WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 215,153 COMMITMENTS 59,420 44,777 15,417 110,609 119,287 185,446 179,481 29,707 35,672 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,358) 5,242 6,849 -3,758 -2,018 -3,679 -534 -588 3,892 3,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 20.8 7.2 51.4 55.4 86.2 83.4 13.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 75 71 47 36 51 151 139 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 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,070 COMMITMENTS 129,039 79,696 37,071 396,410 362,527 562,520 479,294 121,550 204,776 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 44,275) 15,506 -7,358 -4,744 24,364 44,806 35,126 32,704 9,149 11,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 11.7 5.4 57.9 53.0 82.2 70.1 17.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465) 132 78 80 170 189 345 316 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 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,489 COMMITMENTS 2,340 744 5 911 5,349 3,256 6,098 4,233 1,391 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 410) 111 -10 -82 -13 784 16 692 394 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 9.9 0.1 12.2 71.4 43.5 81.4 56.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 5 2 10 15 25 21 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 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,206 COMMITMENTS 67,062 57,683 17,498 171,316 135,854 255,876 211,035 52,330 97,171 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,796) 3,304 282 -5,327 19,198 20,755 17,175 15,710 2,621 4,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 18.7 5.7 55.6 44.1 83.0 68.5 17.0 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 98 112 71 83 102 235 243 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 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,108 COMMITMENTS 13,097 4,153 197 488 848 13,782 5,198 3,326 11,910 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,581) 2,127 410 39 138 261 2,304 710 277 1,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.6 24.3 1.2 2.9 5.0 80.6 30.4 19.4 69.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 8 9 3 3 20 16 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 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,688 COMMITMENTS 38,489 13,495 24,178 75,640 117,743 138,307 155,416 31,381 14,272 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,041) 2,825 -2,326 -639 3,310 10,561 5,496 7,596 3,545 1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 8.0 14.2 44.6 69.4 81.5 91.6 18.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 49 26 35 42 42 113 92 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,492 COMMITMENTS 127,631 151,635 37,314 468,552 396,088 633,497 585,037 121,995 170,455 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -42,699) -2,979 8,738 -15,095 -12,011 -28,987 -30,085 -35,344 -12,614 -7,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 20.1 4.9 62.0 52.4 83.9 77.4 16.1 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 39 37 24 62 69 111 121 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 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 151,613 COMMITMENTS 37,066 18,821 15,709 67,077 96,407 119,852 130,937 31,761 20,676 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,768) 2,678 -1,171 -6,901 668 6,331 -3,555 -1,741 1,787 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 12.4 10.4 44.2 63.6 79.1 86.4 20.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 47 25 30 49 51 117 97 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 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,652 COMMITMENTS 2,944 1,822 166 816 2,335 3,926 4,323 1,726 1,329 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 257) 69 -427 -50 -72 842 -53 365 310 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 32.2 2.9 14.4 41.3 69.5 76.5 30.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 11 3 6 9 20 21 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 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 321,552 COMMITMENTS 104,568 71,833 2,291 160,808 137,654 267,667 211,778 53,885 109,774 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -6,950) -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955 -2,878 3,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 22.3 0.7 50.0 42.8 83.2 65.9 16.8 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 16 25 3 40 42 56 70 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 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,056,927 COMMITMENTS 414,331 561,385 63,036 1383310 874,417 1860677 1498838 196,250 558,089 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 119,611) 20,985 57,896 -5,630 72,746 14,040 88,101 66,306 31,510 53,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 27.3 3.1 67.3 42.5 90.5 72.9 9.5 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 48 74 33 84 133 149 223 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 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,388,906 COMMITMENTS 214,869 366,761 34,037 1003253 649,372 1252159 1050170 136,747 338,736 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 56,976) -4,058 50,916 -29,159 95,862 60,892 62,645 82,649 -5,669 -25,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 26.4 2.5 72.2 46.8 90.2 75.6 9.8 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 31 60 30 60 89 110 160 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 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 489,661 COMMITMENTS 225,997 46,146 49,881 175,784 358,038 451,662 454,065 37,999 35,596 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 52,714) 33,872 4,312 -5,734 21,199 51,976 49,337 50,554 3,377 2,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 9.4 10.2 35.9 73.1 92.2 92.7 7.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 30 15 25 42 44 79 77 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 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,337 COMMITMENTS 14,602 3,648 2,487 36,785 43,488 53,874 49,623 9,463 13,714 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,060) -2,062 1,180 1,716 13,479 884 13,133 3,780 -5,073 4,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 5.8 3.9 58.1 68.7 85.1 78.3 14.9 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 24 16 11 24 20 55 40 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 AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 70,189 COMMITMENTS 11,623 27,538 3,818 34,063 27,250 49,504 58,606 20,685 11,583 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -4,423) 1,351 -1,893 2,849 -20,459 6,943 -16,259 7,899 11,836 -12,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 39.2 5.4 48.5 38.8 70.5 83.5 29.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 23 21 23 21 19 55 52 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 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,501 COMMITMENTS 4,073 6,876 1,111 31,221 27,304 36,405 35,291 96 1,210 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,198) -2,251 -103 0 839 -1,495 -1,412 -1,598 -786 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 18.8 3.0 85.5 74.8 99.7 96.7 0.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 22 4 18 20 25 43 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 5YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,038 COMMITMENTS 0 3,010 0 14,037 10,916 14,037 13,926 1 112 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,142) -5,726 14 0 2,677 -3,080 -3,049 -3,066 -93 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.4 0.0 100.0 77.8 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 10 0 5 10 5 20 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 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,143 COMMITMENTS 2,376 2,452 1,067 14,609 14,234 18,052 17,753 5,091 5,390 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -135) 56 109 -265 259 217 50 61 -185 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 10.6 4.6 63.1 61.5 78.0 76.7 22.0 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 6 11 20 18 33 33 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 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,791 COMMITMENTS 18,711 8,282 11,444 42,911 39,931 73,066 59,657 16,725 30,134 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -14,441) -7,821 -152 -4,945 455 -5,723 -12,311 -10,820 -2,130 -3,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 9.2 12.7 47.8 44.5 81.4 66.4 18.6 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 51 28 38 23 38 99 88 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 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,001 COMMITMENTS 339 1,366 155 1,757 418 2,251 1,939 750 1,062 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35) 23 -71 10 60 45 93 -16 -58 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 45.5 5.2 58.5 13.9 75.0 64.6 25.0 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 16 4 8 2 19 18 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 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,496 COMMITMENTS 53,212 17,524 10,346 67,333 78,889 130,891 106,759 18,605 42,737 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,243) 8,452 555 -18 1,174 8,533 9,608 9,070 3,635 4,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 11.7 6.9 45.0 52.8 87.6 71.4 12.4 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 64 34 36 59 113 148 167 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 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,824 COMMITMENTS 1,985 438 107 754 3,044 2,846 3,589 1,978 1,235 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -280) -49 34 -41 -122 -197 -212 -204 -68 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 9.1 2.2 15.6 63.1 59.0 74.4 41.0 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 8 6 12 16 36 27 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 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,118 COMMITMENTS 10,350 2,749 4,665 7,040 6,059 22,055 13,473 4,063 12,645 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,102) 1,805 -411 1,004 -1,815 267 994 860 108 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 10.5 17.9 27.0 23.2 84.4 51.6 15.6 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 42 17 19 25 42 77 70 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 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 125,191 COMMITMENTS 36,259 10,109 904 52,191 77,424 89,354 88,437 35,837 36,754 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,271) 18,696 -4,125 285 -8,057 1,094 10,924 -2,746 8,347 22,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 8.1 0.7 41.7 61.8 71.4 70.6 28.6 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 25 11 4 24 28 50 42 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 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 41,804 COMMITMENTS 10,655 10,495 1 14,830 22,524 25,486 33,020 16,318 8,784 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -25,708) 3,181 -6 -1,345 -24,726 -21,034 -22,890 -22,385 -2,818 -3,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 25.1 0.0 35.5 53.9 61.0 79.0 39.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 4 1 8 9 18 13 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 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 71,963 COMMITMENTS 49,610 5,015 251 14,035 63,546 63,896 68,812 8,067 3,151 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -53,449) -23,607 -3,203 -1,528 -21,759 -43,635 -46,894 -48,366 -6,555 -5,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 7.0 0.3 19.5 88.3 88.8 95.6 11.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 53 11 2 13 16 67 28 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 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,439 COMMITMENTS 42,006 4,182 32 9,867 65,961 51,905 70,175 27,534 9,264 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -20,144) -4,445 -1,142 -1,537 -11,254 -14,641 -17,236 -17,320 -2,908 -2,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 5.3 0.0 12.4 83.0 65.3 88.3 34.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 27 7 2 7 16 36 23 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 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 107,434 COMMITMENTS 13,944 19,290 73 64,255 70,141 78,272 89,504 29,162 17,930 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -63,675) 594 -3,846 -3,788 -55,942 -51,849 -59,136 -59,483 -4,539 -4,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 18.0 0.1 59.8 65.3 72.9 83.3 27.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 13 2 18 15 35 29 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 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 122,371 COMMITMENTS 42,647 12,735 227 26,959 68,607 69,833 81,569 52,538 40,802 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -46,790) 5,531 -1,791 -323 -43,150 -39,550 -37,942 -41,664 -8,848 -5,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 10.4 0.2 22.0 56.1 57.1 66.7 42.9 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 35 15 4 25 23 60 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 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 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,246 COMMITMENTS 20,278 3,161 0 38,199 54,637 58,477 57,798 4,769 5,448 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,389) 5,705 1,255 -62 -2,334 3,717 3,309 4,910 -920 -2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 5.0 0.0 60.4 86.4 92.5 91.4 7.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 0 15 14 19 16 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 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,682,587 COMMITMENTS 722,335 1444050 676,671 5337030 4010356 6736036 6131077 946,551 1551510 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -788,654) -23,024 90,553 -333,633 -484,753 -561,896 -841,410 -804,976 52,756 16,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 18.8 8.8 69.5 52.2 87.7 79.8 12.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 41 74 77 107 122 199 228 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 795,257 COMMITMENTS 66,879 103,839 12,755 541,098 566,759 620,732 683,353 174,525 111,904 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 70,932) -1,531 17,222 1,403 41,036 43,477 40,908 62,102 30,024 8,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 13.1 1.6 68.0 71.3 78.1 85.9 21.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 41 35 32 103 71 162 120 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 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,226,408 COMMITMENTS 276,083 227,548 57,921 585,779 746,829 919,783 1032298 306,625 194,110 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 166,423) 49,513 -36,267 32,715 104,210 64,971 186,438 61,419 -20,015 105,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 18.6 4.7 47.8 60.9 75.0 84.2 25.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 44 55 45 67 61 138 134 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 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 19,787 COMMITMENTS 2,710 608 1,287 8,878 14,671 12,875 16,566 6,912 3,221 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,429) 915 130 670 1,750 2,274 3,335 3,074 1,094 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 3.1 6.5 44.9 74.1 65.1 83.7 34.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 3 20 16 26 21 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 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 47,874 COMMITMENTS 3,886 6,008 5,246 28,901 21,824 38,033 33,078 9,841 14,796 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,708) -26 0 3,749 6,807 3,843 10,530 7,592 4,178 7,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 12.5 11.0 60.4 45.6 79.4 69.1 20.6 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 5 7 21 23 29 30 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 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,755 COMMITMENTS 4,225 17,342 3,847 54,475 70,392 62,547 91,581 41,208 12,174 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 18,145) -744 3,998 3,027 9,413 9,888 11,696 16,913 6,449 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 16.7 3.7 52.5 67.8 60.3 88.3 39.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 25 11 44 43 63 75 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 (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 489,245 COMMITMENTS 88,081 107,512 10,257 353,310 205,313 451,648 323,082 37,597 166,163 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 98,060) 5,856 6,281 8,007 74,630 49,418 88,493 63,706 9,567 34,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.0 2.1 72.2 42.0 92.3 66.0 7.7 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 41 68 25 51 51 105 133 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 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 102,848 COMMITMENTS 57,410 3,269 0 17,468 93,058 74,878 96,327 27,970 6,521 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -27,383) 1,594 -594 -511 -20,679 -21,015 -19,596 -22,120 -7,787 -5,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 3.2 0.0 17.0 90.5 72.8 93.7 27.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 22 3 0 11 16 33 19 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 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 49,123 COMMITMENTS 1,694 18,788 1,607 35,556 23,526 38,857 43,921 10,266 5,202 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,165) 42 3,094 1,383 3,983 4,247 5,408 8,724 3,757 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 38.2 3.3 72.4 47.9 79.1 89.4 20.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 12 6 34 30 43 45 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 (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,573 COMMITMENTS 74,260 38,254 14,158 151,854 160,875 240,272 213,287 9,301 36,286 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 36,847) 7,710 1,742 9,872 21,042 580 38,624 12,194 -1,777 24,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 15.3 5.7 60.8 64.5 96.3 85.5 3.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 18 35 16 33 46 60 88 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 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,177 COMMITMENTS 11,784 10,666 36 8,883 12,932 20,703 23,634 10,474 7,543 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -22,191) -748 2,419 -7,098 -6,460 -12,277 -14,306 -16,956 -7,885 -5,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 34.2 0.1 28.5 41.5 66.4 75.8 33.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 22 13 1 13 16 35 30 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 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 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,478 COMMITMENTS 3,476 7,628 0 47,979 26,271 51,455 33,899 16,023 33,579 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -47,892) 3,276 -1,971 -2,219 -8,534 -45,734 -7,477 -49,924 -40,415 2,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 11.3 0.0 71.1 38.9 76.3 50.2 23.7 49.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 13 0 19 28 22 41 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 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 102,305 COMMITMENTS 47,955 3,510 8,068 15,054 80,962 71,077 92,540 31,228 9,765 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 345) -1,460 -1,166 450 1,151 612 141 -104 204 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 3.4 7.9 14.7 79.1 69.5 90.5 30.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 87 15 35 19 38 119 81 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 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,956 COMMITMENTS 46,771 15,983 18,297 34,188 69,853 99,256 104,133 15,700 10,823 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,079) -5,561 -260 2,698 264 -6,260 -2,599 -3,822 -480 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 13.9 15.9 29.7 60.8 86.3 90.6 13.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 66 60 34 41 44 137 114 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 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 335,503 COMMITMENTS 178,724 67,602 21,632 78,689 226,180 279,045 315,414 56,458 20,089 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 39,168) 34,794 -5,851 1,118 3,526 41,943 39,438 37,210 -270 1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 20.1 6.4 23.5 67.4 83.2 94.0 16.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 124 50 36 34 45 181 115 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 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,014 COMMITMENTS 7,165 1,436 451 540 8,225 8,156 10,112 3,858 1,902 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,623) 360 318 82 31 437 473 837 1,150 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 12.0 3.8 4.5 68.5 67.9 84.2 32.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 23 4 5 3 4 29 11 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 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,274 COMMITMENTS 19,763 7,205 1,696 38,582 43,609 60,041 52,510 15,233 22,764 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,027) 4,022 -186 -690 3,654 5,413 6,986 4,537 2,041 4,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 9.6 2.3 51.3 57.9 79.8 69.8 20.2 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 29 19 12 37 46 75 70 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 - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,268 COMMITMENTS 1,689 2,185 884 21,504 19,131 24,077 22,200 11,191 13,068 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,303) 405 -717 25 1,426 1,327 1,856 635 447 1,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.2 2.5 61.0 54.2 68.3 62.9 31.7 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 6 2 21 16 27 22 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 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 124,394 COMMITMENTS 51,117 23,512 5,588 48,566 87,212 105,271 116,312 19,123 8,082 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,319) 5,925 660 723 936 6,584 7,584 7,967 735 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 18.9 4.5 39.0 70.1 84.6 93.5 15.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 92 50 42 54 58 178 125 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 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,240 COMMITMENTS 14,651 3,253 1,792 8,416 23,873 24,859 28,918 5,381 1,322 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,148) 2,147 171 228 -315 1,531 2,060 1,930 88 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 10.8 5.9 27.8 78.9 82.2 95.6 17.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 70 22 23 18 16 105 47 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 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 151,273 COMMITMENTS 50,854 6,107 8,605 78,755 130,661 138,214 145,373 13,059 5,900 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 7,394) 1,011 -537 3,964 1,144 4,640 6,119 8,067 1,275 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 4.0 5.7 52.1 86.4 91.4 96.1 8.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 70 24 34 45 41 143 94 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 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 359,588 COMMITMENTS 95,023 26,308 26,063 166,408 267,025 287,494 319,396 72,094 40,192 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,245) 4,994 -10,941 2,890 -2,531 17,081 5,353 9,030 4,892 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 7.3 7.2 46.3 74.3 80.0 88.8 20.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 51 29 35 50 44 122 88 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 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,409 COMMITMENTS 54,550 13,822 10,850 43,752 89,513 109,152 114,185 12,257 7,224 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,856) 213 1,694 1,052 4,324 2,556 5,589 5,302 267 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 11.4 8.9 36.0 73.7 89.9 94.0 10.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 142 67 74 89 110 273 221 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 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,241 COMMITMENTS 6,913 19,148 2,156 14,139 1,055 23,208 22,359 2,033 2,882 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -5,972) -983 2,595 -907 -3,273 -6,695 -5,163 -5,007 -809 -965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 75.9 8.5 56.0 4.2 91.9 88.6 8.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 31 4 6 6 18 39 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 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,236 COMMITMENTS 35,360 29,822 17,171 89,637 100,009 142,168 147,002 31,068 26,234 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,253) 655 -463 759 9,667 9,910 11,081 10,206 -828 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 17.2 9.9 51.7 57.7 82.1 84.9 17.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 26 27 58 66 107 102 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 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 463,288 COMMITMENTS 43,386 50,430 153,787 191,790 228,430 388,963 432,647 74,325 30,641 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 15,922) 3,221 -3,738 4,173 10,096 14,835 17,490 15,270 -1,568 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 10.9 33.2 41.4 49.3 84.0 93.4 16.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 62 45 69 79 71 175 155 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 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,089 COMMITMENTS 8,112 4,708 0 59,001 63,791 67,113 68,499 6,976 5,590 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,063) 416 0 0 3,982 3,097 4,398 3,097 -335 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 6.4 0.0 79.6 86.1 90.6 92.5 9.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 20 22 21 23 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 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,582 COMMITMENTS 0 7,122 2,114 46,402 33,542 48,516 42,778 2,066 7,804 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.1 4.2 91.7 66.3 95.9 84.6 4.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 11 12 12 15 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,078 COMMITMENTS 3,973 0 3,662 31,115 35,448 38,750 39,110 4,328 3,968 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,453) 722 0 -660 2,903 4,326 2,965 3,666 488 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 8.5 72.2 82.3 90.0 90.8 10.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 19 16 22 19 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 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,368 COMMITMENTS 4,078 2,035 2,008 51,952 51,774 58,038 55,817 7,330 9,551 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,246) -188 428 826 698 510 1,336 1,764 910 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.1 3.1 79.5 79.2 88.8 85.4 11.2 14.6 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 03/08/05 | --------------------------------------------------------------| 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 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 945,838 COMMITMENTS 256,378 60,320 155,772 517,087 719,707 929,237 935,799 16,601 10,039 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,215) 2,291 -4,024 -1,073 912 6,226 2,130 1,129 -915 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 6.4 16.5 54.7 76.1 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 21 7 28 75 72 106 102 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,062 COMMITMENTS 23,707 39,201 29,289 61,382 47,781 114,378 116,271 4,684 2,791 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,237) 294 -2,644 1,151 2,041 5,401 3,486 3,908 1,751 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 32.9 24.6 51.6 40.1 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 6 13 21 22 37 37 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 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,483 COMMITMENTS 4,842 3,420 9,680 27,457 28,923 41,979 42,023 504 460 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,564) 1,240 320 -120 346 1,224 1,466 1,424 98 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 8.1 22.8 64.6 68.1 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 6 7 28 26 37 35 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 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,078 COMMITMENTS 3,328 1,148 1,244 13,268 15,448 17,840 17,840 238 238 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 214) 132 -48 130 -48 132 214 214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 6.4 6.9 73.4 85.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 4 17 16 22 20 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 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 841,984 COMMITMENTS 168,856 101,171 119,040 490,810 544,400 778,706 764,611 63,278 77,373 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 25,758) 10,211 19,189 9,418 14,785 -2,068 34,414 26,539 -8,656 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 12.0 14.1 58.3 64.7 92.5 90.8 7.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 69 85 95 83 84 221 208 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 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,942 COMMITMENTS 8,540 1,379 183 1,088 10,830 9,811 12,392 3,131 550 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -206) 396 -282 41 -603 296 -166 55 -40 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 10.7 1.4 8.4 83.7 75.8 95.8 24.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 73 10 7 12 24 90 39 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 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,037 COMMITMENTS 4,324 553 6 1,569 6,286 5,899 6,845 2,138 1,192 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 185) 407 79 -55 -50 158 302 182 -117 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 6.9 0.1 19.5 78.2 73.4 85.2 26.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 4 1 7 15 28 19 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 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 167,857 COMMITMENTS 42,120 4,379 14,431 92,126 136,962 148,677 155,772 19,180 12,085 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 906) -2,468 -45 810 4,647 3,658 2,989 4,423 -2,083 -3,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 2.6 8.6 54.9 81.6 88.6 92.8 11.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 50 21 40 70 79 141 123 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
Updated March 25, 2005