WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,195 COMMITMENTS 34,667 43,431 45,839 152,147 130,602 232,653 219,872 22,542 35,323 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,475) 2,083 6,611 4,834 4,184 3,092 11,101 14,537 -627 -4,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 17.0 18.0 59.6 51.2 91.2 86.2 8.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 61 84 65 45 60 151 170 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,720 COMMITMENTS 32,584 36,820 41,004 147,963 127,511 221,551 205,335 23,169 39,385 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,009) -4,991 -242 1,049 1,277 -6,993 -2,665 -6,187 -1,344 2,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 15.0 16.8 60.5 52.1 90.5 83.9 9.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 62 73 63 43 57 145 159 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,393 COMMITMENTS 87,197 148,056 126,721 477,472 347,873 691,390 622,649 144,003 212,743 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,471) 708 16,218 5,149 6,605 3,788 12,462 25,156 9,009 -3,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 17.7 15.2 57.2 41.6 82.8 74.5 17.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500) 119 134 129 200 185 390 391 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 813,921 COMMITMENTS 86,489 131,837 121,571 470,868 344,085 678,928 597,493 134,993 216,428 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 24,731) 194 32,752 16,969 22,261 -20,699 39,424 29,023 -14,693 -4,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 16.2 14.9 57.9 42.3 83.4 73.4 16.6 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496) 112 135 137 195 184 386 395 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,209 COMMITMENTS 1,908 1,353 817 2,127 4,832 4,852 7,002 4,357 2,207 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 488) -39 441 -29 347 -458 279 -46 208 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 14.7 8.9 23.1 52.5 52.7 76.0 47.3 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 8 4 10 15 21 25 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,721 COMMITMENTS 1,947 912 845 1,780 5,290 4,573 7,048 4,148 1,673 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -590) -771 833 101 645 -1,810 -26 -876 -563 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.5 9.7 20.4 60.7 52.4 80.8 47.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 8 5 11 16 22 26 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,554 COMMITMENTS 51,989 21,235 68,488 145,916 149,307 266,393 239,031 69,161 96,524 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,423) 6,657 -3,668 642 -1,241 12,746 6,059 9,720 4,364 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 6.3 20.4 43.5 44.5 79.4 71.2 20.6 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 121 73 107 90 98 263 232 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,132 COMMITMENTS 45,332 24,903 67,846 147,156 136,561 260,335 229,310 64,797 95,822 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,947) -10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014 -3,314 -5,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 7.7 20.9 45.3 42.0 80.1 70.5 19.9 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 106 88 113 93 101 263 247 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 13,923 COMMITMENTS 10,674 3,185 234 121 728 11,029 4,147 2,894 9,776 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -105) -313 261 -30 0 6 -343 237 238 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.7 22.9 1.7 0.9 5.2 79.2 29.8 20.8 70.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 7 5 1 3 14 13 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 14,028 COMMITMENTS 10,987 2,924 264 121 722 11,372 3,910 2,656 10,118 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57) 245 1,178 -29 -304 -178 -88 971 145 -914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 12 6 6 1 3 15 13 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 158,504 COMMITMENTS 33,785 11,207 21,859 75,246 110,703 130,889 143,770 27,615 14,735 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,862) 7,368 -3,166 -3,425 -3,953 8,797 -10 2,206 1,872 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 7.1 13.8 47.5 69.8 82.6 90.7 17.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 46 28 28 44 47 106 91 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,643 COMMITMENTS 26,417 14,373 25,284 79,199 101,907 130,899 141,563 25,744 15,079 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 524) -981 3,029 155 2,478 -4,077 1,652 -893 -1,128 1,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 9.2 16.1 50.6 65.1 83.6 90.4 16.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 43 28 36 48 46 111 100 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,858 COMMITMENTS 86,956 99,694 141,583 514,139 483,831 742,678 725,108 166,180 183,751 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,088) -4,684 -1,786 4,858 -5,550 -6,745 -5,376 -3,673 3,288 1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 11.0 15.6 56.6 53.2 81.7 79.8 18.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 30 45 46 80 93 138 156 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 910,946 COMMITMENTS 91,641 101,480 136,725 519,688 490,576 748,054 728,781 162,892 182,165 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 35,559) -1,640 1,635 17,819 1,515 19,479 17,695 38,933 17,865 -3,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 11.1 15.0 57.0 53.9 82.1 80.0 17.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 31 44 45 79 88 139 148 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 144,896 COMMITMENTS 28,367 9,192 23,068 61,828 91,014 113,263 123,274 31,633 21,622 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,213) -1,585 -347 -206 -954 -1,795 -2,746 -2,349 -468 -865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 6.3 15.9 42.7 62.8 78.2 85.1 21.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 42 28 37 52 64 125 114 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 148,110 COMMITMENTS 29,952 9,539 23,275 62,782 92,809 116,009 125,623 32,101 22,486 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -10,590) -3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895 -2,474 -695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 6.4 15.7 42.4 62.7 78.3 84.8 21.7 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 46 26 37 51 62 122 113 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,794 COMMITMENTS 3,436 338 1,215 1,030 5,165 5,681 6,718 2,114 1,076 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -18) -27 -772 104 224 687 301 19 -319 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 4.3 15.6 13.2 66.3 72.9 86.2 27.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 22 4 9 12 17 35 29 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,813 COMMITMENTS 3,463 1,110 1,110 806 4,478 5,380 6,699 2,433 1,114 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -49) -109 -240 291 -412 -112 -230 -61 181 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 14.2 14.2 10.3 57.3 68.9 85.7 31.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 21 6 10 10 15 32 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,629 COMMITMENTS 115,134 78,863 1,718 152,029 143,604 268,881 224,185 61,748 106,444 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -4,817) 1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920 396 4,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 23.9 0.5 46.0 43.4 81.3 67.8 18.7 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 18 28 3 38 40 58 69 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,446 COMMITMENTS 113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,352 102,341 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,930) 8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,907 2,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 24.9 0.5 47.3 44.0 81.7 69.5 18.3 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 18 28 4 39 43 61 72 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,925,810 COMMITMENTS 349,918 386,965 630,215 1672182 1452725 2652316 2469904 273,495 455,906 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 16,033) -843 18,946 9,584 5,596 -18,793 14,336 9,736 1,697 6,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 13.2 21.5 57.2 49.7 90.7 84.4 9.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 48 96 93 119 155 229 282 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,909,777 COMMITMENTS 350,762 368,019 620,631 1666586 1471518 2637979 2460168 271,798 449,609 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 158,490) 16,538 -35,855 131,668 11,160 92,927 159,365 188,740 -875 -30,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 12.6 21.3 57.3 50.6 90.7 84.5 9.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 51 88 89 114 155 221 276 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,700,796 COMMITMENTS 137,232 296,154 277,162 1116577 824,792 1530971 1398108 169,825 302,687 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -5,273) -1,284 5,555 21,956 -24,444 -32,882 -3,772 -5,370 -1,501 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 17.4 16.3 65.7 48.5 90.0 82.2 10.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 32 57 56 80 96 148 173 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,068 COMMITMENTS 138,516 290,599 255,206 1141021 857,673 1534742 1403479 171,326 302,590 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 42,260) 7,299 2,387 39,896 -4,707 11,626 42,488 53,909 -228 -11,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 17.0 15.0 66.9 50.3 90.0 82.3 10.0 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 31 55 51 80 103 142 178 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 605,624 COMMITMENTS 119,054 34,586 219,473 225,003 314,855 563,530 568,914 42,094 36,710 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 29,498) -39,889 4,755 45,959 17,471 -27,655 23,541 23,059 5,957 6,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 5.7 36.2 37.2 52.0 93.0 93.9 7.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 36 23 47 46 54 102 104 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 576,125 COMMITMENTS 158,943 29,831 173,514 207,532 342,510 539,989 545,855 36,137 30,271 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -105,154) -58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726 -5,228 -4,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.2 30.1 36.0 59.5 93.7 94.7 6.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 39 18 43 49 55 103 101 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,651 COMMITMENTS 10,478 5,107 1,493 20,900 28,665 32,871 35,264 10,780 8,387 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -251) -199 -130 -102 -28 57 -329 -175 78 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 11.7 3.4 47.9 65.7 75.3 80.8 24.7 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 21 15 10 19 14 46 33 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,902 COMMITMENTS 10,678 5,236 1,595 20,928 28,608 33,200 35,439 10,702 8,463 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 407) 595 -6,748 243 -257 6,482 581 -22 -174 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 11.9 3.6 47.7 65.2 75.6 80.7 24.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 17 12 20 14 50 33 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,867 COMMITMENTS 9,513 29,089 5,336 43,886 19,379 58,735 53,803 16,133 21,064 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,435) 1,503 3,849 1,680 2,660 -558 5,842 4,971 -408 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 38.9 7.1 58.6 25.9 78.5 71.9 21.5 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 21 29 21 15 15 49 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 69,433 COMMITMENTS 8,011 25,240 3,656 41,226 19,937 52,892 48,833 16,540 20,600 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,081) -1,092 715 752 3,350 -1,613 3,010 -147 1,071 4,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 36.4 5.3 59.4 28.7 76.2 70.3 23.8 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 21 29 19 13 17 44 55 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,756 COMMITMENTS 6,047 6,038 1,046 29,676 29,327 36,769 36,411 987 1,345 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,333) 1,675 80 0 -215 1,444 1,460 1,524 -127 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 16.0 2.8 78.6 77.7 97.4 96.4 2.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 21 4 17 18 27 40 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423 COMMITMENTS 4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896) 410 137 0 207 636 617 773 279 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 20 4 17 19 28 40 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,251 COMMITMENTS 0 1,045 0 14,188 13,126 14,188 14,171 63 80 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -72) 0 6 0 163 180 163 186 -235 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.0 99.6 92.1 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 7 0 4 11 4 18 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323 COMMITMENTS 0 1,039 0 14,025 12,946 14,025 13,985 298 338 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634) 0 1 0 1,642 1,695 1,642 1,696 -8 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 7 0 5 12 5 19 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,847 COMMITMENTS 1,666 1,956 4,192 15,707 13,442 21,564 19,590 5,283 7,257 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 865) 459 89 275 750 68 1,484 432 -619 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 7.3 15.6 58.5 50.1 80.3 73.0 19.7 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 7 13 23 19 38 34 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,982 COMMITMENTS 1,207 1,867 3,916 14,957 13,374 20,080 19,158 5,902 6,824 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,106) -485 -292 -1,077 -1,706 -1,814 -3,268 -3,183 -837 -922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 7.2 15.1 57.6 51.5 77.3 73.7 22.7 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 6 12 21 18 34 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,876 COMMITMENTS 14,574 10,279 21,827 44,779 36,637 81,181 68,743 19,695 32,133 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,270) -2,148 1,961 -2,258 434 -3,218 -3,972 -3,515 1,702 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 10.2 21.6 44.4 36.3 80.5 68.1 19.5 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 41 42 48 28 34 97 104 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,146 COMMITMENTS 16,722 8,318 24,085 44,345 39,855 85,153 72,258 17,993 30,888 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,350) -75 -751 -90 1,865 2,430 1,700 1,589 1,650 1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 8.1 23.4 43.0 38.6 82.6 70.1 17.4 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 48 36 60 30 37 114 114 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,787 COMMITMENTS 396 1,496 403 1,537 806 2,336 2,705 1,451 1,082 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 81) -197 39 67 76 12 -53 118 134 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 39.5 10.6 40.6 21.3 61.7 71.4 38.3 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 13 6 7 4 20 18 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,707 COMMITMENTS 593 1,457 336 1,461 794 2,389 2,587 1,317 1,119 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -120) 201 -29 -85 -178 29 -62 -84 -58 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 39.3 9.1 39.4 21.4 64.5 69.8 35.5 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 10 8 6 3 21 20 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,384 COMMITMENTS 45,937 11,527 22,775 66,291 79,147 135,003 113,450 20,381 41,934 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,837) 1,504 -409 2,267 -2,126 316 1,645 2,174 1,191 662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 7.4 14.7 42.7 50.9 86.9 73.0 13.1 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 68 30 48 65 101 158 162 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,547 COMMITMENTS 44,433 11,936 20,508 68,416 78,831 133,358 111,275 19,189 41,272 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,128) -1,512 461 -876 -1,635 -1,126 -4,023 -1,540 -105 -2,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 7.8 13.4 44.8 51.7 87.4 72.9 12.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 64 29 43 66 107 155 162 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,635 COMMITMENTS 1,001 332 183 892 1,998 2,076 2,512 1,559 1,123 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -476) -210 -45 50 -40 -403 -200 -398 -275 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 9.1 5.0 24.5 55.0 57.1 69.1 42.9 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 7 5 14 19 27 30 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,111 COMMITMENTS 1,211 376 133 932 2,400 2,276 2,910 1,835 1,201 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -768) 11 -65 -269 -283 -233 -541 -568 -227 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 9.2 3.2 22.7 58.4 55.4 70.8 44.6 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 9 5 11 15 27 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,007 COMMITMENTS 10,154 2,151 4,799 8,413 6,157 23,365 13,106 5,642 15,901 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 487) 177 -269 344 -87 -253 435 -178 52 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 7.4 16.5 29.0 21.2 80.6 45.2 19.4 54.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 49 26 27 47 48 113 87 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,520 COMMITMENTS 9,976 2,420 4,454 8,500 6,410 22,931 13,285 5,589 15,236 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,331) -311 127 -1,842 -813 -1,035 -2,966 -2,751 -365 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 8.5 15.6 29.8 22.5 80.4 46.6 19.6 53.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 52 23 27 46 47 112 86 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,769 COMMITMENTS 12,361 39,354 1,752 52,059 27,526 66,172 68,632 27,598 25,138 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -7,425) -643 -6,266 -815 -6,561 678 -8,019 -6,402 595 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 42.0 1.9 55.5 29.4 70.6 73.2 29.4 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 21 7 29 20 48 42 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,194 COMMITMENTS 13,004 45,620 2,566 58,620 26,848 74,191 75,034 27,003 26,160 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 8,828) -708 7,502 216 10,580 -4,084 10,088 3,634 -1,260 5,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 45.1 2.5 57.9 26.5 73.3 74.1 26.7 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 21 8 32 20 53 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 44,695 COMMITMENTS 2,399 19,600 102 32,738 7,828 35,239 27,530 9,456 17,165 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,249) -2,490 3,653 -215 7,986 -658 5,280 2,780 -31 2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 43.9 0.2 73.2 17.5 78.8 61.6 21.2 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 13 3 13 9 20 23 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,446 COMMITMENTS 4,889 15,947 318 24,753 8,486 29,959 24,750 9,487 14,696 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,382) 1,385 3,818 317 3,631 767 5,332 4,901 -950 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 40.4 0.8 62.8 21.5 75.9 62.7 24.1 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 11 2 13 10 21 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 107,384 COMMITMENTS 79,598 4,310 331 19,266 98,377 99,194 103,018 8,189 4,366 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,152) -1,177 -419 274 -488 -3,846 -1,391 -3,991 -761 1,839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.1 4.0 0.3 17.9 91.6 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 58 15 4 18 20 78 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,535 COMMITMENTS 80,774 4,729 57 19,753 102,223 100,585 107,009 8,950 2,526 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,388) 9,498 -468 0 329 11,074 9,827 10,607 561 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 4.3 0.1 18.0 93.3 91.8 97.7 8.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 60 13 2 19 19 80 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,330 COMMITMENTS 25,926 5,801 531 40,867 71,074 67,325 77,406 24,005 13,924 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 156) 79 -219 -233 1,760 -2,637 1,606 -3,089 -1,450 3,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 6.4 0.6 44.7 77.8 73.7 84.8 26.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 10 4 17 18 42 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,174 COMMITMENTS 25,847 6,019 764 39,108 73,711 65,719 80,494 25,455 10,680 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,297) -3,451 545 -55 5,374 3,201 1,868 3,691 1,429 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 6.6 0.8 42.9 80.8 72.1 88.3 27.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 11 5 18 17 41 30 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 187,451 COMMITMENTS 20,364 29,303 4,179 130,176 131,675 154,718 165,157 32,732 22,293 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,161) -826 -5,668 -690 -1,315 6,978 -2,832 621 1,671 -1,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 15.6 2.2 69.4 70.2 82.5 88.1 17.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 21 16 11 28 32 52 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,611 COMMITMENTS 21,190 34,971 4,869 131,491 124,697 157,550 164,536 31,061 24,075 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 23,076) 10,788 -7,680 556 7,992 32,087 19,335 24,963 3,741 -1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 18.5 2.6 69.7 66.1 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 17 13 30 31 54 58 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,553 COMMITMENTS 24,244 25,813 14,544 78,973 77,125 117,761 117,482 53,792 54,071 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,185) -4,945 4,421 -1,509 4,597 -8,154 -1,857 -5,242 672 4,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 15.0 8.5 46.0 45.0 68.6 68.5 31.4 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 24 34 21 31 30 69 71 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,738 COMMITMENTS 29,189 21,392 16,053 74,376 85,279 119,618 122,724 53,120 50,014 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,210) 5,483 3,105 -1,874 2,664 5,843 6,273 7,074 937 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 12.4 9.3 43.1 49.4 69.2 71.0 30.8 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 37 27 31 30 79 74 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 92,531 COMMITMENTS 29,644 6,000 758 58,431 79,012 88,833 85,770 3,698 6,761 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 17,511) -740 0 140 17,900 17,638 17,300 17,778 211 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 6.5 0.8 63.1 85.4 96.0 92.7 4.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 16 21 20 26 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020 COMMITMENTS 30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416) -1,000 0 450 -723 -726 -1,273 -276 857 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 14 19 18 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,357,071 COMMITMENTS 616,853 742,381 3982420 7701132 6971441 12300405 11696242 1056666 1660829 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 60,378) -56,990 48,478 165,161 112,752 25,388 220,922 239,026 -160,544 -178,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.6 29.8 57.7 52.2 92.1 87.6 7.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 50 80 115 145 148 271 275 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,296,693 COMMITMENTS 673,843 693,903 3817259 7588380 6946053 12079483 11457216 1217211 1839478 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 286,476) 44,604 -13,946 48,368 154,242 183,929 247,214 218,352 39,262 68,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 5.2 28.7 57.1 52.2 90.8 86.2 9.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 55 70 110 142 142 263 263 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 770,985 COMMITMENTS 61,535 72,333 56,952 502,314 513,732 620,801 643,017 150,185 127,969 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,228) 673 -486 3,640 -473 -1,643 3,840 1,510 2,389 4,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.4 7.4 65.2 66.6 80.5 83.4 19.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 55 41 63 104 69 190 142 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 764,757 COMMITMENTS 60,862 72,820 53,312 502,787 515,375 616,961 641,507 147,796 123,250 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,344) -3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741 -4,672 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.5 7.0 65.7 67.4 80.7 83.9 19.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 45 49 60 102 67 185 138 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,048,573 COMMITMENTS 198,076 253,172 25,470 497,840 649,449 721,386 928,092 327,187 120,482 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 47,870) 13,188 45,867 559 20,342 -1,292 34,089 45,134 13,781 2,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 24.1 2.4 47.5 61.9 68.8 88.5 31.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 39 69 31 61 59 120 139 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,703 COMMITMENTS 184,888 207,305 24,911 477,498 650,742 687,297 882,957 313,407 117,746 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 15,097) -25,176 -5,084 3,049 23,694 6,704 1,566 4,669 13,531 10,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 20.7 2.5 47.7 65.0 68.7 88.2 31.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 41 54 29 58 62 116 128 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,837 COMMITMENTS 725 1,429 0 5,388 9,263 6,113 10,692 5,724 1,145 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 96) 0 197 0 -439 0 -439 197 535 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 12.1 0.0 45.5 78.3 51.6 90.3 48.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 10 13 11 17 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,741 COMMITMENTS 725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107) 0 -6 0 383 0 383 -6 -490 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 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 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,919 COMMITMENTS 9,413 3,609 27 15,312 16,345 24,752 19,981 3,167 7,938 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,802) 748 1,555 27 2,179 -154 2,954 1,428 -152 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 12.9 0.1 54.8 58.5 88.7 71.6 11.3 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 1 18 18 25 25 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 25,117 COMMITMENTS 8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152) 1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 0 17 18 22 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,199 COMMITMENTS 4,525 18,232 70 35,530 28,778 40,125 47,080 18,074 11,119 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -407) -265 -956 -11 -523 1,283 -800 316 392 -723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 31.3 0.1 61.0 49.4 68.9 80.9 31.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 13 26 3 35 34 50 61 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,606 COMMITMENTS 4,790 19,188 81 36,053 27,495 40,924 46,764 17,682 11,842 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,786) -2,054 -1,252 -2 -23 -408 -2,079 -1,662 -707 -1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 32.7 0.1 61.5 46.9 69.8 79.8 30.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 25 2 35 34 48 60 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,033 COMMITMENTS 76,972 163,403 1,757 249,231 131,441 327,960 296,601 34,073 65,432 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,623) 10,906 19,380 -153 23,014 2,411 33,767 21,638 -12,143 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 45.1 0.5 68.8 36.3 90.6 81.9 9.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 32 80 9 48 37 83 123 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,410 COMMITMENTS 66,067 144,023 1,909 226,217 129,030 294,193 274,963 46,217 65,447 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,980) -13,168 -2,872 470 4,821 1,692 -7,876 -709 5,896 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 42.3 0.6 66.5 37.9 86.4 80.8 13.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 38 75 10 50 36 91 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,075 COMMITMENTS 32,964 4,388 4,749 33,233 74,075 70,947 83,212 23,129 10,863 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -516) 1,705 819 223 -3,460 -1,272 -1,532 -230 1,016 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 4.7 5.0 35.3 78.7 75.4 88.5 24.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 3 3 20 16 38 22 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,592 COMMITMENTS 31,258 3,569 4,527 36,694 75,347 72,479 83,442 22,113 11,149 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,684) 2,809 -633 -3,839 710 1,595 -320 -2,877 -1,364 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 3.8 4.8 38.8 79.7 76.6 88.2 23.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 3 6 19 17 40 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,381 COMMITMENTS 1,121 13,161 5 28,695 16,727 29,821 29,893 5,560 5,489 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 121) 0 -407 0 32 -203 32 -610 89 731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 37.2 0.0 81.1 47.3 84.3 84.5 15.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 13 1 26 26 29 39 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,260 COMMITMENTS 1,121 13,568 5 28,663 16,930 29,789 30,503 5,471 4,757 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 755) 0 292 0 631 303 631 595 125 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 14 1 26 28 29 42 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 236,283 COMMITMENTS 54,732 33,528 2,064 172,288 183,733 229,084 219,325 7,199 16,959 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 938) -5,391 -1,411 -97 6,935 869 1,447 -639 -509 1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 14.2 0.9 72.9 77.8 97.0 92.8 3.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 17 37 9 32 47 52 90 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 235,346 COMMITMENTS 60,123 34,939 2,161 165,353 182,864 227,637 219,964 7,708 15,382 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,511) 3,882 6,394 127 17,448 13,097 21,458 19,618 -4,947 -3,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 14.8 0.9 70.3 77.7 96.7 93.5 3.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 22 35 10 33 43 59 84 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,341 COMMITMENTS 9,971 5,408 649 16,875 24,301 27,495 30,358 12,846 9,983 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,851) -244 -420 98 1,641 1,049 1,495 727 356 1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 13.4 1.6 41.8 60.2 68.2 75.3 31.8 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 23 16 3 17 26 43 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,490 COMMITMENTS 10,215 5,828 551 15,234 23,252 26,000 29,631 12,490 8,859 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471) -55 -869 316 -48 1,735 213 1,182 258 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 15.1 1.4 39.6 60.4 67.5 77.0 32.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 23 15 4 16 24 43 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,104 COMMITMENTS 6,983 930 15 15,784 2,248 22,782 3,193 7,322 26,911 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,765) -339 270 -5 1,209 223 865 488 3,900 4,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 3.1 0.0 52.4 7.5 75.7 10.6 24.3 89.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 1 9 4 18 8 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339 COMMITMENTS 7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333) -1,130 -6 5 796 306 -329 305 -2,004 -2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 1 11 4 20 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 72,419 COMMITMENTS 3,176 4,235 523 51,635 27,826 55,334 32,584 17,085 39,835 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,292) -402 91 80 160 976 -162 1,147 1,454 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 5.8 0.7 71.3 38.4 76.4 45.0 23.6 55.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 13 3 19 30 24 45 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127 COMMITMENTS 3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888) 2 0 0 -549 2,788 -547 2,788 2,435 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 12 1 18 28 22 41 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,843 COMMITMENTS 36,544 15,190 19,896 31,660 76,040 88,099 111,126 35,744 12,717 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,181) -823 -2,750 2,961 507 19 2,644 230 537 2,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 12.3 16.1 25.6 61.4 71.1 89.7 28.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 94 28 49 29 35 141 98 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,662 COMMITMENTS 37,367 17,941 16,935 31,153 76,021 85,455 110,896 35,207 9,766 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -6,675) -7,580 13,999 -1,562 5,858 -14,841 -3,284 -2,405 -3,391 -4,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 14.9 14.0 25.8 63.0 70.8 91.9 29.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 91 34 46 28 35 140 98 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 109,153 COMMITMENTS 31,923 14,365 23,347 40,952 58,243 96,222 95,955 12,931 13,198 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,266) -2,198 -148 1,399 85 -2,584 -714 -1,333 -552 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 13.2 21.4 37.5 53.4 88.2 87.9 11.8 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 61 51 38 42 40 122 112 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,419 COMMITMENTS 34,121 14,513 21,948 40,867 60,827 96,936 97,288 13,484 13,131 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,618) -517 2,437 -2,222 -4,042 -8,997 -6,780 -8,782 -1,838 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 13.1 19.9 37.0 55.1 87.8 88.1 12.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 62 55 34 42 42 124 116 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 351,685 COMMITMENTS 134,144 45,002 58,012 104,443 224,286 296,599 327,299 55,087 24,386 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -8,592) -19,091 8,331 -1,016 11,417 -17,544 -8,689 -10,229 97 1,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 12.8 16.5 29.7 63.8 84.3 93.1 15.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 131 62 56 45 44 202 141 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,277 COMMITMENTS 153,235 36,671 59,028 93,026 241,829 305,288 337,528 54,990 22,750 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -16,344) -22,590 10,107 -154 9,363 -26,014 -13,381 -16,062 -2,963 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 10.2 16.4 25.8 67.1 84.7 93.7 15.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 136 55 58 39 42 203 133 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,652 COMMITMENTS 7,761 895 540 561 9,603 8,862 11,038 3,790 1,614 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 390) 194 -184 -60 0 568 134 324 256 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.3 7.1 4.3 4.4 75.9 70.0 87.2 30.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 23 4 8 6 5 35 15 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,262 COMMITMENTS 7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520) 319 -247 101 129 3 549 -143 -29 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 25 5 9 5 5 35 18 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 70,978 COMMITMENTS 12,584 10,598 5,958 36,290 35,623 54,832 52,180 16,145 18,798 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,716) 1,041 2,559 -615 1,413 1,845 1,839 3,790 877 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 14.9 8.4 51.1 50.2 77.3 73.5 22.7 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 27 27 18 45 47 79 85 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 68,262 COMMITMENTS 11,542 8,039 6,573 34,877 33,778 52,993 48,390 15,269 19,872 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,567) 744 -2,102 -739 -3,966 199 -3,961 -2,641 394 -926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 11.8 9.6 51.1 49.5 77.6 70.9 22.4 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 30 18 21 47 46 81 82 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,766 COMMITMENTS 1,794 3,768 1,692 17,630 14,047 21,116 19,506 7,651 9,260 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 559) -171 714 164 135 183 127 1,061 432 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 13.1 5.9 61.3 48.8 73.4 67.8 26.6 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 10 7 19 13 30 27 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,207 COMMITMENTS 1,965 3,054 1,528 17,495 13,864 20,988 18,446 7,219 9,762 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,869) 189 -687 -698 -441 -192 -950 -1,578 -919 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 10.8 5.4 62.0 49.1 74.4 65.4 25.6 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 11 7 22 16 33 29 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,114 COMMITMENTS 34,539 6,551 31,770 69,014 105,557 135,323 143,879 16,792 8,236 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -10,160) -10,451 1,812 207 2,786 -11,509 -7,458 -9,490 -2,701 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.3 20.9 45.4 69.4 89.0 94.6 11.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 88 37 57 72 67 188 136 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,274 COMMITMENTS 44,990 4,739 31,563 66,228 117,066 142,781 153,368 19,493 8,906 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -215) -2,025 1,076 836 2,495 -2,751 1,306 -839 -1,521 624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 2.9 19.5 40.8 72.1 88.0 94.5 12.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 102 35 54 60 65 194 131 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,147 COMMITMENTS 10,545 3,794 5,122 13,763 22,959 29,430 31,875 4,717 2,273 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,818) -2,266 -342 -569 1,168 -1,269 -1,667 -2,180 -151 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 11.1 15.0 40.3 67.2 86.2 93.3 13.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 57 22 21 23 19 93 49 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,965 COMMITMENTS 12,811 4,136 5,690 12,595 24,228 31,097 34,055 4,868 1,911 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,088) -366 585 -492 -2,180 -4,255 -3,038 -4,162 -1,049 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 11.5 15.8 35.0 67.4 86.5 94.7 13.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 64 19 22 21 17 95 48 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,516 COMMITMENTS 21,336 16,676 12,100 90,681 101,140 124,118 129,916 11,398 5,600 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -602) -2,278 1,882 -727 1,533 -1,974 -1,472 -819 870 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 12.3 8.9 66.9 74.6 91.6 95.9 8.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 57 37 31 53 40 125 95 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,118 COMMITMENTS 23,615 14,794 12,827 89,148 103,114 125,590 130,735 10,528 5,383 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,592) 23 904 -148 2,486 1,698 2,362 2,455 230 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 10.9 9.4 65.5 75.8 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 57 34 31 53 42 126 91 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 455,883 COMMITMENTS 70,689 87,930 66,958 251,281 242,730 388,927 397,618 66,955 58,265 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,072) -1,717 4,477 2,629 12,996 297 13,908 7,403 -3,836 2,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 19.3 14.7 55.1 53.2 85.3 87.2 14.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 47 49 42 58 44 125 116 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 445,811 COMMITMENTS 72,406 83,453 64,329 238,285 242,433 375,020 390,215 70,791 55,596 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,602) 437 204 980 -2,413 -5,455 -996 -4,271 -3,605 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 18.7 14.4 53.4 54.4 84.1 87.5 15.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 45 46 39 56 42 121 107 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,312 COMMITMENTS 33,158 10,240 35,031 50,233 78,792 118,422 124,062 12,891 7,250 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 95) -730 1,035 802 644 -1,313 716 524 -621 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 7.8 26.7 38.3 60.0 90.2 94.5 9.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 171 53 127 102 109 318 253 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,218 COMMITMENTS 33,888 9,205 34,229 49,589 80,105 117,706 123,539 13,512 7,679 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,330) -318 349 -5,083 -1,456 -1,798 -6,857 -6,533 -473 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 7.0 26.1 37.8 61.0 89.7 94.1 10.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 175 51 120 103 112 312 252 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,926 COMMITMENTS 8,692 5,261 2,743 6,792 11,352 18,227 19,356 3,699 2,570 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,210) 361 662 -26 670 307 1,004 942 206 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 24.0 12.5 31.0 51.8 83.1 88.3 16.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 15 10 7 6 31 25 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,716 COMMITMENTS 8,331 4,599 2,770 6,122 11,046 17,223 18,414 3,493 2,302 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,220) 1,515 22 61 365 2,494 1,942 2,578 278 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 22.2 13.4 29.6 53.3 83.1 88.9 16.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 14 9 7 5 27 24 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,123 COMMITMENTS 27,220 23,807 38,062 106,218 118,385 171,499 180,254 34,624 25,869 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,813) 1,685 -1,268 494 1,621 5,294 3,800 4,520 3,013 2,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 11.5 18.5 51.5 57.4 83.2 87.4 16.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 36 22 28 62 62 110 101 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,310 COMMITMENTS 25,536 25,075 37,568 104,596 113,091 167,699 175,734 31,610 23,576 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,054) -4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155 -2,652 -2,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.6 18.8 52.5 56.7 84.1 88.2 15.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 31 26 33 59 58 109 101 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 753,675 COMMITMENTS 34,033 53,660 301,918 340,476 354,574 676,427 710,152 77,248 43,523 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,767) -4,499 1,239 6,099 11,421 5,197 13,021 12,534 1,746 2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.1 40.1 45.2 47.0 89.8 94.2 10.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 44 60 71 88 79 174 170 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 738,908 COMMITMENTS 38,532 52,421 295,820 329,055 349,378 663,406 697,618 75,502 41,290 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,065) -553 6,041 3,341 9,401 -3,474 12,189 5,908 -3,124 3,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 7.1 40.0 44.5 47.3 89.8 94.4 10.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 47 57 77 86 78 174 175 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,462 COMMITMENTS 8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069) -2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 18 24 20 26 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,393 COMMITMENTS 11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511) -376 -2,288 3,006 -344 133 2,286 851 -775 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 17 25 20 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,634 COMMITMENTS 8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734) 0 0 0 734 734 734 734 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 11 14 14 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,900 COMMITMENTS 8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286) 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 11 14 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,138 COMMITMENTS 1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751) -1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 18 15 19 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,387 COMMITMENTS 2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587) 2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 15 15 18 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,940 COMMITMENTS 6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660) 64 -840 142 3,763 4,301 3,969 3,603 -309 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 20 17 24 22 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,280 COMMITMENTS 6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892) 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 19 19 23 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,877 COMMITMENTS 0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517) 0 -122 -92 -484 -543 -576 -757 59 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 19 20 21 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,394 COMMITMENTS 0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706) 0 242 -186 -318 106 -504 162 1,210 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 19 20 21 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,010 COMMITMENTS 36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581) -300 5,732 300 4,111 -1,090 4,111 4,942 470 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 17 17 19 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,429 COMMITMENTS 36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957) 346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 16 17 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 975,192 COMMITMENTS 247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604) -26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 10 31 82 77 118 109 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 964,588 COMMITMENTS 274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895) 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 22 8 29 81 77 114 107 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 136,983 COMMITMENTS 21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084) 2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 10 15 26 26 43 44 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,899 COMMITMENTS 18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070) -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 10 15 23 23 39 40 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 61,110 COMMITMENTS 15,554 3,123 14,228 30,725 43,659 60,508 61,010 602 100 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,650) -1,080 320 1,476 2,203 823 2,599 2,619 51 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 5.1 23.3 50.3 71.4 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 7 31 29 38 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,459 COMMITMENTS 16,634 2,803 12,752 28,522 42,836 57,908 58,390 551 69 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 556) 2,343 1,578 -1,124 -971 93 249 547 307 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 4.8 21.8 48.8 73.3 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 7 32 30 39 38 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325 COMMITMENTS 3,184 731 1,482 17,275 19,219 21,941 21,432 384 893 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335) 1,142 88 -109 -800 254 233 233 102 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 17 18 21 21 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990 COMMITMENTS 2,042 643 1,591 18,075 18,965 21,708 21,199 282 791 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849) -419 318 -190 -284 -1,021 -893 -893 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 4 17 18 21 22 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935 COMMITMENTS 172 5,474 856 7,907 2,605 8,935 8,935 0 0 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 216) 0 0 0 216 216 216 216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 12 9 15 12 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719 COMMITMENTS 172 5,474 856 7,691 2,389 8,719 8,719 0 0 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693) -84 -845 0 -609 152 -693 -693 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 11 7 14 10 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430 COMMITMENTS 3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210) 180 240 60 60 -10 300 290 -90 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 5 13 14 18 19 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220 COMMITMENTS 3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 4 14 14 19 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,354 COMMITMENTS 111,848 70,059 356,758 786,678 811,549 1255284 1238366 79,070 95,989 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 12,212) -3,118 2,176 -1,027 6,006 90 1,861 1,239 10,351 10,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 5.3 26.7 59.0 60.8 94.1 92.8 5.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 76 106 129 81 91 228 263 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,143 COMMITMENTS 114,966 67,883 357,785 780,672 811,459 1253423 1237127 68,720 85,016 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 45,878) -15,156 7,605 29,932 26,571 3,096 41,347 40,633 4,531 5,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 5.1 27.1 59.0 61.4 94.8 93.6 5.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 72 106 130 87 90 237 254 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320 COMMITMENTS 8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85) -487 298 -63 564 -246 14 -11 71 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 60 19 5 12 24 77 47 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235 COMMITMENTS 8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146) -154 97 169 108 -581 123 -315 -269 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 63 18 7 11 25 79 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,495 COMMITMENTS 6,395 1,265 5 1,069 7,167 7,469 8,437 2,027 1,059 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 766) 497 61 -88 204 472 613 445 153 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 13.3 0.1 11.3 75.5 78.7 88.9 21.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 27 9 1 6 19 34 28 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,729 COMMITMENTS 5,898 1,204 93 865 6,695 6,856 7,992 1,873 738 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -460) -356 126 88 -29 -612 -297 -398 -163 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 13.8 1.1 9.9 76.7 78.5 91.5 21.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 25 8 2 5 18 31 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,374 COMMITMENTS 30,752 10,386 38,289 102,328 126,562 171,369 175,237 20,005 16,137 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,110) -1,223 1,178 2,104 836 -423 1,718 2,860 2,392 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.4 20.0 53.5 66.1 89.5 91.6 10.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 54 23 48 65 76 136 132 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,265 COMMITMENTS 31,975 9,209 36,184 101,492 126,985 169,651 172,378 17,613 14,887 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,296) -5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862 -4,886 -3,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 4.9 19.3 54.2 67.8 90.6 92.1 9.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 51 29 49 63 77 137 135
Updated May 20, 2005