WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,729 COMMITMENTS 37,574 37,062 39,956 146,686 134,504 224,216 211,521 24,513 37,208 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -32,281) 611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181 -3,390 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 14.9 16.1 59.0 54.1 90.1 85.0 9.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 62 83 66 48 55 160 163 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,010 COMMITMENTS 36,964 38,629 56,330 159,814 148,744 253,107 243,703 27,903 37,308 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,056) -994 9,382 -3,104 14,753 5,859 10,655 12,138 1,402 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 13.7 20.0 56.9 52.9 90.1 86.7 9.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 75 81 75 50 57 168 178 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,190 COMMITMENTS 86,295 99,085 104,602 448,607 364,784 639,504 568,470 149,686 220,720 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -51,576) -1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110 1,744 -4,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 12.6 13.3 56.8 46.2 81.0 72.0 19.0 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 107 117 119 208 202 386 378 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,766 COMMITMENTS 88,020 115,928 128,927 475,877 370,725 692,824 615,581 147,942 225,185 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,447) -2,035 5,489 7,128 15,318 20,895 20,410 33,511 3,037 -10,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 13.8 15.3 56.6 44.1 82.4 73.2 17.6 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504) 113 134 137 211 208 409 407 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,311 COMMITMENTS 2,718 79 745 1,136 7,100 4,599 7,923 4,712 1,387 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -380) -223 75 119 -382 -449 -486 -255 106 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 0.8 8.0 12.2 76.3 49.4 85.1 50.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 3 5 9 16 24 22 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,690 COMMITMENTS 2,941 4 626 1,518 7,549 5,085 8,179 4,606 1,512 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1) 84 -4 -3 305 -85 386 -92 -386 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 0.0 6.5 15.7 77.9 52.5 84.4 47.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 3 4 10 16 26 20 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,078 COMMITMENTS 55,795 22,444 63,113 146,058 145,767 264,967 231,324 68,111 101,754 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -49,700) -796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851 -4,780 -10,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 6.7 18.9 43.9 43.8 79.6 69.5 20.4 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 111 75 106 95 103 268 236 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,778 COMMITMENTS 56,591 26,061 85,005 168,291 159,109 309,887 270,175 72,891 112,604 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,199) 5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844 374 -6,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 6.8 22.2 44.0 41.6 81.0 70.6 19.0 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 124 115 143 101 107 306 290 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,971 COMMITMENTS 10,742 1,746 293 425 900 11,460 2,939 2,511 11,032 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582) 69 -1,149 -699 0 -280 -630 -2,128 -952 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 10 5 7 3 4 16 13 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 15,553 COMMITMENTS 10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840) -1,707 -15 -139 191 93 -1,655 -61 815 -779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 8 11 3 6 17 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,119 COMMITMENTS 27,397 11,343 25,129 76,721 105,984 129,247 142,456 26,872 13,663 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,637) -2,103 -241 -790 -2,880 -4,170 -5,773 -5,201 -1,864 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 7.3 16.1 49.1 67.9 82.8 91.2 17.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 46 22 36 43 46 108 98 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,756 COMMITMENTS 29,500 11,584 25,919 79,601 110,154 135,020 147,657 28,736 16,099 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -470) 3,650 -1,259 -1,474 18 1,597 2,194 -1,136 -2,664 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 7.1 15.8 48.6 67.3 82.5 90.2 17.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 45 24 37 40 41 106 91 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,387 COMMITMENTS 93,281 99,845 118,906 518,173 471,097 730,359 689,848 145,028 185,539 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -59,756) 4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734 -7,565 3,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 11.4 13.6 59.2 53.8 83.4 78.8 16.6 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 37 36 45 78 87 139 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 935,143 COMMITMENTS 88,357 143,056 145,698 548,496 464,827 782,551 753,582 152,592 181,561 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 22,164) 1,615 8,347 8,154 21,546 11,531 31,316 28,033 -9,152 -5,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 15.3 15.6 58.7 49.7 83.7 80.6 16.3 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 33 45 50 79 88 141 154 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 158,700 COMMITMENTS 33,945 10,160 24,386 65,793 100,972 124,125 135,518 34,575 23,182 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,002) 4,968 -1,293 -3,751 -690 7,188 527 2,144 474 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 6.4 15.4 41.5 63.6 78.2 85.4 21.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 48 22 38 56 63 129 113 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 157,698 COMMITMENTS 28,977 11,453 28,137 66,484 93,784 123,598 133,374 34,100 24,324 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,515) 6,999 -167 -196 -369 7,164 6,434 6,801 1,081 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 7.3 17.8 42.2 59.5 78.4 84.6 21.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 43 30 43 57 59 131 114 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862 COMMITMENTS 3,572 1,350 820 1,219 4,590 5,610 6,760 2,252 1,102 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -204) 16 107 -435 202 98 -217 -230 12 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 17.2 10.4 15.5 58.4 71.4 86.0 28.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 21 6 9 12 15 34 29 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,066 COMMITMENTS 3,556 1,243 1,255 1,016 4,492 5,827 6,990 2,239 1,076 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 629) 159 -25 121 153 520 433 616 196 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 15.4 15.6 12.6 55.7 72.2 86.7 27.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 21 6 10 10 13 32 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,516 COMMITMENTS 105,423 73,511 223 145,611 142,144 251,257 215,878 64,259 99,638 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 11,527) 9,550 12,695 212 3,844 -3,178 13,606 9,728 -2,078 1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 23.3 0.1 46.2 45.1 79.6 68.4 20.4 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 19 27 3 37 40 59 67 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,988 COMMITMENTS 95,873 60,816 11 141,767 145,322 237,651 206,150 66,337 97,838 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,954) 6,287 3,458 5 -3,690 9,046 2,602 12,510 4,352 -5,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 20.0 0.0 46.6 47.8 78.2 67.8 21.8 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 19 23 2 36 39 57 62 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,751,287 COMMITMENTS 334,224 403,874 488,963 1655427 1378591 2478614 2271428 272,673 479,859 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -86,156) 48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975 20,169 17,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 14.7 17.8 60.2 50.1 90.1 82.6 9.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 51 78 84 110 150 211 262 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,837,443 COMMITMENTS 285,477 405,612 571,608 1727854 1398184 2584939 2375403 252,504 462,040 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 65,537) -41,274 -95,308 80,987 -6,347 81,783 33,367 67,462 32,170 -1,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.3 20.1 60.9 49.3 91.1 83.7 8.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 41 91 92 117 152 221 272 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,808 COMMITMENTS 131,217 288,212 215,310 1145728 846,047 1492255 1349569 171,553 314,239 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -69,563) 782 -17,232 -36,065 -12,245 632 -47,528 -52,665 -22,035 -16,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 17.3 12.9 68.9 50.9 89.7 81.1 10.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 32 52 49 71 94 131 167 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,733,371 COMMITMENTS 130,434 305,443 251,376 1157972 845,415 1539782 1402234 193,589 331,137 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 16,714) -23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395 31,166 -18,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 17.6 14.5 66.8 48.8 88.8 80.9 11.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 26 66 55 77 96 143 177 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,280 COMMITMENTS 217,057 30,877 203,223 219,635 412,481 639,915 646,581 41,365 34,699 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 30,140) 34,085 5,653 3,301 -3,976 22,684 33,409 31,637 -3,269 -1,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 4.5 29.8 32.2 60.5 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 43 24 47 52 59 112 113 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 651,139 COMMITMENTS 182,972 25,224 199,922 223,611 389,798 606,506 614,944 44,634 36,195 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,271) 1,398 -9,564 17,729 -9,805 6,112 9,322 14,276 10,949 5,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 3.9 30.7 34.3 59.9 93.1 94.4 6.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 45 17 48 56 61 112 115 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,495 COMMITMENTS 10,083 11,984 1,351 21,185 22,125 32,619 35,461 10,876 8,034 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,136) 1,278 -355 190 101 357 1,569 192 -433 944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 27.6 3.1 48.7 50.9 75.0 81.5 25.0 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 16 9 19 12 46 31 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 42,359 COMMITMENTS 8,805 12,340 1,161 21,083 21,768 31,050 35,269 11,310 7,091 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,833) -561 471 136 948 1,254 523 1,861 1,310 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 29.1 2.7 49.8 51.4 73.3 83.3 26.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 18 9 18 12 44 31 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 65,352 COMMITMENTS 9,103 24,525 2,904 37,876 21,550 49,883 48,979 15,469 16,373 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,737) -2,669 4,625 889 9,864 -1,395 8,084 4,118 -3,347 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 37.5 4.4 58.0 33.0 76.3 74.9 23.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 22 27 17 16 16 45 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 60,615 COMMITMENTS 11,772 19,901 2,015 28,012 22,946 41,799 44,861 18,817 15,754 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,855) 633 2,087 -2,208 4,213 4,463 2,639 4,342 5,216 3,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 32.8 3.3 46.2 37.9 69.0 74.0 31.0 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 24 22 14 16 13 45 44 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527 COMMITMENTS 3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368) 1,025 167 0 -701 774 324 941 44 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 22 4 20 21 30 44 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159 COMMITMENTS 2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267) -1,230 -586 0 1,903 1,251 673 665 594 602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 21 4 20 21 30 43 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689 COMMITMENTS 0 1,038 0 12,383 11,251 12,383 12,289 306 400 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797) 0 -206 0 739 947 739 741 58 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 7 0 5 12 5 19 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892 COMMITMENTS 0 1,244 0 11,644 10,304 11,644 11,548 248 344 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462) 0 -782 0 -1,709 -924 -1,709 -1,706 247 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 8 0 5 9 5 17 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,088 COMMITMENTS 1,692 2,159 4,993 16,663 15,189 23,349 22,342 6,739 7,746 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,288) -39 68 407 1,142 516 1,510 990 -222 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 7.2 16.6 55.4 50.5 77.6 74.3 22.4 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 6 14 23 18 39 34 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,799 COMMITMENTS 1,731 2,092 4,587 15,522 14,673 21,839 21,352 6,960 7,448 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,338) 268 -1 33 745 586 1,046 618 293 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 7.3 15.9 53.9 51.0 75.8 74.1 24.2 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 4 12 24 19 39 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,796 COMMITMENTS 16,797 9,069 24,175 42,481 37,425 83,453 70,669 16,343 29,127 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,890) 1,319 3,814 2,528 40 -1,024 3,886 5,318 4 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 9.1 24.2 42.6 37.5 83.6 70.8 16.4 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 46 38 59 28 35 110 113 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,905 COMMITMENTS 15,478 5,254 21,647 42,441 38,449 79,567 65,351 16,339 30,555 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -2,687) -221 -113 158 -1,283 -1,625 -1,346 -1,580 -1,342 -1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.5 22.6 44.3 40.1 83.0 68.1 17.0 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 35 35 54 26 30 101 96 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,826 COMMITMENTS 392 1,486 420 1,639 765 2,451 2,671 1,375 1,155 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 758) 208 516 98 49 -37 355 577 403 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 38.8 11.0 42.8 20.0 64.1 69.8 35.9 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 12 8 8 3 22 20 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,069 COMMITMENTS 184 970 322 1,590 802 2,097 2,094 972 974 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 631) -9 440 202 23 48 216 690 414 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 31.6 10.5 51.8 26.1 68.3 68.3 31.7 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 11 6 10 4 20 18 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,675 COMMITMENTS 45,945 11,475 21,384 70,051 79,957 137,381 112,816 19,294 43,860 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,039) 4,826 1,035 2,178 -2,669 -556 4,335 2,657 1,704 3,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 7.3 13.6 44.7 51.0 87.7 72.0 12.3 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 61 31 42 63 102 150 156 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,637 COMMITMENTS 41,120 10,440 19,206 72,721 80,513 133,046 110,159 17,590 40,478 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2) -2,179 977 2,028 1,641 -2,375 1,490 630 -1,488 -628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 6.9 12.7 48.3 53.4 88.3 73.1 11.7 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 55 31 45 79 109 161 166 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,879 COMMITMENTS 1,200 442 402 1,215 2,634 2,817 3,478 2,062 1,401 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -50) -193 147 -34 -73 -305 -300 -193 250 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 9.1 8.2 24.9 54.0 57.7 71.3 42.3 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 7 8 19 16 37 29 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,929 COMMITMENTS 1,393 295 437 1,288 2,939 3,117 3,670 1,812 1,258 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -317) -72 -10 0 32 -54 -40 -65 -277 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 6.0 8.9 26.1 59.6 63.2 74.5 36.8 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 9 10 15 17 37 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,852 COMMITMENTS 10,287 2,293 6,297 9,313 7,446 25,897 16,035 5,955 15,816 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 851) -254 800 208 145 -340 99 668 751 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 7.2 19.8 29.2 23.4 81.3 50.3 18.7 49.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 53 25 31 49 50 119 94 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,001 COMMITMENTS 10,542 1,493 6,089 9,167 7,786 25,798 15,367 5,203 15,633 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -900) 61 411 -1,939 999 99 -879 -1,429 -21 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 4.8 19.6 29.6 25.1 83.2 49.6 16.8 50.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 52 18 23 48 54 112 86 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,366 COMMITMENTS 13,713 38,118 2,350 48,040 30,932 64,103 71,399 28,264 20,967 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,571) 142 8,191 153 9,546 -1,061 9,841 7,283 -270 2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 41.3 2.5 52.0 33.5 69.4 77.3 30.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 15 6 27 20 47 39 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,796 COMMITMENTS 13,571 29,926 2,197 38,494 31,993 54,262 64,116 28,534 18,680 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,551) -2,348 6,600 297 12,560 -181 10,509 6,715 -2,958 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 36.1 2.7 46.5 38.6 65.5 77.4 34.5 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 15 6 24 21 45 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,064 COMMITMENTS 3,504 12,129 1 21,122 7,719 24,627 19,849 10,437 15,215 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,371) -81 -3,177 0 -1,584 1,107 -1,665 -2,070 295 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 34.6 0.0 60.2 22.0 70.2 56.6 29.8 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 7 1 10 8 16 15 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 36,435 COMMITMENTS 3,585 15,306 1 22,706 6,612 26,292 21,919 10,142 14,516 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,809) 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128 184 -1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 42.0 0.0 62.3 18.1 72.2 60.2 27.8 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 12 1 10 7 16 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,147 COMMITMENTS 71,277 5,197 57 19,424 91,149 90,758 96,402 8,390 2,745 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,278) 6,435 1,042 -1 -491 4,859 5,944 5,900 334 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.9 5.2 0.1 19.6 91.9 91.5 97.2 8.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 53 16 2 18 18 72 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,869 COMMITMENTS 64,842 4,155 57 19,915 86,290 84,814 90,503 8,056 2,367 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 14,596) 13,161 147 0 2,564 15,611 15,725 15,759 -1,129 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.8 4.5 0.1 21.4 92.9 91.3 97.5 8.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 53 10 2 18 18 72 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 87,877 COMMITMENTS 29,298 5,474 818 33,734 70,510 63,850 76,803 24,026 11,074 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,786) -3,036 -965 -2,083 -995 1,602 -6,114 -1,446 3,327 -1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 6.2 0.9 38.4 80.2 72.7 87.4 27.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 23 9 4 16 15 41 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,663 COMMITMENTS 32,334 6,440 2,902 34,729 68,907 69,964 78,249 20,699 12,414 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,330) 6,591 185 1,370 -3,563 4,221 4,398 5,776 932 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 7.1 3.2 38.3 76.0 77.2 86.3 22.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 11 6 19 15 44 28 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 165,535 COMMITMENTS 10,403 42,651 4,313 123,500 92,610 138,215 139,573 27,320 25,962 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,128) 3,527 -18,644 1,388 -8,262 16,910 -3,347 -347 218 -2,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 25.8 2.6 74.6 55.9 83.5 84.3 16.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 25 8 31 29 48 60 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,663 COMMITMENTS 6,875 61,295 2,925 131,762 75,701 141,561 139,920 27,102 28,743 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 8,974) -3,507 6,163 -2,304 15,293 8,725 9,482 12,583 -508 -3,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 36.3 1.7 78.1 44.9 83.9 83.0 16.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 14 32 8 30 27 47 64 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,528 COMMITMENTS 23,706 18,287 17,927 71,711 79,436 113,344 115,651 52,183 49,877 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 13,596) 1,547 572 -392 8,098 5,155 9,253 5,336 4,343 8,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 11.0 10.8 43.3 48.0 68.5 69.9 31.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 31 26 26 33 27 76 67 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,931 COMMITMENTS 22,159 17,715 18,319 63,614 74,281 104,091 110,315 47,840 41,617 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,746) -3,722 -5,917 4,468 -1,586 -342 -840 -1,791 -3,906 -2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 11.7 12.1 41.9 48.9 68.5 72.6 31.5 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 26 30 26 32 27 75 66 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436 COMMITMENTS 31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888) 327 6,000 110 7,860 1,330 8,297 7,440 -409 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 14 18 18 22 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,548 COMMITMENTS 31,057 0 58 33,394 60,770 64,509 60,828 3,039 6,720 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -27,220) -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262 -1,658 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 0.0 0.1 49.4 90.0 95.5 90.1 4.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 13 18 16 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,010,217 COMMITMENTS 629,239 707,849 3768891 7434138 6762124 11832269 11238864 1177948 1771353 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 94,709) 59,749 71,346 -131,663 149,317 79,951 77,403 19,633 17,306 75,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.4 29.0 57.1 52.0 90.9 86.4 9.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 57 67 109 137 141 254 264 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,915,508 COMMITMENTS 569,490 636,503 3900555 7284821 6682173 11754866 11219231 1160642 1696277 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -542,306) -62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342 107,276 -4,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 4.9 30.2 56.4 51.7 91.0 86.9 9.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 53 77 108 127 135 246 258 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 768,101 COMMITMENTS 63,892 74,024 50,468 501,273 519,756 615,633 644,248 152,468 123,853 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,928) -1,088 -5,494 3,920 6,139 10,812 8,971 9,237 12,958 12,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 9.6 6.6 65.3 67.7 80.2 83.9 19.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 52 39 57 102 68 183 135 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 746,173 COMMITMENTS 64,980 79,518 46,549 495,134 508,944 606,662 635,011 139,510 111,162 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,521) 2,890 1,667 9,553 6,330 11,822 18,773 23,043 -1,252 -5,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 10.7 6.2 66.4 68.2 81.3 85.1 18.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 50 40 54 100 69 180 133 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 985,606 COMMITMENTS 210,064 212,389 21,862 453,804 644,038 685,730 878,288 299,876 107,318 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,003) 3,566 -8,997 814 2,474 -5,510 6,854 -13,693 -17,857 2,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 21.5 2.2 46.0 65.3 69.6 89.1 30.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 45 52 26 56 63 115 127 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 996,609 COMMITMENTS 206,498 221,386 21,048 451,330 649,548 678,876 891,982 317,733 104,627 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 92,154) 35,901 29,818 3,349 68,726 40,393 107,976 73,559 -15,822 18,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 22.2 2.1 45.3 65.2 68.1 89.5 31.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 44 53 26 51 61 107 128 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,848 COMMITMENTS 725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34) 0 -33 0 -353 -29 -353 -62 387 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 10 13 11 16 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,814 COMMITMENTS 725 1,271 0 5,797 9,292 6,522 10,563 5,292 1,251 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 25) 0 -2 0 -243 271 -243 269 268 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 10.8 0.0 49.1 78.7 55.2 89.4 44.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 11 13 12 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,269 COMMITMENTS 7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143) 1,682 270 -17 -901 -146 764 107 -907 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 2 19 18 26 22 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,412 COMMITMENTS 5,633 495 99 17,480 18,074 23,212 18,668 4,200 8,744 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 3,168) -166 -684 -19 4,181 1,802 3,996 1,099 -828 2,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 1.8 0.4 63.8 65.9 84.7 68.1 15.3 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 2 1 18 18 27 21 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,392 COMMITMENTS 6,844 20,440 83 36,076 27,903 43,003 48,426 18,389 12,967 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,237) 1,512 2,027 -45 -57 1,762 1,410 3,744 1,827 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 33.3 0.1 58.8 45.4 70.0 78.9 30.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 17 25 2 35 34 53 60 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,155 COMMITMENTS 5,332 18,413 128 36,133 26,141 41,593 44,681 16,562 13,474 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,518) 1,117 1,655 19 -134 -481 1,003 1,193 4,515 4,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 31.7 0.2 62.1 44.9 71.5 76.8 28.5 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 25 3 36 31 52 58 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,390 COMMITMENTS 79,234 146,895 1,439 221,396 127,338 302,069 275,672 40,320 66,717 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,503) -716 -1,587 112 24,300 -1,528 23,697 -3,003 -9,193 17,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 42.9 0.4 64.7 37.2 88.2 80.5 11.8 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 38 84 8 47 36 90 123 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,886 COMMITMENTS 79,950 148,482 1,327 197,095 128,866 278,373 278,675 49,514 49,211 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 45,308) 1,769 30,141 -1,045 29,251 3,688 29,975 32,783 15,333 12,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 45.3 0.4 60.1 39.3 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 46 75 8 50 37 100 116 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,275 COMMITMENTS 28,449 4,203 8,366 35,983 73,751 72,799 86,320 23,477 9,956 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,931) 7,281 -1,016 1,879 -4,772 8,799 4,388 9,663 542 -4,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 4.4 8.7 37.4 76.6 75.6 89.7 24.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 18 6 6 20 18 41 27 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,345 COMMITMENTS 21,168 5,218 6,487 40,755 64,952 68,410 76,657 22,935 14,688 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -523) -5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495 3,277 4,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 5.7 7.1 44.6 71.1 74.9 83.9 25.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 9 6 19 16 35 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,505 COMMITMENTS 1,121 13,276 5 28,032 16,626 29,158 29,907 5,347 4,597 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501) 0 812 0 714 1,212 714 2,024 787 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 38.5 0.0 81.2 48.2 84.5 86.7 15.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 14 1 26 29 29 43 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,003 COMMITMENTS 1,121 12,464 5 27,318 15,415 28,444 27,884 4,560 5,120 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,853) -71 1,614 5 1,830 432 1,764 2,051 88 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 37.8 0.0 82.8 46.7 86.2 84.5 13.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 13 1 26 28 29 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 218,835 COMMITMENTS 56,240 28,545 2,035 147,905 169,766 206,180 200,346 12,655 18,489 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,109) 5,687 -82 224 11,149 14,991 17,060 15,133 5,049 6,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 13.0 0.9 67.6 77.6 94.2 91.6 5.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 19 38 11 30 43 54 87 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 196,726 COMMITMENTS 50,553 28,627 1,810 136,756 154,776 189,119 185,213 7,607 11,513 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 19,561) 7,157 -1,629 118 14,968 21,673 22,243 20,162 -2,683 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 14.6 0.9 69.5 78.7 96.1 94.1 3.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 18 33 9 30 40 52 78 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,020 COMMITMENTS 10,270 6,697 235 15,282 21,517 25,787 28,449 12,233 9,571 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316) 201 -1,592 0 -938 120 -737 -1,472 421 1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 17.6 0.6 40.2 56.6 67.8 74.8 32.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 23 13 2 17 25 42 39 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,335 COMMITMENTS 10,069 8,289 235 16,220 21,397 26,524 29,921 11,811 8,414 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,933) -1,359 -1,998 -42 1,611 2,724 210 684 1,723 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 21.6 0.6 42.3 55.8 69.2 78.1 30.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 22 13 2 18 24 42 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672 COMMITMENTS 8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40) -537 -238 0 1,036 93 499 -145 -459 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 2 1 9 4 18 7 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,632 COMMITMENTS 8,989 904 15 12,743 1,626 21,747 2,545 5,885 25,087 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 3.3 0.1 46.1 5.9 78.7 9.2 21.3 90.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 1 9 3 17 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239 COMMITMENTS 3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394) -2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 12 1 19 27 23 40 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,633 COMMITMENTS 5,667 4,144 579 51,903 22,773 58,149 27,496 11,484 42,137 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7) 2,172 -1,218 -365 -1,445 -61 362 -1,644 -355 1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 6.0 0.8 74.5 32.7 83.5 39.5 16.5 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 12 2 19 25 23 39 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,337 COMMITMENTS 44,947 3,942 18,497 25,295 90,862 88,739 113,301 38,598 14,036 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 419) 2,967 581 -1,809 -2,842 828 -1,685 -400 2,104 820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 3.1 14.5 19.9 71.4 69.7 89.0 30.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 91 19 43 21 35 125 89 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 126,918 COMMITMENTS 41,981 3,361 20,307 28,137 90,034 90,424 113,702 36,494 13,216 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2,705) 718 -349 -209 2,376 3,453 2,884 2,894 -180 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 2.6 16.0 22.2 70.9 71.2 89.6 28.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 92 25 48 24 36 138 92 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,037 COMMITMENTS 34,638 12,076 24,169 44,909 69,824 103,716 106,069 15,321 12,968 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,440) 2,422 -254 -1,461 -3,358 -1,044 -2,397 -2,759 -43 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 10.1 20.3 37.7 58.7 87.1 89.1 12.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 61 45 39 40 42 124 111 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 121,478 COMMITMENTS 32,216 12,330 25,630 48,267 70,868 106,113 108,828 15,365 12,649 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -15,217) -13,758 -4,110 -3,555 6,113 -4,616 -11,199 -12,281 -4,017 -2,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 10.2 21.1 39.7 58.3 87.4 89.6 12.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 67 51 54 45 45 141 132 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 376,622 COMMITMENTS 175,825 26,564 59,182 83,662 267,843 318,669 353,590 57,953 23,032 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,584) 22,470 -2,341 -2,053 -3,666 23,331 16,751 18,938 4,833 2,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 7.1 15.7 22.2 71.1 84.6 93.9 15.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 143 44 56 40 48 205 129 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 355,038 COMMITMENTS 153,355 28,905 61,234 87,329 244,512 301,918 334,652 53,120 20,386 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,328) 3,077 3,335 3,140 -599 360 5,618 6,834 710 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 8.1 17.2 24.6 68.9 85.0 94.3 15.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 141 46 54 39 45 203 127 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,742 COMMITMENTS 7,248 1,326 499 432 9,032 8,179 10,857 3,563 885 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239) -1,162 -277 63 195 -318 -904 -532 665 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 24 5 8 4 5 33 16 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,981 COMMITMENTS 8,410 1,603 436 237 9,350 9,083 11,389 2,898 592 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 522) 709 223 1 -38 614 672 838 -150 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.2 13.4 3.6 2.0 78.0 75.8 95.1 24.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 23 4 6 2 6 29 14 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,829 COMMITMENTS 10,798 10,141 7,312 38,843 33,579 56,954 51,031 14,875 20,798 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -15,744) 188 -3,531 -4,463 -11,315 -6,200 -15,590 -14,195 -153 -1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 14.1 10.2 54.1 46.7 79.3 71.0 20.7 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 24 28 20 46 44 81 83 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 87,573 COMMITMENTS 10,610 13,672 11,775 50,159 39,779 72,544 65,226 15,029 22,347 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,630) 907 4,315 370 3,306 742 4,583 5,428 1,047 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 15.6 13.4 57.3 45.4 82.8 74.5 17.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 22 27 18 47 46 78 83 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,076 COMMITMENTS 1,776 3,741 2,227 17,936 14,056 21,938 20,023 8,138 10,053 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -8,842) -149 -6,375 -326 -6,085 -544 -6,560 -7,245 -2,282 -1,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 12.4 7.4 59.6 46.7 72.9 66.6 27.1 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 12 9 23 17 36 33 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,918 COMMITMENTS 1,925 10,116 2,552 24,021 14,600 28,498 27,268 10,420 11,650 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,487) 829 5,876 688 3,522 -683 5,039 5,881 1,448 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 26.0 6.6 61.7 37.5 73.2 70.1 26.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 12 9 27 16 41 35 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,489 COMMITMENTS 47,015 3,663 30,727 63,733 119,817 141,476 154,208 21,014 8,282 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 309) 3,541 -120 3,702 -7,964 -1,931 -721 1,650 1,030 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.3 18.9 39.2 73.7 87.1 94.9 12.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 105 33 55 62 65 194 131 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,180 COMMITMENTS 43,474 3,784 27,025 71,698 121,748 142,196 152,557 19,984 9,623 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -18,503) -1,218 -696 -16,964 1,402 223 -16,780 -17,437 -1,722 -1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 2.3 16.7 44.2 75.1 87.7 94.1 12.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 105 31 52 67 66 198 130 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,053 COMMITMENTS 13,178 3,552 6,183 14,775 28,482 34,136 38,217 5,918 1,837 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -769) 902 118 316 -2,284 -939 -1,067 -505 298 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 8.9 15.4 36.9 71.1 85.2 95.4 14.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 66 15 26 22 18 98 51 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,823 COMMITMENTS 12,276 3,434 5,867 17,059 29,421 35,202 38,722 5,620 2,101 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,117) -2,269 -317 -2,126 661 -1,213 -3,733 -3,656 -383 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 8.4 14.4 41.8 72.1 86.2 94.9 13.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 64 14 27 23 18 95 53 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,526 COMMITMENTS 23,592 13,890 12,974 86,662 101,416 123,228 128,280 10,298 5,246 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,094) -1,132 6,884 1,698 4,158 -5,457 4,724 3,126 -630 968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 10.4 9.7 64.9 76.0 92.3 96.1 7.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 58 35 32 51 40 125 92 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,432 COMMITMENTS 24,724 7,005 11,276 82,504 106,873 118,504 125,154 10,928 4,277 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -10,113) -5,139 2,645 2,193 -3,665 -11,765 -6,611 -6,927 -3,503 -3,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 5.4 8.7 63.7 82.6 91.6 96.7 8.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 55 28 34 50 41 125 90 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 450,413 COMMITMENTS 71,968 83,249 63,349 240,698 247,888 376,016 394,486 74,397 55,927 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -667) 8,829 5,730 -379 -3,827 -1,561 4,623 3,790 -5,290 -4,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 18.5 14.1 53.4 55.0 83.5 87.6 16.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 50 40 36 60 45 124 107 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 451,080 COMMITMENTS 63,140 77,519 63,728 244,525 249,449 371,393 390,696 79,687 60,384 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,173) -8,221 14,296 -2,680 7,967 -7,800 -2,934 3,816 1,761 -4,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 17.2 14.1 54.2 55.3 82.3 86.6 17.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 38 42 35 60 46 115 106 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,548 COMMITMENTS 34,206 8,856 39,312 51,045 81,903 124,564 130,071 13,985 8,477 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,938) 4,388 1,291 5,642 -4,008 -842 6,022 6,092 917 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 6.4 28.4 36.8 59.1 89.9 93.9 10.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 167 47 110 100 105 301 234 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,610 COMMITMENTS 29,819 7,565 33,670 55,053 82,745 118,542 123,979 13,068 7,631 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,812) -6,725 352 -2,142 1,105 -4,989 -7,763 -6,780 1,951 968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 5.7 25.6 41.8 62.9 90.1 94.2 9.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 164 42 105 96 103 293 223 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,496 COMMITMENTS 6,816 4,577 2,708 5,757 8,551 15,281 15,836 3,215 2,660 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 737) -307 274 -35 809 214 467 453 270 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 24.7 14.6 31.1 46.2 82.6 85.6 17.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 15 13 9 6 6 25 25 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,759 COMMITMENTS 7,123 4,303 2,743 4,948 8,337 14,814 15,383 2,945 2,375 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,000) -69 -775 77 -616 -228 -608 -926 -392 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 24.2 15.4 27.9 46.9 83.4 86.6 16.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 12 10 7 5 30 23 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,363 COMMITMENTS 30,199 25,506 34,675 108,228 120,708 173,101 180,889 34,262 26,474 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,923) 420 -29 -2,073 -4,118 -2,325 -5,771 -4,427 1,848 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 12.3 16.7 52.2 58.2 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 19 29 58 57 105 96 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,287 COMMITMENTS 29,779 25,535 36,748 112,346 123,033 178,873 185,316 32,414 25,971 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,062) 653 -3,547 1,982 6,124 11,631 8,758 10,065 304 -1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 12.1 17.4 53.2 58.2 84.7 87.7 15.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 37 21 33 59 59 111 100 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 729,843 COMMITMENTS 39,085 46,380 292,479 319,654 352,852 651,217 691,710 78,626 38,133 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -34,183) 494 -4,868 -16,697 -14,226 -12,967 -30,429 -34,532 -3,753 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 6.4 40.1 43.8 48.3 89.2 94.8 10.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 44 50 71 86 78 171 162 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 764,026 COMMITMENTS 38,590 51,248 309,176 333,880 365,818 681,647 726,243 82,379 37,783 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,860) -7,874 1,531 4,515 7,815 7,198 4,456 13,244 13,404 4,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 6.7 40.5 43.7 47.9 89.2 95.1 10.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 51 54 85 87 79 186 177 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,482 COMMITMENTS 5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 12 12 15 15 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,882 COMMITMENTS 11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050) 998 -1,758 1,758 -498 674 2,258 674 792 2,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 20 26 22 28 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,832 COMMITMENTS 10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096) 0 952 0 1,423 231 1,423 1,183 -327 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 19 26 20 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,186 COMMITMENTS 7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473) 1,624 186 0 -333 4,073 1,291 4,259 182 -2,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 11 14 13 17 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,713 COMMITMENTS 5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474) 3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 11 13 13 16 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,800 COMMITMENTS 0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140) 0 -721 1,079 999 1,720 2,078 2,078 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 15 14 18 17 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,660 COMMITMENTS 0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 14 13 17 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,172 COMMITMENTS 4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662) -743 2,128 933 4,637 603 4,827 3,664 -1,165 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 4 18 16 22 21 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,510 COMMITMENTS 5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211) -1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 18 15 22 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,688 COMMITMENTS 0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831) 0 -2 -308 -920 -335 -1,228 -645 397 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 20 19 22 21 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,519 COMMITMENTS 0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221) 0 -182 182 705 1,066 887 1,066 334 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 20 19 22 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,386 COMMITMENTS 36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376) 17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 14 14 16 15 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,010 COMMITMENTS 18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 14 13 16 14 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 32,143 COMMITMENTS 2,356 496 0 27,668 31,306 30,024 31,802 2,119 341 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 6 12 9 13 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 22,483 COMMITMENTS 2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 8 11 11 12 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,001,483 COMMITMENTS 274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229) -4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 9 29 85 82 116 113 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 979,254 COMMITMENTS 278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551) 488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 22 8 29 82 79 113 111 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 157,969 COMMITMENTS 29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115) 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 8 15 25 25 43 42 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 147,854 COMMITMENTS 26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913) -3,734 7,284 -51 10,514 -520 6,729 6,713 184 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 10 15 24 24 43 40 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,904 COMMITMENTS 14,291 1,225 13,876 29,493 42,743 57,660 57,844 244 60 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,505) -496 -2,060 2,333 1,615 3,277 3,452 3,550 53 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 2.1 24.0 50.9 73.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 8 31 30 39 38 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,399 COMMITMENTS 14,787 3,285 11,543 27,878 39,465 54,208 54,294 191 106 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,108) 5,003 299 353 845 5,530 6,200 6,182 -93 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 6.0 21.2 51.2 72.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 8 31 29 39 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839 COMMITMENTS 2,461 325 1,781 18,359 19,986 22,601 22,092 238 747 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011) -244 0 -220 1,519 766 1,055 546 -44 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 17 19 21 23 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828 COMMITMENTS 2,705 325 2,001 16,840 19,220 21,546 21,546 282 282 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032) -60 -44 484 564 548 988 988 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 4 17 18 21 22 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412 COMMITMENTS 256 6,319 856 8,300 2,237 9,412 9,412 0 0 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 11 8 14 11 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,265 COMMITMENTS 130,122 60,278 327,853 754,102 808,363 1212076 1196494 64,189 79,771 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -291) -2,535 1,363 13,288 -5,894 -15,547 4,859 -896 -5,150 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.7 25.7 59.1 63.3 95.0 93.7 5.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 83 92 118 87 94 235 248 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,556 COMMITMENTS 132,657 58,915 314,565 759,996 823,909 1207218 1197390 69,338 79,166 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -66,062) -31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730 -9,772 -5,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 4.6 24.6 59.5 64.5 94.6 93.8 5.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 82 88 111 86 92 226 239 CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899 COMMITMENTS 367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 6 14 14 20 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381 COMMITMENTS 8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216) -23 420 -47 262 -114 192 259 24 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 65 14 4 12 26 81 42 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165 COMMITMENTS 8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225) -228 278 118 120 -306 10 90 215 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 64 11 6 11 24 80 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,190 COMMITMENTS 6,254 1,078 5 894 7,307 7,153 8,390 2,037 800 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 925) 868 71 -1 -7 782 860 852 65 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.1 11.7 0.1 9.7 79.5 77.8 91.3 22.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 25 7 1 8 19 34 26 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,264 COMMITMENTS 5,386 1,007 6 901 6,525 6,293 7,538 1,971 726 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 647) 752 307 -80 -25 428 647 655 0 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 12.2 0.1 10.9 79.0 76.1 91.2 23.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 6 1 8 16 33 22 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,561 COMMITMENTS 37,064 7,775 37,310 103,687 137,155 178,061 182,240 22,500 18,321 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -10,109) 1,934 1,892 -7,159 -2,843 -5,053 -8,068 -10,320 -2,041 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 3.9 18.6 51.7 68.4 88.8 90.9 11.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 48 26 42 70 79 137 130 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,670 COMMITMENTS 35,130 5,883 44,469 106,530 142,208 186,129 192,560 24,541 18,110 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,744) -3,306 -774 -374 -2,886 -6,955 -6,567 -8,103 -1,177 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 2.8 21.1 50.6 67.5 88.4 91.4 11.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 54 20 41 72 85 140 133
Updated May 6, 2005