WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,294 COMMITMENTS 36,768 77,173 18,962 116,047 80,359 171,777 176,494 32,517 27,800 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,311) -245 10,747 2,570 6,533 -2,434 8,858 10,883 2,453 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 37.8 9.3 56.8 39.3 84.1 86.4 15.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 91 105 57 50 63 170 207 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 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 631,557 COMMITMENTS 80,205 194,209 30,615 420,238 265,788 531,058 490,612 100,499 140,945 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,484) -4,300 42,768 2,067 16,783 -29,019 14,550 15,816 3,934 2,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 30.8 4.8 66.5 42.1 84.1 77.7 15.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673) 150 185 104 244 227 455 469 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 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,962 COMMITMENTS 2,671 228 107 1,105 5,158 3,883 5,493 4,079 2,469 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,038) 788 -372 58 -299 586 547 272 491 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 2.9 1.3 13.9 64.8 48.8 69.0 51.2 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 19 3 4 8 14 29 19 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 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,702 COMMITMENTS 27,455 101,769 16,428 158,347 77,775 202,230 195,972 45,472 51,730 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 14,107) -1,144 21,632 638 6,881 -10,801 6,375 11,469 7,732 2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 41.1 6.6 63.9 31.4 81.6 79.1 18.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 75 164 78 96 114 232 307 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 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,137 COMMITMENTS 21,012 52,996 17,953 103,101 71,120 142,066 142,069 23,071 23,068 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 12,179) 275 10,554 1,782 8,149 -2,208 10,206 10,128 1,973 2,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 32.1 10.9 62.4 43.1 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 30 51 29 52 40 104 112 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,522 COMMITMENTS 189,534 121,738 7,383 367,157 425,643 564,074 554,764 115,448 124,758 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 33,877) 3,246 9,178 1,219 25,715 22,387 30,180 32,784 3,697 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 17.9 1.1 54.0 62.6 83.0 81.6 17.0 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 50 47 18 69 91 132 144 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 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 159,993 COMMITMENTS 7,249 40,001 26,801 99,003 68,625 133,053 135,427 26,940 24,566 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,802) -6,841 13,196 2,338 14,991 -6,586 10,488 8,948 314 1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 25.0 16.8 61.9 42.9 83.2 84.6 16.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 22 52 47 54 47 113 129 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 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,143 COMMITMENTS 1,631 1,553 89 1,105 1,162 2,825 2,804 1,318 1,339 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 109) 4 41 42 132 48 178 131 -69 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 37.5 2.1 26.7 28.0 68.2 67.7 31.8 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 10 3 8 7 21 17 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 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 295,603 COMMITMENTS 79,632 88,714 1,074 185,839 148,334 266,545 238,122 29,058 57,481 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,430) 6,453 1,063 700 12,531 17,710 19,684 19,473 3,746 3,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 30.0 0.4 62.9 50.2 90.2 80.6 9.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 26 56 3 49 70 77 127 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 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,148 COMMITMENTS 414,968 381,422 28,892 1053201 930,769 1497061 1341083 171,087 327,065 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -15,543) 12,005 -26,678 1,771 -25,314 14,671 -11,538 -10,236 -4,005 -5,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 22.9 1.7 63.1 55.8 89.7 80.4 10.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 59 114 41 105 177 189 308 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 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,167,979 COMMITMENTS 328,104 221,977 12,221 756,772 768,889 1097097 1003087 70,882 164,892 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,502) 9,982 -16,671 766 -4,637 22,368 6,111 6,463 -4,609 -4,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 19.0 1.0 64.8 65.8 93.9 85.9 6.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 56 88 22 78 134 144 235 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 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 371,356 COMMITMENTS 128,677 42,070 50,781 173,745 263,801 353,203 356,652 18,153 14,704 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 18,365) 9,089 -730 8,755 3,758 13,797 21,602 21,822 -3,237 -3,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 11.3 13.7 46.8 71.0 95.1 96.0 4.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 39 20 27 53 56 103 92 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 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,582 COMMITMENTS 14,891 8,689 69 25,371 32,236 40,331 40,994 6,251 5,588 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,085) -2,278 -918 -34 117 -332 -2,195 -1,284 1,110 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 18.7 0.1 54.5 69.2 86.6 88.0 13.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 32 18 2 26 12 60 30 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 AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 59,142 COMMITMENTS 13,434 21,137 181 37,817 28,989 51,432 50,307 7,710 8,835 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,430) 2,400 3,170 -83 2,255 419 4,572 3,506 -1,142 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 35.7 0.3 63.9 49.0 87.0 85.1 13.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 28 1 24 16 52 44 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 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,897 COMMITMENTS 1,892 10,337 1,014 36,780 27,239 39,686 38,590 211 1,307 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,022) 196 3,942 8 3,937 153 4,141 4,103 -119 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 25.9 2.5 92.2 68.3 99.5 96.7 0.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 22 3 17 16 24 38 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 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,463 COMMITMENTS 0 1,747 0 13,451 11,252 13,451 12,999 12 464 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 197) 0 193 0 197 0 197 193 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.0 0.0 99.9 83.6 99.9 96.6 0.1 3.4 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 01/11/05 | --------------------------------------------------------------| 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 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,613 COMMITMENTS 2,925 2,771 1,099 17,874 16,668 21,898 20,538 2,715 4,075 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,867) 803 370 207 759 1,017 1,769 1,594 98 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 11.3 4.5 72.6 67.7 89.0 83.4 11.0 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 24 7 13 32 33 60 49 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 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,915 COMMITMENTS 31,028 5,967 15,649 36,348 47,531 83,025 69,147 20,890 34,768 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 361) 530 -247 84 -1,480 400 -866 237 1,227 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 5.7 15.1 35.0 45.7 79.9 66.5 20.1 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 65 21 47 22 32 123 87 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 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,022 COMMITMENTS 375 463 90 921 403 1,386 956 636 1,066 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 27) -137 -143 -1 136 34 -2 -110 29 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 22.9 4.5 45.5 19.9 68.5 47.3 31.5 52.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 12 3 7 3 14 16 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 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,906 COMMITMENTS 43,679 16,234 20,589 61,453 70,672 125,721 107,495 18,185 36,411 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 319) 2,652 1,201 554 -2,657 -1,718 549 37 -230 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 11.3 14.3 42.7 49.1 87.4 74.7 12.6 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 57 30 37 48 101 125 156 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 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,521 COMMITMENTS 1,262 658 55 481 1,897 1,798 2,610 1,723 911 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -196) -149 38 -55 -92 -42 -296 -59 100 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 18.7 1.6 13.7 53.9 51.1 74.1 48.9 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 6 5 12 17 30 26 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 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 18,877 COMMITMENTS 5,979 2,792 1,985 6,913 3,593 14,877 8,370 4,000 10,507 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 759) 555 -67 322 -106 21 771 276 -12 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 14.8 10.5 36.6 19.0 78.8 44.3 21.2 55.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 26 17 18 27 39 66 65 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 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,385 COMMITMENTS 19,773 14,273 403 29,262 49,283 49,438 63,959 27,947 13,426 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,535) 456 4,849 -5 6,683 1,804 7,134 6,648 401 887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 18.4 0.5 37.8 63.7 63.9 82.7 36.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 12 4 22 16 41 32 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 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,151 COMMITMENTS 11,217 12,317 15 27,306 27,276 38,538 39,608 13,613 12,543 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,483) -666 494 -20 1,493 -2,378 807 -1,904 -2,290 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 23.6 0.0 52.4 52.3 73.9 75.9 26.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 5 2 13 6 26 13 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 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,418 COMMITMENTS 47,902 5,122 500 14,292 61,813 62,694 67,435 9,724 4,983 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,261) 9,369 -1,275 -188 -2,919 7,350 6,262 5,887 -3,001 -2,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.1 7.1 0.7 19.7 85.4 86.6 93.1 13.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 48 8 1 14 18 63 27 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 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 64,508 COMMITMENTS 21,007 2,292 13 21,563 47,502 42,583 49,807 21,925 14,701 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -1,959) -1,749 928 0 -653 -4,164 -2,402 -3,236 443 1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 3.6 0.0 33.4 73.6 66.0 77.2 34.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 5 1 11 12 31 18 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 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 171,109 COMMITMENTS 39,872 31,993 1 88,284 120,135 128,157 152,129 42,952 18,980 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 9,241) 4,664 20,530 -197 -3,896 -10,548 571 9,785 8,670 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 18.7 0.0 51.6 70.2 74.9 88.9 25.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 12 1 21 19 49 31 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 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,661 COMMITMENTS 28,380 18,467 889 44,413 62,300 73,682 81,656 57,979 50,005 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -12,124) -5,034 1,234 319 5,516 -6,558 801 -5,005 -12,925 -7,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 14.0 0.7 33.7 47.3 56.0 62.0 44.0 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 31 20 7 29 19 61 45 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 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 50,467 COMMITMENTS 10,128 700 100 29,271 45,423 39,499 46,223 10,968 4,244 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,473) -82 0 0 -4,566 3,556 -4,648 3,556 8,121 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.4 0.2 58.0 90.0 78.3 91.6 21.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 17 26 20 28 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 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,216,303 COMMITMENTS 569,566 1196512 886,283 5302614 4374289 6758463 6457084 457,840 759,219 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 53,011) -5,797 1,646 -21,282 103,981 62,344 76,902 42,708 -23,891 10,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 16.6 12.3 73.5 60.6 93.7 89.5 6.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 63 113 119 172 191 309 364 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 676,897 COMMITMENTS 69,692 56,108 9,284 456,248 511,754 535,224 577,146 141,673 99,751 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -8,713) 6,223 -1,809 1,657 -1,135 1,862 6,745 1,710 -15,458 -10,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.3 1.4 67.4 75.6 79.1 85.3 20.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 38 28 19 89 67 140 101 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 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 843,323 COMMITMENTS 188,401 123,760 10,436 349,260 632,509 548,097 766,705 295,226 76,618 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 23,352) -19,376 11,172 -1,150 26,460 10,000 5,934 20,022 17,418 3,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 14.7 1.2 41.4 75.0 65.0 90.9 35.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 85 81 19 71 71 169 158 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 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,957 COMMITMENTS 2,055 0 0 8,145 12,111 10,200 12,111 2,757 846 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -114) 128 0 0 -268 88 -140 88 26 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.0 62.9 93.5 78.7 93.5 21.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 0 0 23 18 31 18 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 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 25,266 COMMITMENTS 1,742 4,353 342 20,581 17,650 22,665 22,345 2,601 2,921 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -514) 661 594 -20 -1,491 -463 -850 111 336 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 17.2 1.4 81.5 69.9 89.7 88.4 10.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 7 2 24 22 29 30 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 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,610 COMMITMENTS 8,240 14,642 318 33,629 51,060 42,187 66,020 32,423 8,590 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,470) -4,579 367 167 1,645 1,816 -2,767 2,350 5,237 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 19.6 0.4 45.1 68.4 56.5 88.5 43.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 26 37 3 51 37 78 76 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 (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,867 COMMITMENTS 121,176 65,306 4,537 182,328 150,359 308,041 220,202 33,826 121,665 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 16,274) -418 -801 -150 20,144 11,804 19,576 10,853 -3,302 5,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 19.1 1.3 53.3 44.0 90.1 64.4 9.9 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 87 65 12 50 42 141 115 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 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,081 COMMITMENTS 27,749 534 15 15,419 54,133 43,183 54,682 21,898 10,399 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,396) 1,255 17 -55 758 1,405 1,958 1,367 438 1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 0.8 0.0 23.7 83.2 66.4 84.0 33.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 2 1 10 14 28 16 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 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 22,550 COMMITMENTS 2,039 8,170 106 16,475 11,289 18,620 19,565 3,930 2,985 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 945) -41 758 11 843 -10 813 759 132 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 36.2 0.5 73.1 50.1 82.6 86.8 17.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 9 20 3 41 22 52 43 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 (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 142,522 COMMITMENTS 22,737 17,494 1,153 103,256 108,502 127,146 127,149 15,376 15,373 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 7,515) 1,998 36 -31 -1,570 4,790 397 4,795 7,118 2,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.3 0.8 72.4 76.1 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 21 31 5 38 37 62 70 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 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,572 COMMITMENTS 13,405 6,652 90 10,324 19,824 23,819 26,566 8,753 6,006 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,264) 372 -547 8 1,155 907 1,535 368 -271 896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 20.4 0.3 31.7 60.9 73.1 81.6 26.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 42 19 2 26 25 69 45 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 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 126,440 COMMITMENTS 299 5,884 2,732 60,942 83,238 63,973 91,854 62,467 34,586 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,661) 100 -502 -150 4,588 5,166 4,538 4,514 6,123 6,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 4.7 2.2 48.2 65.8 50.6 72.6 49.4 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 12 3 15 24 20 38 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 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 98,962 COMMITMENTS 42,288 9,642 6,253 20,620 74,229 69,161 90,124 29,801 8,838 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 773) 118 590 21 1,197 295 1,336 906 -563 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 9.7 6.3 20.8 75.0 69.9 91.1 30.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 96 16 30 22 36 125 77 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 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 81,248 COMMITMENTS 23,417 5,836 10,604 34,140 57,434 68,161 73,874 13,087 7,374 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -11) 229 720 58 -675 -1,651 -388 -873 377 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 7.2 13.1 42.0 70.7 83.9 90.9 16.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 50 32 22 37 40 103 82 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 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 275,630 COMMITMENTS 107,825 78,259 20,038 93,319 156,259 221,182 254,556 54,448 21,074 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 169) -1,672 5,549 868 -1,114 -8,521 -1,918 -2,104 2,087 2,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 28.4 7.3 33.9 56.7 80.2 92.4 19.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 108 50 39 39 35 174 105 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 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 10,406 COMMITMENTS 4,724 1,269 248 3,413 8,367 8,385 9,884 2,021 522 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 482) -89 -145 3 1,138 1,258 1,052 1,116 -570 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 12.2 2.4 32.8 80.4 80.6 95.0 19.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 15 5 3 4 6 21 13 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 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 69,078 COMMITMENTS 11,884 18,291 4,534 39,492 31,161 55,910 53,986 13,168 15,092 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,136) 1,457 661 1,187 -1,931 -1,084 713 764 1,423 1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 26.5 6.6 57.2 45.1 80.9 78.2 19.1 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 34 31 20 62 57 104 103 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 - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,450 COMMITMENTS 980 10,687 1,210 25,949 17,182 28,139 29,079 8,311 7,371 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,297) 158 -53 138 453 401 749 486 548 811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.3 3.3 71.2 47.1 77.2 79.8 22.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 20 6 34 26 45 50 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 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,731 COMMITMENTS 27,894 24,880 6,959 46,941 56,870 81,794 88,709 12,937 6,022 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 2,675) 607 -687 -286 1,801 3,515 2,122 2,542 553 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 26.3 7.3 49.6 60.0 86.3 93.6 13.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 109 88 60 66 65 220 180 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 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,427 COMMITMENTS 9,989 1,544 3,381 15,628 27,667 28,998 32,592 4,429 835 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 847) -1,765 -544 824 2,005 924 1,064 1,204 -217 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 4.6 10.1 46.8 82.8 86.8 97.5 13.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 44 14 22 32 14 86 45 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 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,940 COMMITMENTS 18,705 12,592 2,294 88,970 100,500 109,969 115,386 6,971 1,554 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -879) 2,808 796 -106 -4,336 -1,726 -1,634 -1,036 755 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 10.8 2.0 76.1 85.9 94.0 98.7 6.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 48 30 12 46 32 100 72 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 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 350,458 COMMITMENTS 87,229 48,067 31,118 169,792 235,513 288,139 314,698 62,319 35,760 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -3,263) -1,338 -5,940 -131 -3,326 2,115 -4,795 -3,956 1,532 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 13.7 8.9 48.4 67.2 82.2 89.8 17.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 57 32 45 58 51 142 105 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 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 100,093 COMMITMENTS 42,441 11,033 9,724 37,767 74,369 89,932 95,126 10,161 4,967 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,332) 2,076 394 746 -1,513 -338 1,309 802 23 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 11.0 9.7 37.7 74.3 89.8 95.0 10.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 146 47 66 91 109 271 203 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 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,426 COMMITMENTS 4,297 10,221 2,012 8,740 3,297 15,049 15,530 2,377 1,896 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -724) -611 143 -72 -185 -582 -868 -511 144 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 58.7 11.5 50.2 18.9 86.4 89.1 13.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 24 3 5 6 11 33 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 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,755 COMMITMENTS 12,754 26,076 11,368 105,746 91,181 129,868 128,625 24,887 26,130 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 4,264) 2,810 1,097 -725 1,502 1,232 3,587 1,604 677 2,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 16.8 7.3 68.3 58.9 83.9 83.1 16.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 26 30 33 57 68 104 111 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 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 410,253 COMMITMENTS 22,250 77,740 106,635 223,440 199,170 352,325 383,545 57,928 26,708 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 5,012) 1,237 1,845 849 5,224 5,184 7,310 7,878 -2,298 -2,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 18.9 26.0 54.5 48.5 85.9 93.5 14.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 45 64 73 102 83 189 185 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 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,270 COMMITMENTS 3,015 4,708 2,121 59,695 61,223 64,831 68,052 4,439 1,218 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,063) 0 -1,712 0 711 3,631 711 1,919 352 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 6.8 3.1 86.2 88.4 93.6 98.2 6.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 30 25 31 27 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 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,053 COMMITMENTS 5,266 2,464 428 37,120 36,980 42,814 39,872 2,239 5,181 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 302) 0 0 0 302 302 302 302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 5.5 0.9 82.4 82.1 95.0 88.5 5.0 11.5 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 01/11/05 | --------------------------------------------------------------| 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 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,607 COMMITMENTS 3,781 3,635 1,661 25,753 27,884 31,195 33,180 3,412 1,427 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 3,002) 517 1,336 617 2,050 1,162 3,184 3,115 -182 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 10.5 4.8 74.4 80.6 90.1 95.9 9.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 21 18 24 22 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 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,079 COMMITMENTS 4,788 489 1,678 50,186 49,541 56,652 51,708 2,427 7,371 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,733) -58 205 360 1,878 1,503 2,180 2,068 -447 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.8 2.8 84.9 83.9 95.9 87.5 4.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 23 17 25 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 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 26,739 COMMITMENTS 1,872 394 1,156 17,023 20,361 20,051 21,911 6,688 4,828 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 1,623) 285 -174 -43 1,734 1,502 1,976 1,285 -353 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.5 4.3 63.7 76.1 75.0 81.9 25.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 13 14 15 16 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 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 906,796 COMMITMENTS 216,464 67,311 144,467 529,802 688,496 890,733 900,274 16,063 6,522 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 22,987) 16,569 6,223 1,832 4,747 14,729 23,148 22,784 -161 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 7.4 15.9 58.4 75.9 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 15 14 26 78 72 108 99 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 88,728 COMMITMENTS 24,714 22,990 20,337 39,782 43,421 84,833 86,748 3,895 1,980 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,119) 12,213 5,083 -2,123 -257 6,425 9,833 9,385 286 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 25.9 22.9 44.8 48.9 95.6 97.8 4.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 5 10 22 23 34 34 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 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,310 COMMITMENTS 5,496 1,830 4,915 23,749 27,375 34,160 34,120 150 190 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 237) 370 440 -260 136 556 246 736 -9 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 5.3 14.3 69.2 79.8 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 6 25 26 31 33 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 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,039 COMMITMENTS 2,123 4,358 861 17,055 14,820 20,039 20,039 0 0 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 432) 396 348 0 80 128 476 476 -44 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 21.7 4.3 85.1 74.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 2 16 14 19 18 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| 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 302 2,686 1,174 6,060 3,676 7,536 7,536 0 0 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 0) -242 -242 242 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 11 10 14 14 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 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 718,813 COMMITMENTS 86,451 70,526 85,441 495,530 491,377 667,422 647,344 51,391 71,469 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 11,452) 6,888 -423 -4,703 7,307 13,211 9,492 8,085 1,960 3,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 9.8 11.9 68.9 68.4 92.9 90.1 7.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 50 66 70 75 84 174 178 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 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,785 COMMITMENTS 7,543 2,082 0 2,460 9,574 10,003 11,656 2,782 1,129 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 49) 126 -417 -91 -2 426 33 -82 16 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 16.3 0.0 19.2 74.9 78.2 91.2 21.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 66 15 0 9 23 75 38 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 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,609 COMMITMENTS 2,637 229 0 2,478 5,648 5,115 5,877 1,494 732 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 166) 238 -320 0 -124 453 114 133 52 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 3.5 0.0 37.5 85.5 77.4 88.9 22.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 3 0 9 15 24 18 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 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,381 COMMITMENTS 20,112 8,379 12,137 121,615 133,646 153,864 154,162 14,517 14,219 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 10,634) 2,654 -1,013 -717 6,667 11,281 8,604 9,551 2,030 1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 5.0 7.2 72.2 79.4 91.4 91.6 8.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 32 26 35 77 80 128 125 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 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,879 COMMITMENTS 0 3,251 4,578 14,046 10,975 18,624 18,804 255 75 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: 89) 0 -234 -12 56 260 44 14 45 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.2 24.2 74.4 58.1 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 15 13 17 18 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 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/18/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,587 COMMITMENTS 450 2,106 402 7,660 5,929 8,512 8,437 75 150 CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST: -165) 0 75 0 -240 -390 -240 -315 75 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 24.5 4.7 89.2 69.0 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 16 14 18 16 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
Updated January 28, 2005