      854    1,664    1,462    4,742    6,987    7,260    1,633    1,359

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        846)
     208      342      535      422     -113    1,165      764     -319       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      9.9     19.3     17.0     55.0     81.1     84.2     18.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        7       11       11       14       32       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      399,915
COMMITMENTS
 101,027   75,901    2,437  234,867  220,015  338,331  298,353   61,584  101,562

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     23,303)
   6,348    1,262    1,649   12,199   31,121   20,196   34,032    3,107  -10,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     19.0      0.6     58.7     55.0     84.6     74.6     15.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15       18        3       46       46       62       66
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      376,612
COMMITMENTS
  94,679   74,639      788  222,668  188,894  318,135  264,321   58,477  112,291

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,058)
  -8,592    2,354   -3,228   26,415   17,230   14,595   16,356   -5,537   -7,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     19.8      0.2     59.1     50.2     84.5     70.2     15.5     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       22        4       45       42       59       66
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,749,100
COMMITMENTS
 471,125  372,854  490,436  1510015  1420228  2471576  2283517  277,524  465,583

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    100,182)
  17,014  -10,479   54,933   57,391   62,966  129,338  107,420  -29,156   -7,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     13.6     17.8     54.9     51.7     89.9     83.1     10.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      56       78       75      106      134      203      246
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,648,918
COMMITMENTS
 454,111  383,333  435,502  1452624  1357262  2342237  2176097  306,680  472,821

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:   -155,306)
 -59,286  -31,602    2,364  -58,523  -59,155 -115,445  -88,392  -39,861  -66,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.5     16.4     54.8     51.2     88.4     82.2     11.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      58       70       71      103      129      197      234
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,385,379
COMMITMENTS
 165,909  212,264  176,167  840,245  741,085  1182321  1129516  203,058  255,863

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -9,768)
  10,045   -4,108   22,573  -50,238   -6,019  -17,620   12,446    7,852  -22,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     15.3     12.7     60.7     53.5     85.3     81.5     14.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      33       43       46       75       89      132      154
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,395,147
COMMITMENTS
 155,864  216,372  153,594  890,483  747,104  1199941  1117070  195,206  278,077

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -43,580)
   7,070  -18,562  -36,931  -13,449    3,442  -43,310  -52,051     -270    8,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     15.5     11.0     63.8     53.6     86.0     80.1     14.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       50       44       73       86      130      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      556,662
COMMITMENTS
  78,637   59,102  196,226  237,106  270,018  511,970  525,346   44,692   31,316

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:   -105,849)
 -34,531   21,054  -52,399  -18,431  -78,727 -105,361 -110,071     -488    4,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     10.6     35.3     42.6     48.5     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       26       43       51       48      106       94
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      662,511
COMMITMENTS
 113,169   38,048  248,625  255,537  348,745  617,331  635,417   45,180   27,093

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     16,370)
 -15,040     -208   16,724   12,440    3,568   14,124   20,085    2,246   -3,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.7     37.5     38.6     52.6     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      35       23       45       56       60      110      110
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,306
COMMITMENTS
  12,669    4,961    1,375   16,944   30,232   30,988   36,568   13,319    7,739

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,549)
       2      417       83      882    1,743      967    2,243    1,582      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     11.2      3.1     38.2     68.2     69.9     82.5     30.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23       13       10       19       15       45       35
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,757
COMMITMENTS
  12,666    4,544    1,291   16,063   28,489   30,020   34,324   11,737    7,433

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,443)
     654     -430      134   -3,373     -742   -2,584   -1,038    1,142     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     10.9      3.1     38.5     68.2     71.9     82.2     28.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22       12       10       19       12       45       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,249
COMMITMENTS
  12,212   34,035    5,639   50,761   16,110   68,613   55,785   12,636   25,464

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,024)
   1,275     -328    1,801    2,584    2,505    5,660    3,978      364    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     41.9      6.9     62.5     19.8     84.4     68.7     15.6     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      19       35       19       15       16       45       59
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,224
COMMITMENTS
  10,937   34,363    3,838   48,177   13,605   62,953   51,807   12,272   23,417

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,543)
   1,095     -874    1,090    1,149    1,547    3,334    1,763    2,209    3,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     45.7      5.1     64.0     18.1     83.7     68.9     16.3     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       37       19       18       17       48       62
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,954
COMMITMENTS
   6,168    6,362    1,029   32,911   32,452   40,108   39,843      846    1,111

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,779)
    -335     -529      -17   -3,568   -2,921   -3,920   -3,467      141     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     15.5      2.5     80.4     79.2     97.9     97.3      2.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7       19        4       19       23       29       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,733
COMMITMENTS
   6,503    6,891    1,046   36,479   35,373   44,028   43,310      705    1,423

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,002)
     -15      564        0    5,162    4,529    5,147    5,093     -145      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     15.4      2.3     81.5     79.1     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       23        4       19       20       29       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,893
COMMITMENTS
       0    1,547        0   13,879   12,264   13,879   13,811       14       82

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,322)
    -100      442        0    1,411      842    1,311    1,284       11       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.1      0.0     99.9     88.3     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        7        0        6       10        6       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,571
COMMITMENTS
     100    1,105        0   12,468   11,422   12,568   12,527        3       44

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,663)
     100      157        0   -1,712   -1,778   -1,612   -1,621      -51      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      8.8      0.0     99.2     90.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        0        5        9        6       16
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,728
COMMITMENTS
   1,420    1,837    3,135   15,278   12,296   19,833   17,268    4,895    7,460

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,715)
  -1,058     -152     -686   -1,812   -2,152   -3,557   -2,990     -158     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.4     12.7     61.8     49.7     80.2     69.8     19.8     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        5       11       25       18       38       30
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,443
COMMITMENTS
   2,478    1,989    3,822   17,090   14,447   23,390   20,258    5,053    8,185

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        593)
     384      121     -113      201      370      473      378      120      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.0     13.4     60.1     50.8     82.2     71.2     17.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        7       13       24       19       39       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      100,745
COMMITMENTS
  10,404   20,947   23,194   49,494   27,970   83,093   72,111   17,652   28,634

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -3,322)
    -620    4,224   -6,433    2,175   -1,890   -4,878   -4,100    1,556      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     20.8     23.0     49.1     27.8     82.5     71.6     17.5     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       66       62       32       34      110      129
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      104,066
COMMITMENTS
  11,024   16,723   29,627   47,319   29,860   87,971   76,210   16,096   27,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,516)
    -953    1,598    1,530    2,167      335    2,744    3,463     -228     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.1     28.5     45.5     28.7     84.5     73.2     15.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      36       57       62       27       34      104      131
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,059
COMMITMENTS
     525    1,704      625    1,314      716    2,464    3,046    1,595    1,013

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          4)
      20       30      268     -142      -28      147      270     -143     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     42.0     15.4     32.4     17.6     60.7     75.0     39.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       21       15        5        4       26       31
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,055
COMMITMENTS
     505    1,674      357    1,456      744    2,318    2,775    1,737    1,280

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         42)
     -93      -43       53      -52      -38      -92      -28      134       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     41.3      8.8     35.9     18.3     57.2     68.4     42.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       15        9        7        4       24       24
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,752
COMMITMENTS
  35,262   13,025   23,905   72,518   75,793  131,686  112,723   20,066   39,029

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -9,941)
  -5,304    1,772   -1,016   -2,196   -8,113   -8,516   -7,357   -1,425   -2,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      8.6     15.8     47.8     49.9     86.8     74.3     13.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      62       41       55       73       96      162      175
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,693
COMMITMENTS
  40,567   11,253   24,921   74,714   83,905  140,202  120,080   21,491   41,614

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,419)
    -638      430    1,660    1,407    2,200    2,428    4,290      990     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.0     15.4     46.2     51.9     86.7     74.3     13.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      65       37       62       79      107      180      183
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,724
COMMITMENTS
   1,235      462      271    1,112    1,918    2,619    2,651    1,106    1,073

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -130)
     -10      104      -42       67     -130       14      -69     -144      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     12.4      7.3     29.9     51.5     70.3     71.2     29.7     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       11        9       18       19       34       34
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,855
COMMITMENTS
   1,245      358      314    1,045    2,048    2,605    2,720    1,250    1,135

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        143)
      80      -89       45       81      165      206      121      -63       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      9.3      8.1     27.1     53.1     67.6     70.6     32.4     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        8       17       19       33       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,528
COMMITMENTS
   9,935    2,873    3,682    7,380    4,223   20,997   10,778    5,532   15,750

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,634)
    -444      352      630      951      -57    1,137      924      497      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     10.8     13.9     27.8     15.9     79.1     40.6     20.9     59.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      48       27       23       36       41       98       79
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,895
COMMITMENTS
  10,378    2,521    3,052    6,429    4,281   19,860    9,854    5,035   15,041

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,701)
    -586     -274   -1,203   -1,504   -1,168   -3,293   -2,644     -408   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     10.1     12.3     25.8     17.2     79.8     39.6     20.2     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       27       18       36       40       90       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       98,739
COMMITMENTS
  10,259   36,319    1,466   57,231   37,440   68,957   75,226   29,782   23,513

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,550)
    -656   -5,073   -1,545   -5,943    2,569   -8,144   -4,049    3,594     -501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     36.8      1.5     58.0     37.9     69.8     76.2     30.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8       23        7       24       22       38       46
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      103,289
COMMITMENTS
  10,915   41,392    3,011   63,175   34,872   77,101   79,275   26,188   24,014

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,149)
     770     -885     -210   -2,664      -27   -2,103   -1,121      -46   -1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     40.1      2.9     61.2     33.8     74.6     76.8     25.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       26        9       30       25       47       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       90,365
COMMITMENTS
   1,943   47,255        1   78,431   19,015   80,375   66,271    9,990   24,094

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     19,633)
     270    7,006     -125   19,672   11,299   19,817   18,180     -185    1,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     52.3      0.0     86.8     21.0     88.9     73.3     11.1     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2       25        1       22        9       25       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       70,733
COMMITMENTS
   1,673   40,249      126   58,759    7,716   60,558   48,091   10,175   22,642

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -432)
    -622      816      -10     -857      -89   -1,489      718    1,057   -1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     56.9      0.2     83.1     10.9     85.6     68.0     14.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       24        2       20        8       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      121,076
COMMITMENTS
  80,586    3,237    2,912   27,388  109,555  110,886  115,704   10,190    5,372

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     10,898)
  -3,244     -331    2,186   10,746    7,943    9,688    9,798    1,209    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.6      2.7      2.4     22.6     90.5     91.6     95.6      8.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       11        7       17       21       83       37
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,178
COMMITMENTS
  83,830    3,568      725   16,642  101,612  101,198  105,906    8,980    4,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,142)
   6,786     -196      305      460    8,364    7,551    8,473      591     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1      3.2      0.7     15.1     92.2     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      62       12        5       16       19       82       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      103,532
COMMITMENTS
  14,675   23,069    1,388   62,232   57,490   78,295   81,947   25,237   21,585

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,146)
     300   -2,375   -1,209      206    7,291     -704    3,707    3,850     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     22.3      1.3     60.1     55.5     75.6     79.2     24.4     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      11       21        5       25       18       38       42
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      100,386
COMMITMENTS
  14,376   25,444    2,597   62,026   50,200   78,999   78,241   21,387   22,145

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,448)
    -347    3,223      213    8,914    3,164    8,780    6,601      668    2,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     25.3      2.6     61.8     50.0     78.7     77.9     21.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       21        8       23       16       44       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      191,156
COMMITMENTS
   4,876   42,122    2,978  153,376  118,566  161,230  163,666   29,925   27,490

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -19,990)
  -1,156  -12,701   -1,257  -19,016   -3,666  -21,429  -17,624    1,438   -2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     22.0      1.6     80.2     62.0     84.3     85.6     15.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       9       26        8       32       31       45       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      211,146
COMMITMENTS
   6,033   54,823    4,234  172,392  122,232  182,659  181,290   28,487   29,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -294)
  -3,737    5,858     -586      513   -9,645   -3,810   -4,373    3,516    4,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     26.0      2.0     81.6     57.9     86.5     85.9     13.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       33        8       32       31       47       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      220,455
COMMITMENTS
  23,042   38,417   14,357  131,914  114,565  169,313  167,338   51,143   53,117

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    -22,117)
  -4,332   -3,587   -9,660   16,128   11,243    2,136   -2,005  -24,253  -20,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     17.4      6.5     59.8     52.0     76.8     75.9     23.2     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       36       23       34       32       75       77
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      242,572
COMMITMENTS
  27,374   42,004   24,017  115,786  103,322  167,177  169,343   75,395   73,229

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     40,104)
      44    3,694    3,413   13,944   19,778   17,401   26,885   22,703   13,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     17.3      9.9     47.7     42.6     68.9     69.8     31.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       35       25       34       33       80       83
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       67,930
COMMITMENTS
  15,413    3,191      469   47,302   58,048   63,184   61,708    4,746    6,222

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     12,298)
   5,841        0     -120    7,229   13,078   12,950   12,958     -652     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7      4.7      0.7     69.6     85.5     93.0     90.8      7.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       12       16       15       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       55,632
COMMITMENTS
   9,572    3,191      589   40,073   44,970   50,234   48,750    5,398    6,882

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      5.7      1.1     72.0     80.8     90.3     87.6      9.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       13       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   14,064,161
COMMITMENTS
 803,887  533,550  4192824  7886373  7643097 12883083 12369471  1181078  1694690

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:    406,600)
  85,075  -71,593  168,825   74,446  290,344  328,347  387,577   78,253   19,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      3.8     29.8     56.1     54.3     91.6     88.0      8.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      65       69      113      144      143      272      267
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,657,561
COMMITMENTS
 718,811  605,143  4023998  7811927  7352753 12554736 11981895  1102825  1675666

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    156,874)
  47,412  -36,094   88,750   26,611  117,957  162,774  170,614   -5,900  -13,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.4     29.5     57.2     53.8     91.9     87.7      8.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      57       75      113      145      143      272      267
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      786,402
COMMITMENTS
  60,811   64,775   53,574  511,868  528,619  626,253  646,967  160,149  139,434

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     18,260)
   2,177   -3,159    1,821   14,364   17,667   18,362   16,329     -101    1,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.2      6.8     65.1     67.2     79.6     82.3     20.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      44       42       54       96       69      174      131
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      768,141
COMMITMENTS
  58,634   67,934   51,753  497,504  510,951  607,891  630,638  160,251  137,503

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,079)
  -2,565     -570     -108   -8,971    1,152  -11,643      474    9,564   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      8.8      6.7     64.8     66.5     79.1     82.1     20.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      42       41       51       96       66      170      126
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,122,607
COMMITMENTS
 199,246  215,528   38,414  541,035  764,253  778,695  1018196  343,912  104,411

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     30,863)
  10,270   -9,589   14,391    6,398   19,443   31,059   24,245     -197    6,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     19.2      3.4     48.2     68.1     69.4     90.7     30.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      47       56       34       61       62      130      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,744
COMMITMENTS
 188,975  225,117   24,024  534,637  744,810  747,636  993,951  344,109   97,794

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     19,014)
   7,720  -18,007    4,607   24,274   38,958   36,601   25,557  -17,587   -6,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     20.6      2.2     49.0     68.2     68.5     91.0     31.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       54       25       60       62      122      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       15,651
COMMITMENTS
   1,011    3,707       31    8,851   10,698    9,893   14,436    5,758    1,215

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,507)
     286    2,426       12    2,931    1,106    3,229    3,544      278      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     23.7      0.2     56.6     68.4     63.2     92.2     36.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       12       14       15       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,144
COMMITMENTS
     725    1,281       19    5,920    9,592    6,664   10,892    5,480    1,252

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        629)
       0      -25       19      494     -279      513     -285      116      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     10.5      0.2     48.7     79.0     54.9     89.7     45.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       12       13       14       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,988
COMMITMENTS
  10,296    3,493      342   18,375   23,557   29,013   27,392    3,975    5,596

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,450)
     498   -1,821      198    2,340    4,180    3,036    2,557      414      893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2     10.6      1.0     55.7     71.4     88.0     83.0     12.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        5        2       16       17       22       24
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,538
COMMITMENTS
   9,798    5,314      144   16,035   19,377   25,977   24,835    3,561    4,703

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         46)
  -1,200     -858      144    1,640    1,534      584      820     -538     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     18.0      0.5     54.3     65.6     87.9     84.1     12.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       15       17       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,887
COMMITMENTS
   9,257   11,541       60   36,353   26,508   45,670   38,108   11,218   18,779

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        944)
    -146   -1,414       45     -256      717     -357     -653    1,301    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     20.3      0.1     63.9     46.6     80.3     67.0     19.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      17       19        3       31       27       49       48
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,943
COMMITMENTS
   9,403   12,955       15   36,608   25,791   46,026   38,761    9,917   17,182

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,237)
   1,833   -4,711      -10     -494      205    1,329   -4,516      -92    5,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     23.2      0.0     65.4     46.1     82.3     69.3     17.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       18        2       32       29       52       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      319,402
COMMITMENTS
  80,047  111,365    7,444  161,752  179,116  249,242  297,926   70,160   21,477

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,588)
   8,354     -693      386   -5,482   16,737    3,258   16,430    8,330   -4,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     34.9      2.3     50.6     56.1     78.0     93.3     22.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      59       65       14       47       37      111      111
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,814
COMMITMENTS
  71,693  112,058    7,058  167,234  162,379  245,984  281,496   61,830   26,319

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -7,783)
 -18,035   -3,446      755  -23,454    2,321  -40,733     -370   32,950   -7,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     36.4      2.3     54.3     52.8     79.9     91.4     20.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      54       69       12       46       34      107      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,869
COMMITMENTS
  15,566    2,591    1,192   52,994   71,690   69,752   75,472   20,117   14,397

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,957)
    -326   -8,163   -2,278      460   10,847   -2,143      407      186   -2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      2.9      1.3     59.0     79.8     77.6     84.0     22.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        3        3       22       21       32       25
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       91,827
COMMITMENTS
  15,892   10,754    3,469   52,534   60,842   71,895   75,065   19,931   16,762

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,103)
  -4,518    1,716     -776    4,715   -2,193     -580   -1,253     -523      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     11.7      3.8     57.2     66.3     78.3     81.7     21.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       11        4       22       14       30       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       38,969
COMMITMENTS
   1,048   13,880      446   30,164   19,542   31,658   33,868    7,311    5,101

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,140)
      40      223      338   -1,545      937   -1,167    1,498    2,307     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     35.6      1.1     77.4     50.1     81.2     86.9     18.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4       13        3       28       28       33       43
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,829
COMMITMENTS
   1,008   13,657      108   31,709   18,605   32,825   32,370    5,004    5,459

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,174)
     232      640       -4    1,737       86    1,965      722     -791      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     36.1      0.3     83.8     49.2     86.8     85.6     13.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       12        2       28       26       33       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      250,380
COMMITMENTS
  49,016   33,224    4,213  186,907  192,434  240,137  229,871   10,244   20,509

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,370)
  -3,595   -2,284      936    4,697     -142    2,038   -1,490     -667    2,860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     13.3      1.7     74.6     76.9     95.9     91.8      4.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       38       12       38       49       61       91
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,010
COMMITMENTS
  52,611   35,508    3,278  182,210  192,575  238,099  231,361   10,911   17,649

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,918)
     798     -666    1,311    3,345    3,274    5,454    3,919      464    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     14.3      1.3     73.2     77.3     95.6     92.9      4.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       40       11       35       48       58       91
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       53,035
COMMITMENTS
  14,027    6,622    2,784   17,304   26,063   34,115   35,469   18,920   17,566

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,271)
     460    1,066    2,641    2,975    2,149    6,076    5,856    5,195    5,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     12.5      5.2     32.6     49.1     64.3     66.9     35.7     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       19       10       22       27       59       48
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,764
COMMITMENTS
  13,567    5,556      143   14,329   23,914   28,039   29,613   13,725   12,151

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,525)
     227     -998     -133     -924      590     -830     -541     -695     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     13.3      0.3     34.3     57.3     67.1     70.9     32.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13        3       18       28       49       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       39,374
COMMITMENTS
   6,993      426    1,978   18,055    2,439   27,026    4,843   12,348   34,531

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     11,040)
    -124     -134    1,875    1,392       40    3,143    1,781    7,897    9,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      1.1      5.0     45.9      6.2     68.6     12.3     31.4     87.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        2        8       12        4       24       13
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,334
COMMITMENTS
   7,117      560      103   16,663    2,399   23,883    3,062    4,451   25,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -996)
     -43      210       61      699        2      717      273   -1,713   -1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.0      0.4     58.8      8.5     84.3     10.8     15.7     89.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        3       11        4       21        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       76,138
COMMITMENTS
   4,652    5,728      769   52,834   29,468   58,255   35,965   17,883   40,173

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,612)
     203      -34      170      251    1,405      624    1,541      988       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.5      1.0     69.4     38.7     76.5     47.2     23.5     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        4       19       29       26       46
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,526
COMMITMENTS
   4,449    5,762      599   52,583   28,063   57,631   34,424   16,895   40,102

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,323)
     -17       44      154      950     -406    1,087     -208   -2,410   -1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      7.7      0.8     70.6     37.7     77.3     46.2     22.7     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        3       19       29       26       45
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      146,120
COMMITMENTS
  64,999    7,347   21,794   23,214  102,016  110,008  131,157   36,111   14,962

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      9,312)
  12,457   -2,807      921   -4,750    9,289    8,628    7,403      684    1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.5      5.0     14.9     15.9     69.8     75.3     89.8     24.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      97       40       50       27       45      144      116
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      136,807
COMMITMENTS
  52,543   10,154   20,874   27,964   92,727  101,380  123,755   35,427   13,053

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     12,550)
  15,429   -2,801      459   -4,443   14,467   11,444   12,125    1,106      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      7.4     15.3     20.4     67.8     74.1     90.5     25.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      96       39       50       26       43      144      112
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      105,295
COMMITMENTS
  32,092   12,549   18,084   40,561   59,918   90,737   90,551   14,558   14,744

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      8,432)
   8,764     -647     -129   -2,576    7,223    6,059    6,447    2,372    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5     11.9     17.2     38.5     56.9     86.2     86.0     13.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      64       51       43       43       45      130      121
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:       96,863
COMMITMENTS
  23,328   13,196   18,213   43,137   52,695   84,678   84,104   12,186   12,760

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -171)
   3,099   -3,087     -503   -1,297    4,886    1,299    1,296   -1,471   -1,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     13.6     18.8     44.5     54.4     87.4     86.8     12.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      51       45       39       46       45      115      115
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      297,782
COMMITMENTS
 114,070   73,481   44,843   86,596  157,183  245,508  275,507   52,274   22,275

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      3,185)
     789   -5,491    4,206   -6,390    8,457   -1,395    7,173    4,580   -3,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.3     24.7     15.1     29.1     52.8     82.4     92.5     17.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
     115       74       54       43       44      183      150
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      294,597
COMMITMENTS
 113,281   78,972   40,636   92,986  148,726  246,903  268,334   47,694   26,264

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -48,045)
    -115   12,638  -19,773  -23,530  -37,593  -43,418  -44,728   -4,626   -3,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     26.8     13.8     31.6     50.5     83.8     91.1     16.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
     114       77       54       43       40      180      151
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,318
COMMITMENTS
   6,988    1,731      339    2,127    9,676    9,454   11,746    2,864      572

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,349)
     329      177      121      212      818      662    1,116      687      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     14.1      2.8     17.3     78.6     76.7     95.4     23.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      24        2        5        7        5       36       10
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,969
COMMITMENTS
   6,659    1,554      218    1,915    8,858    8,792   10,630    2,177      339

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -124)
     443      462      -25      -15       37      403      474     -527     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.7     14.2      2.0     17.5     80.8     80.2     96.9     19.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      23        2        4        7        5       34        9
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       86,047
COMMITMENTS
  16,651    8,721    7,326   42,251   48,398   66,227   64,445   19,820   21,602

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,987)
      19     -349      145       92      853      256      649    2,731    2,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     10.1      8.5     49.1     56.2     77.0     74.9     23.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      32       20       16       50       48       86       80
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       83,060
COMMITMENTS
  16,632    9,071    7,181   42,159   47,545   65,971   63,797   17,089   19,264

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -655)
     629   -2,075     -385      -42    2,915      202      455     -858   -1,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     10.9      8.6     50.8     57.2     79.4     76.8     20.6     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      30       22       16       51       48       87       81
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       31,143
COMMITMENTS
   2,396    3,030    1,253   19,968   16,254   23,618   20,538    7,525   10,605

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,485)
     -91       29     -353     -360   -1,074     -804   -1,398     -682      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      9.7      4.0     64.1     52.2     75.8     65.9     24.2     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       12        6       19       14       30       27
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,628
COMMITMENTS
   2,487    3,002    1,606   20,328   17,328   24,422   21,936    8,207   10,692

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        781)
     127     -577     -575      653      812      205     -340      577    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      9.2      4.9     62.3     53.1     74.8     67.2     25.2     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       11        7       21       16       33       29
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      148,291
COMMITMENTS
  18,668   16,538   37,856   76,929   81,628  133,454  136,022   14,837   12,269

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      4,284)
  -2,581    1,497    5,663    1,428   -2,844    4,510    4,316     -226      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     11.2     25.5     51.9     55.0     90.0     91.7     10.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      70       64       63       70       60      174      157
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      144,007
COMMITMENTS
  21,249   15,041   32,194   75,501   84,471  128,944  131,706   15,063   12,301

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,974)
    -884    3,007      759    4,361   -2,696    4,236    1,070     -262    2,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     10.4     22.4     52.4     58.7     89.5     91.5     10.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      54       65       55       75       65      165      151
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       39,272
COMMITMENTS
  10,345    3,083    8,508   14,656   24,671   33,508   36,263    5,763    3,009

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,823)
     337     -368      587      648    1,173    1,572    1,391      252      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      7.9     21.7     37.3     62.8     85.3     92.3     14.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      51       21       25       23       19       88       53
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       37,448
COMMITMENTS
  10,008    3,451    7,922   14,007   23,498   31,937   34,871    5,512    2,577

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,475)
     243      233      838      223     -147    1,304      923      170      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.2     21.2     37.4     62.7     85.3     93.1     14.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      56       20       24       23       19       92       51
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      149,126
COMMITMENTS
  22,922   25,675   12,776  104,361  106,056  140,059  144,508    9,068    4,619

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        730)
    -170    1,817   -1,459    2,586    1,165      956    1,523     -226     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     17.2      8.6     70.0     71.1     93.9     96.9      6.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       53       33       52       38      124      107
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      148,396
COMMITMENTS
  23,093   23,858   14,234  101,775  104,892  139,102  142,984    9,294    5,412

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,947)
   1,181    1,773      666    2,044    1,815    3,891    4,254       56     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     16.1      9.6     68.6     70.7     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      52       49       37       52       39      126      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      471,691
COMMITMENTS
  77,155   58,274   76,078  247,543  292,742  400,775  427,094   70,916   44,597

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,045)
   4,656   -8,478    5,622   -8,350   13,149    1,928   10,293      117   -8,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     12.4     16.1     52.5     62.1     85.0     90.5     15.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      46       47       49       58       49      133      117
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      469,646
COMMITMENTS
  72,498   66,752   70,456  255,893  279,593  398,847  416,801   70,799   52,845

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      6,330)
   3,821  -10,361      764     -926   15,906    3,658    6,308    2,671       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     14.2     15.0     54.5     59.5     84.9     88.7     15.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      39       53       43       57       46      123      116
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      134,219
COMMITMENTS
  34,601    9,281   36,398   52,118   82,112  123,117  127,791   11,101    6,427

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      9,205)
   4,945       -9    3,035      606    6,831    8,586    9,857      619     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.9     27.1     38.8     61.2     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     168       63      128       91      101      318      242
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      125,014
COMMITMENTS
  29,656    9,290   33,363   51,513   75,281  114,531  117,934   10,483    7,080

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        537)
  -1,116      197      868      925   -1,181      677     -116     -140      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      7.4     26.7     41.2     60.2     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     160       68      128       96      102      311      248
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       36,211
COMMITMENTS
  17,978    2,022    2,998   10,925   28,687   31,901   33,707    4,309    2,503

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      5,338)
     372     -404     -746    5,823    6,056    5,449    4,906     -110      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.6      5.6      8.3     30.2     79.2     88.1     93.1     11.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      33        6       10       11        8       49       22
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       30,873
COMMITMENTS
  17,606    2,426    3,744    5,103   22,631   26,453   28,801    4,420    2,071

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,441)
     924     -115      531      102    1,196    1,557    1,613     -116     -171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.0      7.9     12.1     16.5     73.3     85.7     93.3     14.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      38       14       15       11        5       58       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      208,942
COMMITMENTS
  30,639   23,572   39,704  101,606  114,122  171,949  177,398   36,993   31,544

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     12,324)
   7,340   -1,996    8,854   -5,259    2,960   10,936    9,819    1,389    2,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     11.3     19.0     48.6     54.6     82.3     84.9     17.7     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      36       22       30       59       65      111      103
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,617
COMMITMENTS
  23,299   25,567   30,849  106,865  111,162  161,013  167,579   35,605   29,038

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -15,792)
   4,547    1,617   -8,975  -15,127  -10,207  -19,555  -17,565    3,764    1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     13.0     15.7     54.4     56.5     81.9     85.2     18.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      26       20       24       60       64       98       97
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      748,050
COMMITMENTS
  29,025   63,457  298,553  338,768  346,342  666,346  708,352   81,703   39,698

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      9,032)
  -4,238  -12,451    3,253    4,074   18,623    3,089    9,425    5,943     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      8.5     39.9     45.3     46.3     89.1     94.7     10.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      49       58       74       89       80      181      173
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      739,017
COMMITMENTS
  33,263   75,908  295,300  334,694  327,719  663,257  698,926   75,761   40,091

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -40,686)
      77    5,444  -18,990  -15,115  -25,690  -34,027  -39,236   -6,659   -1,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     10.3     40.0     45.3     44.3     89.7     94.6     10.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      54       63       72       91       83      179      188
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       34,632
COMMITMENTS
  11,717    2,717      496   19,084   21,906   31,297   25,119    3,335    9,513

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,353)
   3,704     -401     -904   -3,119      398     -319     -907   -1,034     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      7.8      1.4     55.1     63.3     90.4     72.5      9.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       13       17       15
 
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       35,985
COMMITMENTS
   8,013    3,118    1,400   22,203   21,508   31,616   26,026    4,369    9,959

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,717)
   1,988        0     -391      -62    1,618    1,535    1,227      182      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      8.7      3.9     61.7     59.8     87.9     72.3     12.1     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       15       14       18       16
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      124,381
COMMITMENTS
   5,840   15,692   18,466   89,255   84,148  113,561  118,306   10,820    6,075

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,331)
  -2,414    3,946    4,094     -355   -3,137    1,325    4,903        6   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     12.6     14.8     71.8     67.7     91.3     95.1      8.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        3       20       24       23       27
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      123,050
COMMITMENTS
   8,254   11,746   14,372   89,610   87,285  112,236  113,403   10,814    9,647

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     10,812)
    -302   -2,942   13,104   -3,444     -930    9,358    9,232    1,454    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      9.5     11.7     72.8     70.9     91.2     92.2      8.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       23       21       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,423
COMMITMENTS
   9,466    6,838      848   36,279   33,230   46,593   40,916    3,830    9,507

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -6,009)
    -976   -2,104        0   -4,504   -2,664   -5,480   -4,768     -529   -1,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     13.6      1.7     71.9     65.9     92.4     81.1      7.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       12       11       15       14
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       56,432
COMMITMENTS
  10,442    8,942      848   40,783   35,894   52,073   45,684    4,359   10,748

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,034)
     726     -368        0      122      124      848     -244      186    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     15.8      1.5     72.3     63.6     92.3     81.0      7.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       12       11       15       14
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,693
COMMITMENTS
   2,132    6,585    3,451   44,363   42,779   49,946   52,815    4,747    1,878

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -2,590)
    -578      272      240   -3,024   -3,712   -3,362   -3,200      772      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     12.0      6.3     81.1     78.2     91.3     96.6      8.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       15       18       18
 
 
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,283
COMMITMENTS
   2,710    6,313    3,211   47,387   46,491   53,308   56,015    3,975    1,268

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,203)
     560      800     -186    3,473    3,049    3,847    3,663   -1,644   -1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     11.0      5.6     82.7     81.2     93.1     97.8      6.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       15       19       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       57,980
COMMITMENTS
  10,430   13,286    2,766   40,874   35,964   54,070   52,016    3,910    5,964

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -4,774)
   2,502   -4,013     -223   -6,667   -1,912   -4,388   -6,148     -386    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     22.9      4.8     70.5     62.0     93.3     89.7      6.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       19       19       23       23
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       62,754
COMMITMENTS
   7,928   17,299    2,989   47,541   37,876   58,458   58,164    4,296    4,590

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        848)
   1,710       16     -970     -558    1,904      182      950      666     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     27.6      4.8     75.8     60.4     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       23       21       27       26
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       40,217
COMMITMENTS
      24        0    1,488   37,645   36,471   39,157   37,959    1,060    2,258

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,033)
  -1,624     -240      930    2,707    1,849    2,013    2,539       20     -506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      3.7     93.6     90.7     97.4     94.4      2.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       18       17       19       18
 
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,184
COMMITMENTS
   1,648      240      558   34,938   34,622   37,144   35,420    1,040    2,764

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -395)
  -1,280      240       62      823     -577     -395     -275        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.6      1.5     91.5     90.7     97.3     92.8      2.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       18       19       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,538
COMMITMENTS
       0    6,107    3,440   51,836   48,233   55,276   57,780    8,262    5,758

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -1,067)
       0      211      436    1,173    1,497    1,609    2,144   -2,676   -3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.6      5.4     81.6     75.9     87.0     90.9     13.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       21       18       23       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       64,605
COMMITMENTS
       0    5,896    3,004   50,663   46,736   53,667   55,636   10,938    8,969

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,001)
       0      611       94    3,811    1,264    3,905    1,969   -1,904       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      4.6     78.4     72.3     83.1     86.1     16.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       19       19       21       21
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,796
COMMITMENTS
  33,708   23,212    1,360   28,546   41,731   63,614   66,303    7,182    4,493

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     -5,646)
  -1,468     -902      628   -6,346   -6,019   -7,186   -6,293    1,540      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     32.8      1.9     40.3     58.9     89.9     93.7     10.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       17       18       19
 
 
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       76,442
COMMITMENTS
  35,176   24,114      732   34,892   47,750   70,800   72,596    5,642    3,846

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        686)
    -120   -1,340     -600    2,202    2,374    1,482      434     -796      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0     31.5      1.0     45.6     62.5     92.6     95.0      7.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19       19       21       21
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       42,490
COMMITMENTS
   4,080    2,310        0   36,762   39,214   40,842   41,524    1,648      966

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.4      0.0     86.5     92.3     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        0       11       17       14       19
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       28,456
COMMITMENTS
   2,280    2,400        0   23,526   24,746   25,806   27,146    2,650    1,310

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      8.4      0.0     82.7     87.0     90.7     95.4      9.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       11       16       13       18
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:    1,011,954
COMMITMENTS
 236,435   54,025  180,228  577,612  765,954  994,275  1000207   17,679   11,747

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     55,602)
  15,277   -7,770   23,376   18,501   41,260   57,154   56,866   -1,552   -1,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      5.3     17.8     57.1     75.7     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      23       11       29       85       78      119      109
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      956,352
COMMITMENTS
 221,158   61,795  156,852  559,111  724,694  937,121  943,341   19,231   13,011

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -50,858)
  11,259   -8,321  -22,290  -41,150  -22,323  -52,181  -52,934    1,323    2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.5     16.4     58.5     75.8     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      22        9       28       82       75      115      104
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      143,175
COMMITMENTS
  29,150   50,798   31,526   81,445   59,053  142,121  141,377    1,054    1,798

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      6,588)
   6,284    4,688   -1,863    2,176    3,561    6,597    6,386       -9      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     35.5     22.0     56.9     41.2     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        6       17       29       27       47       45
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      136,587
COMMITMENTS
  22,866   46,110   33,389   79,269   55,492  135,524  134,991    1,063    1,596

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -17,815)
  -3,470  -11,565   -2,896  -11,246   -4,046  -17,612  -18,507     -203      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     33.8     24.4     58.0     40.6     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12        8       17       29       27       48       45
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       62,444
COMMITMENTS
  14,596    5,116   13,061   34,479   43,963   62,136   62,140      308      304

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      1,935)
  -2,082    1,355      357    3,764      281    2,039    1,993     -104      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      8.2     20.9     55.2     70.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        7       37       34       46       42
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       60,509
COMMITMENTS
  16,678    3,761   12,704   30,715   43,681   60,097   60,147      412      362

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,523)
     832    2,154   -2,754     -647   -1,864   -2,569   -2,465       46      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      6.2     21.0     50.8     72.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        5        6       34       31       41       38
 
 
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:        2,410
COMMITMENTS
   1,060    1,440        0    1,330      870    2,390    2,310       20      100

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.0     59.8      0.0     55.2     36.1     99.2     95.9      0.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        5        0        9        8       12       13
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,103
COMMITMENTS
   4,261      847    1,486   16,356   19,085   22,103   21,418        0      685

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -719)
     105     -932      386   -1,210     -305     -719     -851        0      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3      3.8      6.7     74.0     86.3    100.0     96.9      0.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       19       23       22
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       22,822
COMMITMENTS
   4,156    1,779    1,100   17,566   19,390   22,822   22,269        0      553

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        298)
     390      898     -388      340     -212      342      298      -44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.8      4.8     77.0     85.0    100.0     97.6      0.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       18       23       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,783
COMMITMENTS
     174    4,800      772    7,793    3,211    8,739    8,783       44        0

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -372)
     -42     -252      -84     -246      -36     -372     -372        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     54.7      8.8     88.7     36.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        2       14       11       17       14
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,155
COMMITMENTS
     216    5,052      856    8,039    3,247    9,111    9,155       44        0

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        176)
      44     -250        0       88      426      132      176       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     55.2      9.4     87.8     35.5     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       13       11       16       14
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,040
COMMITMENTS
   3,240    2,260    2,000    4,330    4,910    9,570    9,170      470      870

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -130)
     100     -620      -20     -490      -40     -410     -680      280      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3     22.5     19.9     43.1     48.9     95.3     91.3      4.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        5       13       17       18       22
 
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       10,170
COMMITMENTS
   3,140    2,880    2,020    4,820    4,950    9,980    9,850      190      320

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        520)
    -280      -20      200      600      340      520      520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     28.3     19.9     47.4     48.7     98.1     96.9      1.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        5       15       17       20       23
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       12,610
COMMITMENTS
   3,150      600    1,130    7,970   10,260   12,250   11,990      360      620

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:      2,360)
   1,480      300     -620    1,700    3,200    2,560    2,880     -200     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.8      9.0     63.2     81.4     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       19       16       22       21
 
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS)                     OPEN INTEREST:       10,250
COMMITMENTS
   1,670      300    1,750    6,270    7,060    9,690    9,110      560    1,140

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         60)
      20     -140      -60      -20      -20      -60     -220      120      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.9     17.1     61.2     68.9     94.5     88.9      5.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        3       16       12       19       16
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,247,557
COMMITMENTS
 101,924   64,148  328,522  747,568  770,512  1178014  1163182   69,543   84,375

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     28,007)
  10,909  -11,593   13,420   -4,344   25,854   19,985   27,680    8,022      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      5.1     26.3     59.9     61.8     94.4     93.2      5.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      69      102      118       84       94      226      253
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,219,550
COMMITMENTS
  91,016   75,741  315,102  751,911  744,658  1158029  1135501   61,521   84,048

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     24,974)
   2,953    8,016   15,228    5,912   -5,131   24,093   18,113      881    6,861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.2     25.8     61.7     61.1     95.0     93.1      5.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       98      110       83       92      212      248
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,063
COMMITMENTS
   8,078    4,663      365    1,906    7,147   10,349   12,175    2,714      888

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:       -149)
      30      223       26     -377     -151     -321       98      172     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.8     35.7      2.8     14.6     54.7     79.2     93.2     20.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        5       15       23       76       48
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,212
COMMITMENTS
   8,048    4,440      339    2,283    7,298   10,670   12,077    2,542    1,135

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -467)
     -46      818     -250       91   -1,339     -205     -771     -262      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.9     33.6      2.6     17.3     55.2     80.8     91.4     19.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      58       21        7       18       24       79       50
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,841
COMMITMENTS
   5,913      802      133    1,046    6,709    7,092    7,645    1,749    1,196

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:        856)
   1,387     -270     -213     -420    1,183      753      699      102      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.9      9.1      1.5     11.8     75.9     80.2     86.5     19.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      23        7        3        6       17       29       27
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,985
COMMITMENTS
   4,526    1,073      346    1,467    5,527    6,339    6,946    1,647    1,040

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        234)
     -67      -87      231      112      -52      276       92      -42      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.7     13.4      4.3     18.4     69.2     79.4     87.0     20.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        9        5        7       15       31       28
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      166,352
COMMITMENTS
  28,156    8,621   26,370   94,955  116,866  149,481  151,857   16,870   14,495

CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST:     12,494)
   4,473     -458    3,986      888    6,801    9,347   10,328    3,147    2,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      5.2     15.9     57.1     70.3     89.9     91.3     10.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      47       30       39       65       77      134      128
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      153,858
COMMITMENTS
  23,683    9,079   22,384   94,067  110,065  140,134  141,528   13,724   12,329

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -31,888)
   1,486   -1,407  -17,614  -14,100  -11,303  -30,227  -30,324   -1,661   -1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.9     14.5     61.1     71.5     91.1     92.0      8.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      37       27       31       61       81      114      124
 

Updated June 17, 2005