WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,980 COMMITMENTS 43,786 49,498 53,005 160,211 143,439 257,002 245,942 30,978 42,038 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 18,901) 6,038 -3,118 819 4,717 13,235 11,573 10,935 7,328 7,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 17.2 18.4 55.6 49.8 89.2 85.4 10.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 78 97 78 47 55 177 184 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,079 COMMITMENTS 37,749 52,616 52,186 155,494 130,205 245,429 235,007 23,651 34,073 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 8,276) 90 3,813 5,220 4,065 3,487 9,375 12,520 -1,099 -4,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 19.6 19.4 57.8 48.4 91.2 87.3 8.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 74 100 73 48 63 167 199 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,269 COMMITMENTS 119,220 73,795 215,122 458,911 438,348 793,253 727,265 163,017 229,004 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 67,676) 21,595 -16,719 22,878 3,261 50,391 47,735 56,550 19,941 11,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 7.7 22.5 48.0 45.8 83.0 76.1 17.0 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573) 166 115 182 221 235 483 460 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,593 COMMITMENTS 97,625 90,515 192,243 455,650 387,957 745,518 670,715 143,076 217,878 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,856) 3,150 5,608 25,216 -1,144 -5,936 27,222 24,888 -10,366 -8,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 10.2 21.6 51.3 43.7 83.9 75.5 16.1 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541) 149 118 178 205 212 454 438 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,093 COMMITMENTS 2,272 475 1,018 2,393 5,783 5,682 7,276 3,411 1,818 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -427) -166 -424 99 -93 452 -161 127 -267 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 5.2 11.2 26.3 63.6 62.5 80.0 37.5 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 7 5 13 15 25 25 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,521 COMMITMENTS 2,438 899 919 2,486 5,331 5,843 7,149 3,678 2,372 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -145) 459 -303 1 203 197 663 -106 -808 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 9.4 9.7 26.1 56.0 61.4 75.1 38.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 11 5 11 14 26 28 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,497 COMMITMENTS 95,877 25,412 116,129 170,104 232,740 382,110 374,280 101,387 109,217 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 52,118) 4,357 6,258 18,589 16,610 26,752 39,556 51,598 12,562 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 5.3 24.0 35.2 48.1 79.0 77.4 21.0 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 156 88 157 118 141 358 323 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,379 COMMITMENTS 91,520 19,154 97,540 153,494 205,988 342,555 322,682 88,825 108,697 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,200) 6,270 -659 -4,025 -678 8,964 1,568 4,280 4,633 1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 4.4 22.6 35.6 47.8 79.4 74.8 20.6 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 157 74 141 103 128 327 289 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 19,765 COMMITMENTS 14,769 1,141 588 0 902 15,357 2,631 4,408 17,134 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876) 3,022 -597 -661 0 80 2,361 -1,178 515 4,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 13 6 8 0 3 16 14 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 16,889 COMMITMENTS 11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719) -257 -51 428 0 45 171 422 548 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 8 8 0 3 14 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,870 COMMITMENTS 41,517 10,792 33,641 86,684 135,424 161,843 179,858 33,028 15,013 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,942) 13,874 -249 4,413 5,127 23,947 23,414 28,111 5,527 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 5.5 17.3 44.5 69.5 83.1 92.3 16.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 66 20 41 48 49 134 102 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,929 COMMITMENTS 27,643 11,041 29,228 81,557 111,477 138,428 151,746 27,501 14,182 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,091) 3,058 131 2,881 2,247 6,338 8,186 9,350 1,905 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 6.7 17.6 49.2 67.2 83.4 91.5 16.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 58 21 38 47 47 123 98 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,344 COMMITMENTS 136,660 91,103 154,172 448,518 444,796 739,351 690,070 152,993 202,274 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -10,050) 6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339 693 1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 10.2 17.3 50.3 49.8 82.9 77.3 17.1 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 37 40 45 71 84 135 142 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,394 COMMITMENTS 130,158 91,833 157,666 462,270 451,911 750,094 701,410 152,300 200,984 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -19,836) -18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708 -2,135 -1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 10.2 17.5 51.2 50.1 83.1 77.7 16.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 32 44 44 71 85 131 145 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 183,287 COMMITMENTS 52,422 6,973 29,296 61,014 125,539 142,733 161,807 40,554 21,479 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 14,391) 3,892 696 5,930 5,124 10,384 14,947 17,010 -556 -2,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 3.8 16.0 33.3 68.5 77.9 88.3 22.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 54 27 42 55 61 138 114 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 168,896 COMMITMENTS 48,530 6,277 23,366 55,890 115,155 127,786 144,797 41,110 24,098 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,137) 3,815 -2,303 -208 -2,239 6,423 1,369 3,913 3,768 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 3.7 13.8 33.1 68.2 75.7 85.7 24.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 48 25 35 51 61 124 108 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,606 COMMITMENTS 3,882 1,193 1,451 2,022 3,974 7,355 6,618 1,250 1,987 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -71) -16 213 -246 305 -232 44 -265 -115 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 13.9 16.9 23.5 46.2 85.5 76.9 14.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 12 10 13 14 35 31 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,677 COMMITMENTS 3,898 979 1,698 1,716 4,206 7,312 6,883 1,365 1,794 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 143) 257 44 -105 80 -164 232 -225 -89 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 11.3 19.6 19.8 48.5 84.3 79.3 15.7 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 9 11 12 15 33 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,338 COMMITMENTS 92,885 82,179 242 220,383 171,010 313,510 253,431 50,828 110,907 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,988) -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,798 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 22.6 0.1 60.5 46.9 86.0 69.6 14.0 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 15 17 2 45 38 62 55 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,326 COMMITMENTS 94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,626 111,607 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,590) -6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,959 10,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 17 4 45 42 62 61 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,900 COMMITMENTS 399,562 394,765 476,310 1522460 1343529 2398332 2214604 237,568 421,296 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -83,339) -73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773 -44,947 -52,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.0 18.1 57.8 51.0 91.0 84.0 9.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 50 92 82 116 143 217 266 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,719,239 COMMITMENTS 473,143 435,356 483,997 1479584 1326023 2436724 2245377 282,515 473,862 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -29,861) 2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140 4,991 8,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 16.0 17.8 54.4 48.8 89.6 82.6 10.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 59 84 83 114 134 215 259 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,118 COMMITMENTS 199,611 207,338 180,212 850,681 749,120 1230503 1136670 173,615 267,449 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -28,945) -12,811 -2,339 -10,365 18,017 13,070 -5,159 367 -23,786 -29,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 14.8 12.8 60.6 53.4 87.6 81.0 12.4 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 37 46 47 78 88 139 157 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,063 COMMITMENTS 212,422 209,676 190,577 832,664 736,050 1235662 1136303 197,401 296,760 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 47,684) 46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787 -5,657 40,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 14.6 13.3 58.1 51.4 86.2 79.3 13.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 28 56 46 71 85 132 154 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 604,499 COMMITMENTS 101,227 61,727 197,299 249,576 310,976 548,102 570,002 56,397 34,497 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 27,413) 14,811 605 7,713 -3,103 17,465 19,422 25,783 7,991 1,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 10.2 32.6 41.3 51.4 90.7 94.3 9.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 35 22 42 51 50 105 95 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,087 COMMITMENTS 86,416 61,122 189,586 252,678 293,511 528,680 544,219 48,406 32,867 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 20,425) 7,778 2,020 -6,640 15,572 23,493 16,710 18,873 3,714 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 10.6 32.9 43.8 50.9 91.6 94.3 8.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 31 22 40 51 52 101 95 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,211 COMMITMENTS 6,417 2,956 486 15,147 17,502 22,050 20,944 7,161 8,268 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -24,204) -6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092 -10,566 -3,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 10.1 1.7 51.9 59.9 75.5 71.7 24.5 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 11 6 16 13 30 26 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,415 COMMITMENTS 12,905 4,130 2,085 20,698 35,821 35,688 42,036 17,727 11,379 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,109) 236 -831 710 3,754 5,589 4,700 5,468 4,408 3,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 7.7 3.9 38.7 67.1 66.8 78.7 33.2 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 12 13 22 22 48 43 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 40,235 COMMITMENTS 13,350 19,726 1,701 12,019 6,632 27,070 28,060 13,165 12,175 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -58,263) 185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413 -1,852 -17,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 49.0 4.2 29.9 16.5 67.3 69.7 32.7 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 24 14 13 9 41 38 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 98,498 COMMITMENTS 13,165 36,343 11,055 59,261 21,074 83,481 68,472 15,017 30,026 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,250) 953 2,308 5,416 8,500 4,964 14,869 12,688 2,381 4,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 36.9 11.2 60.2 21.4 84.8 69.5 15.2 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 24 32 30 24 20 64 66 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211 COMMITMENTS 3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425) -176 371 -2 -268 -763 -446 -394 21 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 18 4 19 21 29 40 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636 COMMITMENTS 3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318) -2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 18 4 19 20 29 39 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,991 COMMITMENTS 1,675 1,767 3,369 16,116 12,926 21,161 18,062 4,831 7,929 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 863) 5 -6 243 632 333 880 570 -17 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 6.8 13.0 62.0 49.7 81.4 69.5 18.6 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 4 13 26 18 41 32 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,128 COMMITMENTS 1,670 1,773 3,126 15,484 12,593 20,280 17,492 4,848 7,636 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 401) 250 -63 -10 207 297 447 224 -47 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 7.1 12.4 61.6 50.1 80.7 69.6 19.3 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 5 11 25 18 39 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,147 COMMITMENTS 10,493 25,372 17,964 49,569 21,361 78,026 64,698 15,120 28,449 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,160) -294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346 -2,856 -814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 27.2 19.3 53.2 22.9 83.8 69.5 16.2 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 28 59 45 27 27 89 108 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,307 COMMITMENTS 10,787 23,906 19,047 51,496 27,091 81,330 70,044 17,977 29,263 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,438) 383 2,959 -4,147 2,001 -878 -1,763 -2,067 325 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 24.1 19.2 51.9 27.3 81.9 70.5 18.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 30 61 45 35 34 95 113 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,850 COMMITMENTS 541 1,349 460 1,134 759 2,135 2,568 1,715 1,283 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -329) -101 -253 -161 -93 15 -356 -399 27 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 35.0 11.9 29.5 19.7 55.4 66.7 44.6 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 19 13 5 5 24 28 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,180 COMMITMENTS 643 1,602 621 1,227 744 2,491 2,967 1,689 1,212 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121) 117 -102 -4 -87 28 26 -78 94 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 38.3 14.9 29.4 17.8 59.6 71.0 40.4 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 18 15 6 5 27 30 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,285 COMMITMENTS 30,725 26,826 19,323 75,390 63,835 125,438 109,984 16,847 32,301 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,883) 5 8,074 -3,214 1,940 -4,268 -1,270 592 -613 -2,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 18.9 13.6 53.0 44.9 88.2 77.3 11.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 48 58 48 65 86 138 177 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,168 COMMITMENTS 30,720 18,752 22,537 73,450 68,102 126,708 109,392 17,460 34,776 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -7,584) -4,542 5,727 -1,368 932 -7,690 -4,978 -3,331 -2,606 -4,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 13.0 15.6 50.9 47.2 87.9 75.9 12.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 49 54 51 71 93 149 178 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,910 COMMITMENTS 1,068 617 304 1,075 1,605 2,447 2,526 1,463 1,384 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43) -122 -38 44 -162 -181 -239 -174 196 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 15.8 7.8 27.5 41.0 62.6 64.6 37.4 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 8 10 17 15 31 32 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,953 COMMITMENTS 1,189 655 260 1,237 1,785 2,686 2,700 1,267 1,253 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 228) -46 193 -11 125 -132 67 49 161 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 16.6 6.6 31.3 45.2 68.0 68.3 32.0 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 13 8 18 19 34 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,186 COMMITMENTS 6,973 3,014 3,986 8,706 4,433 19,665 11,433 5,521 13,752 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -242) -1,383 693 413 730 -242 -240 864 -2 -1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 12.0 15.8 34.6 17.6 78.1 45.4 21.9 54.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 36 25 28 45 41 101 77 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,428 COMMITMENTS 8,357 2,321 3,573 7,976 4,676 19,905 10,569 5,522 14,859 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,100) -1,578 -552 -109 596 452 -1,091 -209 -9 -892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 9.1 14.1 31.4 18.4 78.3 41.6 21.7 58.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 38 23 23 40 43 95 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,338 COMMITMENTS 17,781 16,984 1,237 21,994 36,558 41,012 54,779 32,325 18,559 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,955) 6,265 -11,524 -414 -5,515 19,325 337 7,387 4,619 -2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 23.2 1.7 30.0 49.8 55.9 74.7 44.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 15 5 23 26 43 43 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 68,382 COMMITMENTS 11,516 28,509 1,651 27,509 17,233 40,676 47,392 27,707 20,990 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,357) 1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833 -2,075 -2,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 41.7 2.4 40.2 25.2 59.5 69.3 40.5 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 21 7 25 23 43 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,042 COMMITMENTS 1,579 43,966 0 61,527 4,662 63,106 48,628 8,936 23,414 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,042) -1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,761 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 61.0 0.0 85.4 6.5 87.6 67.5 12.4 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 26 0 13 4 14 30 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,084 COMMITMENTS 2,905 46,486 0 64,004 4,362 66,909 50,848 7,175 23,236 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,281) 962 -769 -1 -14,427 -14,653 -13,466 -15,423 -2,815 -858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 62.7 0.0 86.4 5.9 90.3 68.6 9.7 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 26 0 12 3 14 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,562 COMMITMENTS 84,146 4,965 8 11,902 93,386 96,056 98,359 8,506 6,203 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,938) 1,750 601 -116 1,345 1,346 2,979 1,831 -1,042 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.5 4.7 0.0 11.4 89.3 91.9 94.1 8.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 66 6 2 13 16 80 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,624 COMMITMENTS 82,396 4,364 124 10,557 92,040 93,077 96,528 9,548 6,096 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,452) 1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176 -642 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.3 4.3 0.1 10.3 89.7 90.7 94.1 9.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 63 6 2 11 18 75 25 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,753 COMMITMENTS 13,891 26,948 1,145 34,097 21,188 49,133 49,281 18,620 18,472 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,639) -259 -4,320 -306 -2,612 2,092 -3,176 -2,534 -463 -1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 39.8 1.7 50.3 31.3 72.5 72.7 27.5 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 19 4 16 17 30 39 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,392 COMMITMENTS 14,149 31,268 1,451 36,709 19,096 52,309 51,815 19,083 19,577 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,140) -526 8,199 63 -25,523 -38,394 -25,986 -30,133 -6,154 -2,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 43.8 2.0 51.4 26.7 73.3 72.6 26.7 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 22 5 18 15 33 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 164,409 COMMITMENTS 8,603 49,126 5,382 124,834 80,162 138,820 134,671 25,589 29,738 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,358) 2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944 1,465 -1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 29.9 3.3 75.9 48.8 84.4 81.9 15.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 30 9 28 22 48 56 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,766 COMMITMENTS 6,287 61,042 5,384 132,973 71,189 144,643 137,615 24,124 31,151 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -22,389) 1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051 -5,802 3,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 36.2 3.2 78.8 42.2 85.7 81.5 14.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 11 33 9 34 22 50 59 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 176,090 COMMITMENTS 26,175 44,015 18,437 77,585 55,847 122,197 118,298 53,892 57,791 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,585) -448 -217 416 4,810 2,593 4,778 2,792 -2,193 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 25.0 10.5 44.1 31.7 69.4 67.2 30.6 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 35 39 30 27 30 77 84 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,504 COMMITMENTS 26,623 44,232 18,021 72,776 53,254 117,419 115,507 56,085 57,998 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,951) 3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832 4,942 4,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 25.5 10.4 41.9 30.7 67.7 66.6 32.3 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 35 41 27 28 30 79 82 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,227,238 COMMITMENTS 619,246 610,625 3090699 6514175 5888063 10224121 9589388 1003117 1637850 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 90,393) 16,273 -3,853 77,292 30,358 -8,929 123,922 64,510 -33,530 25,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 5.4 27.5 58.0 52.4 91.1 85.4 8.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 55 64 105 131 133 247 247 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,136,845 COMMITMENTS 602,973 614,478 3013407 6483818 5896992 10100198 9524878 1036647 1611967 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316) -200,914 80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431 -82,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 5.5 27.1 58.2 53.0 90.7 85.5 9.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 62 55 99 131 135 242 244 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 705,627 COMMITMENTS 54,508 44,788 31,736 480,675 516,813 566,919 593,337 138,708 112,290 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -136,513) -3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177 -25,104 -28,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 6.3 4.5 68.1 73.2 80.3 84.1 19.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 39 35 48 90 62 158 116 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 842,141 COMMITMENTS 57,615 68,019 51,240 569,473 582,255 678,329 701,514 163,812 140,626 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 55,739) -3,196 3,244 -2,333 57,606 53,636 52,076 54,547 3,663 1,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 8.1 6.1 67.6 69.1 80.5 83.3 19.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 41 44 57 105 73 183 137 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 823,479 COMMITMENTS 90,696 187,275 17,804 452,461 510,197 560,961 715,277 262,518 108,202 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -421,612) -112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244 -103,836 -18,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 22.7 2.2 54.9 62.0 68.1 86.9 31.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 36 51 27 61 57 114 118 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,245,090 COMMITMENTS 202,750 212,772 65,357 610,630 840,391 878,737 1118520 366,354 126,570 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,483) 3,505 -2,756 26,942 69,595 76,139 100,042 100,325 22,441 22,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 17.1 5.2 49.0 67.5 70.6 89.8 29.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 52 51 47 73 63 148 138 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,771 COMMITMENTS 725 205 0 6,327 10,544 7,052 10,749 4,719 1,022 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209) -286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 14 15 15 16 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 16,980 COMMITMENTS 1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329) 0 52 82 478 655 560 789 769 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 15 15 18 19 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 24,589 COMMITMENTS 6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524) -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 1 13 18 16 23 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 43,113 COMMITMENTS 10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125) 416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 6 18 21 27 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,900 COMMITMENTS 8,356 7,414 80 21,757 29,275 30,193 36,769 14,707 8,132 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,906) -613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351 -6,437 -17,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 16.5 0.2 48.5 65.2 67.2 81.9 32.8 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 16 1 31 25 45 42 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,807 COMMITMENTS 8,969 11,673 1,833 43,860 36,614 54,662 50,120 21,144 25,687 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 18,919) -288 132 1,773 7,508 10,106 8,993 12,011 9,926 6,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 15.4 2.4 57.9 48.3 72.1 66.1 27.9 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 16 20 6 44 39 63 64 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,729 COMMITMENTS 63,311 78,813 1,223 99,808 65,112 164,342 145,148 22,388 41,581 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,924) -22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916 -81,805 -17,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 42.2 0.7 53.5 34.9 88.0 77.7 12.0 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 54 53 8 40 32 98 89 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,654 COMMITMENTS 86,261 110,180 16,032 199,169 220,852 301,462 347,064 104,192 58,589 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,251) 6,214 -1,185 8,588 37,417 41,735 52,219 49,139 34,032 37,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 27.2 4.0 49.1 54.4 74.3 85.6 25.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 57 54 24 52 42 119 111 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,103 COMMITMENTS 36,605 2,955 224 23,891 74,613 60,720 77,792 25,383 8,311 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 24,449) 16,759 -1,528 -614 1,979 28,729 18,124 26,587 6,325 -2,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 3.4 0.3 27.7 86.7 70.5 90.3 29.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 18 3 1 13 22 31 26 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,654 COMMITMENTS 19,846 4,483 838 21,913 45,885 42,596 51,205 19,058 10,449 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,215) 4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267 -1,060 -3,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 7.3 1.4 35.5 74.4 69.1 83.1 30.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 7 3 14 19 25 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,844 COMMITMENTS 488 3,298 0 23,179 18,752 23,667 22,050 5,176 6,793 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,683) -67 -11,140 -886 -12,275 -6,779 -13,228 -18,805 -3,455 2,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.4 0.0 80.4 65.0 82.1 76.4 17.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 8 0 29 23 31 31 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,526 COMMITMENTS 555 14,438 886 35,454 25,531 36,895 40,855 8,631 4,671 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,557) -494 558 441 5,290 5,988 5,237 6,987 1,320 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 31.7 1.9 77.9 56.1 81.0 89.7 19.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 14 4 31 29 37 44 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,430 COMMITMENTS 17,014 52,430 948 185,182 153,033 203,145 206,411 14,285 11,020 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -90,006) -31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466 -13,615 -25,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 24.1 0.4 85.2 70.4 93.4 94.9 6.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 20 39 9 32 42 56 86 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 307,436 COMMITMENTS 48,268 37,001 22,555 208,713 211,321 279,536 270,877 27,900 36,560 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,056) -748 3,777 18,342 21,806 18,887 39,399 41,006 17,657 16,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 12.0 7.3 67.9 68.7 90.9 88.1 9.1 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 39 22 43 50 77 98 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,541 COMMITMENTS 10,451 5,820 442 9,802 16,869 20,695 23,131 10,846 8,410 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80) 750 -1,395 104 -43 2,132 811 841 -731 -761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 18.5 1.4 31.1 53.5 65.6 73.3 34.4 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 21 11 4 13 17 37 30 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,461 COMMITMENTS 9,701 7,215 338 9,845 14,737 19,884 22,290 11,577 9,171 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574) -4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179 -7,343 -8,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 22.9 1.1 31.3 46.8 63.2 70.8 36.8 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 21 12 2 13 16 35 30 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013 COMMITMENTS 1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146) -567 -902 100 825 356 358 -446 -212 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 12 3 14 20 19 34 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867 COMMITMENTS 1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271) -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 12 3 15 21 20 36 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 153,691 COMMITMENTS 57,587 5,673 28,558 29,693 104,956 115,838 139,187 37,853 14,504 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,788) -2,231 43 1,392 515 -475 -325 959 2,112 828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 3.7 18.6 19.3 68.3 75.4 90.6 24.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 101 34 58 25 42 145 116 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 151,903 COMMITMENTS 59,817 5,630 27,167 29,178 105,430 116,163 138,227 35,740 13,675 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,783) -5,182 -1,716 5,372 5,964 3,414 6,154 7,070 -371 -1,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 3.7 17.9 19.2 69.4 76.5 91.0 23.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 106 32 54 26 41 149 113 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,046 COMMITMENTS 43,296 18,761 20,857 38,082 64,807 102,235 104,425 16,811 14,621 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,435) 5,987 3,719 3,857 -3,363 1,033 6,482 8,610 1,953 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 15.8 17.5 32.0 54.4 85.9 87.7 14.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 76 51 52 41 43 143 128 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,612 COMMITMENTS 37,309 15,042 17,000 41,445 63,774 95,753 95,815 14,858 14,796 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,317) 5,217 2,493 -1,085 884 3,856 5,017 5,265 300 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 13.6 15.4 37.5 57.7 86.6 86.6 13.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 67 51 42 42 44 134 118 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 365,726 COMMITMENTS 169,197 54,084 60,063 73,890 227,295 303,149 341,441 62,576 24,285 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 55,028) 45,482 -10,743 11,408 -8,544 52,221 48,347 52,886 6,681 2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 14.8 16.4 20.2 62.1 82.9 93.4 17.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 152 67 73 42 51 228 161 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 310,698 COMMITMENTS 123,715 64,827 48,654 82,434 175,074 254,803 288,555 55,895 22,143 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,916) 9,645 -8,655 3,812 -4,162 17,891 9,295 13,048 3,621 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 20.9 15.7 26.5 56.3 82.0 92.9 18.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 131 63 63 41 43 198 148 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,509 COMMITMENTS 6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643) -273 166 212 -563 -1,620 -624 -1,242 -1,019 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 22 2 10 5 6 36 17 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 13,152 COMMITMENTS 6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834) -458 -153 235 276 474 53 556 781 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 2 10 8 6 39 16 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 88,110 COMMITMENTS 18,233 8,844 7,907 43,231 48,377 69,371 65,128 18,739 22,982 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,100) 3,436 -1,777 -793 -2,674 253 -31 -2,317 -4,069 -1,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 10.0 9.0 49.1 54.9 78.7 73.9 21.3 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 38 16 21 56 53 100 86 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,210 COMMITMENTS 14,798 10,621 8,700 45,904 48,125 69,402 67,446 22,808 24,764 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,163) -1,853 1,899 1,374 3,653 -273 3,175 3,001 2,988 3,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 11.5 9.4 49.8 52.2 75.3 73.1 24.7 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 29 25 19 62 51 100 87 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,655 COMMITMENTS 1,565 1,967 778 20,285 18,161 22,628 20,906 10,027 11,750 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,723) -547 -1,244 -22 955 3,011 386 1,745 1,337 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 6.0 2.4 62.1 55.6 69.3 64.0 30.7 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 8 3 18 18 24 26 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,932 COMMITMENTS 2,112 3,211 800 19,330 15,150 22,242 19,161 8,690 11,772 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -211) -284 181 -453 -639 -1,104 -1,376 -1,377 1,165 1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 10.4 2.6 62.5 49.0 71.9 61.9 28.1 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 8 3 20 15 27 25 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,699 COMMITMENTS 17,666 27,528 23,189 70,756 65,806 111,611 116,524 17,088 12,175 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,847) -565 3,186 -41 1,682 -91 1,076 3,054 771 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 21.4 18.0 55.0 51.1 86.7 90.5 13.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 63 61 46 72 58 158 144 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 126,852 COMMITMENTS 18,231 24,343 23,230 69,074 65,897 110,535 113,469 16,317 13,382 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,439) -437 7,805 -14,627 -7,855 -15,730 -22,919 -22,552 1,480 1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 19.2 18.3 54.5 51.9 87.1 89.5 12.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 67 60 48 69 57 158 146 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,444 COMMITMENTS 12,716 3,766 8,082 12,321 25,244 33,119 37,093 6,325 2,351 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,417) 1,863 89 -1,987 -2,941 -502 -3,065 -2,401 649 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 9.5 20.5 31.2 64.0 84.0 94.0 16.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 51 24 20 19 19 84 49 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,860 COMMITMENTS 10,852 3,678 10,070 15,262 25,747 36,185 39,494 5,676 2,366 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,589) 508 595 1,561 607 1,076 2,676 3,232 -88 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 8.8 24.1 36.5 61.5 86.4 94.3 13.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 53 23 25 20 18 87 54 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,129 COMMITMENTS 21,160 17,795 13,780 91,103 99,500 126,044 131,075 10,084 5,054 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -14,020) -3,064 -5,358 -1,112 -7,178 -6,346 -11,354 -12,815 -2,667 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 13.1 10.1 66.9 73.1 92.6 96.3 7.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 55 42 37 49 38 124 103 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,149 COMMITMENTS 24,225 23,152 14,892 98,281 105,846 137,398 143,890 12,751 6,259 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,023) 1,302 -2,523 2,116 -6,079 -211 -2,661 -618 3,684 1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 15.4 9.9 65.5 70.5 91.5 95.8 8.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 59 49 41 50 40 132 114 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 465,530 COMMITMENTS 85,848 43,375 62,015 245,133 317,195 392,997 422,586 72,533 42,945 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 25,700) 7,448 -6,935 230 17,302 33,284 24,980 26,578 720 -878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 9.3 13.3 52.7 68.1 84.4 90.8 15.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 50 33 38 59 52 128 104 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 439,830 COMMITMENTS 78,401 50,310 61,786 227,831 283,911 368,017 396,007 71,813 43,823 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -31,861) 1,246 -7,964 -14,292 -19,712 -8,830 -32,758 -31,087 897 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 11.4 14.0 51.8 64.6 83.7 90.0 16.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 45 35 35 55 49 118 102 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,177 COMMITMENTS 23,578 12,774 25,323 55,812 68,601 104,713 106,698 10,464 8,479 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,807) -622 2,503 387 -5,281 -9,364 -5,515 -6,474 1,708 2,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 11.1 22.0 48.5 59.6 90.9 92.6 9.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 114 72 101 96 92 263 221 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,984 COMMITMENTS 24,200 10,272 24,936 61,093 77,965 110,229 113,173 8,756 5,812 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -15,234) -10,401 991 -11,462 8,974 -4,148 -12,889 -14,619 -2,346 -616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 8.6 21.0 51.3 65.5 92.6 95.1 7.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 126 62 100 86 90 258 213 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,858 COMMITMENTS 18,926 1,870 2,793 4,132 23,009 25,851 27,672 4,007 2,186 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 525) -543 -766 307 752 804 517 345 9 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 6.3 9.4 13.8 77.1 86.6 92.7 13.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 32 4 7 9 6 43 16 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,333 COMMITMENTS 19,469 2,636 2,486 3,380 22,205 25,334 27,327 3,999 2,006 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -6,878) 1,490 614 -512 -7,545 -6,482 -6,567 -6,380 -311 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.4 9.0 8.5 11.5 75.7 86.4 93.2 13.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 35 8 10 9 7 48 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,022 COMMITMENTS 31,076 25,355 49,647 100,121 114,900 180,844 189,901 43,178 34,121 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,122) -1,661 -751 2,185 2,894 3,062 3,418 4,496 -297 -1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 11.3 22.2 44.7 51.3 80.7 84.8 19.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 32 28 31 58 63 109 105 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,901 COMMITMENTS 32,737 26,106 47,461 97,227 111,837 177,425 185,405 43,475 35,496 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 11,959) 2,098 2,534 7,758 -4,379 -2,285 5,477 8,007 6,482 3,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 11.8 21.5 44.0 50.6 80.3 83.9 19.7 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 36 24 33 60 64 115 107 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 812,523 COMMITMENTS 37,165 73,147 331,894 361,128 372,300 730,187 777,342 82,336 35,182 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 40,284) 10,131 10,738 17,543 16,873 17,456 44,547 45,738 -4,263 -5,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 9.0 40.8 44.4 45.8 89.9 95.7 10.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 57 55 78 92 87 194 177 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 772,239 COMMITMENTS 27,034 62,409 314,351 344,255 354,844 685,640 731,604 86,600 40,635 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 24,190) -1,991 -1,048 15,798 5,487 8,502 19,293 23,252 4,896 937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 8.1 40.7 44.6 46.0 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 53 56 78 89 83 186 175 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,940 COMMITMENTS 11,740 1,545 1,058 23,281 25,518 36,079 28,121 2,861 10,819 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,884) -327 -248 546 5,701 3,118 5,920 3,416 -1,036 1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 4.0 2.7 59.8 65.5 92.7 72.2 7.3 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 15 15 19 17 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,056 COMMITMENTS 12,067 1,793 512 17,580 22,400 30,159 24,705 3,897 9,351 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -576) 350 -924 16 -1,504 494 -1,138 -414 562 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 5.3 1.5 51.6 65.8 88.6 72.5 11.4 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 14 14 17 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 129,479 COMMITMENTS 948 17,321 24,437 92,293 81,070 117,678 122,828 11,801 6,651 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 5,483) -3,622 1,297 5,445 2,128 -328 3,951 6,414 1,532 -931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 13.4 18.9 71.3 62.6 90.9 94.9 9.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 4 23 24 27 28 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 123,996 COMMITMENTS 4,570 16,024 18,992 90,165 81,398 113,727 116,414 10,269 7,582 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -385) -1,270 332 526 910 -2,750 166 -1,892 -551 1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 12.9 15.3 72.7 65.6 91.7 93.9 8.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 3 22 23 25 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,406 COMMITMENTS 12,491 7,442 604 37,791 36,662 50,886 44,708 3,520 9,698 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,644) 1,460 604 -244 674 1,460 1,890 1,820 -246 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.7 1.1 69.5 67.4 93.5 82.2 6.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 15 14 17 18 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,762 COMMITMENTS 11,031 6,838 848 37,117 35,202 48,996 42,888 3,766 9,874 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,339) 1,565 0 0 838 1,972 2,403 1,972 -64 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 13.0 1.6 70.3 66.7 92.9 81.3 7.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 14 13 17 17 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,671 COMMITMENTS 0 9,221 5,877 50,414 41,797 56,291 56,895 4,380 3,776 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,156) 0 224 0 -420 -462 -420 -238 -736 -918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.2 9.7 83.1 68.9 92.8 93.8 7.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 3 18 15 21 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,827 COMMITMENTS 0 8,997 5,877 50,834 42,259 56,711 57,133 5,116 4,694 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,134) -2,132 2,412 2,426 6,471 -520 6,765 4,318 369 2,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.6 9.5 82.2 68.4 91.7 92.4 8.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 16 13 19 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,522 COMMITMENTS 2,074 14,835 7,259 45,574 31,094 54,907 53,188 4,615 6,334 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -881) -2,220 1,226 1,075 1,424 -3,608 279 -1,307 -1,160 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 24.9 12.2 76.6 52.2 92.2 89.4 7.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 5 22 18 27 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,403 COMMITMENTS 4,294 13,609 6,184 44,150 34,702 54,628 54,495 5,775 5,908 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,423) -6,136 323 3,418 3,276 -1,262 558 2,479 1,865 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 22.5 10.2 73.1 57.5 90.4 90.2 9.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 5 19 16 24 21 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,367 COMMITMENTS 4,793 0 433 36,205 40,044 41,431 40,477 936 1,890 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,337) 3,476 0 -434 -1,581 2,073 1,461 1,639 -124 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.0 1.0 85.5 94.5 97.8 95.5 2.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 18 19 19 20 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,030 COMMITMENTS 1,317 0 867 37,786 37,971 39,970 38,838 1,060 2,192 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 813) 1,293 0 -621 141 1,500 813 879 0 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 2.1 92.1 92.5 97.4 94.7 2.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 18 19 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,685 COMMITMENTS 0 4,902 4,146 53,560 49,230 57,706 58,278 6,979 6,407 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -663) 0 -2,313 588 -1,605 1,277 -1,017 -448 354 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 6.4 82.8 76.1 89.2 90.1 10.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 24 20 26 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,348 COMMITMENTS 0 7,215 3,558 55,165 47,953 58,723 58,726 6,625 6,622 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,810) 0 1,108 118 3,329 -280 3,447 946 -1,637 864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.0 5.4 84.4 73.4 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 24 20 26 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,052 COMMITMENTS 39,322 32,316 2,104 37,480 45,743 78,906 80,163 6,146 4,889 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,226) 4,506 6,042 0 5,118 2,922 9,624 8,964 -1,398 -738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 38.0 2.5 44.1 53.8 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 18 19 21 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,826 COMMITMENTS 34,816 26,274 2,104 32,362 42,821 69,282 71,199 7,544 5,627 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,030) 1,108 3,062 744 3,816 1,090 5,668 4,896 362 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 34.2 2.7 42.1 55.7 90.2 92.7 9.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 17 18 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,973 COMMITMENTS 2,405 2,818 2,830 24,237 20,960 29,472 26,608 5,501 8,365 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 8.1 8.1 69.3 59.9 84.3 76.1 15.7 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 14 15 17 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,068,839 COMMITMENTS 268,352 43,308 194,088 586,568 821,637 1049008 1059033 19,831 9,806 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,253) 16,251 3,235 -1,167 9,605 28,941 24,689 31,009 3,564 -2,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 4.1 18.2 54.9 76.9 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 28 12 32 86 82 126 117 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,040,586 COMMITMENTS 252,101 40,073 195,255 576,963 792,696 1024319 1028024 16,267 12,562 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 28,632) 15,666 -13,952 15,027 -649 26,742 30,044 27,817 -1,412 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 3.9 18.8 55.4 76.2 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 25 12 32 84 79 121 113 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 182,389 COMMITMENTS 35,722 54,510 46,814 99,259 79,284 181,795 180,608 594 1,781 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,941) -2,764 971 12,330 13,138 9,191 22,704 22,492 -763 -551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 29.9 25.7 54.4 43.5 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 6 17 29 28 48 46 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 160,448 COMMITMENTS 38,486 53,539 34,484 86,121 70,093 159,091 158,116 1,357 2,332 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,273) 9,336 2,741 2,958 4,676 11,040 16,970 16,739 303 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 33.4 21.5 53.7 43.7 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 7 17 28 27 47 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,524 COMMITMENTS 17,437 7,249 16,494 38,241 48,517 72,172 72,260 352 264 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,970) 2,232 1,188 2,648 2,162 3,116 7,042 6,952 -72 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 10.0 22.7 52.7 66.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 5 6 38 36 47 43 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,554 COMMITMENTS 15,204 6,061 13,847 36,079 45,401 65,130 65,308 424 246 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 3,110) 609 945 786 1,600 1,438 2,994 3,168 116 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 9.2 21.1 55.0 69.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 5 7 38 36 46 43 PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 1,840 COMMITMENTS 480 740 140 1,120 860 1,740 1,740 100 100 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -570) -580 -700 140 -210 -10 -650 -570 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 40.2 7.6 60.9 46.7 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 2 10 11 15 15 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,358 COMMITMENTS 3,439 327 4,374 16,545 19,148 24,358 23,849 0 509 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 697) -550 126 978 409 -365 837 739 -140 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 1.3 18.0 67.9 78.6 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 4 19 22 24 26 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,661 COMMITMENTS 3,989 201 3,396 16,136 19,513 23,521 23,110 140 551 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,558) -272 -646 1,910 -220 428 1,418 1,692 140 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 0.8 14.4 68.2 82.5 99.4 97.7 0.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 4 19 18 23 22 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,378 COMMITMENTS 174 3,782 1,159 7,881 4,273 9,214 9,214 164 164 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 378) -86 -344 344 168 340 426 340 -48 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 40.3 12.4 84.0 45.6 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 14 13 18 16 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,000 COMMITMENTS 260 4,126 815 7,713 3,933 8,788 8,874 212 126 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 217) 86 -674 43 -80 722 49 91 168 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 45.8 9.1 85.7 43.7 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 13 12 18 15 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,186 COMMITMENTS 714 1,191 804 7,517 6,933 9,035 8,928 151 258 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 172) -344 -86 258 258 0 172 172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 13.0 8.8 81.8 75.5 98.4 97.2 1.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 13 9 16 13 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,014 COMMITMENTS 1,058 1,277 546 7,259 6,933 8,863 8,756 151 258 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 14.2 6.1 80.5 76.9 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 11 9 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,990 COMMITMENTS 2,860 1,860 2,980 5,930 6,530 11,770 11,370 220 620 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,150) -300 -340 560 1,070 880 1,330 1,100 -180 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 15.5 24.9 49.5 54.5 98.2 94.8 1.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 5 16 17 22 22 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,840 COMMITMENTS 3,160 2,200 2,420 4,860 5,650 10,440 10,270 400 570 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 800) -80 -60 420 530 740 870 1,100 -70 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 20.3 22.3 44.8 52.1 96.3 94.7 3.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 5 16 18 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,230 COMMITMENTS 4,710 360 1,570 7,570 11,640 13,850 13,570 380 660 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,500) 1,620 80 360 -400 720 1,580 1,160 -80 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 2.5 11.0 53.2 81.8 97.3 95.4 2.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 18 18 21 23 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,730 COMMITMENTS 3,090 280 1,210 7,970 10,920 12,270 12,410 460 320 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 120) -60 -320 80 0 660 20 420 100 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 2.2 9.5 62.6 85.8 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 19 16 22 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,233,084 COMMITMENTS 119,813 65,518 302,556 746,143 782,757 1168512 1150832 64,572 82,252 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -49,806) 12,415 7,352 -22,623 -36,871 -30,859 -47,080 -46,130 -2,726 -3,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 5.3 24.5 60.5 63.5 94.8 93.3 5.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 73 94 104 84 96 220 241 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,282,889 COMMITMENTS 107,398 58,166 325,180 783,014 813,616 1215592 1196962 67,298 85,927 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 35,333) 5,474 -5,982 -3,342 35,446 43,104 37,578 33,780 -2,245 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 4.5 25.3 61.0 63.4 94.8 93.3 5.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 74 98 120 84 95 233 252 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,773 COMMITMENTS 8,100 5,112 412 2,543 7,672 11,055 13,196 2,718 577 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 504) 99 -84 48 502 786 649 750 -145 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 37.1 3.0 18.5 55.7 80.3 95.8 19.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 58 20 5 14 24 76 48 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,269 COMMITMENTS 8,001 5,196 364 2,041 6,886 10,406 12,446 2,863 823 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 206) -77 533 -1 135 -261 57 271 149 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 39.2 2.7 15.4 51.9 78.4 93.8 21.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 60 22 4 15 23 77 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,684 COMMITMENTS 7,796 800 15 722 8,552 8,533 9,367 3,151 2,317 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,290) 1,326 5 -84 -227 1,168 1,015 1,089 1,275 1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.7 6.8 0.1 6.2 73.2 73.0 80.2 27.0 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 28 6 2 5 18 33 26 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,394 COMMITMENTS 6,470 795 99 949 7,384 7,518 8,278 1,876 1,116 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 553) 557 -8 -34 -97 675 426 633 127 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.9 8.5 1.1 10.1 78.6 80.0 88.1 20.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 26 7 2 7 18 33 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,840 COMMITMENTS 37,200 7,284 28,053 99,887 135,042 165,141 170,379 20,699 15,462 CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,137) 7,980 -29 1,209 -536 6,521 8,652 7,701 -2,515 -1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 3.9 15.1 53.7 72.7 88.9 91.7 11.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 53 23 34 75 77 144 119 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,703 COMMITMENTS 29,221 7,313 26,845 100,423 128,521 156,489 162,678 23,214 17,025 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 13,351) 1,065 -1,308 474 5,468 11,655 7,007 10,822 6,344 2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 4.1 14.9 55.9 71.5 87.1 90.5 12.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 46 23 36 69 80 131 125
Updated July 1, 2005