Commitments of Traders by Market and Exchange
Futures Only, 2004

1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
COCOA - COFFEE, SUGAR AND COCOA EXCHANGE
COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
CORN - CHICAGO BOARD OF TRADE
COTTON NO. 2 - NEW YORK COTTON EXCHANGE
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
EURO FX - CHICAGO MERCANTILE EXCHANGE
EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FRZN CONCENTRATED ORANGE JUICE - CITRUS ASSOC. OF NY COTTON EXCH
FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
GOLD - COMMODITY EXCHANGE INC.
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
MILK - CHICAGO MERCANTILE EXCHANGE
MINI SOYBEANS - CHICAGO BOARD OF TRADE
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OATS - CHICAGO BOARD OF TRADE
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
PLATINUM - NEW YORK MERCANTILE EXCHANGE
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
ROUGH RICE - CHICAGO BOARD OF TRADE
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
SILVER - COMMODITY EXCHANGE INC.
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
SOYBEAN OIL - CHICAGO BOARD OF TRADE
SOYBEANS - CHICAGO BOARD OF TRADE
SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
VIX FUTURES - CBOE FUTURES EXCHANGE
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
WHEAT - CHICAGO BOARD OF TRADE
WHEAT - KANSAS CITY BOARD OF TRADE
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
All information contained herein should be independently verified and confirmed.
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