WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,803 COMMITMENTS 37,659 48,803 46,966 151,429 126,718 236,054 222,487 24,749 38,317 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -8,837) 798 4,001 -1,852 -979 -6,328 -2,034 -4,178 -6,803 -4,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 18.7 18.0 58.1 48.6 90.5 85.3 9.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 68 96 73 47 61 165 187 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,640 COMMITMENTS 36,861 44,801 48,818 152,408 133,045 238,088 226,665 31,552 42,975 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,449) 25 -563 319 455 3,643 799 3,399 4,649 2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 16.6 18.1 56.5 49.3 88.3 84.1 11.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 65 92 64 49 61 156 178 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 871,737 COMMITMENTS 94,475 84,907 167,028 456,794 393,893 718,296 645,827 153,441 225,910 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 5,854) 7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558 -3,542 4,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.7 19.2 52.4 45.2 82.4 74.1 17.6 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513) 146 107 159 194 206 423 410 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 865,883 COMMITMENTS 87,385 90,527 158,206 463,309 395,537 708,899 644,270 156,984 221,613 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 22,838) 5,368 -8,949 4,747 8,292 23,868 18,408 19,666 4,430 3,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 10.5 18.3 53.5 45.7 81.9 74.4 18.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507) 137 116 152 200 209 412 412 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,666 COMMITMENTS 1,978 1,202 918 2,283 5,134 5,180 7,255 4,486 2,411 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -74) 235 -549 -68 -61 604 106 -13 -180 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 12.4 9.5 23.6 53.1 53.6 75.1 46.4 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 11 5 11 15 24 30 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,740 COMMITMENTS 1,743 1,751 986 2,344 4,531 5,074 7,268 4,667 2,473 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 536) 88 45 162 161 198 411 405 124 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 18.0 10.1 24.1 46.5 52.1 74.6 47.9 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 15 5 10 13 24 28 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,179 COMMITMENTS 85,250 19,813 101,565 154,172 197,024 340,987 318,402 84,192 106,777 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 16,323) 10,959 -1,012 4,993 407 10,061 16,359 14,042 -37 2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 4.7 23.9 36.3 46.3 80.2 74.9 19.8 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 147 83 140 100 124 319 288 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,856 COMMITMENTS 74,291 20,825 96,572 153,765 186,963 324,628 304,359 84,228 104,497 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 49,627) 20,293 299 16,028 2,859 23,891 39,179 40,217 10,448 9,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.1 23.6 37.6 45.7 79.4 74.4 20.6 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 133 84 133 103 113 308 271 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 16,170 COMMITMENTS 12,004 1,789 821 0 777 12,825 3,387 3,345 12,783 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768) 107 -311 362 0 52 469 103 299 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 12 8 7 0 3 15 15 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 15,402 COMMITMENTS 11,897 2,100 459 0 725 12,356 3,284 3,046 12,118 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 13 5 7 0 3 16 12 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 155,838 COMMITMENTS 24,585 10,910 26,348 79,310 105,139 130,243 142,396 25,596 13,442 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,331) 1,168 -2,999 3,766 -763 2,755 4,171 3,522 161 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.0 16.9 50.9 67.5 83.6 91.4 16.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 51 27 39 47 47 120 99 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,507 COMMITMENTS 23,417 13,909 22,581 80,073 102,383 126,072 138,874 25,435 12,633 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,359) 4,627 -4,124 1,785 988 13,695 7,400 11,355 1,959 -1,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 9.2 14.9 52.9 67.6 83.2 91.7 16.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 45 29 36 49 49 114 100 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,230 COMMITMENTS 148,210 101,405 153,982 465,602 464,731 767,795 720,118 154,435 202,112 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -11,460) 9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735 -20,460 -19,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 11.0 16.7 50.5 50.4 83.3 78.1 16.7 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 39 37 39 74 88 133 144 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,690 COMMITMENTS 138,465 110,570 132,843 487,487 468,970 758,795 712,383 174,895 221,307 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 18,032) -2,630 -15,236 11,126 2,903 -7,272 11,399 -11,382 6,633 29,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 11.8 14.2 52.2 50.2 81.3 76.3 18.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 37 42 41 73 85 134 144 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 163,759 COMMITMENTS 44,715 8,580 23,573 58,129 108,731 126,417 140,884 37,342 22,874 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,392) 6,874 -1,202 -466 -1,628 5,553 4,780 3,884 -1,388 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.2 14.4 35.5 66.4 77.2 86.0 22.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 49 27 37 56 66 129 117 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 160,367 COMMITMENTS 37,840 9,782 24,040 59,757 103,179 121,637 137,000 38,729 23,366 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,926) 12,403 225 1,325 -2,464 11,957 11,265 13,507 4,661 2,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 6.1 15.0 37.3 64.3 75.8 85.4 24.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 42 28 35 52 60 124 107 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,534 COMMITMENTS 3,641 935 1,803 1,636 4,370 7,080 7,108 1,454 1,426 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -86) -219 81 138 174 -372 93 -153 -179 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 11.0 21.1 19.2 51.2 83.0 83.3 17.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 12 11 13 15 34 31 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,620 COMMITMENTS 3,860 854 1,664 1,462 4,742 6,987 7,260 1,633 1,359 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 846) 208 342 535 422 -113 1,165 764 -319 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 9.9 19.3 17.0 55.0 81.1 84.2 18.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 19 7 11 11 14 32 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,915 COMMITMENTS 101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,584 101,562 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,303) 6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,107 -10,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 15 18 3 46 46 62 66 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,612 COMMITMENTS 94,679 74,639 788 222,668 188,894 318,135 264,321 58,477 112,291 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,058) -8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,537 -7,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 12 22 4 45 42 59 66 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,749,100 COMMITMENTS 471,125 372,854 490,436 1510015 1420228 2471576 2283517 277,524 465,583 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 100,182) 17,014 -10,479 54,933 57,391 62,966 129,338 107,420 -29,156 -7,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 13.6 17.8 54.9 51.7 89.9 83.1 10.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 56 78 75 106 134 203 246 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,648,918 COMMITMENTS 454,111 383,333 435,502 1452624 1357262 2342237 2176097 306,680 472,821 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -155,306) -59,286 -31,602 2,364 -58,523 -59,155 -115,445 -88,392 -39,861 -66,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.5 16.4 54.8 51.2 88.4 82.2 11.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 58 70 71 103 129 197 234 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,385,379 COMMITMENTS 165,909 212,264 176,167 840,245 741,085 1182321 1129516 203,058 255,863 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,768) 10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446 7,852 -22,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 15.3 12.7 60.7 53.5 85.3 81.5 14.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 33 43 46 75 89 132 154 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,147 COMMITMENTS 155,864 216,372 153,594 890,483 747,104 1199941 1117070 195,206 278,077 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -43,580) 7,070 -18,562 -36,931 -13,449 3,442 -43,310 -52,051 -270 8,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 15.5 11.0 63.8 53.6 86.0 80.1 14.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 30 50 44 73 86 130 153 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 556,662 COMMITMENTS 78,637 59,102 196,226 237,106 270,018 511,970 525,346 44,692 31,316 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -105,849) -34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071 -488 4,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 10.6 35.3 42.6 48.5 92.0 94.4 8.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 32 26 43 51 48 106 94 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 662,511 COMMITMENTS 113,169 38,048 248,625 255,537 348,745 617,331 635,417 45,180 27,093 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 16,370) -15,040 -208 16,724 12,440 3,568 14,124 20,085 2,246 -3,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 5.7 37.5 38.6 52.6 93.2 95.9 6.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 35 23 45 56 60 110 110 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,306 COMMITMENTS 12,669 4,961 1,375 16,944 30,232 30,988 36,568 13,319 7,739 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,549) 2 417 83 882 1,743 967 2,243 1,582 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 11.2 3.1 38.2 68.2 69.9 82.5 30.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 23 13 10 19 15 45 35 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,757 COMMITMENTS 12,666 4,544 1,291 16,063 28,489 30,020 34,324 11,737 7,433 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,443) 654 -430 134 -3,373 -742 -2,584 -1,038 1,142 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 10.9 3.1 38.5 68.2 71.9 82.2 28.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 12 10 19 12 45 30 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,249 COMMITMENTS 12,212 34,035 5,639 50,761 16,110 68,613 55,785 12,636 25,464 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,024) 1,275 -328 1,801 2,584 2,505 5,660 3,978 364 2,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 41.9 6.9 62.5 19.8 84.4 68.7 15.6 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 19 35 19 15 16 45 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 75,224 COMMITMENTS 10,937 34,363 3,838 48,177 13,605 62,953 51,807 12,272 23,417 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,543) 1,095 -874 1,090 1,149 1,547 3,334 1,763 2,209 3,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 45.7 5.1 64.0 18.1 83.7 68.9 16.3 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 37 19 18 17 48 62 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954 COMMITMENTS 6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779) -335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 19 4 19 23 29 43 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733 COMMITMENTS 6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002) -15 564 0 5,162 4,529 5,147 5,093 -145 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 23 4 19 20 29 44 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893 COMMITMENTS 0 1,547 0 13,879 12,264 13,879 13,811 14 82 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322) -100 442 0 1,411 842 1,311 1,284 11 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 7 0 6 10 6 17 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571 COMMITMENTS 100 1,105 0 12,468 11,422 12,568 12,527 3 44 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663) 100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 7 0 5 9 6 16 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,728 COMMITMENTS 1,420 1,837 3,135 15,278 12,296 19,833 17,268 4,895 7,460 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,715) -1,058 -152 -686 -1,812 -2,152 -3,557 -2,990 -158 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 7.4 12.7 61.8 49.7 80.2 69.8 19.8 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 5 11 25 18 38 30 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,443 COMMITMENTS 2,478 1,989 3,822 17,090 14,447 23,390 20,258 5,053 8,185 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 593) 384 121 -113 201 370 473 378 120 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 7.0 13.4 60.1 50.8 82.2 71.2 17.8 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 7 13 24 19 39 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,745 COMMITMENTS 10,404 20,947 23,194 49,494 27,970 83,093 72,111 17,652 28,634 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,322) -620 4,224 -6,433 2,175 -1,890 -4,878 -4,100 1,556 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 20.8 23.0 49.1 27.8 82.5 71.6 17.5 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 31 66 62 32 34 110 129 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,066 COMMITMENTS 11,024 16,723 29,627 47,319 29,860 87,971 76,210 16,096 27,856 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,516) -953 1,598 1,530 2,167 335 2,744 3,463 -228 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 16.1 28.5 45.5 28.7 84.5 73.2 15.5 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 36 57 62 27 34 104 131 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,059 COMMITMENTS 525 1,704 625 1,314 716 2,464 3,046 1,595 1,013 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4) 20 30 268 -142 -28 147 270 -143 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 42.0 15.4 32.4 17.6 60.7 75.0 39.3 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 21 15 5 4 26 31 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,055 COMMITMENTS 505 1,674 357 1,456 744 2,318 2,775 1,737 1,280 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 42) -93 -43 53 -52 -38 -92 -28 134 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 41.3 8.8 35.9 18.3 57.2 68.4 42.8 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 15 9 7 4 24 24 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,752 COMMITMENTS 35,262 13,025 23,905 72,518 75,793 131,686 112,723 20,066 39,029 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,941) -5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357 -1,425 -2,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 8.6 15.8 47.8 49.9 86.8 74.3 13.2 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 62 41 55 73 96 162 175 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,693 COMMITMENTS 40,567 11,253 24,921 74,714 83,905 140,202 120,080 21,491 41,614 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,419) -638 430 1,660 1,407 2,200 2,428 4,290 990 -871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 7.0 15.4 46.2 51.9 86.7 74.3 13.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 65 37 62 79 107 180 183 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,724 COMMITMENTS 1,235 462 271 1,112 1,918 2,619 2,651 1,106 1,073 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130) -10 104 -42 67 -130 14 -69 -144 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 12.4 7.3 29.9 51.5 70.3 71.2 29.7 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 11 9 18 19 34 34 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,855 COMMITMENTS 1,245 358 314 1,045 2,048 2,605 2,720 1,250 1,135 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 143) 80 -89 45 81 165 206 121 -63 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 9.3 8.1 27.1 53.1 67.6 70.6 32.4 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 9 8 17 19 33 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,528 COMMITMENTS 9,935 2,873 3,682 7,380 4,223 20,997 10,778 5,532 15,750 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,634) -444 352 630 951 -57 1,137 924 497 709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 10.8 13.9 27.8 15.9 79.1 40.6 20.9 59.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 48 27 23 36 41 98 79 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,895 COMMITMENTS 10,378 2,521 3,052 6,429 4,281 19,860 9,854 5,035 15,041 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,701) -586 -274 -1,203 -1,504 -1,168 -3,293 -2,644 -408 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 10.1 12.3 25.8 17.2 79.8 39.6 20.2 60.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 42 27 18 36 40 90 74 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,739 COMMITMENTS 10,259 36,319 1,466 57,231 37,440 68,957 75,226 29,782 23,513 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,550) -656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049 3,594 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 36.8 1.5 58.0 37.9 69.8 76.2 30.2 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 23 7 24 22 38 46 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,289 COMMITMENTS 10,915 41,392 3,011 63,175 34,872 77,101 79,275 26,188 24,014 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,149) 770 -885 -210 -2,664 -27 -2,103 -1,121 -46 -1,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 40.1 2.9 61.2 33.8 74.6 76.8 25.4 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 9 26 9 30 25 47 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,365 COMMITMENTS 1,943 47,255 1 78,431 19,015 80,375 66,271 9,990 24,094 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 19,633) 270 7,006 -125 19,672 11,299 19,817 18,180 -185 1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 52.3 0.0 86.8 21.0 88.9 73.3 11.1 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 25 1 22 9 25 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,733 COMMITMENTS 1,673 40,249 126 58,759 7,716 60,558 48,091 10,175 22,642 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -432) -622 816 -10 -857 -89 -1,489 718 1,057 -1,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 56.9 0.2 83.1 10.9 85.6 68.0 14.4 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 24 2 20 8 23 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 121,076 COMMITMENTS 80,586 3,237 2,912 27,388 109,555 110,886 115,704 10,190 5,372 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,898) -3,244 -331 2,186 10,746 7,943 9,688 9,798 1,209 1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 2.7 2.4 22.6 90.5 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 63 11 7 17 21 83 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,178 COMMITMENTS 83,830 3,568 725 16,642 101,612 101,198 105,906 8,980 4,272 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,142) 6,786 -196 305 460 8,364 7,551 8,473 591 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.1 3.2 0.7 15.1 92.2 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 62 12 5 16 19 82 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 103,532 COMMITMENTS 14,675 23,069 1,388 62,232 57,490 78,295 81,947 25,237 21,585 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,146) 300 -2,375 -1,209 206 7,291 -704 3,707 3,850 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 22.3 1.3 60.1 55.5 75.6 79.2 24.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 21 5 25 18 38 42 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 100,386 COMMITMENTS 14,376 25,444 2,597 62,026 50,200 78,999 78,241 21,387 22,145 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,448) -347 3,223 213 8,914 3,164 8,780 6,601 668 2,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 25.3 2.6 61.8 50.0 78.7 77.9 21.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 21 8 23 16 44 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 191,156 COMMITMENTS 4,876 42,122 2,978 153,376 118,566 161,230 163,666 29,925 27,490 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -19,990) -1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624 1,438 -2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 22.0 1.6 80.2 62.0 84.3 85.6 15.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 9 26 8 32 31 45 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,146 COMMITMENTS 6,033 54,823 4,234 172,392 122,232 182,659 181,290 28,487 29,856 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -294) -3,737 5,858 -586 513 -9,645 -3,810 -4,373 3,516 4,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 26.0 2.0 81.6 57.9 86.5 85.9 13.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 9 33 8 32 31 47 66 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 220,455 COMMITMENTS 23,042 38,417 14,357 131,914 114,565 169,313 167,338 51,143 53,117 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -22,117) -4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005 -24,253 -20,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 17.4 6.5 59.8 52.0 76.8 75.9 23.2 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 27 36 23 34 32 75 77 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 242,572 COMMITMENTS 27,374 42,004 24,017 115,786 103,322 167,177 169,343 75,395 73,229 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 40,104) 44 3,694 3,413 13,944 19,778 17,401 26,885 22,703 13,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 17.3 9.9 47.7 42.6 68.9 69.8 31.1 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 36 35 25 34 33 80 83 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930 COMMITMENTS 15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298) 5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 12 16 15 19 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632 COMMITMENTS 9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 14 13 17 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,064,161 COMMITMENTS 803,887 533,550 4192824 7886373 7643097 12883083 12369471 1181078 1694690 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 406,600) 85,075 -71,593 168,825 74,446 290,344 328,347 387,577 78,253 19,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 3.8 29.8 56.1 54.3 91.6 88.0 8.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 65 69 113 144 143 272 267 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,657,561 COMMITMENTS 718,811 605,143 4023998 7811927 7352753 12554736 11981895 1102825 1675666 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 156,874) 47,412 -36,094 88,750 26,611 117,957 162,774 170,614 -5,900 -13,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 4.4 29.5 57.2 53.8 91.9 87.7 8.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 57 75 113 145 143 272 267 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 786,402 COMMITMENTS 60,811 64,775 53,574 511,868 528,619 626,253 646,967 160,149 139,434 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 18,260) 2,177 -3,159 1,821 14,364 17,667 18,362 16,329 -101 1,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.2 6.8 65.1 67.2 79.6 82.3 20.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 44 42 54 96 69 174 131 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 768,141 COMMITMENTS 58,634 67,934 51,753 497,504 510,951 607,891 630,638 160,251 137,503 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,079) -2,565 -570 -108 -8,971 1,152 -11,643 474 9,564 -2,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 8.8 6.7 64.8 66.5 79.1 82.1 20.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 42 41 51 96 66 170 126 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,122,607 COMMITMENTS 199,246 215,528 38,414 541,035 764,253 778,695 1018196 343,912 104,411 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 30,863) 10,270 -9,589 14,391 6,398 19,443 31,059 24,245 -197 6,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 19.2 3.4 48.2 68.1 69.4 90.7 30.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 47 56 34 61 62 130 130 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,744 COMMITMENTS 188,975 225,117 24,024 534,637 744,810 747,636 993,951 344,109 97,794 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 19,014) 7,720 -18,007 4,607 24,274 38,958 36,601 25,557 -17,587 -6,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 20.6 2.2 49.0 68.2 68.5 91.0 31.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 45 54 25 60 62 122 124 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 15,651 COMMITMENTS 1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507) 286 2,426 12 2,931 1,106 3,229 3,544 278 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 12 14 15 17 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,144 COMMITMENTS 725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629) 0 -25 19 494 -279 513 -285 116 914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 12 13 14 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 32,988 COMMITMENTS 10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450) 498 -1,821 198 2,340 4,180 3,036 2,557 414 893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 5 2 16 17 22 24 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 29,538 COMMITMENTS 9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46) -1,200 -858 144 1,640 1,534 584 820 -538 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 2 15 17 21 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,887 COMMITMENTS 9,257 11,541 60 36,353 26,508 45,670 38,108 11,218 18,779 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 944) -146 -1,414 45 -256 717 -357 -653 1,301 1,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 20.3 0.1 63.9 46.6 80.3 67.0 19.7 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 17 19 3 31 27 49 48 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,943 COMMITMENTS 9,403 12,955 15 36,608 25,791 46,026 38,761 9,917 17,182 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,237) 1,833 -4,711 -10 -494 205 1,329 -4,516 -92 5,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 23.2 0.0 65.4 46.1 82.3 69.3 17.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 18 2 32 29 52 48 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,402 COMMITMENTS 80,047 111,365 7,444 161,752 179,116 249,242 297,926 70,160 21,477 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,588) 8,354 -693 386 -5,482 16,737 3,258 16,430 8,330 -4,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 34.9 2.3 50.6 56.1 78.0 93.3 22.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 59 65 14 47 37 111 111 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,814 COMMITMENTS 71,693 112,058 7,058 167,234 162,379 245,984 281,496 61,830 26,319 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,783) -18,035 -3,446 755 -23,454 2,321 -40,733 -370 32,950 -7,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 36.4 2.3 54.3 52.8 79.9 91.4 20.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 54 69 12 46 34 107 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,869 COMMITMENTS 15,566 2,591 1,192 52,994 71,690 69,752 75,472 20,117 14,397 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,957) -326 -8,163 -2,278 460 10,847 -2,143 407 186 -2,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 2.9 1.3 59.0 79.8 77.6 84.0 22.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 3 3 22 21 32 25 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,827 COMMITMENTS 15,892 10,754 3,469 52,534 60,842 71,895 75,065 19,931 16,762 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,103) -4,518 1,716 -776 4,715 -2,193 -580 -1,253 -523 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 11.7 3.8 57.2 66.3 78.3 81.7 21.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 11 4 22 14 30 27 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,969 COMMITMENTS 1,048 13,880 446 30,164 19,542 31,658 33,868 7,311 5,101 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,140) 40 223 338 -1,545 937 -1,167 1,498 2,307 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 35.6 1.1 77.4 50.1 81.2 86.9 18.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 13 3 28 28 33 43 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,829 COMMITMENTS 1,008 13,657 108 31,709 18,605 32,825 32,370 5,004 5,459 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174) 232 640 -4 1,737 86 1,965 722 -791 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 12 2 28 26 33 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 250,380 COMMITMENTS 49,016 33,224 4,213 186,907 192,434 240,137 229,871 10,244 20,509 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,370) -3,595 -2,284 936 4,697 -142 2,038 -1,490 -667 2,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 13.3 1.7 74.6 76.9 95.9 91.8 4.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 15 38 12 38 49 61 91 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,010 COMMITMENTS 52,611 35,508 3,278 182,210 192,575 238,099 231,361 10,911 17,649 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,918) 798 -666 1,311 3,345 3,274 5,454 3,919 464 1,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 14.3 1.3 73.2 77.3 95.6 92.9 4.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 15 40 11 35 48 58 91 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,035 COMMITMENTS 14,027 6,622 2,784 17,304 26,063 34,115 35,469 18,920 17,566 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,271) 460 1,066 2,641 2,975 2,149 6,076 5,856 5,195 5,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 12.5 5.2 32.6 49.1 64.3 66.9 35.7 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 29 19 10 22 27 59 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,764 COMMITMENTS 13,567 5,556 143 14,329 23,914 28,039 29,613 13,725 12,151 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,525) 227 -998 -133 -924 590 -830 -541 -695 -984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 13.3 0.3 34.3 57.3 67.1 70.9 32.9 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 13 3 18 28 49 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374 COMMITMENTS 6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040) -124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 2 8 12 4 24 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334 COMMITMENTS 7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996) -43 210 61 699 2 717 273 -1,713 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 3 11 4 21 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138 COMMITMENTS 4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612) 203 -34 170 251 1,405 624 1,541 988 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 14 4 19 29 26 46 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526 COMMITMENTS 4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323) -17 44 154 950 -406 1,087 -208 -2,410 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 14 3 19 29 26 45 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 146,120 COMMITMENTS 64,999 7,347 21,794 23,214 102,016 110,008 131,157 36,111 14,962 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,312) 12,457 -2,807 921 -4,750 9,289 8,628 7,403 684 1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 5.0 14.9 15.9 69.8 75.3 89.8 24.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 97 40 50 27 45 144 116 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 136,807 COMMITMENTS 52,543 10,154 20,874 27,964 92,727 101,380 123,755 35,427 13,053 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 12,550) 15,429 -2,801 459 -4,443 14,467 11,444 12,125 1,106 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 7.4 15.3 20.4 67.8 74.1 90.5 25.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 96 39 50 26 43 144 112 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,295 COMMITMENTS 32,092 12,549 18,084 40,561 59,918 90,737 90,551 14,558 14,744 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 8,432) 8,764 -647 -129 -2,576 7,223 6,059 6,447 2,372 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 11.9 17.2 38.5 56.9 86.2 86.0 13.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 64 51 43 43 45 130 121 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 96,863 COMMITMENTS 23,328 13,196 18,213 43,137 52,695 84,678 84,104 12,186 12,760 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -171) 3,099 -3,087 -503 -1,297 4,886 1,299 1,296 -1,471 -1,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 13.6 18.8 44.5 54.4 87.4 86.8 12.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 51 45 39 46 45 115 115 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 297,782 COMMITMENTS 114,070 73,481 44,843 86,596 157,183 245,508 275,507 52,274 22,275 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,185) 789 -5,491 4,206 -6,390 8,457 -1,395 7,173 4,580 -3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 24.7 15.1 29.1 52.8 82.4 92.5 17.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 115 74 54 43 44 183 150 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 294,597 COMMITMENTS 113,281 78,972 40,636 92,986 148,726 246,903 268,334 47,694 26,264 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -48,045) -115 12,638 -19,773 -23,530 -37,593 -43,418 -44,728 -4,626 -3,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 26.8 13.8 31.6 50.5 83.8 91.1 16.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 114 77 54 43 40 180 151 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,318 COMMITMENTS 6,988 1,731 339 2,127 9,676 9,454 11,746 2,864 572 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,349) 329 177 121 212 818 662 1,116 687 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 14.1 2.8 17.3 78.6 76.7 95.4 23.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 24 2 5 7 5 36 10 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 10,969 COMMITMENTS 6,659 1,554 218 1,915 8,858 8,792 10,630 2,177 339 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -124) 443 462 -25 -15 37 403 474 -527 -598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 14.2 2.0 17.5 80.8 80.2 96.9 19.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 23 2 4 7 5 34 9 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 86,047 COMMITMENTS 16,651 8,721 7,326 42,251 48,398 66,227 64,445 19,820 21,602 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,987) 19 -349 145 92 853 256 649 2,731 2,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 10.1 8.5 49.1 56.2 77.0 74.9 23.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 32 20 16 50 48 86 80 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,060 COMMITMENTS 16,632 9,071 7,181 42,159 47,545 65,971 63,797 17,089 19,264 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -655) 629 -2,075 -385 -42 2,915 202 455 -858 -1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 10.9 8.6 50.8 57.2 79.4 76.8 20.6 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 30 22 16 51 48 87 81 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,143 COMMITMENTS 2,396 3,030 1,253 19,968 16,254 23,618 20,538 7,525 10,605 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,485) -91 29 -353 -360 -1,074 -804 -1,398 -682 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.7 4.0 64.1 52.2 75.8 65.9 24.2 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 12 6 19 14 30 27 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,628 COMMITMENTS 2,487 3,002 1,606 20,328 17,328 24,422 21,936 8,207 10,692 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 781) 127 -577 -575 653 812 205 -340 577 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.2 4.9 62.3 53.1 74.8 67.2 25.2 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 11 7 21 16 33 29 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 148,291 COMMITMENTS 18,668 16,538 37,856 76,929 81,628 133,454 136,022 14,837 12,269 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,284) -2,581 1,497 5,663 1,428 -2,844 4,510 4,316 -226 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.2 25.5 51.9 55.0 90.0 91.7 10.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 70 64 63 70 60 174 157 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,007 COMMITMENTS 21,249 15,041 32,194 75,501 84,471 128,944 131,706 15,063 12,301 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,974) -884 3,007 759 4,361 -2,696 4,236 1,070 -262 2,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 10.4 22.4 52.4 58.7 89.5 91.5 10.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 54 65 55 75 65 165 151 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,272 COMMITMENTS 10,345 3,083 8,508 14,656 24,671 33,508 36,263 5,763 3,009 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,823) 337 -368 587 648 1,173 1,572 1,391 252 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 7.9 21.7 37.3 62.8 85.3 92.3 14.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 51 21 25 23 19 88 53 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,448 COMMITMENTS 10,008 3,451 7,922 14,007 23,498 31,937 34,871 5,512 2,577 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,475) 243 233 838 223 -147 1,304 923 170 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 9.2 21.2 37.4 62.7 85.3 93.1 14.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 56 20 24 23 19 92 51 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 149,126 COMMITMENTS 22,922 25,675 12,776 104,361 106,056 140,059 144,508 9,068 4,619 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 730) -170 1,817 -1,459 2,586 1,165 956 1,523 -226 -793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 17.2 8.6 70.0 71.1 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 52 53 33 52 38 124 107 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,396 COMMITMENTS 23,093 23,858 14,234 101,775 104,892 139,102 142,984 9,294 5,412 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,947) 1,181 1,773 666 2,044 1,815 3,891 4,254 56 -307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 16.1 9.6 68.6 70.7 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 52 49 37 52 39 126 110 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 471,691 COMMITMENTS 77,155 58,274 76,078 247,543 292,742 400,775 427,094 70,916 44,597 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,045) 4,656 -8,478 5,622 -8,350 13,149 1,928 10,293 117 -8,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 12.4 16.1 52.5 62.1 85.0 90.5 15.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 46 47 49 58 49 133 117 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 469,646 COMMITMENTS 72,498 66,752 70,456 255,893 279,593 398,847 416,801 70,799 52,845 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 6,330) 3,821 -10,361 764 -926 15,906 3,658 6,308 2,671 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 14.2 15.0 54.5 59.5 84.9 88.7 15.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 39 53 43 57 46 123 116 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,219 COMMITMENTS 34,601 9,281 36,398 52,118 82,112 123,117 127,791 11,101 6,427 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,205) 4,945 -9 3,035 606 6,831 8,586 9,857 619 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.9 27.1 38.8 61.2 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 168 63 128 91 101 318 242 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,014 COMMITMENTS 29,656 9,290 33,363 51,513 75,281 114,531 117,934 10,483 7,080 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 537) -1,116 197 868 925 -1,181 677 -116 -140 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 7.4 26.7 41.2 60.2 91.6 94.3 8.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 160 68 128 96 102 311 248 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,211 COMMITMENTS 17,978 2,022 2,998 10,925 28,687 31,901 33,707 4,309 2,503 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 5,338) 372 -404 -746 5,823 6,056 5,449 4,906 -110 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 5.6 8.3 30.2 79.2 88.1 93.1 11.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 33 6 10 11 8 49 22 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,873 COMMITMENTS 17,606 2,426 3,744 5,103 22,631 26,453 28,801 4,420 2,071 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,441) 924 -115 531 102 1,196 1,557 1,613 -116 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 7.9 12.1 16.5 73.3 85.7 93.3 14.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 38 14 15 11 5 58 26 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,942 COMMITMENTS 30,639 23,572 39,704 101,606 114,122 171,949 177,398 36,993 31,544 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,324) 7,340 -1,996 8,854 -5,259 2,960 10,936 9,819 1,389 2,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 11.3 19.0 48.6 54.6 82.3 84.9 17.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 36 22 30 59 65 111 103 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,617 COMMITMENTS 23,299 25,567 30,849 106,865 111,162 161,013 167,579 35,605 29,038 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -15,792) 4,547 1,617 -8,975 -15,127 -10,207 -19,555 -17,565 3,764 1,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 13.0 15.7 54.4 56.5 81.9 85.2 18.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 26 20 24 60 64 98 97 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 748,050 COMMITMENTS 29,025 63,457 298,553 338,768 346,342 666,346 708,352 81,703 39,698 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,032) -4,238 -12,451 3,253 4,074 18,623 3,089 9,425 5,943 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 8.5 39.9 45.3 46.3 89.1 94.7 10.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 49 58 74 89 80 181 173 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 739,017 COMMITMENTS 33,263 75,908 295,300 334,694 327,719 663,257 698,926 75,761 40,091 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -40,686) 77 5,444 -18,990 -15,115 -25,690 -34,027 -39,236 -6,659 -1,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 10.3 40.0 45.3 44.3 89.7 94.6 10.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 54 63 72 91 83 179 188 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,632 COMMITMENTS 11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353) 3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 13 17 15 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 35,985 COMMITMENTS 8,013 3,118 1,400 22,203 21,508 31,616 26,026 4,369 9,959 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,717) 1,988 0 -391 -62 1,618 1,535 1,227 182 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 8.7 3.9 61.7 59.8 87.9 72.3 12.1 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 15 14 18 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 124,381 COMMITMENTS 5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331) -2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 20 24 23 27 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,050 COMMITMENTS 8,254 11,746 14,372 89,610 87,285 112,236 113,403 10,814 9,647 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 10,812) -302 -2,942 13,104 -3,444 -930 9,358 9,232 1,454 1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 9.5 11.7 72.8 70.9 91.2 92.2 8.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 23 21 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,423 COMMITMENTS 9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009) -976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 12 11 15 14 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,432 COMMITMENTS 10,442 8,942 848 40,783 35,894 52,073 45,684 4,359 10,748 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,034) 726 -368 0 122 124 848 -244 186 1,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 15.8 1.5 72.3 63.6 92.3 81.0 7.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 12 11 15 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,693 COMMITMENTS 2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590) -578 272 240 -3,024 -3,712 -3,362 -3,200 772 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 15 18 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,283 COMMITMENTS 2,710 6,313 3,211 47,387 46,491 53,308 56,015 3,975 1,268 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,203) 560 800 -186 3,473 3,049 3,847 3,663 -1,644 -1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 11.0 5.6 82.7 81.2 93.1 97.8 6.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 17 15 19 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,980 COMMITMENTS 10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774) 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 19 19 23 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,754 COMMITMENTS 7,928 17,299 2,989 47,541 37,876 58,458 58,164 4,296 4,590 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 848) 1,710 16 -970 -558 1,904 182 950 666 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 27.6 4.8 75.8 60.4 93.2 92.7 6.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 23 21 27 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,217 COMMITMENTS 24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033) -1,624 -240 930 2,707 1,849 2,013 2,539 20 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 17 19 18 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,184 COMMITMENTS 1,648 240 558 34,938 34,622 37,144 35,420 1,040 2,764 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -395) -1,280 240 62 823 -577 -395 -275 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.6 1.5 91.5 90.7 97.3 92.8 2.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 18 18 19 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,538 COMMITMENTS 0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067) 0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 21 18 23 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,605 COMMITMENTS 0 5,896 3,004 50,663 46,736 53,667 55,636 10,938 8,969 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,001) 0 611 94 3,811 1,264 3,905 1,969 -1,904 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.1 4.6 78.4 72.3 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 19 19 21 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,796 COMMITMENTS 33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646) -1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 17 18 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,442 COMMITMENTS 35,176 24,114 732 34,892 47,750 70,800 72,596 5,642 3,846 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 686) -120 -1,340 -600 2,202 2,374 1,482 434 -796 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 31.5 1.0 45.6 62.5 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 19 19 21 21 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,490 COMMITMENTS 4,080 2,310 0 36,762 39,214 40,842 41,524 1,648 966 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 5.4 0.0 86.5 92.3 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 0 11 17 14 19 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 28,456 COMMITMENTS 2,280 2,400 0 23,526 24,746 25,806 27,146 2,650 1,310 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 8.4 0.0 82.7 87.0 90.7 95.4 9.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 11 16 13 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,011,954 COMMITMENTS 236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602) 15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 11 29 85 78 119 109 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 956,352 COMMITMENTS 221,158 61,795 156,852 559,111 724,694 937,121 943,341 19,231 13,011 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -50,858) 11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934 1,323 2,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 6.5 16.4 58.5 75.8 98.0 98.6 2.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 22 9 28 82 75 115 104 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 143,175 COMMITMENTS 29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588) 6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 6 17 29 27 47 45 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 136,587 COMMITMENTS 22,866 46,110 33,389 79,269 55,492 135,524 134,991 1,063 1,596 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -17,815) -3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507 -203 692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 33.8 24.4 58.0 40.6 99.2 98.8 0.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 8 17 29 27 48 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,444 COMMITMENTS 14,596 5,116 13,061 34,479 43,963 62,136 62,140 308 304 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,935) -2,082 1,355 357 3,764 281 2,039 1,993 -104 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 8.2 20.9 55.2 70.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 5 7 37 34 46 42 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,509 COMMITMENTS 16,678 3,761 12,704 30,715 43,681 60,097 60,147 412 362 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,523) 832 2,154 -2,754 -647 -1,864 -2,569 -2,465 46 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 6.2 21.0 50.8 72.2 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 5 6 34 31 41 38 PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410 COMMITMENTS 1,060 1,440 0 1,330 870 2,390 2,310 20 100 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 0 9 8 12 13 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103 COMMITMENTS 4,261 847 1,486 16,356 19,085 22,103 21,418 0 685 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719) 105 -932 386 -1,210 -305 -719 -851 0 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 19 19 23 22 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,822 COMMITMENTS 4,156 1,779 1,100 17,566 19,390 22,822 22,269 0 553 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 298) 390 898 -388 340 -212 342 298 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 7.8 4.8 77.0 85.0 100.0 97.6 0.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 19 18 23 21 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783 COMMITMENTS 174 4,800 772 7,793 3,211 8,739 8,783 44 0 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372) -42 -252 -84 -246 -36 -372 -372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 2 14 11 17 14 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,155 COMMITMENTS 216 5,052 856 8,039 3,247 9,111 9,155 44 0 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 176) 44 -250 0 88 426 132 176 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 55.2 9.4 87.8 35.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 13 11 16 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040 COMMITMENTS 3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130) 100 -620 -20 -490 -40 -410 -680 280 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 13 17 18 22 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,170 COMMITMENTS 3,140 2,880 2,020 4,820 4,950 9,980 9,850 190 320 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 520) -280 -20 200 600 340 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 28.3 19.9 47.4 48.7 98.1 96.9 1.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 5 15 17 20 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610 COMMITMENTS 3,150 600 1,130 7,970 10,260 12,250 11,990 360 620 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360) 1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 19 16 22 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,250 COMMITMENTS 1,670 300 1,750 6,270 7,060 9,690 9,110 560 1,140 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 60) 20 -140 -60 -20 -20 -60 -220 120 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 2.9 17.1 61.2 68.9 94.5 88.9 5.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 3 16 12 19 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,247,557 COMMITMENTS 101,924 64,148 328,522 747,568 770,512 1178014 1163182 69,543 84,375 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 28,007) 10,909 -11,593 13,420 -4,344 25,854 19,985 27,680 8,022 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 5.1 26.3 59.9 61.8 94.4 93.2 5.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 69 102 118 84 94 226 253 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,219,550 COMMITMENTS 91,016 75,741 315,102 751,911 744,658 1158029 1135501 61,521 84,048 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 24,974) 2,953 8,016 15,228 5,912 -5,131 24,093 18,113 881 6,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 6.2 25.8 61.7 61.1 95.0 93.1 5.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 69 98 110 83 92 212 248 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063 COMMITMENTS 8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149) 30 223 26 -377 -151 -321 98 172 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 58 21 5 15 23 76 48 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,212 COMMITMENTS 8,048 4,440 339 2,283 7,298 10,670 12,077 2,542 1,135 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -467) -46 818 -250 91 -1,339 -205 -771 -262 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 33.6 2.6 17.3 55.2 80.8 91.4 19.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 58 21 7 18 24 79 50 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,841 COMMITMENTS 5,913 802 133 1,046 6,709 7,092 7,645 1,749 1,196 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 856) 1,387 -270 -213 -420 1,183 753 699 102 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 9.1 1.5 11.8 75.9 80.2 86.5 19.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 23 7 3 6 17 29 27 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,985 COMMITMENTS 4,526 1,073 346 1,467 5,527 6,339 6,946 1,647 1,040 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 234) -67 -87 231 112 -52 276 92 -42 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 13.4 4.3 18.4 69.2 79.4 87.0 20.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 21 9 5 7 15 31 28 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,352 COMMITMENTS 28,156 8,621 26,370 94,955 116,866 149,481 151,857 16,870 14,495 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,494) 4,473 -458 3,986 888 6,801 9,347 10,328 3,147 2,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 5.2 15.9 57.1 70.3 89.9 91.3 10.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 47 30 39 65 77 134 128 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,858 COMMITMENTS 23,683 9,079 22,384 94,067 110,065 140,134 141,528 13,724 12,329 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -31,888) 1,486 -1,407 -17,614 -14,100 -11,303 -30,227 -30,324 -1,661 -1,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.9 14.5 61.1 71.5 91.1 92.0 8.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 27 31 61 81 114 124
Updated June 17, 2005