WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,430 COMMITMENTS 45,302 66,634 10,060 152,852 118,086 208,214 194,780 21,216 34,650 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -398) -2,769 4,335 611 3,528 -7,528 1,370 -2,582 -1,768 2,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 29.0 4.4 66.6 51.5 90.8 84.9 9.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 55 99 47 40 54 133 168 WHEAT - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,828 COMMITMENTS 48,071 62,299 9,449 149,324 125,614 206,844 197,362 22,984 32,466 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,892) 845 2,947 -2,466 2,672 1,172 1,051 1,653 -2,943 -3,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 27.1 4.1 65.0 54.7 90.0 85.9 10.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 64 95 43 39 57 137 165 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 686,436 COMMITMENTS 110,341 78,501 72,853 392,454 350,263 575,648 501,617 110,788 184,819 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,816) 5,371 -7,026 -12,221 7,587 16,355 737 -2,892 -3,553 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 11.4 10.6 57.2 51.0 83.9 73.1 16.1 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520) 122 113 116 170 205 367 379 CORN - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 689,252 COMMITMENTS 104,970 85,527 85,074 384,867 333,908 574,911 504,509 114,341 184,743 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -18,243) -3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264 -7,391 -5,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 12.4 12.3 55.8 48.4 83.4 73.2 16.6 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513) 123 103 120 166 198 369 371 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,561 COMMITMENTS 3,100 363 111 1,926 5,773 5,137 6,247 2,424 1,314 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 248) 83 55 -3 121 128 201 180 47 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 4.8 1.5 25.5 76.4 67.9 82.6 32.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 5 3 12 16 25 22 OATS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,313 COMMITMENTS 3,017 308 114 1,805 5,645 4,936 6,067 2,377 1,246 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 128) 154 -415 -32 12 554 134 107 -6 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 4.2 1.6 24.7 77.2 67.5 83.0 32.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 4 4 10 17 24 23 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,341 COMMITMENTS 68,949 26,011 14,876 135,329 169,825 219,154 210,712 57,187 65,629 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -14,294) -3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810 -2,000 -1,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 9.4 5.4 49.0 61.5 79.3 76.3 20.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 124 63 74 96 128 260 238 SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,635 COMMITMENTS 72,412 25,331 21,421 137,615 176,770 231,448 223,522 59,187 67,113 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -26,600) -8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358 -3,864 -7,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 8.7 7.4 47.3 60.8 79.6 76.9 20.4 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 126 60 87 95 128 268 252 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,209 COMMITMENTS 12,491 3,509 219 0 940 12,710 4,668 4,499 12,541 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 99) -4 314 80 0 24 76 418 23 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 20.4 1.3 0.0 5.5 73.9 27.1 26.1 72.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 9 6 0 3 12 15 MINI SOYBEANS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,110 COMMITMENTS 12,495 3,195 139 0 916 12,634 4,250 4,476 12,860 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,706) -1,822 916 -125 0 -10 -1,947 781 241 -2,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.0 18.7 0.8 0.0 5.4 73.8 24.8 26.2 75.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 9 6 0 3 11 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,223 COMMITMENTS 36,917 8,633 16,995 65,647 111,964 119,559 137,592 31,664 13,631 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,819) -1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527 3,384 2,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 5.7 11.2 43.4 74.0 79.1 91.0 20.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 56 17 28 41 41 113 80 SOYBEAN OIL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,042 COMMITMENTS 38,369 10,228 20,847 74,546 120,044 133,762 151,119 28,280 10,923 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,471) -1,998 487 1,430 -3,523 -5,403 -4,091 -3,486 -1,380 -1,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 6.3 12.9 46.0 74.1 82.5 93.3 17.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 57 17 34 44 44 121 91 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 584,846 COMMITMENTS 101,439 96,295 10,383 350,474 318,778 462,296 425,456 122,550 159,390 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -34,338) -18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223 -10,471 -5,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 16.5 1.8 59.9 54.5 79.0 72.7 21.0 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 29 30 22 53 70 93 111 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,184 COMMITMENTS 120,009 106,935 10,485 355,669 337,259 486,163 454,679 133,021 164,505 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -37,993) -29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385 2,722 -8,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 17.3 1.7 57.4 54.5 78.5 73.4 21.5 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 32 33 23 56 72 100 116 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 122,473 COMMITMENTS 25,671 2,771 14,304 50,630 89,806 90,605 106,881 31,868 15,592 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,175) -1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398 -314 -777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.3 11.7 41.3 73.3 74.0 87.3 26.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 50 13 26 51 47 112 82 SOYBEAN MEAL - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 128,648 COMMITMENTS 27,257 2,143 16,969 52,240 93,167 96,466 112,279 32,182 16,369 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -20,293) -7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833 -2,646 -4,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 1.7 13.2 40.6 72.4 75.0 87.3 25.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 47 12 31 52 46 118 83 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,900 COMMITMENTS 3,042 1,489 962 1,596 2,580 5,600 5,031 1,300 1,869 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 224) -342 -33 219 337 14 214 200 10 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 21.6 13.9 23.1 37.4 81.2 72.9 18.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 11 9 9 11 31 29 ROUGH RICE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,676 COMMITMENTS 3,384 1,522 743 1,259 2,566 5,386 4,831 1,290 1,845 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -704) -301 -35 43 -441 -624 -699 -616 -5 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 22.8 11.1 18.9 38.4 80.7 72.4 19.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 21 10 9 11 10 33 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,433 COMMITMENTS 97,698 108,421 91 222,319 154,449 320,108 262,961 50,325 107,472 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 17,921) 487 12,575 -150 12,063 684 12,400 13,109 5,521 4,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 29.3 0.0 60.0 41.7 86.4 71.0 13.6 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 23 2 45 39 59 62 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 352,512 COMMITMENTS 97,211 95,846 241 210,256 153,765 307,708 249,852 44,804 102,660 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -13,421) 2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -11,279 -2,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 27.2 0.1 59.6 43.6 87.3 70.9 12.7 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 16 22 2 44 39 62 61 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,823,411 COMMITMENTS 421,360 410,646 79,168 1106932 953,087 1607460 1442901 215,951 380,510 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 30,479) -19,392 27,196 -9,431 69,196 8,571 40,373 26,336 -9,894 4,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 22.5 4.3 60.7 52.3 88.2 79.1 11.8 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 40 78 44 78 118 148 210 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,792,932 COMMITMENTS 440,752 383,450 88,599 1037736 944,516 1567087 1416565 225,845 376,367 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -110,735) 49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671 15,665 -5,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 21.4 4.9 57.9 52.7 87.4 79.0 12.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 41 75 42 78 117 146 207 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,181,051 COMMITMENTS 158,854 235,055 12,391 844,158 662,991 1015403 910,437 165,648 270,614 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 41,149) -36,644 46,387 1,007 66,274 2,964 30,637 50,358 10,512 -9,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.9 1.0 71.5 56.1 86.0 77.1 14.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 36 35 15 64 79 108 121 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,902 COMMITMENTS 195,498 188,668 11,384 777,884 660,027 984,766 860,079 155,136 279,823 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,844) -5,811 -5,251 -1,642 46,466 21,382 39,013 14,489 -20,169 4,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 16.6 1.0 68.2 57.9 86.4 75.5 13.6 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 38 36 20 62 77 108 125 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 355,189 COMMITMENTS 73,529 50,395 31,700 188,965 245,273 294,194 327,368 60,995 27,821 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 11,420) 5,138 -2,321 -3,912 2,972 18,932 4,198 12,699 7,222 -1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 14.2 8.9 53.2 69.1 82.8 92.2 17.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 27 26 44 41 86 79 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 343,769 COMMITMENTS 68,391 52,716 35,612 185,993 226,341 289,996 314,669 53,773 29,100 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -99,462) -45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194 -3,266 -2,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 15.3 10.4 54.1 65.8 84.4 91.5 15.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 26 23 27 47 43 86 80 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,018 COMMITMENTS 6,845 4,760 1 15,551 17,143 22,397 21,904 6,621 7,114 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 798) 940 -348 0 -133 1,169 807 821 -9 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 16.4 0.0 53.6 59.1 77.2 75.5 22.8 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 9 1 20 12 33 21 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 28,220 COMMITMENTS 5,905 5,108 1 15,684 15,974 21,590 21,083 6,630 7,137 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 422) 571 1,489 1 252 -258 824 1,232 -402 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 18.1 0.0 55.6 56.6 76.5 74.7 23.5 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 11 1 19 10 30 21 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 48,543 COMMITMENTS 9,604 24,412 584 28,666 12,896 38,854 37,892 9,689 10,651 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,963) -3,633 275 124 8,550 3,589 5,041 3,988 -1,078 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 50.3 1.2 59.1 26.6 80.0 78.1 20.0 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 31 4 14 13 33 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 44,580 COMMITMENTS 13,237 24,137 460 20,116 9,307 33,813 33,904 10,767 10,676 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,402) 1,336 4,941 -251 7,540 2,883 8,625 7,573 -223 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 54.1 1.0 45.1 20.9 75.8 76.1 24.2 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 21 4 13 12 40 36 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,592 COMMITMENTS 3,966 5,821 1,023 32,224 29,955 37,213 36,799 379 793 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -27) 10 113 -5 30 -70 35 38 -62 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 15.5 2.7 85.7 79.7 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 18 4 18 21 28 40 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,619 COMMITMENTS 3,956 5,708 1,028 32,194 30,025 37,178 36,761 441 858 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 465) 188 279 0 513 475 701 754 -236 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.2 2.7 85.6 79.8 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 18 4 18 23 28 42 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,608 COMMITMENTS 1,654 1,765 764 14,042 11,671 16,460 14,200 4,148 6,408 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 553) 219 57 -14 176 1,024 381 1,067 172 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.6 3.7 68.1 56.6 79.9 68.9 20.1 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 7 7 24 15 32 26 MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,055 COMMITMENTS 1,435 1,708 778 13,866 10,647 16,079 13,133 3,976 6,922 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,878) -583 -361 -259 -1,585 -1,718 -2,427 -2,338 -451 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.5 3.9 69.1 53.1 80.2 65.5 19.8 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 6 8 23 14 32 25 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,971 COMMITMENTS 12,512 26,526 21,781 48,943 22,310 83,236 70,617 11,735 24,354 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -951) 1,096 137 897 -394 493 1,599 1,527 -2,550 -2,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 27.9 22.9 51.5 23.5 87.6 74.4 12.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 50 39 18 26 80 104 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,922 COMMITMENTS 11,416 26,389 20,884 49,337 21,817 81,637 69,090 14,285 26,832 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,418) 1,587 -665 2,730 -573 733 3,744 2,798 674 1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 27.5 21.8 51.4 22.7 85.1 72.0 14.9 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 35 58 42 22 28 86 111 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,711 COMMITMENTS 571 1,024 99 722 603 1,392 1,726 1,319 985 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -130) -27 135 -72 -60 -35 -159 28 29 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 37.8 3.7 26.6 22.2 51.3 63.7 48.7 36.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 18 6 8 5 24 24 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,841 COMMITMENTS 598 889 171 782 638 1,551 1,698 1,290 1,143 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -461) 49 -241 20 -293 -148 -224 -369 -237 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 31.3 6.0 27.5 22.5 54.6 59.8 45.4 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 16 8 7 3 25 21 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,933 COMMITMENTS 29,112 37,608 13,685 72,487 54,819 115,284 106,112 19,649 28,821 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 10,280) -548 3,458 2,811 3,263 203 5,526 6,472 4,754 3,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 27.9 10.1 53.7 40.6 85.4 78.6 14.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 49 67 56 57 76 134 185 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 124,653 COMMITMENTS 29,660 34,150 10,874 69,224 54,616 109,758 99,640 14,895 25,013 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,020) 872 1,891 416 -2,985 -1,686 -1,697 621 677 -1,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 27.4 8.7 55.5 43.8 88.1 79.9 11.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 44 64 46 48 74 115 169 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,596 COMMITMENTS 877 942 114 982 1,048 1,973 2,104 1,623 1,492 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 188) -10 141 12 -222 -384 -220 -231 408 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 26.2 3.2 27.3 29.1 54.9 58.5 45.1 41.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 14 2 14 9 22 24 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,408 COMMITMENTS 887 801 102 1,204 1,432 2,193 2,335 1,215 1,073 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -312) -174 3 29 -140 31 -285 63 -27 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 23.5 3.0 35.3 42.0 64.3 68.5 35.7 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 11 5 15 13 25 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,846 COMMITMENTS 9,950 3,738 2,551 6,923 4,710 19,424 10,999 4,422 12,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,201) 932 -4 771 -529 13 1,174 780 27 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 15.7 10.7 29.0 19.8 81.5 46.1 18.5 53.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 43 21 26 30 39 89 73 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,645 COMMITMENTS 9,018 3,742 1,780 7,452 4,697 18,250 10,219 4,395 12,426 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,407) 1,025 108 122 135 662 1,282 892 125 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 16.5 7.9 32.9 20.7 80.6 45.1 19.4 54.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 42 24 23 30 40 87 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,423 COMMITMENTS 35,282 12,079 540 25,043 62,647 60,865 75,266 30,558 16,157 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 21,349) 15,918 -3,197 0 2,859 24,629 18,777 21,432 2,572 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 13.2 0.6 27.4 68.5 66.6 82.3 33.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 11 1 22 24 46 36 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 70,074 COMMITMENTS 19,364 15,276 540 22,184 38,018 42,088 53,834 27,986 16,240 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,448) -1,595 -3,399 -51 1,997 557 351 -2,893 -1,799 1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 21.8 0.8 31.7 54.3 60.1 76.8 39.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 10 1 23 22 40 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,525 COMMITMENTS 2,991 40,939 0 57,922 6,205 60,913 47,144 8,612 22,381 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,265) 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 455 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 58.9 0.0 83.3 8.9 87.6 67.8 12.4 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 23 0 7 6 8 29 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,790 COMMITMENTS 1,694 47,234 0 63,939 4,733 65,633 51,967 8,157 21,823 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 671) -70 1,049 0 398 -135 328 914 343 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 64.0 0.0 86.6 6.4 88.9 70.4 11.1 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 29 0 12 4 14 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,344 COMMITMENTS 79,187 4,891 165 12,371 89,508 91,723 94,564 8,621 5,780 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,267) -3,329 527 5 -1,319 -5,019 -4,643 -4,487 376 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 4.9 0.2 12.3 89.2 91.4 94.2 8.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 61 8 1 16 17 78 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,611 COMMITMENTS 82,516 4,364 160 13,690 94,527 96,366 99,051 8,245 5,560 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,466) 4,872 396 -340 -840 3,830 3,692 3,886 -226 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 4.2 0.2 13.1 90.4 92.1 94.7 7.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 61 7 1 15 16 77 23 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,117 COMMITMENTS 9,067 31,648 10 48,017 22,292 57,094 53,950 17,023 20,167 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 899) -1,923 244 10 5,954 -1,055 4,041 -801 -3,142 1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 42.7 0.0 64.8 30.1 77.0 72.8 23.0 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 23 1 18 18 25 41 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,218 COMMITMENTS 10,990 31,404 0 42,063 23,347 53,053 54,751 20,165 18,467 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,220) 2,028 2,637 -175 1,118 3,588 2,971 6,050 3,249 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 42.9 0.0 57.4 31.9 72.5 74.8 27.5 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 22 0 17 15 27 37 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 162,959 COMMITMENTS 10,830 73,906 1,544 126,369 56,864 138,743 132,314 24,216 30,645 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 6,442) -749 10,141 521 6,010 -4,504 5,782 6,158 660 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 45.4 0.9 77.5 34.9 85.1 81.2 14.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 16 36 5 25 22 44 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 156,517 COMMITMENTS 11,579 63,765 1,023 120,359 61,368 132,961 126,156 23,556 30,361 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,645) 735 1,076 167 7,671 7,885 8,573 9,128 72 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 40.7 0.7 76.9 39.2 84.9 80.6 15.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 33 4 26 20 45 55 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,286 COMMITMENTS 24,267 32,115 485 72,930 59,128 97,682 91,728 42,604 48,558 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -8,674) 1,248 -15,776 -1,208 -610 12,982 -570 -4,002 -8,104 -4,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 22.9 0.3 52.0 42.1 69.6 65.4 30.4 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 25 29 5 26 28 53 60 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,960 COMMITMENTS 23,019 47,891 1,693 73,540 46,146 98,252 95,730 50,708 53,230 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 9,788) -8,797 1,834 121 10,681 -434 2,005 1,521 7,783 8,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 32.2 1.1 49.4 31.0 66.0 64.3 34.0 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 26 41 8 30 26 59 72 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085 COMMITMENTS 23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299) -1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 9 15 12 17 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384 COMMITMENTS 25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957) -274 0 50 8,568 8,818 8,344 8,868 613 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 9 16 13 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,330,642 COMMITMENTS 740,748 732,120 801,677 4869843 4231411 6412268 5765208 918,374 1565434 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -229,572) -37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944 -22,296 -31,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 10.0 10.9 66.4 57.7 87.5 78.6 12.5 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 43 61 82 122 133 213 234 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,214 COMMITMENTS 778,450 697,993 822,999 5018095 4442160 6619544 5963152 940,670 1597062 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -293) -26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857 37,563 98,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 9.2 10.9 66.4 58.8 87.6 78.9 12.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 41 64 84 119 130 213 231 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 659,119 COMMITMENTS 53,750 43,354 5,906 474,732 508,549 534,388 557,809 124,731 101,310 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,642) 3,106 -4,192 1,468 269 -4,063 4,843 -6,787 -3,201 8,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 6.6 0.9 72.0 77.2 81.1 84.6 18.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 32 28 18 84 63 128 98 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 657,477 COMMITMENTS 50,644 47,546 4,438 474,463 512,612 529,545 564,596 127,932 92,881 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,344) 3,494 763 153 -4,456 -508 -809 408 -1,535 -2,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 7.2 0.7 72.2 78.0 80.5 85.9 19.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 29 29 15 84 61 122 97 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 950,006 COMMITMENTS 117,034 250,359 11,762 506,899 587,697 635,695 849,818 314,311 100,188 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 91,839) -30,464 50,088 946 65,155 38,750 35,637 89,784 56,202 2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 26.4 1.2 53.4 61.9 66.9 89.5 33.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 60 19 59 59 107 124 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 858,167 COMMITMENTS 147,498 200,271 10,816 441,744 548,947 600,058 760,034 258,109 98,133 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 22,044) 13,964 32,877 1,910 4,174 -18,969 20,048 15,818 1,996 6,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 23.3 1.3 51.5 64.0 69.9 88.6 30.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 42 54 12 58 57 106 117 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,270 COMMITMENTS 1,060 353 0 6,525 10,957 7,585 11,310 4,685 960 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172) -212 -5 0 59 -5 -153 -10 -19 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 14 16 16 17 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,442 COMMITMENTS 1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237) 312 134 0 -44 13 268 147 -31 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 14 16 17 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 31,570 COMMITMENTS 8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442) -892 275 0 868 -69 -24 206 466 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 2 1 16 20 23 23 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 31,128 COMMITMENTS 9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010) 2,408 -375 -169 397 4,136 2,636 3,592 374 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 2 1 18 19 28 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,381 COMMITMENTS 6,449 8,785 0 26,347 32,795 32,796 41,580 17,585 8,801 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 342) -433 719 0 791 2 358 721 -16 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 17.4 0.0 52.3 65.1 65.1 82.5 34.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 11 0 30 22 41 33 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,039 COMMITMENTS 6,882 8,066 0 25,556 32,793 32,438 40,859 17,601 9,180 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 598) 98 -35 0 -132 29 -34 -6 632 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 16.1 0.0 51.1 65.5 64.8 81.7 35.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 13 0 30 24 41 37 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,715 COMMITMENTS 71,634 75,774 3,031 160,829 121,311 235,494 200,116 23,221 58,599 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,713) -10,003 -33,155 1,208 26,841 44,875 18,046 12,928 667 5,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 29.3 1.2 62.2 46.9 91.0 77.3 9.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 65 56 10 38 40 109 100 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,002 COMMITMENTS 81,637 108,929 1,823 133,988 76,436 217,448 187,188 22,554 52,814 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,429) 9,314 21,271 678 16,077 1,150 26,069 23,099 -7,640 -4,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 45.4 0.8 55.8 31.8 90.6 78.0 9.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 61 61 11 41 32 107 99 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,490 COMMITMENTS 17,868 9,312 7 29,218 39,583 47,093 48,902 17,397 15,588 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,121) 1,334 1,348 7 3,762 -655 5,103 700 -982 3,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 14.4 0.0 45.3 61.4 73.0 75.8 27.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 9 1 16 17 25 26 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,369 COMMITMENTS 16,534 7,964 0 25,456 40,238 41,990 48,202 18,379 12,167 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,023) -7,913 6,491 0 1,533 -21,105 -6,380 -14,614 -2,643 5,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 13.2 0.0 42.2 66.7 69.6 79.8 30.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 8 0 17 18 27 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,085 COMMITMENTS 800 4,050 0 23,337 20,897 24,137 24,947 4,948 4,138 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -153) -79 -269 0 -128 2,419 -207 2,150 54 -2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 13.9 0.0 80.2 71.8 83.0 85.8 17.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 9 0 28 22 31 31 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,238 COMMITMENTS 879 4,319 0 23,465 18,478 24,344 22,797 4,894 6,441 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273) 114 800 0 321 135 435 935 -162 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 14.8 0.0 80.3 63.2 83.3 78.0 16.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 10 0 28 22 31 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 227,435 COMMITMENTS 27,030 43,793 1,067 186,112 169,728 214,209 214,588 13,226 12,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,765) 2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126 -771 2,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.3 0.5 81.8 74.6 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 23 41 6 35 49 61 93 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,200 COMMITMENTS 24,186 45,620 1,025 200,992 183,069 226,203 229,714 13,997 10,486 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,741) 7,521 459 504 -578 6,504 7,447 7,467 -706 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 19.0 0.4 83.7 76.2 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 25 42 4 36 46 62 91 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,164 COMMITMENTS 12,062 5,937 430 11,348 21,240 23,840 27,607 11,324 7,557 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186) 479 483 40 1,704 2,055 2,223 2,578 963 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 16.9 1.2 32.3 60.4 67.8 78.5 32.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 13 3 16 19 41 34 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,978 COMMITMENTS 11,583 5,454 390 9,644 19,185 21,617 25,029 10,361 6,949 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361) 708 -371 131 78 355 917 115 -556 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 17.1 1.2 30.2 60.0 67.6 78.3 32.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 12 3 14 18 40 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351 COMMITMENTS 4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 1 0 8 4 17 5 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335 COMMITMENTS 1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583) 0 -496 -253 -301 192 -554 -557 -29 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 10 2 13 19 17 30 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918 COMMITMENTS 1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606) 30 -85 1 -143 -435 -112 -519 -494 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 12 3 13 19 18 33 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,279 COMMITMENTS 41,751 18,891 10,779 37,284 80,816 89,814 110,486 33,465 12,793 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 655) -1,135 562 510 2,263 -715 1,638 357 -983 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 15.3 8.7 30.2 65.6 72.9 89.6 27.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 91 26 27 23 33 121 81 SILVER - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,624 COMMITMENTS 42,886 18,329 10,269 35,021 81,531 88,176 110,129 34,448 12,495 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,738) -10,096 11,994 -102 7,801 -14,337 -2,397 -2,445 659 707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 14.9 8.4 28.6 66.5 71.9 89.8 28.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 94 28 26 23 30 123 79 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 106,406 COMMITMENTS 36,722 21,641 16,106 39,043 55,654 91,871 93,401 14,535 13,005 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,324) 3,199 1,475 1,267 -712 1,519 3,754 4,261 570 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 20.3 15.1 36.7 52.3 86.3 87.8 13.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 60 62 47 45 41 143 121 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,082 COMMITMENTS 33,523 20,166 14,839 39,755 54,135 88,117 89,140 13,965 12,942 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -10,857) -8,324 -970 -1,495 686 -8,045 -9,133 -10,510 -1,724 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 19.8 14.5 38.9 53.0 86.3 87.3 13.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 56 59 44 43 42 133 119 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 269,891 COMMITMENTS 124,585 50,863 23,532 66,138 177,046 214,255 251,441 55,636 18,450 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -11,295) -22,148 9,004 -247 11,391 -18,042 -11,004 -9,285 -291 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 18.8 8.7 24.5 65.6 79.4 93.2 20.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 123 50 39 40 42 181 118 GOLD - COMMODITY EXCHANGE INC. FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 281,186 COMMITMENTS 146,733 41,859 23,779 54,747 195,088 225,259 260,726 55,927 20,460 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -22,199) -28,787 -3,730 -1,012 4,978 -20,255 -24,821 -24,997 2,622 2,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 14.9 8.5 19.5 69.4 80.1 92.7 19.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 125 48 36 37 41 181 110 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,854 COMMITMENTS 6,470 2,430 562 2,363 8,760 9,395 11,752 3,459 1,102 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 459) 254 228 19 112 -69 385 178 74 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 18.9 4.4 18.4 68.1 73.1 91.4 26.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 2 10 6 6 37 17 VIX FUTURES - CBOE FUTURES EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,395 COMMITMENTS 6,216 2,202 543 2,251 8,829 9,010 11,574 3,385 821 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 185) 93 185 -313 15 193 -205 65 390 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 17.8 4.4 18.2 71.2 72.7 93.4 27.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 21 2 7 5 6 33 14 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,454 COMMITMENTS 19,657 7,032 2,048 42,510 51,520 64,215 60,600 16,239 19,854 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,132) -940 -105 -969 5,813 5,360 3,904 4,286 228 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 8.7 2.5 52.8 64.0 79.8 75.3 20.2 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 36 17 13 44 47 88 70 WHEAT - KANSAS CITY BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,322 COMMITMENTS 20,597 7,137 3,017 36,697 46,160 60,311 56,314 16,011 20,008 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 842) 1,709 -914 102 -1,796 1,621 15 809 827 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 9.4 4.0 48.1 60.5 79.0 73.8 21.0 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 38 16 15 47 49 93 73 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,112 COMMITMENTS 2,440 1,523 356 17,873 17,246 20,669 19,125 5,443 6,987 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 208) 45 -21 103 -391 288 -243 370 451 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.8 1.4 68.4 66.0 79.2 73.2 20.8 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 5 3 20 19 29 26 WHEAT - MINNEAPOLIS GRAIN EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 25,904 COMMITMENTS 2,395 1,544 253 18,264 16,958 20,912 18,755 4,992 7,149 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,257) 472 396 -296 -796 -726 -620 -626 -637 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 6.0 1.0 70.5 65.5 80.7 72.4 19.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 5 2 19 19 27 25 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 90,231 COMMITMENTS 20,255 15,417 3,461 55,213 63,373 78,929 82,251 11,302 7,980 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,698) -1,655 420 261 76 -2,898 -1,318 -2,217 -380 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 17.1 3.8 61.2 70.2 87.5 91.2 12.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 53 49 40 47 45 130 110 COTTON NO. 2 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 91,929 COMMITMENTS 21,910 14,997 3,200 55,137 66,271 80,247 84,468 11,682 7,461 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,687) 3,317 -5,278 939 -232 9,259 4,024 4,920 -337 -1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 16.3 3.5 60.0 72.1 87.3 91.9 12.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 59 50 34 48 45 134 105 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,137 COMMITMENTS 17,140 2,931 1,893 10,459 27,726 29,492 32,550 4,645 1,587 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,271) 1,477 -1,140 166 1,306 4,108 2,949 3,134 322 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 8.6 5.5 30.6 81.2 86.4 95.4 13.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 66 19 20 13 18 95 43 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,866 COMMITMENTS 15,663 4,071 1,727 9,153 23,618 26,543 29,416 4,323 1,450 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 280) 2,199 33 -252 -1,622 736 325 517 -45 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 13.2 5.6 29.7 76.5 86.0 95.3 14.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 58 21 16 16 17 87 41 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,503 COMMITMENTS 23,657 23,114 2,885 92,285 96,080 118,827 122,079 7,676 4,424 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 8,477) 439 8,238 1,519 5,563 882 7,521 10,639 956 -2,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 18.3 2.3 73.0 76.0 93.9 96.5 6.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 61 44 21 48 37 113 101 COCOA - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,026 COMMITMENTS 23,218 14,876 1,366 86,722 95,198 111,306 111,440 6,720 6,586 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 243) 494 1,845 -1,082 2,060 -4,252 1,472 -3,489 -1,229 3,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 12.6 1.2 73.5 80.7 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 57 30 11 48 36 110 74 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 394,354 COMMITMENTS 122,431 53,405 16,413 190,355 286,682 329,199 356,500 65,155 37,854 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,277) 11,742 -796 1,900 501 18,631 14,143 19,735 4,134 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 13.5 4.2 48.3 72.7 83.5 90.4 16.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 64 26 30 52 49 130 94 SUGAR NO. 11 - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 376,077 COMMITMENTS 110,689 54,201 14,513 189,854 268,051 315,056 336,765 61,021 39,312 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,125) 9,597 -9,963 -1,386 -11,560 6,895 -3,349 -4,454 -5,776 -4,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 14.4 3.9 50.5 71.3 83.8 89.5 16.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 62 27 31 50 47 127 92 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,357 COMMITMENTS 28,171 15,806 6,947 48,913 63,944 84,031 86,697 10,326 7,660 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,618) 539 270 1,875 1,172 1,701 3,586 3,846 1,032 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 16.8 7.4 51.8 67.8 89.1 91.9 10.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 101 63 47 79 85 204 182 COFFEE C - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 89,739 COMMITMENTS 27,632 15,536 5,072 47,741 62,243 80,445 82,851 9,294 6,888 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -153) 800 736 -1,002 -217 -213 -419 -479 266 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 17.3 5.7 53.2 69.4 89.6 92.3 10.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 100 70 46 86 88 212 187 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,052 COMMITMENTS 16,946 1,403 2,167 4,519 22,806 23,632 26,376 4,420 1,676 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,769) -6,499 -1,174 -15 208 -3,959 -6,306 -5,148 537 -621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 5.0 7.7 16.1 81.3 84.2 94.0 15.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 29 7 7 8 5 41 16 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,821 COMMITMENTS 23,445 2,577 2,182 4,311 26,765 29,938 31,524 3,883 2,297 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 2,586) 1,934 376 -94 127 1,700 1,967 1,982 619 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 7.6 6.5 12.7 79.1 88.5 93.2 11.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 33 8 7 8 6 46 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,299 COMMITMENTS 32,001 25,814 27,762 83,574 99,599 143,337 153,175 40,962 31,124 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,086) -4,051 -2,386 -1,168 -2,217 -3,813 -7,436 -7,367 1,350 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 14.0 15.1 45.3 54.0 77.8 83.1 22.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 27 34 61 58 116 99 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,385 COMMITMENTS 36,052 28,200 28,930 85,791 103,412 150,773 160,542 39,612 29,843 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097) 4,845 2,090 -549 -7,959 -5,163 -3,663 -3,622 -1,434 -1,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.8 15.2 45.1 54.3 79.2 84.3 20.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 36 30 35 54 57 114 101 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 494,476 COMMITMENTS 48,559 69,359 159,663 212,629 234,805 420,851 463,827 73,625 30,649 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,213) 10,075 1,982 9,444 -2,371 7,523 17,148 18,949 1,065 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 14.0 32.3 43.0 47.5 85.1 93.8 14.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 51 48 62 94 80 185 154 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 476,263 COMMITMENTS 38,484 67,377 150,219 215,000 227,282 403,703 444,878 72,560 31,385 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,620) -1,882 1,445 4,779 3,142 -1,884 6,039 4,340 -1,419 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 14.1 31.5 45.1 47.7 84.8 93.4 15.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 54 45 56 92 78 175 153 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,222 COMMITMENTS 10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132) -1,957 2,488 485 1,778 24 306 2,997 -174 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 13 18 17 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,090 COMMITMENTS 12,522 1,142 797 20,277 24,958 33,596 26,897 4,494 11,193 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,774) 1,098 -589 -611 -4,353 -2,356 -3,866 -3,556 1,092 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 3.0 2.1 53.2 65.5 88.2 70.6 11.8 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 2 14 13 18 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,402 COMMITMENTS 359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973) -365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 5 22 23 27 28 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,375 COMMITMENTS 724 17,059 28,229 89,126 76,108 118,079 121,396 10,296 6,979 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,267) -62 510 604 -4,477 -5,984 -3,935 -4,870 -332 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 13.3 22.0 69.4 59.3 92.0 94.6 8.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 23 24 28 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,985 COMMITMENTS 24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857) 4,884 453 0 97 5,260 4,981 5,713 -124 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 15 14 17 18 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,128 COMMITMENTS 19,937 10,894 2,684 36,929 40,381 59,550 53,959 3,578 9,169 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,596) 1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577 174 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 17.3 4.3 58.5 64.0 94.3 85.5 5.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 15 13 17 17 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,963 COMMITMENTS 0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751) 0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 16 20 19 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,714 COMMITMENTS 0 7,807 5,499 47,578 41,430 53,077 54,736 3,637 1,978 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,780) 0 -394 -502 -2,468 -1,050 -2,970 -1,946 -810 -1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.8 9.7 83.9 73.1 93.6 96.5 6.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 3 18 16 21 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,053 COMMITMENTS 954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552) -1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 5 23 19 28 24 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,501 COMMITMENTS 2,727 15,222 5,209 43,293 28,761 51,229 49,192 5,272 7,309 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,771) 235 -446 -2,827 -3,356 -5,330 -5,948 -8,603 177 2,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 26.9 9.2 76.6 50.9 90.7 87.1 9.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 20 17 24 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,165 COMMITMENTS 639 0 1,497 38,093 37,570 40,229 39,067 936 2,098 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476) -1,744 0 820 1,276 -344 352 476 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 18 18 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,689 COMMITMENTS 2,383 0 677 36,817 37,914 39,877 38,591 812 2,098 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,604) -1,122 0 52 -100 -1,566 -1,170 -1,514 -434 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 1.7 90.5 93.2 98.0 94.8 2.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 18 18 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,139 COMMITMENTS 0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296) 0 576 -1,725 369 -147 -1,356 -1,296 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 19 24 21 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,435 COMMITMENTS 0 7,906 4,501 50,987 47,158 55,488 59,565 8,947 4,870 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,901) 0 938 -124 -2,658 -2,006 -2,782 -1,192 881 -709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.3 7.0 79.1 73.2 86.1 92.4 13.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 19 24 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,441 COMMITMENTS 43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366) 1,123 3,574 589 2,318 719 4,030 4,882 1,336 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 20 19 23 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,075 COMMITMENTS 42,318 35,105 2,644 34,708 42,963 79,670 80,712 5,405 4,363 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,715) 274 -67 -678 -5,546 -4,670 -5,950 -5,415 235 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 41.3 3.1 40.8 50.5 93.6 94.9 6.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 16 20 19 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,193 COMMITMENTS 1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555) -620 463 -1,017 4,900 2,498 3,263 1,944 -708 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 16 18 18 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 31,638 COMMITMENTS 1,772 1,128 2,897 20,305 19,610 24,974 23,635 6,664 8,003 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -6,096) -638 -1,442 44 -6,583 -4,055 -7,177 -5,453 1,081 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.6 9.2 64.2 62.0 78.9 74.7 21.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 16 17 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,127,988 COMMITMENTS 282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211) 31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 17 34 83 80 119 116 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,073,777 COMMITMENTS 251,028 51,979 201,046 601,110 807,634 1053184 1060659 20,593 13,118 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -42,779) -8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454 -6,186 -10,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 4.8 18.7 56.0 75.2 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 21 15 31 83 80 117 114 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 175,219 COMMITMENTS 34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573) 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 7 17 26 27 45 45 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 169,646 COMMITMENTS 33,506 43,101 46,696 87,572 76,766 167,774 166,563 1,872 3,083 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,346) 345 839 1,604 1,833 823 3,782 3,266 564 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 25.4 27.5 51.6 45.3 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 8 16 26 25 43 43 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,088 COMMITMENTS 21,245 4,120 16,065 31,368 48,743 68,678 68,928 410 160 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,149) 1,840 180 502 227 1,999 2,569 2,681 -420 -532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 6.0 23.3 45.4 70.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 4 9 36 32 46 42 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,939 COMMITMENTS 19,405 3,940 15,563 31,141 46,744 66,109 66,247 830 692 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,060) 1,609 -1,373 155 -3,074 -122 -1,310 -1,340 250 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 5.9 23.2 46.5 69.8 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 9 35 30 44 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202 COMMITMENTS 3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038) -230 830 62 2,680 556 2,512 1,448 -474 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 19 22 24 25 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,164 COMMITMENTS 3,383 503 4,058 16,167 19,094 23,608 23,655 556 509 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,416) 106 176 -310 -1,768 -1,282 -1,972 -1,416 556 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.1 16.8 66.9 79.0 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 3 19 23 24 26 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234 COMMITMENTS 694 2,770 2,351 6,189 4,113 9,234 9,234 0 0 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156) 0 344 -264 674 76 410 156 -254 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 17 16 21 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,078 COMMITMENTS 694 2,426 2,615 5,515 4,037 8,824 9,078 254 0 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -558) 464 16 -130 -1,146 -190 -812 -304 254 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 26.7 28.8 60.8 44.5 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 15 16 19 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152 COMMITMENTS 3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952) 140 -720 40 292 912 472 232 480 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 17 16 22 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,200 COMMITMENTS 3,080 2,340 2,600 5,900 6,690 11,580 11,630 620 570 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,150) 360 160 -820 -330 -290 -790 -950 -360 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 19.2 21.3 48.4 54.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 17 16 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970 COMMITMENTS 8,910 280 1,050 8,550 17,060 18,510 18,390 460 580 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820) 1,160 -80 0 1,620 2,920 2,780 2,840 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 21 22 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,150 COMMITMENTS 7,750 360 1,050 6,930 14,140 15,730 15,550 420 600 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,540) 2,420 0 -200 -660 1,800 1,560 1,600 -20 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 2.2 6.5 42.9 87.6 97.4 96.3 2.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 18 20 21 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 828,196 COMMITMENTS 122,269 88,240 132,995 502,119 527,788 757,383 749,023 70,813 79,173 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,222) 992 -279 4,050 8,847 16,822 13,889 20,593 333 -6,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 10.7 16.1 60.6 63.7 91.4 90.4 8.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 80 85 97 80 88 222 220 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 813,974 COMMITMENTS 121,277 88,519 128,945 493,272 510,966 743,494 728,430 70,480 85,544 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 30,771) 8,708 -2,042 6,790 11,914 23,114 27,412 27,862 3,359 2,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 10.9 15.8 60.6 62.8 91.3 89.5 8.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 75 82 93 78 86 215 213 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763 COMMITMENTS 8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9) -107 -242 20 77 336 -10 114 1 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 55 22 2 11 24 68 48 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,772 COMMITMENTS 8,402 5,544 42 2,560 6,838 11,004 12,424 2,768 1,348 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -295) 249 287 -373 -156 -742 -280 -828 -15 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 40.3 0.3 18.6 49.7 79.9 90.2 20.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 58 27 2 11 22 71 49 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,908 COMMITMENTS 4,089 860 145 1,563 5,848 5,797 6,853 2,111 1,055 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,162) -1,514 40 107 816 -1,197 -591 -1,050 -571 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 10.9 1.8 19.8 74.0 73.3 86.7 26.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 8 3 9 13 26 23 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,070 COMMITMENTS 5,603 820 38 747 7,045 6,388 7,903 2,682 1,167 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,285) -2,581 74 -422 247 -1,784 -2,756 -2,132 471 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 9.0 0.4 8.2 77.7 70.4 87.1 29.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 6 3 8 18 32 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,154 COMMITMENTS 45,993 6,958 10,018 83,239 129,194 139,250 146,170 21,904 14,984 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,455) 3,306 -425 2,451 3,950 8,374 9,707 10,400 4,748 4,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 4.3 6.2 51.7 80.2 86.4 90.7 13.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 53 19 30 65 76 134 112 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,699 COMMITMENTS 42,687 7,383 7,567 79,289 120,820 129,543 135,770 17,156 10,929 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097) 6,106 -482 -219 -8,894 -3,592 -3,007 -4,293 -2,090 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 5.0 5.2 54.0 82.4 88.3 92.6 11.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 56 19 27 61 72 129 107
Updated July 22, 2005