WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,795 COMMITMENTS 54,178 37,928 19,175 112,627 122,966 185,980 180,069 25,815 31,726 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -2,863) 7,580 -3,834 -155 -2,018 10,536 5,407 6,547 -8,270 -9,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 17.9 9.1 53.2 58.1 87.8 85.0 12.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 66 74 50 36 49 146 140 WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,658 COMMITMENTS 46,598 41,762 19,330 114,645 112,430 180,573 173,522 34,085 41,136 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,134) 6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264 -1,250 4,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 19.5 9.0 53.4 52.4 84.1 80.8 15.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 57 81 51 38 52 138 150 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,795 COMMITMENTS 113,533 87,054 41,815 372,046 317,721 527,394 446,590 112,401 193,205 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 967) 6,741 -11,324 -2,116 -829 11,202 3,796 -2,238 -2,829 3,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.6 6.5 58.2 49.7 82.4 69.8 17.6 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 126 85 92 159 174 338 315 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,828 COMMITMENTS 106,792 98,378 43,931 372,875 306,519 523,598 448,828 115,230 190,000 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,198) 12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722 -20,198 1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 15.4 6.9 58.4 48.0 82.0 70.3 18.0 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 125 91 101 162 170 341 329 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,079 COMMITMENTS 2,229 754 87 924 4,565 3,240 5,406 3,839 1,673 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -275) 188 181 70 -467 -177 -209 74 -66 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 10.7 1.2 13.1 64.5 45.8 76.4 54.2 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 5 3 6 13 24 19 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,354 COMMITMENTS 2,041 573 17 1,391 4,742 3,449 5,332 3,905 2,022 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -696) -191 -12 -5 -689 -962 -885 -979 189 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 7.8 0.2 18.9 64.5 46.9 72.5 53.1 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 4 3 7 15 21 21 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,410 COMMITMENTS 63,758 57,401 22,825 152,118 115,099 238,701 195,325 49,709 93,085 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 14,550) 10,217 -4,024 116 2,869 7,838 13,202 3,930 1,348 10,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 19.9 7.9 52.7 39.9 82.8 67.7 17.2 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 90 110 76 67 102 216 240 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,860 COMMITMENTS 53,541 61,425 22,709 149,249 107,261 225,499 191,395 48,361 82,465 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,086) 15,486 -5,849 816 -4,214 6,178 12,088 1,145 -4,002 6,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 22.4 8.3 54.5 39.2 82.3 69.9 17.7 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 87 101 75 69 93 214 231 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 14,527 COMMITMENTS 10,970 3,743 158 350 587 11,478 4,488 3,049 10,039 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 782) 654 -311 81 0 32 735 -198 47 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.5 25.8 1.1 2.4 4.0 79.0 30.9 21.0 69.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 7 6 1 2 15 12 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,745 COMMITMENTS 10,316 4,054 77 350 555 10,743 4,686 3,002 9,059 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348) 5,646 925 -1,173 150 86 4,623 -162 -275 4,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 14 8 6 1 2 17 14 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,647 COMMITMENTS 35,664 15,821 24,817 72,330 107,182 132,811 147,820 27,836 12,827 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 9,152) 6,224 -2,183 -108 -518 12,454 5,598 10,163 3,554 -1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 9.8 15.4 45.0 66.7 82.7 92.0 17.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 48 27 35 41 45 112 99 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,495 COMMITMENTS 29,440 18,004 24,925 72,848 94,728 127,213 137,657 24,282 13,838 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -14,584) 8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810 -3,176 -8,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 11.9 16.5 48.1 62.5 84.0 90.9 16.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 44 28 36 43 45 111 97 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,191 COMMITMENTS 130,610 142,897 52,409 480,563 425,075 663,582 620,381 134,609 177,810 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -9,453) 12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925 -20,406 -1,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 17.9 6.6 60.2 53.3 83.1 77.7 16.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 37 32 24 64 71 114 118 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,644 COMMITMENTS 118,328 137,699 55,030 479,271 435,577 652,629 628,306 155,015 179,338 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 26,092) -16,935 10,074 12,416 28,111 5,169 23,592 27,659 2,500 -1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 17.0 6.8 59.3 53.9 80.8 77.8 19.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 32 33 22 64 77 106 127 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 153,381 COMMITMENTS 34,388 19,992 22,610 66,409 90,076 123,407 132,678 29,974 20,703 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -57) 8,054 -1,170 -3,083 -4,372 6,319 599 2,066 -656 -2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 13.0 14.7 43.3 58.7 80.5 86.5 19.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 41 33 35 48 54 119 111 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 153,438 COMMITMENTS 26,334 21,162 25,693 70,781 83,757 122,808 130,612 30,630 22,826 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -9,929) 902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959 -805 -3,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 13.8 16.7 46.1 54.6 80.0 85.1 20.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 37 35 37 48 54 115 115 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,395 COMMITMENTS 2,875 2,249 216 888 1,493 3,979 3,958 1,416 1,437 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 481) 738 72 -27 -344 427 367 472 114 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 41.7 4.0 16.5 27.7 73.8 73.4 26.2 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 13 5 6 7 21 23 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,914 COMMITMENTS 2,137 2,177 243 1,232 1,066 3,612 3,486 1,302 1,428 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -762) 277 -215 -38 -616 -293 -377 -546 -385 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 44.3 4.9 25.1 21.7 73.5 70.9 26.5 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 13 4 8 7 22 21 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 328,502 COMMITMENTS 112,120 69,306 2,896 156,723 149,531 271,739 221,733 56,763 106,769 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -36,079) -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172 -3,779 -23,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 21.1 0.9 47.7 45.5 82.7 67.5 17.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 16 26 3 37 46 53 75 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,581 COMMITMENTS 118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,542 130,676 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,388) 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,578 12,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 15 26 5 39 47 55 77 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,316 COMMITMENTS 393,346 503,489 68,666 1310564 860,377 1772576 1432532 164,740 504,784 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -18,209) 982 90,935 14,383 64,114 -77,167 79,479 28,151 -97,688 -46,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 26.0 3.5 67.6 44.4 91.5 73.9 8.5 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 39 82 38 83 131 145 229 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,955,525 COMMITMENTS 392,364 412,554 54,283 1246450 937,544 1693097 1404381 262,428 551,144 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -81,031) -53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085 -47,815 -2,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 21.1 2.8 63.7 47.9 86.6 71.8 13.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 38 70 32 92 129 150 211 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,930 COMMITMENTS 218,927 315,845 63,196 907,391 588,480 1189514 967,521 142,416 364,409 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 46,270) 19,157 59,550 13,169 3,443 -30,106 35,769 42,613 10,501 3,657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 23.7 4.7 68.1 44.2 89.3 72.6 10.7 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 33 56 27 58 81 103 152 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,285,660 COMMITMENTS 199,770 256,295 50,027 903,948 618,586 1153745 924,908 131,915 360,752 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,960) -604 70,621 -3,256 17,860 -82,082 14,000 -14,717 -16,960 11,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 19.9 3.9 70.3 48.1 89.7 71.9 10.3 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 28 54 27 56 87 97 155 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 436,947 COMMITMENTS 192,125 41,834 55,615 154,585 306,062 402,325 403,511 34,622 33,436 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -44,154) -4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248 -26,885 -30,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 9.6 12.7 35.4 70.0 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 15 27 40 42 77 77 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,101 COMMITMENTS 196,497 34,439 55,734 167,363 326,586 419,594 416,759 61,507 64,342 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 38,741) 48,682 -783 16,847 -4,825 -13,685 60,704 2,379 -21,963 36,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 7.2 11.6 34.8 67.9 87.2 86.6 12.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 34 11 25 42 39 82 69 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 55,277 COMMITMENTS 16,664 2,468 771 23,306 42,604 40,741 45,843 14,536 9,434 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,466) 159 -375 771 1,028 1,781 1,958 2,177 508 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 4.5 1.4 42.2 77.1 73.7 82.9 26.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 23 10 3 21 17 45 29 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,811 COMMITMENTS 16,505 2,843 0 22,278 40,823 38,783 43,666 14,028 9,145 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,768) 2,494 -287 -35 1,014 2,509 3,473 2,187 295 1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 5.4 0.0 42.2 77.3 73.4 82.7 26.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 26 9 0 21 14 47 23 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,612 COMMITMENTS 10,272 29,431 969 54,522 20,307 65,763 50,707 8,849 23,905 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,905) -710 2,599 97 3,805 -1,282 3,192 1,414 713 2,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 39.4 1.3 73.1 27.2 88.1 68.0 11.9 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 18 27 4 21 10 41 39 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 70,707 COMMITMENTS 10,982 26,832 872 50,717 21,589 62,571 49,293 8,136 21,414 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,329) 2,593 829 -289 -2,710 -724 -406 -184 -923 -1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 37.9 1.2 71.7 30.5 88.5 69.7 11.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 23 5 20 10 40 36 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,699 COMMITMENTS 6,324 6,979 1,111 30,382 28,799 37,817 36,889 882 1,810 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -1,730) 360 723 -328 -1,560 -1,802 -1,528 -1,407 -202 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 18.0 2.9 78.5 74.4 97.7 95.3 2.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 25 4 18 21 25 47 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429 COMMITMENTS 5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220) -569 -19 -78 3,413 3,432 2,766 3,335 454 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 24 4 19 22 25 47 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,180 COMMITMENTS 5,726 2,996 0 11,360 13,996 17,086 16,992 94 188 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,567) 70 624 0 2,896 2,328 2,966 2,952 -399 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 17.4 0.0 66.1 81.5 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 10 0 6 11 8 21 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613 COMMITMENTS 5,656 2,372 0 8,464 11,668 14,120 14,040 493 573 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74) 0 -373 0 -4 284 -4 -89 -70 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 8 0 6 12 7 20 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,278 COMMITMENTS 2,320 2,343 1,332 14,350 14,017 18,002 17,692 5,276 5,586 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,711) -1,538 -537 -101 -2,522 -2,243 -4,161 -2,881 450 -830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 10.1 5.7 61.6 60.2 77.3 76.0 22.7 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 6 12 19 18 35 32 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,989 COMMITMENTS 3,858 2,880 1,433 16,872 16,260 22,163 20,573 4,826 6,416 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 714) 878 -13 172 133 658 1,183 817 -469 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 10.7 5.3 62.5 60.2 82.1 76.2 17.9 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 8 13 23 18 41 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,232 COMMITMENTS 26,532 8,434 16,389 42,456 45,654 85,377 70,477 18,855 33,755 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -33) 3,597 53 -3,948 937 2,965 586 -930 -619 897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 8.1 15.7 40.7 43.8 81.9 67.6 18.1 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 58 27 40 25 37 116 84 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,265 COMMITMENTS 22,935 8,381 20,337 41,519 42,689 84,791 71,407 19,474 32,858 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,049) 5,183 746 1,927 1,928 6,025 9,038 8,698 1,011 1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 8.0 19.5 39.8 40.9 81.3 68.5 18.7 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 58 29 46 26 38 119 95 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,966 COMMITMENTS 316 1,437 145 1,697 373 2,158 1,955 808 1,011 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -40) 61 -39 64 43 -26 168 -1 -208 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 48.4 4.9 57.2 12.6 72.8 65.9 27.2 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 16 4 8 1 17 19 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,006 COMMITMENTS 255 1,476 81 1,654 399 1,990 1,956 1,016 1,050 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -511) -3 209 -536 -71 -66 -610 -393 99 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 49.1 2.7 55.0 13.3 66.2 65.1 33.8 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 18 4 7 2 16 20 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,253 COMMITMENTS 44,760 16,969 10,364 66,159 70,356 121,283 97,689 14,970 38,564 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,499) 6,659 -2,363 -338 -1,177 4,219 5,144 1,518 2,355 5,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 12.5 7.6 48.6 51.6 89.0 71.7 11.0 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 57 34 35 52 99 127 155 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,754 COMMITMENTS 38,101 19,332 10,702 67,336 66,137 116,139 96,171 12,615 32,583 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,191) 181 1,798 -2,095 359 -129 -1,555 -426 -1,636 -2,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 15.0 8.3 52.3 51.4 90.2 74.7 9.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 45 41 33 42 83 105 144 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,104 COMMITMENTS 2,034 404 148 876 3,241 3,058 3,793 2,046 1,311 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -95) -92 109 -68 28 -193 -132 -152 37 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 7.9 2.9 17.2 63.5 59.9 74.3 40.1 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 10 5 12 17 35 29 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,199 COMMITMENTS 2,126 295 216 848 3,434 3,190 3,945 2,009 1,254 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -59) 98 -83 47 187 204 332 168 -391 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 5.7 4.2 16.3 66.1 61.4 75.9 38.6 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 23 7 7 12 16 39 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,016 COMMITMENTS 8,545 3,160 3,661 8,855 5,792 21,061 12,613 3,955 12,403 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,188) 1,484 -603 -157 -173 1,183 1,154 423 34 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 12.6 14.6 35.4 23.2 84.2 50.4 15.8 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 35 19 21 32 43 78 76 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,828 COMMITMENTS 7,061 3,763 3,818 9,028 4,609 19,907 12,190 3,921 11,638 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -304) 300 21 -274 -279 223 -253 -30 -51 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 15.8 16.0 37.9 19.3 83.5 51.2 16.5 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 20 20 33 40 70 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,920 COMMITMENTS 17,563 14,234 619 60,248 76,330 78,430 91,183 27,490 14,737 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,276) 5,770 -4,388 -344 3,701 16,289 9,127 11,557 1,149 -1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 13.4 0.6 56.9 72.1 74.0 86.1 26.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 11 2 26 27 45 39 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,644 COMMITMENTS 11,793 18,622 963 56,547 60,041 69,303 79,626 26,341 16,018 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,369) 518 4,206 -189 6,143 791 6,472 4,808 897 2,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 19.5 1.0 59.1 62.8 72.5 83.3 27.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 15 4 24 20 41 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,512 COMMITMENTS 7,474 10,501 1,346 39,556 43,558 48,376 55,405 19,136 12,107 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,556) 161 1,285 1,346 2,833 3,780 4,340 6,411 1,216 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 15.6 2.0 58.6 64.5 71.7 82.1 28.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 6 2 17 16 26 24 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,956 COMMITMENTS 7,313 9,216 0 36,723 39,778 44,036 48,994 17,920 12,962 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,519) 2,523 976 -727 6,318 9,713 8,114 9,962 -595 -2,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 14.9 0.0 59.3 64.2 71.1 79.1 28.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 5 0 13 11 20 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 125,412 COMMITMENTS 73,217 8,218 1,779 35,794 107,181 110,790 117,178 14,622 8,234 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 23,026) 2,218 -468 1,532 15,470 17,885 19,220 18,949 3,806 4,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 6.6 1.4 28.5 85.5 88.3 93.4 11.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 62 10 4 19 26 84 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,386 COMMITMENTS 70,999 8,686 247 20,324 89,296 91,570 98,229 10,816 4,157 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,741) -257 448 -216 6,458 6,200 5,985 6,432 -1,244 -1,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 8.5 0.2 19.9 87.2 89.4 95.9 10.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 55 9 2 15 22 71 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 99,583 COMMITMENTS 46,451 5,324 1,569 21,121 80,602 69,141 87,495 30,442 12,088 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 19,673) 8,269 661 1,535 5,315 17,742 15,119 19,938 4,554 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 5.3 1.6 21.2 80.9 69.4 87.9 30.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 26 9 4 13 19 41 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,910 COMMITMENTS 38,182 4,663 34 15,806 62,860 54,022 67,557 25,888 12,353 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 732) 8,813 450 10 -10,472 -165 -1,649 295 2,381 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 5.8 0.0 19.8 78.7 67.6 84.5 32.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 25 8 2 9 15 36 23 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| 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 13,350 23,136 3,861 120,197 121,990 137,408 148,987 33,701 22,122 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 17,478) -72 2,591 3,672 12,217 9,082 15,817 15,345 1,661 2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 13.5 2.3 70.2 71.3 80.3 87.1 19.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 17 6 26 24 45 44 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 153,631 COMMITMENTS 13,422 20,545 189 107,980 112,908 121,591 133,642 32,040 19,989 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -453) -656 -19,468 -595 1,575 22,968 324 2,905 -777 -3,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.4 0.1 70.3 73.5 79.1 87.0 20.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 18 3 23 23 39 42 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,161 COMMITMENTS 37,116 14,526 550 70,109 108,157 107,775 123,233 61,386 45,928 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -781) -9,764 1,064 -629 9,890 -282 -503 153 -278 -934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 8.6 0.3 41.4 63.9 63.7 72.8 36.3 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 32 18 7 33 32 67 55 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,942 COMMITMENTS 46,880 13,462 1,179 60,219 108,439 108,278 123,080 61,664 46,862 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,981) 17,876 -11,518 -437 -10,135 29,118 7,304 17,163 -2,323 -12,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.9 0.7 35.4 63.8 63.7 72.4 36.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 18 7 31 28 67 49 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,871 COMMITMENTS 5,933 0 0 3,852 10,846 9,785 10,846 2,086 1,025 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 0.0 0.0 32.4 91.4 82.4 91.4 17.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 0 0 7 11 15 11 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,857 COMMITMENTS 14,573 1,906 62 40,533 50,920 55,168 52,888 5,689 7,969 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 27,082) 4,207 266 -188 22,103 24,766 26,122 24,844 960 2,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 3.1 0.1 66.6 83.7 90.7 86.9 9.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 11 16 16 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775 COMMITMENTS 10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830) 0 0 0 1,042 -38 1,042 -38 788 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 7 17 9 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,471,241 COMMITMENTS 745,359 1353497 1010304 5821783 4572252 7577446 6936053 893,795 1535188 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 157,134) 8,106 -30,765 100,246 84,378 85,720 192,730 155,201 -35,596 1,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.0 11.9 68.7 54.0 89.4 81.9 10.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 46 73 85 121 137 219 252 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,314,107 COMMITMENTS 737,253 1384262 910,058 5737405 4486532 7384716 6780852 929,391 1533255 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 319,479) 35,128 116,965 35,187 218,787 189,228 289,102 341,380 30,377 -21,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 16.6 10.9 69.0 54.0 88.8 81.6 11.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 40 69 78 120 137 207 244 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 724,325 COMMITMENTS 68,410 86,617 11,352 500,062 523,282 579,824 621,251 144,501 103,074 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 15,089) 2,628 3,573 2,782 12,359 15,361 17,769 21,716 -2,680 -6,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 12.0 1.6 69.0 72.2 80.1 85.8 19.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 38 32 20 91 72 143 110 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 709,236 COMMITMENTS 65,782 83,044 8,570 487,703 507,921 562,055 599,535 147,181 109,701 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 13,151) 3,662 2,709 349 10,227 1,370 14,238 4,428 -1,087 8,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.7 1.2 68.8 71.6 79.2 84.5 20.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 40 29 18 91 66 142 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,059,985 COMMITMENTS 226,570 263,815 25,206 481,569 681,858 733,345 970,879 326,640 89,106 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 58,571) 19,513 2,245 8,646 47,095 54,383 75,254 65,274 -16,683 -6,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 24.9 2.4 45.4 64.3 69.2 91.6 30.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 39 62 20 56 54 107 124 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,001,414 COMMITMENTS 207,057 261,570 16,560 434,474 627,475 658,091 905,605 343,323 95,809 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 96,319) -154 21,344 5,317 52,500 81,412 57,663 108,073 38,656 -11,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 26.1 1.7 43.4 62.7 65.7 90.4 34.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 37 60 19 56 56 108 121 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 15,358 COMMITMENTS 1,795 478 617 7,128 12,397 9,540 13,492 5,818 1,866 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,445) 228 -45 561 292 685 1,081 1,201 364 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 3.1 4.0 46.4 80.7 62.1 87.8 37.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 17 12 22 16 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,913 COMMITMENTS 1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592) -43 283 56 838 187 851 526 -259 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 17 11 20 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 33,166 COMMITMENTS 3,912 6,008 1,497 22,094 17,981 27,503 25,486 5,663 7,680 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 721) -646 -163 1,224 534 -669 1,112 392 -391 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 18.1 4.5 66.6 54.2 82.9 76.8 17.1 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 5 6 16 20 25 28 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 32,445 COMMITMENTS 4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324) 2,071 299 4 -2,221 686 -146 989 1,470 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 2 18 19 23 25 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,610 COMMITMENTS 4,969 13,344 820 45,062 60,504 50,851 74,668 34,759 10,942 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -4,199) 450 -6,730 820 4,506 2,890 5,776 -3,020 -9,975 -1,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 15.6 1.0 52.6 70.7 59.4 87.2 40.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 14 23 5 37 33 56 58 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,809 COMMITMENTS 4,519 20,074 0 40,556 57,614 45,075 77,688 44,734 12,121 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,671) -125 643 -188 3,743 4,053 3,430 4,508 -759 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 22.4 0.0 45.2 64.2 50.2 86.5 49.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 14 22 0 38 32 52 54 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,185 COMMITMENTS 82,225 101,231 2,250 278,680 155,895 363,155 259,376 28,030 131,809 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -66,310) -32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728 -5,932 -54,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 25.9 0.6 71.2 39.9 92.8 66.3 7.2 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 50 56 9 42 30 96 91 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 457,495 COMMITMENTS 115,131 99,353 2,718 305,684 169,033 423,533 271,104 33,962 186,391 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,733) 121 -7,196 -854 -5,770 5,421 -6,503 -2,629 -10,230 -14,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 21.7 0.6 66.8 36.9 92.6 59.3 7.4 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 46 58 11 46 31 100 92 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 130,231 COMMITMENTS 55,816 3,863 511 38,147 114,073 94,474 118,447 35,757 11,784 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 26,132) -434 2,992 -825 22,065 19,235 20,806 21,402 5,326 4,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 3.0 0.4 29.3 87.6 72.5 91.0 27.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 5 1 15 26 36 31 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 104,099 COMMITMENTS 56,250 871 1,336 16,082 94,838 73,668 97,045 30,431 7,054 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,920) 6,332 -3,077 242 1,827 12,566 8,401 9,731 519 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 0.8 1.3 15.4 91.1 70.8 93.2 29.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 3 2 12 25 34 29 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,958 COMMITMENTS 1,652 15,694 224 31,573 19,279 33,449 35,197 6,509 4,761 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 4,239) 149 1,144 -86 3,938 2,861 4,001 3,919 238 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 39.3 0.6 79.0 48.2 83.7 88.1 16.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 10 2 28 22 34 33 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,719 COMMITMENTS 1,503 14,550 310 27,635 16,418 29,448 31,278 6,271 4,441 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,123) 128 1,055 50 4,052 2,955 4,230 4,060 -107 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 40.7 0.9 77.4 46.0 82.4 87.6 17.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 11 3 28 20 35 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,726 COMMITMENTS 66,550 36,512 4,286 130,812 160,295 201,648 201,093 11,078 11,633 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,500) 5,055 1,706 3,191 -4,634 -468 3,612 4,429 -2,112 -2,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 17.2 2.0 61.5 75.4 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 16 33 8 29 42 50 78 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 211,226 COMMITMENTS 61,495 34,806 1,095 135,446 160,763 198,036 196,664 13,190 14,562 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,039) 11,702 3,271 -291 -37 7,994 11,374 10,974 665 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 16.5 0.5 64.1 76.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 18 30 5 30 41 52 72 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,368 COMMITMENTS 12,532 8,247 7,134 15,343 25,209 35,009 40,590 18,359 12,778 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,304) 684 -251 6,980 -401 1,301 7,263 8,030 6,041 5,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 15.5 13.4 28.7 47.2 65.6 76.1 34.4 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 20 11 18 26 52 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,064 COMMITMENTS 11,848 8,498 154 15,744 23,908 27,746 32,560 12,318 7,504 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,788) 634 1,124 26 2,268 513 2,928 1,663 -1,140 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 21.2 0.4 39.3 59.7 69.3 81.3 30.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 22 17 3 19 22 43 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,666 COMMITMENTS 7,588 485 4,458 7,979 4,852 20,025 9,795 17,641 27,871 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.3 11.8 21.2 12.9 53.2 26.0 46.8 74.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 3 5 9 7 21 14 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,370 COMMITMENTS 200 9,599 2,219 56,513 72,005 58,932 83,823 56,438 31,547 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,196) 100 -912 -399 -1,667 -3,317 -1,966 -4,628 -1,230 1,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.3 1.9 49.0 62.4 51.1 72.7 48.9 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 16 3 21 29 25 47 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,566 COMMITMENTS 100 10,511 2,618 58,180 75,322 60,898 88,451 57,668 30,115 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -941) -190 3,601 87 1,848 -2,193 1,745 1,495 -2,686 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 18 5 21 28 27 47 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 101,960 COMMITMENTS 49,415 4,676 7,618 13,903 80,350 70,936 92,644 31,024 9,316 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,619) 2,044 -211 -217 -1,083 3,090 744 2,662 1,875 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 4.6 7.5 13.6 78.8 69.6 90.9 30.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 84 22 32 21 36 120 80 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,341 COMMITMENTS 47,371 4,887 7,835 14,986 77,260 70,192 89,982 29,149 9,359 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,762) -100 -270 -710 -1,039 955 -1,849 -25 -913 -2,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 4.9 7.9 15.1 77.8 70.7 90.6 29.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 81 20 32 19 35 115 77 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,035 COMMITMENTS 52,332 16,243 15,599 33,924 76,113 101,855 107,955 16,180 10,080 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,062) 3,077 214 1,423 -335 2,333 4,165 3,970 897 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 13.8 13.2 28.7 64.5 86.3 91.5 13.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 68 53 31 41 47 136 109 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,973 COMMITMENTS 49,255 16,029 14,176 34,259 73,780 97,690 103,985 15,283 8,988 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,169) 5,095 -413 953 -2,149 3,215 3,899 3,755 270 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 14.2 12.5 30.3 65.3 86.5 92.0 13.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 63 49 27 39 44 126 97 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 296,335 COMMITMENTS 143,930 73,453 20,514 75,163 184,237 239,607 278,204 56,728 18,131 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,574) 8,189 -5,607 541 -3,226 14,592 5,504 9,526 3,070 -952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 24.8 6.9 25.4 62.2 80.9 93.9 19.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 119 41 35 35 47 178 105 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 287,761 COMMITMENTS 135,741 79,060 19,973 78,389 169,645 234,103 268,678 53,658 19,083 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 19,901) 16,423 -1,353 2,032 865 18,522 19,320 19,201 581 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 27.5 6.9 27.2 59.0 81.4 93.4 18.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 108 44 34 35 49 167 112 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 10,391 COMMITMENTS 6,805 1,118 369 509 7,788 7,683 9,275 2,708 1,116 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,084) 613 243 22 109 804 744 1,069 340 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 10.8 3.6 4.9 74.9 73.9 89.3 26.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 21 4 3 3 4 27 9 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,307 COMMITMENTS 6,192 875 347 400 6,984 6,939 8,206 2,368 1,101 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920) 584 472 34 140 547 758 1,053 162 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 20 3 4 3 3 26 8 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,247 COMMITMENTS 15,741 7,391 2,386 34,928 38,196 53,055 47,973 13,192 18,274 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5) 1,962 -533 -78 -1,017 2,168 867 1,557 -862 -1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 11.2 3.6 52.7 57.7 80.1 72.4 19.9 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 31 22 15 38 41 79 68 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,242 COMMITMENTS 13,779 7,924 2,464 35,945 36,028 52,188 46,416 14,054 19,826 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,346) 4,256 -12,581 -2,674 -6,920 7,157 -5,338 -8,098 -5,008 -2,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 12.0 3.7 54.3 54.4 78.8 70.1 21.2 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 24 24 15 39 38 75 68 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,965 COMMITMENTS 1,284 2,902 859 20,078 17,804 22,221 21,565 10,744 11,400 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -948) 54 -851 -247 -457 -354 -650 -1,452 -298 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 8.8 2.6 60.9 54.0 67.4 65.4 32.6 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 7 2 21 19 28 26 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,913 COMMITMENTS 1,230 3,753 1,106 20,535 18,158 22,871 23,017 11,042 10,896 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,044) 195 -4,335 -1,014 -2,246 967 -3,065 -4,382 -979 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 11.1 3.3 60.6 53.5 67.4 67.9 32.6 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 10 5 19 20 29 31 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 116,075 COMMITMENTS 45,192 22,852 4,865 47,630 80,628 97,687 108,345 18,388 7,730 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,030) 4,998 1,331 1,099 537 6,747 6,634 9,177 1,396 -1,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 19.7 4.2 41.0 69.5 84.2 93.3 15.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 82 51 42 53 54 171 120 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 108,045 COMMITMENTS 40,194 21,521 3,766 47,093 73,881 91,053 99,168 16,992 8,877 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,854) 12,848 3,163 -1,769 156 11,749 11,235 13,143 1,619 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 19.9 3.5 43.6 68.4 84.3 91.8 15.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 77 52 38 52 51 161 113 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,092 COMMITMENTS 12,504 3,082 1,564 8,731 22,342 22,799 26,988 5,293 1,104 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,120) 2,089 -806 453 -1,670 1,476 872 1,123 248 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 11.0 5.6 31.1 79.5 81.2 96.1 18.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 63 16 19 20 16 96 43 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,972 COMMITMENTS 10,415 3,888 1,111 10,401 20,866 21,927 25,865 5,045 1,107 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,260) 2,477 -505 -492 -4,884 -1,910 -2,899 -2,907 -361 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 14.4 4.1 38.6 77.4 81.3 95.9 18.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 56 21 16 21 16 90 41 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,879 COMMITMENTS 49,843 6,644 4,641 77,611 126,021 132,095 137,306 11,784 6,573 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,851) 8,524 968 1,460 249 5,204 10,233 7,632 618 3,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 4.6 3.2 53.9 87.6 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 60 30 25 46 39 127 83 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,028 COMMITMENTS 41,319 5,676 3,181 77,362 120,817 121,862 129,674 11,166 3,354 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 17,304) 16,203 -1,699 2,010 -2,450 15,676 15,763 15,987 1,541 1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 4.3 2.4 58.2 90.8 91.6 97.5 8.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 60 25 21 43 35 116 73 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 349,343 COMMITMENTS 90,029 37,249 23,173 168,939 249,944 282,141 310,366 67,202 38,977 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -10,799) -13,052 4,080 -1,506 7,878 -15,913 -6,680 -13,339 -4,119 2,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 10.7 6.6 48.4 71.5 80.8 88.8 19.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 46 29 29 50 43 110 88 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 360,142 COMMITMENTS 103,081 33,169 24,679 161,061 265,857 288,821 323,705 71,321 36,437 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -21,306) -8,736 3,062 4,249 -8,490 -24,969 -12,977 -17,658 -8,329 -3,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 9.2 6.9 44.7 73.8 80.2 89.9 19.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 51 31 29 47 43 117 85 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,553 COMMITMENTS 54,337 12,128 9,798 39,428 86,957 103,563 108,883 11,990 6,670 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,133) 1,109 845 2,532 2,435 1,989 6,076 5,366 57 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 10.5 8.5 34.1 75.3 89.6 94.2 10.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 146 52 57 88 111 261 202 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 109,420 COMMITMENTS 53,228 11,283 7,266 36,993 84,968 97,487 103,517 11,933 5,903 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,420) 2 565 2,594 590 272 3,186 3,431 234 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 10.3 6.6 33.8 77.7 89.1 94.6 10.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 143 49 50 86 110 254 196 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,213 COMMITMENTS 7,896 16,553 3,063 17,412 7,750 28,371 27,366 2,842 3,847 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,776) 454 2,113 846 5,856 3,819 7,156 6,778 620 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 53.0 9.8 55.8 24.8 90.9 87.7 9.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 26 8 3 11 16 43 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,437 COMMITMENTS 7,442 14,440 2,217 11,556 3,931 21,215 20,588 2,222 2,849 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,898) 415 1,616 84 1,449 -277 1,948 1,423 -50 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 61.6 9.5 49.3 16.8 90.5 87.8 9.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 27 7 4 8 18 39 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,983 COMMITMENTS 34,705 30,285 16,412 79,970 90,099 131,087 136,796 31,896 26,187 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 249) 7,040 -237 1,591 -10,760 -424 -2,129 930 2,378 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 18.6 10.1 49.1 55.3 80.4 83.9 19.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 31 26 29 52 61 105 97 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,734 COMMITMENTS 27,665 30,522 14,821 90,730 90,523 133,216 135,866 29,518 26,868 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,406) 6,848 6,481 -534 -2,909 -1,549 3,405 4,398 1,001 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 18.8 9.1 55.8 55.6 81.9 83.5 18.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 30 29 58 64 108 100 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 447,366 COMMITMENTS 40,165 54,168 149,614 181,694 213,595 371,473 417,377 75,893 29,989 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 29,128) 2,144 42 18,319 5,756 8,721 26,219 27,082 2,909 2,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 12.1 33.4 40.6 47.7 83.0 93.3 17.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 59 45 69 78 72 171 157 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 418,238 COMMITMENTS 38,021 54,126 131,295 175,938 204,874 345,254 390,295 72,984 27,943 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,426) 9,495 -14,624 1,936 -21,134 12,460 -9,703 -228 4,277 -5,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 12.9 31.4 42.1 49.0 82.5 93.3 17.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 55 41 64 75 67 159 150 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,026 COMMITMENTS 7,696 4,708 0 55,019 60,694 62,715 65,402 7,311 4,624 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,534) 3,348 0 0 186 3,534 3,534 3,534 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 6.7 0.0 78.6 86.7 89.6 93.4 10.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 19 20 20 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,492 COMMITMENTS 4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196) 353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 19 20 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 39,625 COMMITMENTS 3,251 0 4,322 28,212 31,122 35,785 35,444 3,840 4,181 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 856) -961 -143 25 2,160 612 1,224 494 -368 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 10.9 71.2 78.5 90.3 89.4 9.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 17 14 20 17 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,769 COMMITMENTS 4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318) 2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 17 14 21 17 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,122 COMMITMENTS 4,266 1,607 1,182 51,254 51,264 56,702 54,053 6,420 9,069 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,887) -1,474 0 276 3,393 1,486 2,195 1,762 -308 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 2.5 1.9 81.2 81.2 89.8 85.6 10.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 17 20 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,235 COMMITMENTS 5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610) -2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 16 20 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 944,623 COMMITMENTS 254,087 64,344 156,845 516,175 713,481 927,107 934,670 17,516 9,953 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,986) 7,902 2,075 -963 6,374 13,405 13,313 14,517 673 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 6.8 16.6 54.6 75.5 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 18 8 24 75 72 103 98 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 930,637 COMMITMENTS 246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276) 16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 17 7 23 77 73 105 97 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 113,825 COMMITMENTS 23,413 41,845 28,138 59,341 42,380 110,892 112,363 2,933 1,462 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,418) -1,329 -4,045 6,178 3,024 3,623 7,873 5,756 -2,455 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 36.8 24.7 52.1 37.2 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 8 14 21 20 39 35 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,407 COMMITMENTS 24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295) -4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 7 13 19 19 36 32 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,919 COMMITMENTS 3,602 3,100 9,800 27,111 27,699 40,513 40,599 406 320 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -61) 460 -610 790 -340 250 910 430 -971 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 7.6 23.9 66.3 67.7 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 6 26 26 33 34 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,980 COMMITMENTS 3,142 3,710 9,010 27,451 27,449 39,603 40,169 1,377 811 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 857) -312 -1,820 480 -380 1,626 -212 286 1,069 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.1 22.0 67.0 67.0 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 6 22 26 29 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,864 COMMITMENTS 3,196 1,196 1,114 13,316 15,316 17,626 17,626 238 238 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -909) 794 -144 -765 -1,176 -198 -1,147 -1,107 238 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 6.7 6.2 74.5 85.7 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 4 16 16 21 20 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,773 COMMITMENTS 2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172) 258 -44 0 -86 176 172 132 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 16 16 20 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,318 COMMITMENTS 218 5,614 1,228 7,872 2,476 9,318 9,318 0 0 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42) 0 0 0 -42 -42 -42 -42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 60.2 13.2 84.5 26.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 14 11 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 816,226 COMMITMENTS 158,645 81,982 109,622 476,025 546,468 744,292 738,072 71,934 78,154 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 40,352) 27,848 11,358 12,106 -6,640 13,210 33,314 36,674 7,038 3,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.0 13.4 58.3 67.0 91.2 90.4 8.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 71 82 89 84 92 216 212 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 775,874 COMMITMENTS 130,797 70,624 97,516 482,665 533,258 710,978 701,398 64,896 74,476 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 15,584) 9,833 3,836 -3,008 -1,721 9,022 5,104 9,850 10,480 5,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 9.1 12.6 62.2 68.7 91.6 90.4 8.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 67 74 79 80 85 198 195 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,148 COMMITMENTS 8,144 1,661 142 1,691 10,534 9,977 12,337 3,171 811 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -142) 163 -888 49 -706 996 -494 157 352 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 12.6 1.1 12.9 80.1 75.9 93.8 24.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 67 12 6 13 23 85 38 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290 COMMITMENTS 7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112) -111 -23 -692 32 -251 -771 -966 -341 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 63 22 4 17 23 83 46 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,852 COMMITMENTS 3,917 474 61 1,619 6,128 5,597 6,663 2,255 1,189 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 505) 565 94 -99 -153 276 313 271 192 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 6.0 0.8 20.6 78.0 71.3 84.9 28.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 20 3 1 6 12 27 16 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,347 COMMITMENTS 3,352 380 160 1,772 5,852 5,284 6,392 2,063 955 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163) -421 25 160 -89 -335 -350 -150 187 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 5.2 2.2 24.1 79.7 71.9 87.0 28.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 4 3 7 12 28 18 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,951 COMMITMENTS 44,588 4,424 13,621 87,479 133,304 145,688 151,349 21,263 15,602 CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,717) 13,489 -1,093 736 -7,079 9,084 7,146 8,727 3,571 1,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 2.6 8.2 52.4 79.8 87.3 90.7 12.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 51 23 40 62 78 134 123 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,234 COMMITMENTS 31,099 5,517 12,885 94,558 124,220 138,542 142,622 17,692 13,612 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,993) 2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755 2,457 -1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 3.5 8.2 60.5 79.5 88.7 91.3 11.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 40 24 42 71 79 135 128
Updated March 18, 2005