WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,983 COMMITMENTS 37,013 66,426 16,392 109,514 82,793 162,919 165,611 30,064 27,372 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,018) -1,048 -10,483 1,103 -1,478 5,927 -1,423 -3,453 -595 1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 34.4 8.5 56.7 42.9 84.4 85.8 15.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 96 91 54 50 64 169 191 WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,001 COMMITMENTS 38,061 76,909 15,289 110,992 76,866 164,342 169,064 30,659 25,937 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,959) 307 9,533 1,680 4,418 -3,660 6,405 7,553 5,554 4,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 39.4 7.8 56.9 39.4 84.3 86.7 15.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 90 94 46 54 60 165 188 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,073 COMMITMENTS 84,505 151,441 28,548 403,455 294,807 516,508 474,796 96,565 138,277 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,556) 2,940 -22,559 -320 3,483 24,941 6,103 2,062 2,453 6,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 24.7 4.7 65.8 48.1 84.2 77.4 15.8 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669) 167 151 101 248 244 468 455 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 604,517 COMMITMENTS 81,565 174,000 28,868 399,972 269,866 510,405 472,734 94,112 131,783 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,598) 1,211 12,519 -4,445 13,116 510 9,882 8,584 1,716 3,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 28.8 4.8 66.2 44.6 84.4 78.2 15.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659) 156 160 95 233 239 437 458 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,924 COMMITMENTS 1,883 600 49 1,404 4,572 3,336 5,221 3,588 1,703 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 79) 476 -76 23 -454 121 45 68 34 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 8.7 0.7 20.3 66.0 48.2 75.4 51.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 16 5 2 10 11 27 17 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,845 COMMITMENTS 1,407 676 26 1,858 4,451 3,291 5,153 3,554 1,692 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -320) 26 -139 0 -120 -179 -94 -318 -226 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 9.9 0.4 27.1 65.0 48.1 75.3 51.9 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 5 1 13 11 28 16 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,595 COMMITMENTS 28,599 80,137 15,790 151,466 88,576 195,855 184,503 37,740 49,092 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -79) -1,536 4,932 -624 4,254 -584 2,094 3,724 -2,173 -3,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 34.3 6.8 64.8 37.9 83.8 79.0 16.2 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 89 134 80 97 115 242 282 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,674 COMMITMENTS 30,135 75,205 16,414 147,212 89,160 193,761 180,779 39,913 52,895 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,598) -6,386 8,115 127 2,292 -11,324 -3,967 -3,082 1,369 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 32.2 7.0 63.0 38.2 82.9 77.4 17.1 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 83 129 74 93 114 229 277 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 152,958 COMMITMENTS 20,737 42,442 16,171 94,952 73,328 131,860 131,941 21,098 21,017 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,919) 1,124 3,632 -1,065 5,601 2,876 5,660 5,443 259 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 27.7 10.6 62.1 47.9 86.2 86.3 13.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 38 37 28 51 43 100 106 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,039 COMMITMENTS 19,613 38,810 17,236 89,351 70,452 126,200 126,498 20,839 20,541 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,042) -1,086 3,915 -460 2,372 -5,364 826 -1,909 -2,868 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 26.4 11.7 60.8 47.9 85.8 86.0 14.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 32 41 29 51 41 99 106 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,645 COMMITMENTS 186,288 112,560 6,164 341,442 403,256 533,894 521,980 111,751 123,665 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 39,915) 9,629 1,924 1,821 18,288 31,315 29,738 35,060 10,177 4,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 17.4 1.0 52.9 62.5 82.7 80.8 17.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 44 44 15 59 82 115 130 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,730 COMMITMENTS 176,659 110,636 4,343 323,154 371,941 504,156 486,920 101,574 118,810 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,884) 16,500 15,514 -22,177 -5,026 -3,246 -10,703 -9,909 13,587 12,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 18.3 0.7 53.3 61.4 83.2 80.4 16.8 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 41 39 16 57 82 110 126 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 149,191 COMMITMENTS 14,090 26,805 24,463 84,012 75,211 122,565 126,479 26,626 22,712 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,893) 5,699 -6,512 -1,714 -9,533 7,119 -5,548 -1,107 2,655 -1,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 18.0 16.4 56.3 50.4 82.2 84.8 17.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 30 49 46 51 50 119 124 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 152,084 COMMITMENTS 8,391 33,317 26,177 93,545 68,092 128,113 127,586 23,971 24,498 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,607) -141 6,655 3,024 7,457 -1,876 10,340 7,803 -2,733 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 21.9 17.2 61.5 44.8 84.2 83.9 15.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 20 51 47 52 51 111 131 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,034 COMMITMENTS 1,627 1,512 47 973 1,114 2,647 2,673 1,387 1,361 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -386) 95 37 -104 -130 -345 -139 -412 -247 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 37.5 1.2 24.1 27.6 65.6 66.3 34.4 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 10 3 6 7 19 17 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,420 COMMITMENTS 1,532 1,475 151 1,103 1,459 2,786 3,085 1,634 1,335 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6) 174 144 48 215 -219 437 -27 -443 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 33.4 3.4 25.0 33.0 63.0 69.8 37.0 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 10 3 6 8 18 18 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 272,173 COMMITMENTS 73,179 87,651 374 173,308 130,624 246,861 218,649 25,312 53,524 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,739) 5,376 3,308 -151 16,639 12,873 21,864 16,030 -2,125 3,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 32.2 0.1 63.7 48.0 90.7 80.3 9.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 22 57 2 48 67 71 125 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,434 COMMITMENTS 67,803 84,343 525 156,669 117,751 224,997 202,619 27,437 49,815 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,817) 5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,777 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 19 55 4 48 66 69 123 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,683,691 COMMITMENTS 402,963 408,100 27,121 1078515 916,098 1508599 1351319 175,092 332,372 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,213) -467 36,655 -9,777 -301 -24,520 -10,545 2,358 17,758 4,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 24.2 1.6 64.1 54.4 89.6 80.3 10.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 54 112 35 106 177 180 304 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,676,478 COMMITMENTS 403,430 371,445 36,898 1078816 940,618 1519144 1348961 157,334 327,517 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 64,791) 7,672 23,270 17,839 32,900 -24,715 58,411 16,394 6,380 48,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 22.2 2.2 64.4 56.1 90.6 80.5 9.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 47 106 35 94 174 166 291 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,166,477 COMMITMENTS 318,122 238,648 11,455 761,409 746,521 1090986 996,624 75,491 169,853 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,475) -1,701 -10,007 1,425 41,531 31,161 41,255 22,579 -21,780 -3,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 20.5 1.0 65.3 64.0 93.5 85.4 6.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 53 89 25 79 128 146 229 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,147,002 COMMITMENTS 319,823 248,655 10,030 719,878 715,360 1049731 974,045 97,271 172,957 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,244) -3,015 42,527 -33,276 6,982 -24,363 -29,309 -15,112 22,065 7,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 21.7 0.9 62.8 62.4 91.5 84.9 8.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 52 84 16 73 131 132 224 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 352,991 COMMITMENTS 119,588 42,800 42,026 169,987 250,004 331,601 334,830 21,390 18,161 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 14,040) 740 5,060 5,453 11,264 -88 17,457 10,425 -3,417 3,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 12.1 11.9 48.2 70.8 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 37 21 25 54 58 103 93 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 338,951 COMMITMENTS 118,848 37,740 36,573 158,723 250,092 314,144 324,405 24,807 14,546 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -132,811) -63,721 -6,056 -17,664 -49,424 -107,366 -130,809 -131,086 -2,002 -1,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 11.1 10.8 46.8 73.8 92.7 95.7 7.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 35 18 24 58 53 105 84 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 47,667 COMMITMENTS 17,169 9,607 103 25,254 32,568 42,526 42,278 5,141 5,389 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,913) -2,494 586 56 550 -348 -1,888 294 -25 -2,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 20.2 0.2 53.0 68.3 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 35 23 3 27 12 65 35 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 49,580 COMMITMENTS 19,663 9,021 47 24,704 32,916 44,414 41,984 5,166 7,596 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 284) 43 -520 16 -429 226 -370 -278 654 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 18.2 0.1 49.8 66.4 89.6 84.7 10.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 35 18 2 23 13 60 31 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 55,712 COMMITMENTS 11,034 17,967 264 35,562 28,570 46,860 46,801 8,852 8,911 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,610) 2,367 4,086 67 8,806 5,300 11,240 9,453 -2,630 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 32.2 0.5 63.8 51.3 84.1 84.0 15.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 28 24 2 22 16 51 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 47,102 COMMITMENTS 8,667 13,881 197 26,756 23,270 35,620 37,348 11,482 9,754 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 11,401) 191 3,070 -29 7,319 7,497 7,481 10,538 3,920 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 29.5 0.4 56.8 49.4 75.6 79.3 24.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 26 19 2 19 12 46 32 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,875 COMMITMENTS 1,696 6,395 1,006 32,843 27,086 35,545 34,487 330 1,388 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -380) 148 -69 0 -520 -331 -372 -400 -8 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 17.8 2.8 91.5 75.5 99.1 96.1 0.9 3.9 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 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255 COMMITMENTS 1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52) -483 64 0 457 -112 -26 -48 -26 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,266 COMMITMENTS 0 1,554 0 13,254 11,252 13,254 12,806 12 460 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -333) -500 -135 0 176 -190 -324 -325 -9 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.7 0.0 99.9 84.8 99.9 96.5 0.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 7 0 8 10 8 17 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599 COMMITMENTS 500 1,689 0 13,078 11,442 13,578 13,131 21 468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473) -181 109 0 645 352 464 461 9 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 7 0 8 10 9 17 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,746 COMMITMENTS 2,122 2,401 892 17,115 15,651 20,129 18,944 2,617 3,802 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,940) 436 464 -174 1,146 1,610 1,408 1,900 532 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 10.6 3.9 75.2 68.8 88.5 83.3 11.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 7 10 29 33 51 46 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,806 COMMITMENTS 1,686 1,937 1,066 15,969 14,041 18,721 17,044 2,085 3,762 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,324) -2,520 -219 -79 -707 -2,522 -3,306 -2,820 -18 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 9.3 5.1 76.8 67.5 90.0 81.9 10.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 15 10 12 30 32 51 48 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,554 COMMITMENTS 30,498 6,214 15,565 37,828 47,131 83,891 68,910 19,663 34,644 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,860) 2,341 -1,590 -1,891 -1,203 3,369 -753 -112 -1,107 -1,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 6.0 15.0 36.5 45.5 81.0 66.5 19.0 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 64 22 47 22 35 119 89 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,414 COMMITMENTS 28,157 7,804 17,456 39,031 43,762 84,644 69,022 20,770 36,392 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,322) 3,787 612 2,779 943 2,216 7,509 5,607 1,813 3,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 7.4 16.6 37.0 41.5 80.3 65.5 19.7 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 59 33 46 25 36 121 89 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,995 COMMITMENTS 512 606 91 785 369 1,388 1,066 607 929 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 15) 73 63 -17 -89 18 -33 64 48 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 30.4 4.6 39.3 18.5 69.6 53.4 30.4 46.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 16 2 7 3 16 19 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,980 COMMITMENTS 439 543 108 874 351 1,421 1,002 559 978 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27) -112 121 -42 149 39 -5 118 32 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 27.4 5.5 44.1 17.7 71.8 50.6 28.2 49.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 13 2 7 3 14 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,587 COMMITMENTS 41,027 15,033 20,035 64,110 72,390 125,172 107,458 18,415 36,129 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,229) 4,939 -51 1,616 -2,482 -1,843 4,073 -278 3,156 7,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 10.5 14.0 44.6 50.4 87.2 74.8 12.8 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 58 30 36 45 91 120 147 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,358 COMMITMENTS 36,088 15,084 18,419 66,592 74,233 121,099 107,736 15,259 28,622 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,462) -2,909 -354 2,234 2,855 3,289 2,180 5,169 282 -2,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 11.1 13.5 48.8 54.4 88.8 79.0 11.2 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 51 37 38 40 95 110 154 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,717 COMMITMENTS 1,411 620 110 573 1,939 2,094 2,669 1,623 1,048 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 89) 173 -5 -28 66 138 211 105 -122 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 16.7 3.0 15.4 52.2 56.3 71.8 43.7 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 6 5 13 17 33 25 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,628 COMMITMENTS 1,238 625 138 507 1,801 1,883 2,564 1,745 1,064 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -247) 424 -67 -71 -301 245 52 107 -299 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 17.2 3.8 14.0 49.6 51.9 70.7 48.1 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 4 7 9 14 30 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,118 COMMITMENTS 5,424 2,859 1,663 7,019 3,572 14,106 8,094 4,012 10,024 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,146) 834 -216 107 269 139 1,210 30 -64 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 15.8 9.2 38.7 19.7 77.9 44.7 22.1 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 25 17 15 28 31 62 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 16,972 COMMITMENTS 4,590 3,075 1,556 6,750 3,433 12,896 8,064 4,076 8,908 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 945) 922 374 91 229 572 1,242 1,037 -297 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 18.1 9.2 39.8 20.2 76.0 47.5 24.0 52.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 22 14 29 29 59 58 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 69,850 COMMITMENTS 19,317 9,424 408 22,579 47,479 42,304 57,311 27,546 12,539 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,205) -1,131 -1,362 67 1,765 328 701 -967 -1,906 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 13.5 0.6 32.3 68.0 60.6 82.0 39.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 11 3 20 16 39 29 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,055 COMMITMENTS 20,448 10,786 341 20,814 47,151 41,603 58,278 29,452 12,777 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,884) 1,233 -2,295 -25 3,215 5,926 4,423 3,606 461 1,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 15.2 0.5 29.3 66.4 58.6 82.0 41.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 9 1 19 16 38 26 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 53,634 COMMITMENTS 11,883 11,823 35 25,813 29,654 37,731 41,512 15,903 12,122 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,646) -7,505 3,930 33 13,547 -3,424 6,075 539 -3,429 2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 22.0 0.1 48.1 55.3 70.3 77.4 29.7 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 5 3 11 7 23 15 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 50,988 COMMITMENTS 19,388 7,893 2 12,266 33,078 31,656 40,973 19,332 10,015 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,294) -14,340 -846 2 4,311 -11,497 -10,027 -12,341 733 3,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 15.5 0.0 24.1 64.9 62.1 80.4 37.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 3 1 12 6 26 10 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,157 COMMITMENTS 38,533 6,397 688 17,211 54,463 56,432 61,548 12,725 7,609 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,711) -4,248 -3,473 77 -4,156 -2,798 -8,327 -6,194 2,616 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 9.2 1.0 24.9 78.8 81.6 89.0 18.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 42 12 3 13 17 56 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,868 COMMITMENTS 42,781 9,870 611 21,367 57,261 64,759 67,742 10,109 7,126 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,737) -11,339 3,817 -55 527 -15,431 -10,867 -11,669 130 932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 13.2 0.8 28.5 76.5 86.5 90.5 13.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 43 11 3 16 15 62 27 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,467 COMMITMENTS 22,756 1,364 13 22,216 51,666 44,985 53,043 21,482 13,424 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -9,532) -1,702 -10,571 0 -5,061 243 -6,763 -10,328 -2,769 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 2.1 0.0 33.4 77.7 67.7 79.8 32.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 2 1 13 11 31 14 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,999 COMMITMENTS 24,458 11,935 13 27,277 51,423 51,748 63,371 24,251 12,628 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,645) -8,673 -1,045 13 7,692 -2,152 -968 -3,184 -677 1,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 15.7 0.0 35.9 67.7 68.1 83.4 31.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 22 6 1 12 13 34 20 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,868 COMMITMENTS 35,208 11,463 198 92,180 130,683 127,586 142,344 34,282 19,524 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,998) 1,236 211 73 3,691 3,980 5,000 4,264 998 1,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.1 0.1 56.9 80.7 78.8 87.9 21.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 31 11 3 19 19 51 32 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 155,870 COMMITMENTS 33,972 11,252 125 88,489 126,703 122,586 138,080 33,284 17,790 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,382) -5,268 -235 -52 14,201 2,521 8,881 2,234 -3,499 3,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.2 0.1 56.8 81.3 78.6 88.6 21.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 30 13 2 21 18 51 33 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,785 COMMITMENTS 33,414 17,233 570 38,897 68,858 72,881 86,661 70,904 57,124 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,594) -2,392 -7,502 -745 1,517 5,315 -1,620 -2,932 4,214 5,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 12.0 0.4 27.1 47.9 50.7 60.3 49.3 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 31 15 6 28 20 61 39 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 141,191 COMMITMENTS 35,806 24,735 1,315 37,380 63,543 74,501 89,593 66,690 51,598 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,496) -8,720 -2,977 -32 -5,245 -2,456 -13,997 -5,465 7,501 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 17.5 0.9 26.5 45.0 52.8 63.5 47.2 36.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 36 21 6 28 20 67 44 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,994 COMMITMENTS 10,210 700 100 33,837 41,867 44,147 42,667 2,847 4,327 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,989) 805 700 -475 1,678 2,113 2,008 2,338 981 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 1.5 0.2 72.0 89.1 93.9 90.8 6.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 1 19 28 22 30 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005 COMMITMENTS 9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348) -781 0 475 3,945 2,872 3,639 3,347 -291 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 1 19 25 22 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,163,292 COMMITMENTS 575,363 1194866 907,565 5198633 4311945 6681561 6414376 481,731 748,916 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 382,183) -25,725 139,963 32,578 336,026 152,832 342,879 325,373 39,304 56,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 16.7 12.7 72.6 60.2 93.3 89.5 6.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 67 101 117 176 200 315 365 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 6,781,109 COMMITMENTS 601,088 1054903 874,987 4862607 4159113 6338682 6089003 442,427 692,106 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 154,166) 7,460 103,822 -79,085 178,683 89,524 107,058 114,261 47,108 39,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 15.6 12.9 71.7 61.3 93.5 89.8 6.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 67 104 117 170 195 306 363 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 685,610 COMMITMENTS 63,469 57,917 7,627 457,383 509,892 528,479 575,436 157,131 110,174 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 5,500) 2,711 -1,351 3,727 1,128 4,850 7,566 7,226 -2,066 -1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 8.4 1.1 66.7 74.4 77.1 83.9 22.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 34 33 17 89 66 137 102 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 680,110 COMMITMENTS 60,758 59,268 3,900 456,255 505,042 520,913 568,210 159,197 111,900 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,899) 4,431 -723 1,349 2,371 1,377 8,151 2,003 4,748 10,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 8.7 0.6 67.1 74.3 76.6 83.5 23.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 34 35 11 88 66 129 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 819,971 COMMITMENTS 207,777 112,588 11,586 322,800 622,509 542,163 746,683 277,808 73,288 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,638) 2,325 17,433 -1,682 20,461 1,750 21,104 17,501 -1,466 2,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 13.7 1.4 39.4 75.9 66.1 91.1 33.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 92 75 20 66 72 168 157 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 800,333 COMMITMENTS 205,452 95,155 13,268 302,339 620,759 521,059 729,182 279,274 71,151 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 72,511) 16,865 16,639 6,066 1,781 34,473 24,712 57,178 47,799 15,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 11.9 1.7 37.8 77.6 65.1 91.1 34.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 90 65 21 66 68 167 143 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,071 COMMITMENTS 1,927 0 0 8,413 12,023 10,340 12,023 2,731 1,048 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -159) 125 -140 0 7 133 132 -7 -291 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.0 0.0 64.4 92.0 79.1 92.0 20.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 0 0 25 18 32 18 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,230 COMMITMENTS 1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108) 56 -116 0 -337 286 -281 170 389 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 0 24 17 30 18 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 25,780 COMMITMENTS 1,081 3,759 362 22,072 18,113 23,515 22,234 2,265 3,546 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 2,191) -911 -366 73 3,118 2,535 2,280 2,242 -89 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 14.6 1.4 85.6 70.3 91.2 86.2 8.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 6 2 23 20 28 26 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 23,589 COMMITMENTS 1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459) -797 460 148 2,600 -119 1,951 489 -492 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 7 3 25 17 35 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,140 COMMITMENTS 12,819 14,275 151 31,984 49,244 44,954 63,670 27,186 8,470 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 8,520) -1,208 3,688 11 4,758 4,644 3,561 8,343 4,959 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 19.8 0.2 44.3 68.3 62.3 88.3 37.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 33 37 2 50 36 83 75 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,620 COMMITMENTS 14,027 10,587 140 27,226 44,600 41,393 55,327 22,227 8,293 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,395) 775 -2,510 1 -4,953 716 -4,177 -1,793 2,782 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 16.6 0.2 42.8 70.1 65.1 87.0 34.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 30 34 1 43 31 73 66 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,593 COMMITMENTS 121,594 66,107 4,687 162,184 138,555 288,465 209,349 37,128 116,244 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 19,396) -4,746 -7,744 -2,988 22,504 -1,862 14,770 -12,594 4,626 31,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 20.3 1.4 49.8 42.6 88.6 64.3 11.4 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 91 68 10 49 42 144 116 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,197 COMMITMENTS 126,340 73,851 7,675 139,680 140,417 273,695 221,943 32,502 84,254 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,299) -7,281 35,344 4,613 36,145 -13,774 33,477 26,183 6,822 14,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 24.1 2.5 45.6 45.9 89.4 72.5 10.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 90 69 11 42 45 139 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,685 COMMITMENTS 26,494 517 70 14,661 52,728 41,225 53,315 21,460 9,370 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -4,074) -5,789 -1,153 -96 3,774 -2,763 -2,111 -4,012 -1,963 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 0.8 0.1 23.4 84.1 65.8 85.1 34.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 19 2 1 10 14 30 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,759 COMMITMENTS 32,283 1,670 166 10,887 55,491 43,336 57,327 23,423 9,432 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,782) 1,953 1,597 91 2,459 3,871 4,503 5,559 1,279 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 2.5 0.2 16.3 83.1 64.9 85.9 35.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 20 2 1 9 16 29 19 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 21,605 COMMITMENTS 2,080 7,412 95 15,632 11,299 17,807 18,806 3,798 2,799 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,191) 267 1,761 -16 1,099 -46 1,350 1,699 -159 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 34.3 0.4 72.4 52.3 82.4 87.0 17.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 18 3 40 21 51 41 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,414 COMMITMENTS 1,813 5,651 111 14,533 11,345 16,457 17,107 3,957 3,307 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -155) 2 265 90 -300 -723 -208 -368 53 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 27.7 0.5 71.2 55.6 80.6 83.8 19.4 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 7 20 3 37 20 46 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 135,007 COMMITMENTS 20,739 17,458 1,184 104,826 103,712 126,749 122,354 8,258 12,653 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 26,479) 7,457 4,138 -177 23,521 18,526 30,801 22,487 -4,322 3,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 12.9 0.9 77.6 76.8 93.9 90.6 6.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 26 33 5 36 39 65 74 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528 COMMITMENTS 13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147) -5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 23 30 8 37 36 65 70 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,308 COMMITMENTS 13,033 7,199 82 9,169 18,917 22,284 26,198 9,024 5,110 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -912) 192 -1,680 -5 -305 1,401 -118 -284 -794 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 23.0 0.3 29.3 60.4 71.2 83.7 28.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 41 17 2 26 24 68 42 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,220 COMMITMENTS 12,841 8,879 87 9,474 17,516 22,402 26,482 9,818 5,738 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,622) 524 -96 0 314 1,784 838 1,688 2,784 1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 27.6 0.3 29.4 54.4 69.5 82.2 30.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 37 19 2 26 23 64 43 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193 COMMITMENTS 3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011) 434 -432 0 407 1,293 841 861 170 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 0 4 8 11 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,779 COMMITMENTS 199 6,386 2,882 56,354 78,072 59,435 87,340 56,344 28,439 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 4,539) -250 286 0 10,346 -988 10,096 -702 -5,557 5,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.5 2.5 48.7 67.4 51.3 75.4 48.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 14 4 15 24 20 40 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,240 COMMITMENTS 449 6,100 2,882 46,008 79,060 49,339 88,042 61,901 23,198 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,328) 17 -493 308 -79 1,111 246 926 -1,574 -2,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.5 2.6 41.4 71.1 44.4 79.1 55.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 14 4 13 24 19 40 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,189 COMMITMENTS 42,170 9,052 6,232 19,423 73,934 67,825 89,218 30,364 8,971 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,307) -977 4,255 1,345 580 -3,703 948 1,897 359 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 9.2 6.3 19.8 75.3 69.1 90.9 30.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 96 16 30 21 35 128 74 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 96,882 COMMITMENTS 43,147 4,797 4,887 18,843 77,637 66,877 87,321 30,005 9,561 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,384) 829 185 -56 -2,197 -4,647 -1,424 -4,518 -960 2,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 5.0 5.0 19.4 80.1 69.0 90.1 31.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 97 13 27 20 34 123 70 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 81,259 COMMITMENTS 23,188 5,116 10,546 34,815 59,085 68,549 74,747 12,710 6,512 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,902) -3,357 -1,165 -665 -1,096 -2,938 -5,118 -4,768 -784 -1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.3 13.0 42.8 72.7 84.4 92.0 15.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 53 30 22 36 40 104 79 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 87,161 COMMITMENTS 26,545 6,281 11,211 35,911 62,023 73,667 79,515 13,494 7,646 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,069) -6,736 -477 302 1,325 -6,163 -5,109 -6,338 -960 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 7.2 12.9 41.2 71.2 84.5 91.2 15.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 56 28 23 34 39 102 79 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 275,461 COMMITMENTS 109,497 72,710 19,170 94,433 164,780 223,100 256,660 52,361 18,801 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -26,837) -30,974 5,482 2,332 5,132 -30,263 -23,510 -22,449 -3,327 -4,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 26.4 7.0 34.3 59.8 81.0 93.2 19.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 108 47 39 38 34 171 101 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 302,298 COMMITMENTS 140,471 67,228 16,838 89,301 195,043 246,610 279,109 55,688 23,189 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -28,667) -29,043 -3,533 -2,287 3,794 -27,959 -27,536 -33,779 -1,131 5,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 22.2 5.6 29.5 64.5 81.6 92.3 18.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 118 46 38 35 39 176 104 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,924 COMMITMENTS 4,813 1,414 245 2,275 7,109 7,333 8,768 2,591 1,156 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 545) 224 -10 1 -331 10 -106 1 651 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 14.2 2.5 22.9 71.6 73.9 88.4 26.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 5 3 5 7 22 13 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,379 COMMITMENTS 4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20) -11 43 1 78 16 68 60 -48 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 5 3 5 6 21 12 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,942 COMMITMENTS 10,427 17,630 3,347 41,423 32,245 55,197 53,222 11,745 13,720 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -5,354) -1,634 -9,517 36 -4,279 3,589 -5,877 -5,892 523 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 26.3 5.0 61.9 48.2 82.5 79.5 17.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 30 33 17 62 55 97 101 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 72,296 COMMITMENTS 12,061 27,147 3,311 45,702 28,656 61,074 59,114 11,222 13,182 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,712) -191 3,668 292 4,648 -513 4,749 3,447 -37 1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 37.5 4.6 63.2 39.6 84.5 81.8 15.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 33 35 20 59 53 98 104 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,153 COMMITMENTS 822 10,740 1,072 25,496 16,781 27,390 28,593 7,763 6,560 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -6) -208 10 -802 824 497 -186 -295 180 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 30.6 3.0 72.5 47.7 77.9 81.3 22.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 20 5 34 23 43 47 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,159 COMMITMENTS 1,030 10,730 1,874 24,672 16,284 27,576 28,888 7,583 6,271 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,416) -323 971 36 1,999 688 1,712 1,695 -296 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 30.5 5.3 70.2 46.3 78.4 82.2 21.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 23 9 36 22 49 52 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 92,056 COMMITMENTS 27,287 25,567 7,245 45,140 53,355 79,672 86,167 12,384 5,889 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,351) 11,388 -11,610 2,833 -7,065 17,298 7,156 8,521 2,195 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 27.8 7.9 49.0 58.0 86.5 93.6 13.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 101 98 68 68 69 219 196 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 82,705 COMMITMENTS 15,899 37,177 4,412 52,205 36,057 72,516 77,646 10,189 5,059 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -745) 2,433 -5,246 971 -4,137 4,507 -733 232 -12 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 45.0 5.3 63.1 43.6 87.7 93.9 12.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 92 105 57 71 63 203 192 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,580 COMMITMENTS 11,754 2,088 2,557 13,623 26,743 27,934 31,388 4,646 1,192 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -1,965) -2,391 371 152 374 -2,295 -1,865 -1,772 -100 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 6.4 7.8 41.8 82.1 85.7 96.3 14.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 45 13 18 30 14 79 44 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,545 COMMITMENTS 14,145 1,717 2,405 13,249 29,038 29,799 33,160 4,746 1,385 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 547) 530 -435 87 259 680 876 332 -329 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 5.0 7.0 38.4 84.1 86.3 96.0 13.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 53 14 21 27 19 90 48 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,819 COMMITMENTS 15,897 11,796 2,400 93,306 102,226 111,603 116,422 6,216 1,397 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -318) -38 5,569 593 -1,331 -5,972 -776 190 458 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 10.0 2.0 79.2 86.8 94.7 98.8 5.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 43 27 16 44 35 97 74 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,137 COMMITMENTS 15,935 6,227 1,807 94,637 108,198 112,379 116,232 5,758 1,905 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,596) -895 3,352 -296 3,505 -2,008 2,314 1,048 -718 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 5.3 1.5 80.1 91.6 95.1 98.4 4.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 38 23 16 43 34 91 66 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 353,721 COMMITMENTS 88,567 54,007 31,249 173,118 233,398 292,934 318,654 60,787 35,067 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -27,082) -24,281 -442 -1,848 3,489 -30,636 -22,640 -32,926 -4,442 5,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 15.3 8.8 48.9 66.0 82.8 90.1 17.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 58 40 42 57 53 144 110 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 380,803 COMMITMENTS 112,848 54,449 33,097 169,629 264,034 315,574 351,580 65,229 29,223 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 27,728) 21,556 3,164 5,291 -4,050 18,766 22,797 27,221 4,931 507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 14.3 8.7 44.5 69.3 82.9 92.3 17.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 63 42 40 61 57 157 109 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 98,761 COMMITMENTS 40,365 10,639 8,978 39,280 74,707 88,623 94,324 10,138 4,437 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -8,848) -6,385 -566 -926 -1,751 -7,414 -9,062 -8,906 214 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 10.8 9.1 39.8 75.6 89.7 95.5 10.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 129 60 63 92 111 261 208 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,609 COMMITMENTS 46,750 11,205 9,904 41,031 82,121 97,685 103,230 9,924 4,379 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -3,028) -2,668 -2,511 652 -614 -806 -2,630 -2,665 -398 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 10.4 9.2 38.1 76.3 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 137 61 58 94 110 269 208 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,150 COMMITMENTS 4,908 10,078 2,084 8,925 3,879 15,917 16,041 2,233 2,109 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -3,939) -759 -4,454 55 -3,343 1,724 -4,047 -2,675 108 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 55.5 11.5 49.2 21.4 87.7 88.4 12.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 25 4 7 5 16 34 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,089 COMMITMENTS 5,667 14,532 2,029 12,268 2,155 19,964 18,716 2,125 3,373 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,281) -693 -4,747 8 -4,635 -50 -5,320 -4,789 39 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 65.8 9.2 55.5 9.8 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 28 2 5 8 14 38 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,325 COMMITMENTS 17,502 0 0 904 20,146 18,406 20,146 4,919 3,179 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754) -798 -1,145 0 134 -932 -664 -2,077 -1,090 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 0 1 12 9 12 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 150,491 COMMITMENTS 9,944 24,979 12,093 104,244 89,949 126,281 127,021 24,210 23,470 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 997) -872 584 75 1,917 1,014 1,120 1,673 -123 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 16.6 8.0 69.3 59.8 83.9 84.4 16.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 19 30 28 63 68 103 107 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,494 COMMITMENTS 10,816 24,395 12,018 102,327 88,935 125,161 125,348 24,333 24,146 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,638) -600 2,068 552 -9,916 -11,120 -9,964 -8,500 326 -1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 16.3 8.0 68.4 59.5 83.7 83.8 16.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 20 28 30 62 67 103 107 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 405,241 COMMITMENTS 21,013 75,895 105,786 218,216 193,986 345,015 375,667 60,226 29,574 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,334) -768 6,481 2,123 6,101 528 7,456 9,132 1,878 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 18.7 26.1 53.8 47.9 85.1 92.7 14.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 45 58 64 97 79 177 173 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 395,907 COMMITMENTS 21,781 69,414 103,663 212,115 193,458 337,559 366,535 58,348 29,372 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 10,031) 1,835 5,805 -54 9,882 1,230 11,663 6,981 -1,632 3,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 17.5 26.2 53.6 48.9 85.3 92.6 14.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 45 54 60 94 74 170 161 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,207 COMMITMENTS 3,015 6,420 2,121 58,984 57,592 64,120 66,133 4,087 2,074 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -267) 0 0 0 217 -1,123 217 -1,123 -484 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 9.4 3.1 86.5 84.4 94.0 97.0 6.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 29 23 30 25 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,474 COMMITMENTS 3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096) 2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 23 29 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,751 COMMITMENTS 5,266 2,464 428 36,818 36,678 42,512 39,570 2,239 5,181 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 124) 0 0 0 124 552 124 552 0 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.5 1.0 82.3 82.0 95.0 88.4 5.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 15 13 17 15 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,627 COMMITMENTS 5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258) 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 15 12 17 14 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 31,605 COMMITMENTS 3,264 2,299 1,044 23,703 26,722 28,011 30,065 3,594 1,540 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,558) 1,625 278 -60 -754 1,324 811 1,542 747 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 7.3 3.3 75.0 84.5 88.6 95.1 11.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 19 16 22 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 30,047 COMMITMENTS 1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066) -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 18 15 21 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,346 COMMITMENTS 4,846 284 1,318 48,308 48,038 54,472 49,640 2,874 7,706 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,244) 3,110 0 452 3,745 5,025 7,307 5,477 -63 1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.5 2.3 84.2 83.8 95.0 86.6 5.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 18 24 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,102 COMMITMENTS 1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279) 186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 18 24 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 25,116 COMMITMENTS 1,587 568 1,199 15,289 18,859 18,075 20,626 7,041 4,490 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.3 4.8 60.9 75.1 72.0 82.1 28.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 13 14 15 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 883,809 COMMITMENTS 199,895 61,088 142,635 525,055 673,767 867,585 877,490 16,224 6,319 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 31,692) 13,723 1,828 14,711 309 13,844 28,743 30,383 2,949 1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 6.9 16.1 59.4 76.2 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 15 12 25 73 69 101 95 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 852,117 COMMITMENTS 186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206) 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 14 12 24 72 68 99 93 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 78,609 COMMITMENTS 12,501 17,907 22,460 40,039 36,996 75,000 77,363 3,609 1,246 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 11,188) 4,983 3,310 865 5,769 7,235 11,617 11,410 -429 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 22.8 28.6 50.9 47.1 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 7 12 22 22 35 35 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,421 COMMITMENTS 7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367) -1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 9 19 20 30 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,073 COMMITMENTS 5,126 1,390 5,175 23,613 26,819 33,914 33,384 159 689 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,163) 126 1,146 -109 1,267 257 1,284 1,294 -121 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 4.1 15.2 69.3 78.7 99.5 98.0 0.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 6 25 26 31 32 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,910 COMMITMENTS 5,000 244 5,284 22,346 26,562 32,630 32,090 280 820 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,408) 337 64 -197 -1,311 -1,174 -1,171 -1,307 -237 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.7 16.1 67.9 80.7 99.1 97.5 0.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 5 22 24 27 29 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,607 COMMITMENTS 1,727 4,010 861 16,975 14,692 19,563 19,563 44 44 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 193) 46 204 21 82 -76 149 149 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 20.5 4.4 86.6 74.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 2 16 12 19 16 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414 COMMITMENTS 1,681 3,806 840 16,893 14,768 19,414 19,414 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940) -276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 15 12 17 15 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536 COMMITMENTS 544 2,928 932 6,060 3,676 7,536 7,536 0 0 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 676) -298 378 298 676 252 676 928 0 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 38.9 12.4 80.4 48.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 10 10 13 14 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860 COMMITMENTS 842 2,550 634 5,384 3,424 6,860 6,608 0 252 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794) -46 460 -460 -265 -1,046 -771 -1,046 -23 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 10 10 13 13 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 707,361 COMMITMENTS 79,563 70,949 90,144 488,223 478,166 657,930 639,259 49,431 68,102 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 24,241) 4,996 3,929 16,053 8,644 12,187 29,693 32,169 -5,452 -7,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 10.0 12.7 69.0 67.6 93.0 90.4 7.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 47 68 72 78 83 177 181 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,120 COMMITMENTS 74,567 67,020 74,091 479,579 465,979 628,237 607,090 54,883 76,030 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 26,662) 4,580 2,052 385 10,441 10,620 15,406 13,057 11,256 13,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 9.8 10.8 70.2 68.2 92.0 88.9 8.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 42 64 63 77 82 163 171 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,736 COMMITMENTS 7,417 2,499 91 2,462 9,148 9,970 11,738 2,766 998 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 138) 162 -158 57 -136 382 83 281 55 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 19.6 0.7 19.3 71.8 78.3 92.2 21.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 65 17 3 9 24 77 43 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598 COMMITMENTS 7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38) 48 163 -57 19 -131 10 -25 -48 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 61 20 1 9 23 71 43 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,443 COMMITMENTS 2,399 549 0 2,602 5,195 5,001 5,744 1,442 699 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 242) 106 382 -80 198 12 224 314 18 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 8.5 0.0 40.4 80.6 77.6 89.2 22.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 5 0 12 13 27 18 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,201 COMMITMENTS 2,293 167 80 2,404 5,183 4,777 5,430 1,424 771 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -126) -6 11 80 -18 87 56 178 -182 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 2.7 1.3 38.8 83.6 77.0 87.6 23.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 2 1 10 14 26 17 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,747 COMMITMENTS 17,458 9,392 12,854 114,948 122,365 145,260 144,611 12,487 13,136 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,156) 1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381 1,765 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 6.0 8.1 72.9 77.6 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 29 29 35 74 74 123 121 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,903 COMMITMENTS 16,442 13,687 12,883 119,856 119,422 149,181 145,992 10,722 13,911 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,679) 972 513 846 -5,334 -3,767 -3,516 -2,408 -1,163 -2,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.6 8.1 75.0 74.7 93.3 91.3 6.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 29 28 32 75 70 123 116 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,790 COMMITMENTS 0 3,485 4,590 13,990 10,715 18,580 18,790 210 0 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 675) 0 -320 270 375 725 645 675 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.5 24.4 74.5 57.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 14 13 16 18 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115 COMMITMENTS 0 3,805 4,320 13,615 9,990 17,935 18,115 180 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093) -15 666 -766 -312 -993 -1,093 -1,093 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 14 13 16 18 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/11/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752 COMMITMENTS 450 2,031 402 7,900 6,319 8,752 8,752 0 0 CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 75) 0 -75 0 75 150 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 23.2 4.6 90.3 72.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 14 17 16 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677 COMMITMENTS 450 2,106 402 7,825 6,169 8,677 8,677 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330) -100 -410 -45 -185 125 -330 -330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 14 17 16
Updated January 21, 2005