WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 183,042 COMMITMENTS 37,754 67,376 13,609 106,574 80,526 157,937 161,511 25,105 21,531 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,659) -532 -1,321 -453 1,353 794 368 -980 -2,027 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 36.8 7.4 58.2 44.0 86.3 88.2 13.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 86 83 46 52 58 156 175 WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 184,701 COMMITMENTS 38,286 68,697 14,062 105,221 79,732 157,569 162,491 27,132 22,210 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,860) 2,021 -6,372 -1,057 -1,546 6,499 -582 -930 -1,278 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 37.2 7.6 57.0 43.2 85.3 88.0 14.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 90 87 49 54 58 166 180 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 592,919 COMMITMENTS 80,354 161,481 33,313 386,856 269,356 500,523 464,150 92,396 128,769 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,710) 1,805 -8,279 -1,712 -770 5,616 -677 -4,375 -1,033 2,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 27.2 5.6 65.2 45.4 84.4 78.3 15.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653) 145 163 91 229 241 425 460 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 594,629 COMMITMENTS 78,549 169,760 35,025 387,626 263,740 501,200 468,525 93,429 126,104 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,543) 2,811 -3,343 1,763 956 6,198 5,530 4,618 13 925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 28.5 5.9 65.2 44.4 84.3 78.8 15.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652) 148 157 98 224 241 429 459 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,165 COMMITMENTS 1,381 815 26 1,978 4,630 3,385 5,471 3,780 1,694 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 436) 331 73 10 -176 236 165 319 271 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 11.4 0.4 27.6 64.6 47.2 76.4 52.8 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 5 1 14 11 28 16 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,729 COMMITMENTS 1,050 742 16 2,154 4,394 3,220 5,152 3,509 1,577 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 136) -43 -441 6 -310 368 -347 -67 483 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 11.0 0.2 32.0 65.3 47.9 76.6 52.1 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 4 1 15 12 27 16 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 236,272 COMMITMENTS 36,521 67,090 16,287 144,920 100,484 197,728 183,861 38,544 52,411 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -6,418) -1,041 -3,477 -1,518 3,318 1,216 759 -3,779 -7,177 -2,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 28.4 6.9 61.3 42.5 83.7 77.8 16.3 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 88 125 76 92 109 235 264 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,690 COMMITMENTS 37,562 70,567 17,805 141,602 99,268 196,969 187,640 45,721 55,050 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -10,365) 5,510 993 -5,180 -7,097 -1,863 -6,767 -6,050 -3,598 -4,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 29.1 7.3 58.3 40.9 81.2 77.3 18.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 103 136 87 95 110 261 281 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,081 COMMITMENTS 20,699 34,895 17,696 86,979 75,816 125,374 128,407 23,707 20,674 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -473) 4,877 -9,201 629 -6,172 7,047 -666 -1,525 193 1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 23.4 11.9 58.3 50.9 84.1 86.1 15.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 35 31 28 50 45 102 99 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,554 COMMITMENTS 15,822 44,096 17,067 93,151 68,769 126,040 129,932 23,514 19,622 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -5,119) -1,677 -3,349 321 -2,244 284 -3,600 -2,744 -1,519 -2,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 29.5 11.4 62.3 46.0 84.3 86.9 15.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 29 36 30 53 42 101 103 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,846 COMMITMENTS 160,159 95,122 26,520 328,180 375,187 514,859 496,829 87,987 106,017 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -46,450) -24,397 -3,960 -1,974 -7,538 -37,289 -33,909 -43,223 -12,541 -3,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 15.8 4.4 54.4 62.2 85.4 82.4 14.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 40 38 17 56 80 108 125 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 649,296 COMMITMENTS 184,556 99,082 28,494 335,718 412,476 548,768 540,052 100,528 109,244 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,119) -10,040 10,488 -400 21,255 4,525 10,815 14,613 -5,696 -9,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 15.3 4.4 51.7 63.5 84.5 83.2 15.5 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 43 43 21 58 91 116 142 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 144,477 COMMITMENTS 8,532 26,662 23,153 86,088 69,968 117,773 119,783 26,704 24,694 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -476) 1,834 -1,418 -158 -268 1,446 1,408 -130 -1,884 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 18.5 16.0 59.6 48.4 81.5 82.9 18.5 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 23 47 42 50 50 108 120 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 144,953 COMMITMENTS 6,698 28,080 23,311 86,356 68,522 116,365 119,913 28,588 25,040 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -555) -3,182 -1,169 1,391 2,553 -3,527 762 -3,305 -1,317 2,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 19.4 16.1 59.6 47.3 80.3 82.7 19.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 19 44 41 53 46 106 116 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,426 COMMITMENTS 1,358 1,331 103 888 1,678 2,349 3,112 2,077 1,314 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -64) 159 134 2 -261 -190 -100 -54 36 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 30.1 2.3 20.1 37.9 53.1 70.3 46.9 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 9 3 4 7 14 16 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,490 COMMITMENTS 1,199 1,197 101 1,149 1,868 2,449 3,166 2,041 1,324 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 58) -85 -112 -28 -172 259 -285 119 343 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 26.7 2.2 25.6 41.6 54.5 70.5 45.5 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 6 4 9 8 18 16 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 248,617 COMMITMENTS 62,456 70,027 1,400 159,101 128,534 222,957 199,961 25,660 48,656 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,240) 3,880 5,258 -2,371 4 -2,611 1,513 276 -273 964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 28.2 0.6 64.0 51.7 89.7 80.4 10.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 18 49 5 44 66 65 117 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 247,377 COMMITMENTS 58,576 64,769 3,771 159,097 131,145 221,444 199,685 25,933 47,692 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 8,737) -183 1,531 -1,934 10,349 12,677 8,232 12,274 505 -3,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 26.2 1.5 64.3 53.0 89.5 80.7 10.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 17 50 8 47 69 69 123 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,611,687 COMMITMENTS 395,758 348,175 19,059 1045916 965,333 1460733 1332567 150,954 279,120 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 9,726) 23,427 5,434 -2,884 11,276 7,087 31,819 9,637 -22,093 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 21.6 1.2 64.9 59.9 90.6 82.7 9.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 53 101 28 91 170 162 281 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,601,961 COMMITMENTS 372,331 342,741 21,943 1034640 958,246 1428914 1322930 173,047 279,031 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -63,055) -30,236 -10,551 -13,085 -25,888 -3,967 -69,209 -27,603 6,154 -35,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 21.4 1.4 64.6 59.8 89.2 82.6 10.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 53 119 38 93 171 175 300 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,154,246 COMMITMENTS 322,838 206,128 43,306 712,896 739,723 1079040 989,157 75,206 165,089 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -35,141) -10,602 -12,328 -6,182 -3,600 -6,096 -20,384 -24,606 -14,757 -10,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 17.9 3.8 61.8 64.1 93.5 85.7 6.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 46 86 16 73 130 126 225 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,189,387 COMMITMENTS 333,440 218,456 49,488 716,496 745,819 1099424 1013763 89,963 175,624 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -224,741) -37,998 -9,348 -143,515 -28,909 -74,250 -210,422 -227,113 -14,319 2,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 18.4 4.2 60.2 62.7 92.4 85.2 7.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 54 88 18 75 132 137 230 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 471,762 COMMITMENTS 182,569 43,796 54,237 208,147 357,458 444,953 455,491 26,809 16,271 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,165) 3,192 5,537 -2,182 2,193 -514 3,203 2,841 -38 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 9.3 11.5 44.1 75.8 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 52 20 27 64 59 125 98 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 468,597 COMMITMENTS 179,377 38,259 56,419 205,954 357,972 441,750 452,650 26,847 15,947 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -877) -10,213 -6,274 -7,604 12,947 11,131 -4,870 -2,747 3,993 1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 8.2 12.0 44.0 76.4 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 51 16 24 63 60 121 94 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,296 COMMITMENTS 19,620 9,541 31 25,133 32,690 44,784 42,262 4,512 7,034 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,070) 1,914 229 -2 283 770 2,195 997 -1,125 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 19.4 0.1 51.0 66.3 90.8 85.7 9.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 32 18 1 21 12 54 30 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 48,226 COMMITMENTS 17,706 9,312 33 24,850 31,920 42,589 41,265 5,637 6,961 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -23,349) -2,321 -3,435 -1,140 -12,080 -6,646 -15,541 -11,221 -7,808 -12,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 19.3 0.1 51.5 66.2 88.3 85.6 11.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 31 17 1 19 11 51 28 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 35,701 COMMITMENTS 8,476 10,811 226 19,437 15,773 28,139 26,810 7,562 8,891 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,247) 766 1,977 -203 1,884 1,847 2,447 3,621 -7,694 -8,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 30.3 0.6 54.4 44.2 78.8 75.1 21.2 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 22 22 2 22 11 44 35 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 40,948 COMMITMENTS 7,710 8,834 429 17,553 13,926 25,692 23,189 15,256 17,759 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -40,399) -6,547 -7,116 -1,683 -26,029 -36,161 -34,259 -44,960 -6,140 4,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 21.6 1.0 42.9 34.0 62.7 56.6 37.3 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 23 2 18 12 39 37 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,307 COMMITMENTS 2,031 6,400 1,006 32,906 27,529 35,943 34,935 364 1,372 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -705) -295 -614 0 -577 -96 -872 -710 167 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 17.6 2.8 90.6 75.8 99.0 96.2 1.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,012 COMMITMENTS 2,326 7,014 1,006 33,483 27,625 36,815 35,645 197 1,367 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 278) 64 13 0 293 347 357 360 -79 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 19.0 2.7 90.5 74.6 99.5 96.3 0.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 22 2 17 15 23 37 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,126 COMMITMENTS 681 1,580 0 12,433 11,090 13,114 12,670 12 456 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -386) 296 -76 0 -669 -122 -373 -198 -13 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 12.0 0.0 94.7 84.5 99.9 96.5 0.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 7 0 8 10 10 17 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,512 COMMITMENTS 385 1,656 0 13,102 11,212 13,487 12,868 25 644 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 684) -194 -120 0 862 608 668 488 16 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 12.3 0.0 97.0 83.0 99.8 95.2 0.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 8 0 8 9 10 17 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,130 COMMITMENTS 4,206 2,156 1,145 16,676 16,563 22,027 19,864 2,103 4,266 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719) 184 187 78 749 821 1,011 1,086 -292 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 8.9 4.7 69.1 68.6 91.3 82.3 8.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 22 9 15 33 42 60 61 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,411 COMMITMENTS 4,022 1,969 1,067 15,927 15,742 21,016 18,778 2,395 4,633 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 722) 88 43 103 279 369 470 515 252 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 8.4 4.6 68.0 67.2 89.8 80.2 10.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 22 9 13 31 41 58 58 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,092 COMMITMENTS 24,370 7,192 14,677 38,088 41,546 77,135 63,415 18,957 32,677 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 2,775) 138 650 883 719 137 1,740 1,670 1,035 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 7.5 15.3 39.6 43.2 80.3 66.0 19.7 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 51 34 45 24 35 111 89 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,317 COMMITMENTS 24,232 6,542 13,794 37,369 41,409 75,395 61,745 17,922 31,572 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -4,265) 357 -254 -2,504 -1,921 -3,616 -4,068 -6,374 -197 2,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 7.0 14.8 40.0 44.4 80.8 66.2 19.2 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 53 31 47 23 33 109 89 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,953 COMMITMENTS 551 422 150 725 312 1,426 884 527 1,069 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 44) -126 19 37 158 65 69 121 -25 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 21.6 7.7 37.1 16.0 73.0 45.3 27.0 54.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 11 1 5 2 11 14 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,909 COMMITMENTS 677 403 113 567 247 1,357 763 552 1,146 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -62) -79 -27 13 124 40 58 26 -120 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 21.1 5.9 29.7 12.9 71.1 40.0 28.9 60.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 10 2 3 2 10 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,896 COMMITMENTS 38,997 15,438 16,185 63,737 70,944 118,919 102,567 14,977 31,329 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 6,463) 4,615 -582 197 1,117 5,103 5,929 4,718 534 1,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 11.5 12.1 47.6 53.0 88.8 76.6 11.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 53 38 36 40 95 109 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 127,433 COMMITMENTS 34,382 16,020 15,988 62,620 65,841 112,990 97,849 14,443 29,584 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 9,267) 8,094 -165 977 1,238 5,085 10,309 5,897 -1,042 3,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 12.6 12.5 49.1 51.7 88.7 76.8 11.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 39 37 37 88 98 147 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,875 COMMITMENTS 814 692 209 808 1,556 1,831 2,457 2,044 1,418 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 303) 267 -92 -23 -86 269 158 154 145 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 17.9 5.4 20.9 40.2 47.3 63.4 52.7 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 9 9 6 12 24 24 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,572 COMMITMENTS 547 784 232 894 1,287 1,673 2,303 1,899 1,269 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 183) -74 35 94 -80 -121 -60 8 243 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 21.9 6.5 25.0 36.0 46.8 64.5 53.2 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 10 7 9 9 23 22 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,027 COMMITMENTS 3,668 2,701 1,465 6,521 2,861 11,654 7,027 4,373 9,000 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 428) 443 142 -146 -29 -27 268 -31 160 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 16.9 9.1 40.7 17.9 72.7 43.8 27.3 56.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 19 23 13 27 28 54 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 15,599 COMMITMENTS 3,225 2,559 1,611 6,550 2,888 11,386 7,058 4,213 8,541 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -46) 1,165 -865 -339 -662 162 164 -1,042 -210 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 16.4 10.3 42.0 18.5 73.0 45.2 27.0 54.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 20 23 19 27 29 60 61 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 66,171 COMMITMENTS 19,215 13,081 366 17,599 41,225 37,180 54,672 28,991 11,499 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719) -1,207 -1,065 0 2,326 3,219 1,119 2,154 -400 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 19.8 0.6 26.6 62.3 56.2 82.6 43.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 8 2 19 17 34 27 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 65,452 COMMITMENTS 20,422 14,146 366 15,273 38,006 36,061 52,518 29,391 12,934 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -35,861) -1,467 1,334 -2 -35,554 -28,106 -37,023 -26,774 1,162 -9,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 21.6 0.6 23.3 58.1 55.1 80.2 44.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 8 2 17 18 36 28 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,282 COMMITMENTS 33,728 8,739 0 7,955 44,575 41,683 53,314 18,599 6,968 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,448) 3,623 -9,814 0 -1,311 12,961 2,312 3,147 1,136 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 14.5 0.0 13.2 73.9 69.1 88.4 30.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 21 3 0 8 9 29 12 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 56,834 COMMITMENTS 30,105 18,553 0 9,266 31,614 39,371 50,167 17,463 6,667 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 163) -4,214 1,794 0 4,108 -1,483 -106 311 269 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 32.6 0.0 16.3 55.6 69.3 88.3 30.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 21 4 0 11 8 32 12 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,605 COMMITMENTS 54,120 6,053 666 20,840 72,692 75,626 79,411 9,979 6,194 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -96) -2,976 -24 666 2,716 -719 406 -77 -502 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.2 7.1 0.8 24.3 84.9 88.3 92.8 11.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 47 12 2 15 17 64 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,701 COMMITMENTS 57,096 6,077 0 18,124 73,411 75,220 79,488 10,481 6,213 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,658) 730 -179 -197 1,406 2,163 1,939 1,787 719 871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 7.1 0.0 21.1 85.7 87.8 92.8 12.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 47 10 0 15 17 62 27 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,644 COMMITMENTS 33,131 12,980 0 19,585 53,575 52,716 66,555 24,928 11,089 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,438) -4,361 10,270 0 1,996 -12,873 -2,365 -2,603 -1,073 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.7 0.0 25.2 69.0 67.9 85.7 32.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 10 0 9 13 32 23 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,082 COMMITMENTS 37,492 2,710 0 17,589 66,448 55,081 69,158 26,001 11,924 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,751) -3,743 261 0 6,791 2,302 3,048 2,563 703 1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 3.3 0.0 21.7 82.0 67.9 85.3 32.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 26 8 0 9 13 35 21 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 150,488 COMMITMENTS 39,240 11,487 177 74,288 124,182 113,705 135,846 36,783 14,642 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,783) 5,867 -1,310 -19 -3,004 8,484 2,844 7,155 1,939 -2,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 7.6 0.1 49.4 82.5 75.6 90.3 24.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 14 2 16 20 42 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 145,705 COMMITMENTS 33,373 12,797 196 77,292 115,698 110,861 128,691 34,844 17,014 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -273) -263 562 19 -1,141 -775 -1,385 -194 1,112 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 8.8 0.1 53.0 79.4 76.1 88.3 23.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 11 3 17 19 45 32 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,687 COMMITMENTS 44,526 27,712 1,347 42,625 65,999 88,498 95,058 59,189 52,629 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 537) 5,059 -23,919 350 -6,011 19,325 -602 -4,244 1,139 4,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 18.8 0.9 28.9 44.7 59.9 64.4 40.1 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 25 6 28 18 66 45 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,150 COMMITMENTS 39,467 51,631 997 48,636 46,674 89,100 99,302 58,050 47,848 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 10,737) 2,703 325 460 2,584 5,405 5,747 6,190 4,990 4,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 35.1 0.7 33.1 31.7 60.6 67.5 39.4 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 31 20 6 25 19 59 42 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,657 COMMITMENTS 10,186 0 100 28,214 36,882 38,500 36,982 2,157 3,675 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,135) 1,286 -354 0 -92 1,172 1,194 818 -59 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.0 0.2 69.4 90.7 94.7 91.0 5.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 1 15 25 18 26 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,522 COMMITMENTS 8,900 354 100 28,306 35,710 37,306 36,164 2,216 3,358 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,674) -448 -586 0 4,938 5,161 4,490 4,575 1,184 1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 0.9 0.3 71.6 90.4 94.4 91.5 5.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 16 25 19 27 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,626,943 COMMITMENTS 593,628 951,081 954,072 4683924 4069589 6231624 5974742 395,319 652,201 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 85,380) 26,121 47,213 7,481 94,499 56,750 128,101 111,444 -42,721 -26,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 14.4 14.4 70.7 61.4 94.0 90.2 6.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 65 98 115 170 195 303 361 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,541,563 COMMITMENTS 567,507 903,868 946,591 4589425 4012839 6103523 5863298 438,040 678,265 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 213,480) 45,574 214,678 39,546 193,185 33,504 278,305 287,728 -64,825 -74,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.8 14.5 70.2 61.3 93.3 89.6 6.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 63 105 117 167 194 302 361 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 667,211 COMMITMENTS 56,327 59,991 2,551 453,884 503,665 512,762 566,207 154,449 101,004 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,170) -634 -480 384 -1,354 1,127 -1,604 1,031 -2,566 -5,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 9.0 0.4 68.0 75.5 76.9 84.9 23.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 32 29 10 87 64 127 95 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 671,381 COMMITMENTS 56,961 60,471 2,167 455,238 502,538 514,366 565,176 157,015 106,205 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -113,383) -13,523 -9,307 -8,214 -47,233 -37,956 -68,970 -55,477 -44,413 -57,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 9.0 0.3 67.8 74.9 76.6 84.2 23.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 33 26 8 85 63 125 90 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 727,822 COMMITMENTS 188,587 78,516 7,202 300,558 586,286 496,347 672,004 231,475 55,818 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 13,628) -13,176 -9,030 1,512 20,864 31,468 9,200 23,950 4,428 -10,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 10.8 1.0 41.3 80.6 68.2 92.3 31.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 79 66 16 67 64 156 136 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 714,194 COMMITMENTS 201,763 87,546 5,690 279,694 554,818 487,147 648,054 227,047 66,140 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -568,410) -65,593 -98,491 -53,663 -277,286 -344,798 -396,542 -496,952 -171,868 -71,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 12.3 0.8 39.2 77.7 68.2 90.7 31.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 77 67 12 64 67 149 138 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,122 COMMITMENTS 1,746 256 0 8,743 11,604 10,489 11,860 2,633 1,262 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 24) 126 146 0 -145 -467 -19 -321 43 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.0 0.0 66.6 88.4 79.9 90.4 20.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 2 0 23 16 29 18 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,098 COMMITMENTS 1,620 110 0 8,888 12,071 10,508 12,181 2,590 917 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -6,371) 83 -892 -694 -4,609 -2,866 -5,220 -4,452 -1,151 -1,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.8 0.0 67.9 92.2 80.2 93.0 19.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 1 0 22 18 27 19 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 22,130 COMMITMENTS 2,789 3,665 141 16,354 15,697 19,284 19,503 2,846 2,627 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,192) 729 -435 45 145 1,043 919 653 273 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 16.6 0.6 73.9 70.9 87.1 88.1 12.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 5 2 25 19 35 24 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 20,938 COMMITMENTS 2,060 4,100 96 16,209 14,654 18,365 18,850 2,573 2,088 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -25,818) -5,761 55 -3,058 -9,738 -21,248 -18,557 -24,251 -7,261 -1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 19.6 0.5 77.4 70.0 87.7 90.0 12.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 7 1 24 19 30 26 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,015 COMMITMENTS 13,252 13,097 139 32,179 43,884 45,570 57,120 19,445 7,895 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,793) -1,811 847 -152 1,565 -1,274 -398 -579 -1,395 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 20.1 0.2 49.5 67.5 70.1 87.9 29.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 24 32 1 49 32 73 65 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,808 COMMITMENTS 15,063 12,250 291 30,614 45,158 45,968 57,699 20,840 9,109 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -56,153) -2,552 2,745 -4,720 -42,940 -5,128 -50,212 -7,103 -5,941 -49,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 18.3 0.4 45.8 67.6 68.8 86.4 31.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 25 33 2 44 34 70 69 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 265,898 COMMITMENTS 133,621 38,507 3,062 103,535 154,191 240,218 195,760 25,680 70,138 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 19,828) 4,933 4,706 1,801 12,442 11,108 19,176 17,615 652 2,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 14.5 1.2 38.9 58.0 90.3 73.6 9.7 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 89 60 8 41 40 135 103 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 246,070 COMMITMENTS 128,688 33,801 1,261 91,093 143,083 221,042 178,145 25,028 67,925 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -295,138) -20,776 -34,221 -15,804 -33,804 -229,215 -70,384 -279,240 -224,754 -15,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.3 13.7 0.5 37.0 58.1 89.8 72.4 10.2 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 91 54 8 43 42 139 99 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,977 COMMITMENTS 30,330 73 75 8,428 51,620 38,833 51,768 22,144 9,209 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,694) 1,261 8 -8 -528 2,926 725 2,926 969 -1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.1 0.1 13.8 84.7 63.7 84.9 36.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 18 1 1 7 15 26 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,283 COMMITMENTS 29,069 65 83 8,956 48,694 38,108 48,842 21,175 10,441 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,446) -558 -1 1 1,459 1,535 902 1,535 1,544 911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 0.1 0.1 15.1 82.1 64.3 82.4 35.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 18 1 1 6 14 25 15 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,569 COMMITMENTS 1,811 5,386 21 14,833 12,068 16,665 17,475 3,904 3,094 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -521) 7 -204 0 -277 64 -270 -140 -251 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 26.2 0.1 72.1 58.7 81.0 85.0 19.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 7 18 1 39 21 47 39 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,090 COMMITMENTS 1,804 5,590 21 15,110 12,004 16,935 17,615 4,155 3,475 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -18,555) -2,362 -1,698 -1,648 -12,682 -3,631 -16,692 -6,977 -1,863 -11,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 26.5 0.1 71.6 56.9 80.3 83.5 19.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 7 19 1 39 22 47 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 101,381 COMMITMENTS 18,356 18,161 568 71,818 77,784 90,742 96,513 10,639 4,868 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,264) 1,118 -2,918 10 -558 2,732 570 -176 -3,834 -3,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 17.9 0.6 70.8 76.7 89.5 95.2 10.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 24 28 6 38 37 65 68 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 104,645 COMMITMENTS 17,238 21,079 558 72,376 75,052 90,172 96,689 14,473 7,956 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -85,728) -4,605 -22,573 -5,249 -29,745 -57,681 -39,599 -85,503 -46,129 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 20.1 0.5 69.2 71.7 86.2 92.4 13.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 25 28 5 36 34 64 64 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,598 COMMITMENTS 12,317 8,975 87 9,160 15,732 21,564 24,794 7,034 3,804 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 595) 1,218 703 -7 117 628 1,328 1,324 -733 -729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 31.4 0.3 32.0 55.0 75.4 86.7 24.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 38 22 2 23 21 62 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,003 COMMITMENTS 11,099 8,272 94 9,043 15,104 20,236 23,470 7,767 4,533 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,772) 547 -2,221 79 -2,639 1,016 -2,013 -1,126 241 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 29.5 0.3 32.3 53.9 72.3 83.8 27.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 35 20 2 21 21 57 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 7,182 COMMITMENTS 3,034 883 0 1,767 290 4,801 1,173 2,381 6,009 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,836) 987 32 -316 765 -2,800 1,436 -3,084 -4,272 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 12.3 0.0 24.6 4.0 66.8 16.3 33.2 83.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 6 0 5 2 13 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 112,568 COMMITMENTS 432 6,593 2,574 46,087 77,949 49,093 87,116 63,475 25,452 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 820) -265 1 0 -41 1,202 -306 1,203 1,126 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.9 2.3 40.9 69.2 43.6 77.4 56.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 14 3 13 23 18 39 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,748 COMMITMENTS 697 6,592 2,574 46,128 76,747 49,399 85,913 62,349 25,835 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -4,016) 82 -330 0 1,880 -3,675 1,962 -4,005 -5,978 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.9 2.3 41.3 68.7 44.2 76.9 55.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 14 3 12 22 18 38 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,266 COMMITMENTS 42,318 4,612 4,943 21,040 82,284 68,301 91,839 30,965 7,427 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 840) 101 59 49 -298 51 -148 159 988 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 4.6 5.0 21.2 82.9 68.8 92.5 31.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 86 13 24 20 33 114 64 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,426 COMMITMENTS 42,217 4,553 4,894 21,338 82,233 68,449 91,680 29,977 6,746 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -3,345) -4,339 1,222 247 1,264 -4,803 -2,828 -3,334 -517 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 4.6 5.0 21.7 83.5 69.5 93.1 30.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 89 15 25 19 35 117 68 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 93,230 COMMITMENTS 33,281 6,758 10,909 34,586 68,186 78,776 85,853 14,454 7,377 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 7,056) 4,560 1,254 1,380 -399 3,493 5,541 6,127 1,515 929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 7.2 11.7 37.1 73.1 84.5 92.1 15.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 64 28 23 35 39 112 80 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 86,174 COMMITMENTS 28,721 5,504 9,529 34,985 64,693 73,235 79,726 12,939 6,448 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,641) 3,162 555 254 -1,132 1,985 2,284 2,794 357 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 6.4 11.1 40.6 75.1 85.0 92.5 15.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 61 29 24 36 40 111 81 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 330,965 COMMITMENTS 169,514 70,761 19,125 85,507 223,002 274,146 312,888 56,819 18,077 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 11,010) 7,118 -1,382 354 1,246 12,423 8,718 11,395 2,292 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 21.4 5.8 25.8 67.4 82.8 94.5 17.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 129 41 34 35 42 187 99 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 319,955 COMMITMENTS 162,396 72,143 18,771 84,261 210,579 265,428 301,493 54,527 18,462 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,926) 2,394 -65 1,489 182 3,702 4,065 5,126 -139 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 22.5 5.9 26.3 65.8 83.0 94.2 17.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 128 45 33 34 42 185 103 COCOA - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,541 COMMITMENTS 16,830 2,875 2,103 91,132 110,206 110,065 115,184 6,476 1,357 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,176) -2,498 696 154 -392 -3,738 -2,736 -2,888 -440 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 2.5 1.8 78.2 94.6 94.4 98.8 5.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 41 18 16 43 34 94 62 COCOA - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 119,717 COMMITMENTS 19,328 2,179 1,949 91,524 113,944 112,801 118,072 6,916 1,645 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 613) -304 -187 292 1,788 2,033 1,776 2,138 -1,163 -1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 1.8 1.6 76.5 95.2 94.2 98.6 5.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 44 16 16 41 34 97 58 SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,075 COMMITMENTS 91,292 51,285 27,806 173,679 245,268 292,777 324,359 60,298 28,716 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 17,343) 9,249 -2,467 2,530 -2,490 17,034 9,289 17,097 8,054 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 14.5 7.9 49.2 69.5 82.9 91.9 17.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 59 39 37 60 51 149 100 SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 335,732 COMMITMENTS 82,043 53,752 25,276 176,169 228,234 283,488 307,262 52,244 28,470 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 15,117) -10,537 3,529 1,517 20,925 12,771 11,905 17,817 3,212 -2,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 16.0 7.5 52.5 68.0 84.4 91.5 15.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 52 39 37 56 51 137 101 COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,637 COMMITMENTS 49,418 13,716 9,252 41,645 82,927 100,315 105,895 10,322 4,742 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,095) -1,513 873 353 603 -870 -557 356 -538 -1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 12.4 8.4 37.6 75.0 90.7 95.7 9.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 146 56 52 88 107 265 196 COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,732 COMMITMENTS 50,931 12,843 8,899 41,042 83,797 100,872 105,539 10,860 6,193 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 7,081) 3,291 -125 2,597 1,292 3,942 7,180 6,414 -99 667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 11.5 8.0 36.7 75.0 90.3 94.5 9.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 140 56 51 90 110 263 197 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,359 COMMITMENTS 4,600 1,381 243 2,528 7,083 7,371 8,707 1,988 652 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 219) 83 246 28 490 343 601 617 -382 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 14.8 2.6 27.0 75.7 78.8 93.0 21.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 4 3 5 6 22 11 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,140 COMMITMENTS 4,517 1,135 215 2,038 6,740 6,770 8,090 2,370 1,050 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 566) 94 160 -31 148 91 211 220 355 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 12.4 2.4 22.3 73.7 74.1 88.5 25.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 4 2 5 6 20 10 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 67,584 COMMITMENTS 12,252 23,479 3,019 41,054 29,169 56,325 55,667 11,259 11,917 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,654) -217 -604 -672 800 696 -89 -580 -1,565 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 34.7 4.5 60.7 43.2 83.3 82.4 16.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 31 31 18 53 54 91 100 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,238 COMMITMENTS 12,469 24,083 3,691 40,254 28,473 56,414 56,247 12,824 12,991 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 287) -490 -1,374 150 -493 1,002 -833 -222 1,120 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 34.8 5.3 58.1 41.1 81.5 81.2 18.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 35 34 20 50 53 89 105 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,743 COMMITMENTS 1,353 9,759 1,838 22,673 15,596 25,864 27,193 7,879 6,550 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 654) 40 324 -309 1,335 959 1,066 974 -412 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 28.9 5.4 67.2 46.2 76.6 80.6 23.4 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 10 21 7 36 22 49 48 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,089 COMMITMENTS 1,313 9,435 2,147 21,338 14,637 24,798 26,219 8,291 6,870 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -57) -102 381 -76 -707 -1,185 -885 -880 828 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 28.5 6.5 64.5 44.2 74.9 79.2 25.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 9 20 7 35 19 47 45 COTTON NO. 2 - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,450 COMMITMENTS 13,466 42,423 3,441 56,342 31,550 73,249 77,414 10,201 6,036 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 179) -440 1,685 -201 323 -1,117 -318 367 497 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 50.8 4.1 67.5 37.8 87.8 92.8 12.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 77 112 46 72 61 185 189 COTTON NO. 2 - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 83,271 COMMITMENTS 13,906 40,738 3,642 56,019 32,667 73,567 77,047 9,704 6,224 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,281) 1,171 -3,687 -367 -3,906 1,418 -3,102 -2,636 821 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 48.9 4.4 67.3 39.2 88.3 92.5 11.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 78 106 44 73 59 185 181 FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,998 COMMITMENTS 13,615 2,152 2,318 12,990 28,358 28,923 32,828 5,075 1,170 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -858) -344 61 -757 365 -104 -736 -800 -122 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 6.3 6.8 38.2 83.4 85.1 96.6 14.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 56 13 20 27 18 88 49 FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,856 COMMITMENTS 13,959 2,091 3,075 12,625 28,462 29,659 33,628 5,197 1,228 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -3,709) -1,939 154 -1,151 -617 -2,685 -3,707 -3,682 -2 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 6.0 8.8 36.2 81.7 85.1 96.5 14.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 53 14 26 27 20 89 56 U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,370 COMMITMENTS 6,360 19,279 2,021 16,903 2,205 25,284 23,505 2,086 3,865 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,325) 561 1,703 -26 2,685 718 3,220 2,395 105 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 70.4 7.4 61.8 8.1 92.4 85.9 7.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 31 3 5 8 12 42 U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,045 COMMITMENTS 5,799 17,576 2,047 14,218 1,487 22,064 21,110 1,981 2,935 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -766) 445 -1,393 -3 -1,316 727 -874 -669 108 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 73.1 8.5 59.1 6.2 91.8 87.8 8.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 29 4 6 8 15 40 EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 25,079 COMMITMENTS 18,300 1,145 0 770 21,078 19,070 22,223 6,009 2,856 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 487) 219 11 0 -9 -295 210 -284 277 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.0 4.6 0.0 3.1 84.0 76.0 88.6 24.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 0 1 13 9 14 EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 24,592 COMMITMENTS 18,081 1,134 0 779 21,373 18,860 22,507 5,732 2,085 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 4,765) 3,892 -619 0 227 5,076 4,119 4,457 646 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 4.6 0.0 3.2 86.9 76.7 91.5 23.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 1 0 1 14 9 15 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,132 COMMITMENTS 11,416 22,327 11,466 112,243 100,055 135,125 133,848 24,007 25,284 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,803) -4,500 -5,765 -4,383 1,672 218 -7,211 -9,930 -3,592 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 14.0 7.2 70.5 62.9 84.9 84.1 15.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 21 28 30 68 67 111 105 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,935 COMMITMENTS 15,916 28,092 15,849 110,571 99,837 142,336 143,778 27,599 26,157 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 6,243) 6,750 -2,896 -1,025 -556 10,393 5,169 6,472 1,074 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 16.5 9.3 65.1 58.8 83.8 84.6 16.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 25 30 32 67 64 111 109 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 385,876 COMMITMENTS 19,946 63,609 103,717 202,233 192,228 325,896 359,554 59,980 26,322 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -10,821) -715 -144 653 -10,598 -11,724 -10,660 -11,215 -161 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 16.5 26.9 52.4 49.8 84.5 93.2 15.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 45 50 57 92 71 168 154 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 396,697 COMMITMENTS 20,661 63,753 103,064 212,831 203,952 336,556 370,769 60,141 25,928 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 5,303) 2,551 10,693 -1,245 4,601 -3,135 5,907 6,313 -604 -1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 16.1 26.0 53.7 51.4 84.8 93.5 15.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 44 52 61 100 79 175 164 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,570 COMMITMENTS 652 6,420 2,772 62,873 59,943 66,297 69,135 4,273 1,435 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 652) -56 0 56 652 596 652 652 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.1 3.9 89.1 84.9 93.9 98.0 6.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 27 23 28 25 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,918 COMMITMENTS 708 6,420 2,716 62,221 59,347 65,645 68,483 4,273 1,435 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,136) -646 0 646 1,136 490 1,136 1,136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 9.2 3.9 89.0 84.9 93.9 97.9 6.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 27 23 28 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,885 COMMITMENTS 4,688 9,932 2,140 41,629 33,678 48,457 45,750 2,428 5,135 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,630) 2,996 0 -2,996 -2,962 0 -2,962 -2,996 332 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 19.5 4.2 81.8 66.2 95.2 89.9 4.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 13 17 16 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,515 COMMITMENTS 1,692 9,932 5,136 44,591 33,678 51,419 48,746 2,096 4,769 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 18.6 9.6 83.3 62.9 96.1 91.1 3.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 16 14 18 17 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,419 COMMITMENTS 879 955 1,424 32,002 33,598 34,305 35,977 4,114 2,442 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -142) -13 483 655 -1,150 -1,218 -508 -80 366 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.5 3.7 83.3 87.5 89.3 93.6 10.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 11 13 13 16 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,561 COMMITMENTS 892 472 769 33,152 34,816 34,813 36,057 3,748 2,504 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.2 2.0 86.0 90.3 90.3 93.5 9.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 12 13 14 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,113 COMMITMENTS 2,954 3,398 1,257 28,745 29,927 32,956 34,582 3,157 1,531 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 148) 5 0 -254 248 948 -1 694 149 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.4 3.5 79.6 82.9 91.3 95.8 8.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 20 16 23 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 35,965 COMMITMENTS 2,949 3,398 1,511 28,497 28,979 32,957 33,888 3,008 2,077 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 603) -49 0 -155 776 88 572 -67 31 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.4 4.2 79.2 80.6 91.6 94.2 8.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 19 16 22 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,381 COMMITMENTS 1,550 160 1,176 46,873 45,979 49,599 47,315 2,782 5,066 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 701) 0 -124 124 1,005 639 1,129 639 -428 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.3 2.2 89.5 87.8 94.7 90.3 5.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 22 19 24 21 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 51,680 COMMITMENTS 1,550 284 1,052 45,868 45,340 48,470 46,676 3,210 5,004 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -103) -152 -366 90 -225 235 -287 -41 184 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.5 2.0 88.8 87.7 93.8 90.3 6.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 22 19 24 21 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 27,346 COMMITMENTS 4,712 3,488 0 21,792 19,732 26,504 23,220 842 4,126 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 12.8 0.0 79.7 72.2 96.9 84.9 3.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 0 11 11 14 13 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 879,323 COMMITMENTS 172,158 53,348 129,009 565,887 686,114 867,054 868,471 12,269 10,852 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,721) -6,164 -5,623 6,133 11,754 14,106 11,723 14,616 2,998 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 6.1 14.7 64.4 78.0 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 16 13 23 88 77 114 104 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 864,602 COMMITMENTS 178,322 58,971 122,876 554,133 672,008 855,331 853,855 9,271 10,747 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 39,246) 7,274 -1,601 8,776 24,657 31,421 40,707 38,596 -1,461 650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.8 14.2 64.1 77.7 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 16 12 24 80 72 107 98 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,054 COMMITMENTS 9,105 14,030 18,864 28,268 25,499 56,237 58,393 4,817 2,661 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -16,533) -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777 1,465 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 23.0 30.9 46.3 41.8 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 8 18 17 28 25 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 77,587 COMMITMENTS 16,331 23,192 20,085 37,819 32,893 74,235 76,170 3,352 1,417 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 480) 3,854 -4,488 -908 -2,058 5,824 888 428 -408 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 29.9 25.9 48.7 42.4 95.7 98.2 4.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 8 11 20 21 34 33 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,318 COMMITMENTS 4,663 180 5,481 23,657 27,736 33,801 33,397 517 921 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -39) -10 -30 360 -609 -1,029 -259 -699 220 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.5 16.0 68.9 80.8 98.5 97.3 1.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 1 5 25 24 30 30 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,357 COMMITMENTS 4,673 210 5,121 24,266 28,765 34,060 34,096 297 261 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,299) 300 -260 1,350 -171 349 1,479 1,439 -180 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.6 14.9 70.6 83.7 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 5 25 25 30 31 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,354 COMMITMENTS 1,957 5,048 1,070 18,327 15,236 21,354 21,354 0 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -90) 0 0 0 82 82 82 82 -172 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 23.6 5.0 85.8 71.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 17 16 20 20 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,444 COMMITMENTS 1,957 5,048 1,070 18,245 15,154 21,272 21,272 172 172 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 1,004) -854 754 82 1,776 168 1,004 1,004 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 23.5 5.0 85.1 70.7 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 17 16 20 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654 COMMITMENTS 888 2,090 1,094 5,649 4,470 7,631 7,654 23 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 12 12 17 15 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654 COMMITMENTS 888 2,090 1,094 5,649 4,470 7,631 7,654 23 0 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 875) 88 -630 508 279 997 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 12 12 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 656,458 COMMITMENTS 69,987 64,968 73,706 469,138 455,359 612,831 594,033 43,627 62,425 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -5,335) 182 -3,199 -658 4,181 3,797 3,705 -60 -9,040 -5,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 9.9 11.2 71.5 69.4 93.4 90.5 6.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 42 60 65 79 81 168 168 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 661,793 COMMITMENTS 69,805 68,167 74,364 464,957 451,562 609,126 594,093 52,667 67,700 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -42,341) 1,495 -9,215 -9,843 -34,791 -22,796 -43,139 -41,854 798 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 10.3 11.2 70.3 68.2 92.0 89.8 8.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 46 54 63 75 78 164 161 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,636 COMMITMENTS 7,207 2,494 91 2,579 8,897 9,877 11,482 2,759 1,154 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 521) 346 384 -59 262 194 549 519 -28 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 19.7 0.7 20.4 70.4 78.2 90.9 21.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 63 15 3 10 22 74 40 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,115 COMMITMENTS 6,861 2,110 150 2,317 8,703 9,328 10,963 2,787 1,152 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 257) -137 263 -78 228 128 13 313 244 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 17.4 1.2 19.1 71.8 77.0 90.5 23.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 61 17 3 9 22 72 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,327 COMMITMENTS 2,299 156 0 2,422 5,096 4,721 5,252 1,606 1,075 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -47) 628 -800 -292 -463 938 -127 -154 80 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 2.5 0.0 38.3 80.5 74.6 83.0 25.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 2 0 10 12 25 14 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,374 COMMITMENTS 1,671 956 292 2,885 4,158 4,848 5,406 1,526 968 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -164) -12 -10 212 -281 -388 -81 -186 -83 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 15.0 4.6 45.3 65.2 76.1 84.8 23.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 7 3 11 11 27 21 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,582 COMMITMENTS 15,470 13,174 12,037 125,190 123,189 152,697 148,400 11,885 16,182 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 8,075) 812 2,071 755 5,767 3,659 7,334 6,485 741 1,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 8.0 7.3 76.1 74.8 92.8 90.2 7.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 25 25 28 73 72 117 113 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,507 COMMITMENTS 14,658 11,103 11,282 119,423 119,530 145,363 141,915 11,144 14,592 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -2,124) -148 -5,595 -936 -2,748 5,377 -3,832 -1,154 1,708 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 7.1 7.2 76.3 76.4 92.9 90.7 7.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 25 28 30 71 75 115 119 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208 COMMITMENTS 15 3,139 5,086 13,927 10,983 19,028 19,208 180 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 224) 0 -81 15 329 290 344 224 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 16.3 26.5 72.5 57.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 3 17 16 20 23 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,984 COMMITMENTS 15 3,220 5,071 13,598 10,693 18,684 18,984 300 0 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 150) 0 180 45 75 -75 120 150 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 17.0 26.7 71.6 56.3 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 6 3 16 16 19 23 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,007 COMMITMENTS 550 2,516 447 8,010 6,044 9,007 9,007 0 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 150) 0 150 0 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 27.9 5.0 88.9 67.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 14 18 16 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,857 COMMITMENTS 550 2,366 447 7,860 6,044 8,857 8,857 0 0 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -1,205) -150 -501 -530 -525 -174 -1,205 -1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 26.7 5.0 88.7 68.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 14 18 16
Updated January 7, 2005