WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,624 COMMITMENTS 33,562 56,926 48,303 155,432 120,432 237,297 225,660 25,327 36,964 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,430) -1,105 13,495 2,464 3,285 -10,170 4,644 5,789 2,786 1,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 21.7 18.4 59.2 45.9 90.4 85.9 9.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 69 95 68 48 56 156 185 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 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,035 COMMITMENTS 85,957 155,775 140,462 477,123 345,078 703,542 641,316 145,494 207,720 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,643) -1,240 7,720 13,742 -350 -2,795 12,152 18,666 1,491 -5,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 18.3 16.5 56.2 40.6 82.9 75.5 17.1 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 123 130 126 196 180 384 383 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 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,141 COMMITMENTS 1,853 1,428 852 2,223 4,538 4,928 6,818 4,212 2,322 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -68) -55 75 36 95 -295 77 -183 -144 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 15.6 9.3 24.3 49.6 53.9 74.6 46.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 11 5 10 14 23 28 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 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,929 COMMITMENTS 40,151 29,428 73,263 151,417 135,093 264,831 237,784 65,097 92,145 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -5,626) -11,838 8,192 4,774 5,501 -14,213 -1,562 -1,247 -4,064 -4,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 8.9 22.2 45.9 40.9 80.3 72.1 19.7 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 105 93 117 91 98 262 253 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 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 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,878 COMMITMENTS 18,312 19,367 21,363 78,425 81,805 118,100 122,534 20,777 16,344 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,627) -15,472 8,160 -496 3,179 -28,899 -12,789 -21,235 -6,838 1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 13.9 15.4 56.5 58.9 85.0 88.2 15.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 41 26 27 53 45 103 93 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,583 COMMITMENTS 111,242 120,730 159,722 545,020 521,484 815,984 801,936 181,600 195,647 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 88,725) 24,286 21,036 18,139 30,881 37,654 73,306 76,828 15,419 11,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 12.1 16.0 54.6 52.3 81.8 80.4 18.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 38 45 51 81 93 149 159 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 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 137,786 COMMITMENTS 21,462 9,727 22,971 62,506 84,185 106,939 116,883 30,847 20,903 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,111) -6,905 534 -97 678 -6,829 -6,324 -6,392 -786 -719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 7.1 16.7 45.4 61.1 77.6 84.8 22.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 38 27 34 52 62 112 113 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 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,062 COMMITMENTS 3,788 522 1,220 1,005 5,077 6,013 6,820 2,049 1,243 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 268) 353 184 5 -25 -88 333 102 -65 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 6.5 15.1 12.5 63.0 74.6 84.6 25.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 18 8 9 11 16 34 28 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 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,989 COMMITMENTS 113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,414 115,584 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,359) -1,272 -3,621 -379 11,345 5,220 9,694 1,220 665 9,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 22.1 0.4 47.9 43.6 81.7 66.1 18.3 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 17 26 2 41 40 59 67 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 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,186,399 COMMITMENTS 434,947 445,525 711,125 1748803 1550414 2894874 2707063 291,525 479,336 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 260,589) 85,029 58,560 80,910 76,620 97,689 242,559 237,159 18,030 23,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 14.0 22.3 54.9 48.7 90.9 85.0 9.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 52 99 97 125 159 240 292 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 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,644,751 COMMITMENTS 139,665 289,177 278,534 1042055 801,086 1460254 1368797 184,498 275,954 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -56,044) 2,433 -6,978 1,372 -74,522 -23,705 -70,717 -29,311 14,673 -26,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 17.6 16.9 63.4 48.7 88.8 83.2 11.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 30 63 57 83 100 152 181 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 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 624,969 COMMITMENTS 134,479 35,558 220,846 229,926 333,314 585,251 589,718 39,718 35,251 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,346) 15,425 973 1,372 4,923 18,459 21,721 20,804 -2,376 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 5.7 35.3 36.8 53.3 93.6 94.4 6.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 36 24 47 48 56 104 107 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 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,432 COMMITMENTS 10,930 5,320 1,441 20,790 28,042 33,162 34,804 10,270 8,628 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -219) 452 213 -51 -110 -622 291 -460 -510 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 12.2 3.3 47.9 64.6 76.4 80.1 23.6 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 14 10 19 13 47 31 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 AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,655 COMMITMENTS 9,234 32,309 5,378 46,595 17,534 61,207 55,221 13,448 19,434 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -212) -280 3,220 43 2,710 -1,845 2,472 1,418 -2,685 -1,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 43.3 7.2 62.4 23.5 82.0 74.0 18.0 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 30 21 17 17 51 57 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 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596 COMMITMENTS 6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840) 541 1,341 0 138 -635 679 706 161 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 23 4 16 18 26 42 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 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302 COMMITMENTS 0 1,037 0 14,248 13,184 14,248 14,221 54 81 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51) 0 -8 0 60 58 60 50 -9 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.0 99.6 92.2 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 05/10/05 | --------------------------------------------------------------| 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 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,674 COMMITMENTS 2,672 1,915 4,005 16,207 14,054 22,884 19,974 4,790 7,700 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 827) 1,007 -41 -186 499 612 1,320 385 -492 443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 6.9 14.5 58.6 50.8 82.7 72.2 17.3 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 5 14 23 19 40 35 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 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,547 COMMITMENTS 12,173 9,946 22,829 44,596 34,284 79,598 67,059 20,948 33,488 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -329) -2,402 -333 1,002 -183 -2,354 -1,582 -1,685 1,253 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 9.9 22.7 44.4 34.1 79.2 66.7 20.8 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 42 49 28 36 100 106 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 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,671 COMMITMENTS 416 1,438 410 1,515 771 2,342 2,619 1,330 1,052 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -116) 20 -58 7 -22 -35 5 -86 -122 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 39.2 11.2 41.3 21.0 63.8 71.3 36.2 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 11 5 8 4 21 16 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 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,356 COMMITMENTS 50,341 11,846 26,682 71,519 86,957 148,541 125,485 21,815 44,872 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 14,973) 4,403 318 3,907 5,228 7,810 13,538 12,035 1,434 2,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 7.0 15.7 42.0 51.0 87.2 73.7 12.8 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 74 34 56 74 109 182 175 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 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,535 COMMITMENTS 1,113 378 208 781 1,805 2,102 2,391 1,432 1,144 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -100) 112 46 25 -111 -193 26 -121 -127 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 10.7 5.9 22.1 51.1 59.5 67.6 40.5 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 8 10 16 16 33 31 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 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,239 COMMITMENTS 11,607 2,633 4,173 8,027 6,300 23,807 13,106 5,432 16,133 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 232) 1,454 482 -626 -386 143 441 -0 -210 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 9.0 14.3 27.5 21.5 81.4 44.8 18.6 55.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 48 28 23 48 49 109 87 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 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 107,229 COMMITMENTS 12,049 44,845 3,768 64,997 31,598 80,815 80,211 26,414 27,017 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,459) -312 5,492 2,017 12,938 4,071 14,643 11,580 -1,184 1,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 41.8 3.5 60.6 29.5 75.4 74.8 24.6 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 21 10 32 20 52 47 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 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,119 COMMITMENTS 2,367 30,320 129 48,796 8,131 51,292 38,580 10,827 23,540 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 17,424) -32 10,720 27 16,058 303 16,053 11,050 1,371 6,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 48.8 0.2 78.6 13.1 82.6 62.1 17.4 37.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 19 2 17 10 22 30 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 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,352 COMMITMENTS 78,443 3,037 324 18,583 97,848 97,350 101,208 8,002 4,144 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,031) -1,154 -1,273 -7 -683 -529 -1,844 -1,810 -187 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.5 2.9 0.3 17.6 92.9 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 63 11 4 16 21 81 34 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 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,273 COMMITMENTS 17,572 17,276 1,474 43,557 48,352 62,604 67,102 22,669 18,171 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,057) -8,354 11,475 943 2,690 -22,722 -4,721 -10,304 -1,336 4,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 20.3 1.7 51.1 56.7 73.4 78.7 26.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 16 5 20 17 39 37 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 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 216,205 COMMITMENTS 10,654 58,606 4,430 174,818 131,079 189,902 194,115 26,303 22,090 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,755) -9,710 29,303 251 44,642 -596 35,184 28,958 -6,429 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 27.1 2.0 80.9 60.6 87.8 89.8 12.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 25 9 32 31 52 61 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 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 191,119 COMMITMENTS 25,739 35,299 16,214 95,100 82,973 137,053 134,486 54,066 56,633 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,566) 1,495 9,485 1,671 16,127 5,849 19,292 17,005 273 2,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 18.5 8.5 49.8 43.4 71.7 70.4 28.3 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 31 34 24 34 32 78 77 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 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 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,421,082 COMMITMENTS 667,264 584,472 3938729 7681031 7210823 12287023 11734024 1134058 1687058 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 64,010) 50,411 -157,909 -43,691 -20,101 239,382 -13,382 37,782 77,392 26,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 4.4 29.3 57.2 53.7 91.6 87.4 8.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 60 73 116 143 142 272 269 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 776,524 COMMITMENTS 59,125 77,025 57,624 505,315 511,467 622,064 646,116 154,460 130,408 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,539) -2,410 4,691 672 3,001 -2,264 1,264 3,099 4,275 2,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.9 7.4 65.1 65.9 80.1 83.2 19.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 46 51 66 105 69 192 145 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 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,031,808 COMMITMENTS 176,309 211,191 27,394 487,731 689,348 691,434 927,932 340,374 103,876 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -16,765) -21,768 -41,982 1,924 -10,108 39,898 -29,952 -159 13,187 -16,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 20.5 2.7 47.3 66.8 67.0 89.9 33.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 44 63 31 57 58 120 133 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 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,683 COMMITMENTS 725 1,509 0 5,345 9,276 6,070 10,785 5,613 898 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154) 0 80 0 -43 13 -43 93 -111 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 12.9 0.0 45.7 79.4 52.0 92.3 48.0 7.7 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 05/10/05 | --------------------------------------------------------------| 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 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 28,692 COMMITMENTS 11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773) 1,652 925 -27 -1,277 -14 348 884 425 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 0 17 18 23 24 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 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,614 COMMITMENTS 4,725 20,328 54 38,921 27,374 43,700 47,756 14,914 10,858 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 415) 200 2,096 -16 3,391 -1,404 3,575 676 -3,160 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 34.7 0.1 66.4 46.7 74.6 81.5 25.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 13 24 4 36 34 51 60 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 (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,123 COMMITMENTS 77,323 145,208 2,481 226,369 141,060 306,173 288,749 26,950 44,374 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -28,910) 350 -18,195 724 -22,862 9,619 -21,787 -7,852 -7,123 -21,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 43.6 0.7 68.0 42.3 91.9 86.7 8.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 42 81 12 44 40 91 128 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 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,358 COMMITMENTS 23,593 9,634 4,108 44,817 63,042 72,518 76,784 18,840 14,574 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,718) -9,371 5,246 -642 11,583 -11,033 1,571 -6,428 -4,289 3,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 10.5 4.5 49.1 69.0 79.4 84.0 20.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 9 5 20 15 35 26 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 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,963 COMMITMENTS 1,121 13,002 5 30,223 18,641 31,349 31,648 5,614 5,315 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582) 0 -159 0 1,528 1,914 1,528 1,755 54 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 12 1 27 27 30 39 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 (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,906 COMMITMENTS 52,701 39,953 2,376 184,089 190,423 239,166 232,752 9,740 16,154 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,623) -2,030 6,425 312 11,800 6,690 10,082 13,427 2,541 -804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 16.1 1.0 74.0 76.5 96.1 93.5 3.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 16 40 11 32 47 56 90 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 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,657 COMMITMENTS 9,990 5,889 266 18,466 25,198 28,722 31,353 12,935 10,304 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315) 19 481 -383 1,591 897 1,227 995 88 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 14.1 0.6 44.3 60.5 68.9 75.3 31.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 15 3 20 30 47 46 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358 COMMITMENTS 6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746) -232 -7 2 66 405 -164 400 -2,582 -3,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 3 2 10 5 19 10 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 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360 COMMITMENTS 3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941) -30 148 68 -97 604 -59 820 2,000 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 14 3 19 28 24 43 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 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,362 COMMITMENTS 37,154 13,951 20,331 31,044 75,814 88,530 110,096 33,832 12,266 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,482) 611 -1,239 436 -616 -226 430 -1,030 -1,912 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 11.4 16.6 25.4 62.0 72.4 90.0 27.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 93 38 55 26 35 143 106 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 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,590 COMMITMENTS 20,877 17,226 19,477 45,433 49,108 85,786 85,811 13,804 13,779 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -9,563) -11,046 2,861 -3,870 4,480 -9,135 -10,436 -10,145 873 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 17.3 19.6 45.6 49.3 86.1 86.2 13.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 47 51 40 43 36 108 114 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 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 342,871 COMMITMENTS 122,727 58,924 61,063 105,303 194,816 289,093 314,802 53,778 28,069 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -8,814) -11,417 13,922 3,051 860 -29,470 -7,506 -12,497 -1,308 3,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 17.2 17.8 30.7 56.8 84.3 91.8 15.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 127 74 63 46 42 202 153 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 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 14,730 COMMITMENTS 7,168 602 548 1,134 10,153 8,850 11,303 5,880 3,427 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,078) -593 -293 8 573 550 -12 265 2,090 1,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 4.1 3.7 7.7 68.9 60.1 76.7 39.9 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 21 5 11 5 5 36 18 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 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,269 COMMITMENTS 12,612 13,336 6,141 40,175 37,128 58,928 56,605 17,341 19,665 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,292) 28 2,738 182 3,885 1,505 4,096 4,425 1,196 867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 17.5 8.1 52.7 48.7 77.3 74.2 22.7 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 25 27 14 46 41 76 77 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 - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,870 COMMITMENTS 1,665 5,992 2,033 19,189 14,212 22,887 22,238 6,983 7,633 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,104) -129 2,224 341 1,560 165 1,772 2,731 -668 -1,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 20.1 6.8 64.2 47.6 76.6 74.4 23.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 12 8 21 13 32 30 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 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,275 COMMITMENTS 29,044 8,437 31,192 68,481 95,245 128,717 134,873 15,558 9,402 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,839) -5,494 1,885 -579 -533 -10,312 -6,606 -9,005 -1,233 1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 5.8 21.6 47.5 66.0 89.2 93.5 10.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 88 34 51 73 66 182 131 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 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,376 COMMITMENTS 9,185 2,634 6,787 13,813 22,832 29,785 32,252 4,591 2,124 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 228) -1,360 -1,161 1,665 50 -127 354 377 -126 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 7.7 19.7 40.2 66.4 86.6 93.8 13.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 56 25 24 23 19 93 54 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 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,943 COMMITMENTS 21,348 21,186 13,162 97,554 101,424 132,064 135,772 9,880 6,171 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,428) 11 4,511 1,062 6,873 284 7,946 5,856 -1,518 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 14.9 9.3 68.7 71.5 93.0 95.7 7.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 54 46 34 53 40 126 105 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 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 454,921 COMMITMENTS 72,030 87,091 61,858 257,470 246,881 391,359 395,830 63,563 59,091 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -961) 1,342 -839 -5,099 6,189 4,151 2,431 -1,787 -3,393 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 19.1 13.6 56.6 54.3 86.0 87.0 14.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 40 54 38 58 43 121 112 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 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,783 COMMITMENTS 29,967 9,570 32,097 50,479 75,341 112,543 117,008 12,239 7,775 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,530) -3,192 -671 -2,933 247 -3,450 -5,878 -7,054 -651 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 7.7 25.7 40.5 60.4 90.2 93.8 9.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 161 51 114 98 106 299 236 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 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,479 COMMITMENTS 15,145 3,551 3,067 4,641 18,503 22,852 25,122 4,627 2,357 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,553) 6,453 -1,710 324 -2,151 7,151 4,625 5,766 927 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.1 12.9 11.2 16.9 67.3 83.2 91.4 16.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 32 12 14 11 6 51 25 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 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 205,396 COMMITMENTS 18,131 26,676 37,573 118,283 117,140 173,987 181,390 31,409 24,006 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -727) -9,089 2,869 -488 12,065 -1,245 2,488 1,136 -3,215 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 13.0 18.3 57.6 57.0 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 23 27 30 63 65 103 107 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 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 776,911 COMMITMENTS 32,601 62,253 309,075 353,249 360,123 694,925 731,450 81,986 45,460 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 23,236) -1,432 8,593 7,157 12,773 5,549 18,498 21,298 4,738 1,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.0 39.8 45.5 46.4 89.4 94.1 10.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 47 62 74 88 80 178 176 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 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,014 COMMITMENTS 8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552) 0 612 62 3,332 3,272 3,394 3,946 1,158 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 19 24 22 26 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 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,934 COMMITMENTS 9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300) 856 120 0 -308 548 548 668 -248 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 12 14 15 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 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,690 COMMITMENTS 2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552) 1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 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 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,606 COMMITMENTS 6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666) -366 2,741 350 3,464 535 3,448 3,626 218 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 22 20 25 24 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 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,041 COMMITMENTS 2,476 0 246 32,341 33,391 35,063 33,637 978 2,404 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 17 18 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,503 COMMITMENTS 0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374) 0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 20 20 21 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 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,732 COMMITMENTS 36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722) -60 120 60 420 482 420 662 302 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 18 20 20 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 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 981,974 COMMITMENTS 231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782) -15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 24 9 31 84 79 120 111 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 139,803 COMMITMENTS 21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820) -290 466 1,700 3,170 850 4,580 3,016 -1,760 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 9 14 28 27 46 43 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 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,357 COMMITMENTS 16,472 2,297 14,875 30,086 44,944 61,433 62,116 924 241 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,248) 918 -826 647 -639 1,285 926 1,107 322 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 3.7 23.9 48.2 72.1 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 7 33 29 40 36 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 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977 COMMITMENTS 3,184 809 1,438 17,311 19,177 21,933 21,424 44 553 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348) 0 78 -44 36 -42 -8 -8 -340 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5 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 05/10/05 | --------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| 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 05/10/05 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/10/05 | --------------------------------------------------------------| 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 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650 COMMITMENTS 3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220) -200 100 0 440 140 240 240 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 15 15 20 20 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 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,200,803 COMMITMENTS 96,192 66,500 306,273 738,759 749,570 1141224 1122344 59,579 78,460 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -133,551) -15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022 -19,491 -17,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.5 25.5 61.5 62.4 95.0 93.5 5.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 68 94 110 85 93 212 244 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 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181 COMMITMENTS 8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139) -82 119 77 -9 -383 -14 -187 -125 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 60 20 6 13 22 77 47 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 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,181 COMMITMENTS 4,875 1,558 146 1,388 5,553 6,409 7,257 1,772 924 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,314) -1,520 293 141 320 -1,614 -1,059 -1,180 -255 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 19.0 1.8 17.0 67.9 78.3 88.7 21.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 20 10 3 8 15 30 26 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 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,366 COMMITMENTS 22,815 12,844 39,027 112,793 124,287 174,634 176,157 15,732 14,209 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,008) -7,937 2,458 738 10,465 -2,275 3,265 920 -4,273 -1,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 6.7 20.5 59.3 65.3 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 45 31 51 69 80 133 145 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
Updated May 27, 2005