WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,300 COMMITMENTS 50,976 54,415 50,135 164,585 147,750 265,695 252,299 25,605 39,001 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 18,343) 3,233 -1,876 10,696 2,930 8,062 16,858 16,882 1,485 1,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 18.7 17.2 56.5 50.7 91.2 86.6 8.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 81 92 80 44 60 171 195 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,957 COMMITMENTS 47,743 56,291 39,439 161,655 139,688 248,837 235,417 24,121 37,540 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -825) -3,034 3,631 971 3,418 -7,707 1,355 -3,105 -2,180 2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 20.6 14.4 59.2 51.2 91.2 86.2 8.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 72 94 73 45 58 163 185 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 952,406 COMMITMENTS 157,098 54,351 190,453 445,171 483,438 792,723 728,243 159,683 224,163 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 79,452) 42,184 -10,046 15,450 4,597 66,944 62,230 72,347 17,223 7,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 5.7 20.0 46.7 50.8 83.2 76.5 16.8 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 178 89 173 220 268 470 474 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 872,954 COMMITMENTS 114,915 64,398 175,004 440,574 416,494 730,493 655,896 142,461 217,058 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -3,323) 6,869 -8,970 -12,390 6,931 16,862 1,410 -4,498 -4,733 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 7.4 20.0 50.5 47.7 83.7 75.1 16.3 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 141 110 163 210 239 438 441 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,392 COMMITMENTS 3,494 65 765 2,360 6,867 6,618 7,696 2,774 1,696 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 521) 470 -21 -33 -41 366 395 312 126 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 0.7 8.1 25.1 73.1 70.5 81.9 29.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 2 6 11 16 26 24 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,871 COMMITMENTS 3,024 85 798 2,401 6,501 6,223 7,385 2,647 1,486 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 356) 67 12 99 142 149 308 260 48 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 1.0 9.0 27.1 73.3 70.2 83.2 29.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 5 7 12 16 27 25 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,132 COMMITMENTS 64,967 19,394 86,975 159,623 202,420 311,566 308,790 85,566 88,342 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,124) -4,757 -2,386 4,641 415 -1,208 299 1,046 -1,423 -2,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.9 21.9 40.2 51.0 78.5 77.8 21.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 144 73 133 130 142 328 298 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,256 COMMITMENTS 69,724 21,780 82,335 159,208 203,628 311,267 307,743 86,990 90,513 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,890) -3,794 -1,900 -2,201 -1,611 -5,437 -7,607 -9,539 -3,284 -1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 5.5 20.7 40.0 51.1 78.2 77.3 21.8 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 142 74 132 118 139 320 291 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 19,187 COMMITMENTS 13,059 4,696 1,340 0 768 14,399 6,804 4,788 12,383 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,978) 568 1,187 1,121 0 -172 1,689 2,136 289 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.1 24.5 7.0 0.0 4.0 75.0 35.5 25.0 64.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 12 10 0 3 14 20 MINI SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 17,209 COMMITMENTS 12,491 3,509 219 0 940 12,710 4,668 4,499 12,541 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 99) -4 314 80 0 24 76 418 23 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.6 20.4 1.3 0.0 5.5 73.9 27.1 26.1 72.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 9 6 0 3 12 15 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,556 COMMITMENTS 36,879 10,593 27,983 70,678 112,263 135,540 150,839 30,015 14,717 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,341) 723 1,293 503 -2,384 -5,989 -1,157 -4,193 -3,183 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 6.4 16.9 42.7 67.8 81.9 91.1 18.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 56 24 31 44 44 119 87 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,896 COMMITMENTS 36,156 9,300 27,480 73,062 118,252 136,697 155,032 33,199 14,864 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,960) -2,311 -1,732 -3,635 -8,580 -8,425 -14,526 -13,792 3,566 2,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 5.5 16.2 43.0 69.6 80.5 91.3 19.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 53 23 32 46 48 120 91 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 775,378 COMMITMENTS 84,314 68,262 131,067 432,598 386,308 647,979 585,637 127,399 189,740 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -14,693) -6,996 -15,596 1,576 5,723 -362 303 -14,383 -14,996 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 8.8 16.9 55.8 49.8 83.6 75.5 16.4 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 29 34 38 74 81 124 132 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,071 COMMITMENTS 91,309 83,859 129,491 426,875 386,670 647,676 600,020 142,395 190,051 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -36,223) -17,555 -10,400 -3,248 -7,683 -20,380 -28,486 -34,028 -7,737 -2,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 10.6 16.4 54.0 48.9 82.0 75.9 18.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 25 39 35 68 79 116 130 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 139,522 COMMITMENTS 25,520 1,497 22,960 54,466 96,524 102,946 120,982 36,576 18,540 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 911) -958 -1,422 1,366 -694 -12 -287 -68 1,198 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 1.1 16.5 39.0 69.2 73.8 86.7 26.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 42 14 31 58 56 118 92 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 138,611 COMMITMENTS 26,479 2,920 21,594 55,160 96,536 103,233 121,050 35,378 17,560 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,806) -1,726 802 -2,702 -1,354 -3,663 -5,781 -5,562 -25 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 2.1 15.6 39.8 69.6 74.5 87.3 25.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 45 20 29 55 54 117 92 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,601 COMMITMENTS 3,016 1,396 1,268 1,819 3,015 6,102 5,679 1,499 1,922 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 354) -136 -64 141 223 264 228 340 126 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 18.4 16.7 23.9 39.7 80.3 74.7 19.7 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 10 9 11 13 33 30 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,247 COMMITMENTS 3,152 1,461 1,127 1,596 2,751 5,875 5,339 1,373 1,909 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 294) -326 -46 249 337 50 260 253 35 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 20.2 15.5 22.0 38.0 81.1 73.7 18.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 11 9 9 13 31 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,680 COMMITMENTS 102,187 108,455 122 210,383 150,329 312,692 258,906 54,988 108,774 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,865) 4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,551 1,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 29.5 0.0 57.2 40.9 85.0 70.4 15.0 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 13 27 2 45 42 60 69 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,545 COMMITMENTS 97,698 108,421 91 222,319 154,449 320,108 262,961 50,437 107,584 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,979) 487 12,575 -150 12,063 684 12,400 13,109 4,579 3,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 29.3 0.0 60.0 41.7 86.4 71.0 13.6 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 23 2 45 39 59 62 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,966 COMMITMENTS 387,941 376,685 470,325 1488167 1316937 2346433 2163947 236,533 419,019 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 43,611) -36,567 -6,998 52,519 39,856 13,108 55,808 58,630 -12,197 -15,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 14.6 18.2 57.6 51.0 90.8 83.8 9.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 42 81 73 110 140 200 246 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,355 COMMITMENTS 424,508 383,683 417,806 1448311 1303829 2290625 2105317 248,730 434,038 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 70,172) -21,762 36,002 15,739 84,408 14,708 78,385 66,449 -8,213 3,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 15.1 16.5 57.0 51.3 90.2 82.9 9.8 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 45 81 72 111 138 200 247 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,583,204 COMMITMENTS 165,520 288,363 192,544 1056744 794,646 1414808 1275553 168,396 307,651 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 92,631) 24,661 48,999 12,239 61,623 8,430 98,523 69,668 -5,892 22,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 18.2 12.2 66.7 50.2 89.4 80.6 10.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 36 46 49 79 93 141 162 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,574 COMMITMENTS 140,859 239,364 180,305 995,121 786,217 1316286 1205885 174,288 284,688 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 73,346) -37,269 55,623 12,843 87,725 13,382 63,299 81,848 10,047 -8,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 16.1 12.1 66.8 52.7 88.3 80.9 11.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 30 47 48 76 91 135 157 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 627,091 COMMITMENTS 105,613 72,380 200,439 249,289 311,184 555,341 584,003 71,750 43,088 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 72,338) 17,355 10,459 22,554 26,853 28,918 66,762 61,930 5,576 10,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 11.5 32.0 39.8 49.6 88.6 93.1 11.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 33 28 43 57 53 112 102 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 554,753 COMMITMENTS 88,258 61,921 177,885 222,436 282,266 488,579 522,073 66,174 32,680 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 24,550) -3,628 -10,893 17,549 3,639 19,615 17,560 26,271 6,990 -1,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 11.2 32.1 40.1 50.9 88.1 94.1 11.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 32 29 44 52 50 106 101 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 29,670 COMMITMENTS 6,850 4,762 545 15,696 17,018 23,091 22,325 6,579 7,345 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -853) -64 9 -77 -147 -300 -288 -368 -564 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 16.0 1.8 52.9 57.4 77.8 75.2 22.2 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 9 6 18 11 34 23 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 30,523 COMMITMENTS 6,914 4,752 622 15,843 17,319 23,379 22,693 7,144 7,829 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,127) 986 -365 175 -9 1,230 1,152 1,041 -25 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 15.6 2.0 51.9 56.7 76.6 74.3 23.4 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 10 6 20 13 36 25 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 53,862 COMMITMENTS 8,576 25,017 2,435 31,542 15,004 42,553 42,457 11,309 11,405 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -602) -437 -56 -870 -446 178 -1,753 -748 1,151 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 46.4 4.5 58.6 27.9 79.0 78.8 21.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 30 13 15 16 39 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 54,464 COMMITMENTS 9,012 25,073 3,305 31,988 14,826 44,306 43,205 10,158 11,259 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,573) -3,530 235 531 8,702 3,651 5,703 4,416 -1,131 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 46.0 6.1 58.7 27.2 81.3 79.3 18.7 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 33 16 14 16 42 57 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,110 COMMITMENTS 3,754 5,348 1,023 32,031 29,839 36,808 36,210 302 900 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -482) -212 -473 0 -193 -116 -405 -589 -77 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.4 2.8 86.3 80.4 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 17 4 18 22 28 40 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,592 COMMITMENTS 3,966 5,821 1,023 32,224 29,955 37,213 36,799 379 793 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -27) 10 113 -5 30 -70 35 38 -62 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 15.5 2.7 85.7 79.7 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 18 4 18 21 28 40 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,618 COMMITMENTS 1,125 1,558 2,374 16,149 13,319 19,647 17,251 4,971 7,367 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,368) -76 -34 120 1,028 933 1,072 1,018 295 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 6.3 9.6 65.6 54.1 79.8 70.1 20.2 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 2 9 26 20 36 30 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,250 COMMITMENTS 1,200 1,593 2,254 15,121 12,386 18,575 16,233 4,675 7,018 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 355) 195 20 -129 151 986 217 877 138 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 6.9 9.7 65.0 53.3 79.9 69.8 20.1 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 3 10 25 19 36 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,753 COMMITMENTS 12,873 24,819 29,792 48,432 22,309 91,097 76,920 12,656 26,833 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,142) 415 -437 3,986 -761 -619 3,640 2,930 -499 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 23.9 28.7 46.7 21.5 87.8 74.1 12.2 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 35 57 49 25 29 97 108 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,612 COMMITMENTS 12,458 25,256 25,806 49,193 22,929 87,457 73,991 13,155 26,621 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -819) 838 -390 1,402 -397 558 1,843 1,570 -2,662 -2,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 25.1 25.6 48.9 22.8 86.9 73.5 13.1 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 37 57 46 22 26 91 106 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,659 COMMITMENTS 458 975 245 712 444 1,415 1,664 1,245 996 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -296) -59 -80 -30 -10 -159 -99 -268 -196 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 36.7 9.2 26.8 16.7 53.2 62.6 46.8 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 14 9 9 5 24 23 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,955 COMMITMENTS 517 1,054 275 722 603 1,514 1,932 1,441 1,023 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -107) -20 158 -66 -60 -35 -146 57 39 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 35.7 9.3 24.4 20.4 51.2 65.4 48.8 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 19 12 8 5 27 28 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,668 COMMITMENTS 30,937 36,486 23,520 80,215 63,501 134,672 123,506 21,996 33,161 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,655) 2,572 791 2,800 2,021 3,273 7,393 6,864 262 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 23.3 15.0 51.2 40.5 86.0 78.8 14.0 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 55 73 64 76 102 162 216 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,013 COMMITMENTS 28,365 35,695 20,720 78,194 60,228 127,279 116,643 21,734 32,370 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 12,345) -1,135 4,251 3,572 5,009 446 7,445 8,268 4,900 4,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 24.0 13.9 52.5 40.4 85.4 78.3 14.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 50 67 60 70 94 151 204 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,451 COMMITMENTS 946 802 122 862 1,130 1,929 2,054 1,522 1,397 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -348) 100 -129 -75 -140 52 -116 -152 -232 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 23.3 3.5 25.0 32.8 55.9 59.5 44.1 40.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 10 6 13 11 24 23 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,799 COMMITMENTS 846 932 197 1,002 1,079 2,045 2,207 1,754 1,592 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 216) 6 131 15 -223 -377 -203 -231 419 447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 24.5 5.2 26.4 28.4 53.8 58.1 46.2 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 13 4 14 10 23 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,215 COMMITMENTS 7,473 2,935 5,859 9,159 6,151 22,491 14,945 5,724 13,270 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 142) -2,370 499 744 1,209 323 -417 1,566 559 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 10.4 20.8 32.5 21.8 79.7 53.0 20.3 47.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 25 28 53 50 108 91 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,073 COMMITMENTS 9,843 2,436 5,115 7,950 5,828 22,908 13,379 5,165 14,694 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,427) 899 214 872 -407 -179 1,364 907 62 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 8.7 18.2 28.3 20.8 81.6 47.7 18.4 52.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 48 21 30 49 52 113 90 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,879 COMMITMENTS 36,727 9,881 1,533 25,341 67,750 63,601 79,164 34,278 18,716 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -998) -172 -2,784 -95 -1,296 3,227 -1,564 348 566 -1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 10.1 1.6 25.9 69.2 65.0 80.9 35.0 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 28 9 5 24 25 54 37 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,878 COMMITMENTS 36,900 12,665 1,628 26,637 64,523 65,165 78,816 33,713 20,062 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 22,678) 16,554 -2,827 376 3,044 24,481 19,973 22,030 2,705 648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 12.8 1.6 26.9 65.3 65.9 79.7 34.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 14 5 25 25 51 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,164 COMMITMENTS 6,019 42,511 1 59,067 7,684 65,087 50,196 8,077 22,968 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,054) 3,028 1,572 1 1,145 1,479 4,174 3,052 -1,120 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 58.1 0.0 80.7 10.5 89.0 68.6 11.0 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 27 1 9 8 11 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,110 COMMITMENTS 2,991 40,939 0 57,922 6,205 60,913 47,144 9,197 22,966 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,462) 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 258 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 58.4 0.0 82.6 8.9 86.9 67.2 13.1 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 23 0 7 6 8 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 94,885 COMMITMENTS 74,717 4,377 305 11,198 84,265 86,220 88,947 8,665 5,939 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,685) -4,574 -511 82 -1,173 -5,243 -5,665 -5,672 -20 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.7 4.6 0.3 11.8 88.8 90.9 93.7 9.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 64 5 3 15 14 79 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,570 COMMITMENTS 79,291 4,888 222 12,371 89,508 91,885 94,618 8,686 5,952 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,255) -3,316 535 1 -1,319 -5,019 -4,635 -4,483 379 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.8 4.9 0.2 12.3 89.0 91.4 94.1 8.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 63 7 2 16 17 79 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,777 COMMITMENTS 11,360 37,220 895 49,161 22,211 61,416 60,326 19,361 20,451 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,499) 2,052 5,349 -60 782 -448 2,774 4,841 725 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 46.1 1.1 60.9 27.5 76.0 74.7 24.0 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 24 3 20 20 33 45 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,278 COMMITMENTS 9,308 31,872 955 48,379 22,658 58,642 55,485 18,636 21,793 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 66) -1,539 136 -225 5,826 -1,795 4,062 -1,884 -3,995 1,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 41.2 1.2 62.6 29.3 75.9 71.8 24.1 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 22 3 20 18 30 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 196,245 COMMITMENTS 7,124 68,835 5,473 154,913 85,464 167,510 159,771 28,735 36,474 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,387) -1,583 -5,405 -388 7,297 10,650 5,327 4,857 2,060 2,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 35.1 2.8 78.9 43.5 85.4 81.4 14.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 14 40 7 29 30 46 74 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,858 COMMITMENTS 8,706 74,240 5,860 147,616 74,814 162,183 154,914 26,675 33,944 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,955) -196 10,458 -678 5,884 -4,612 5,011 5,168 -56 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 39.3 3.1 78.2 39.6 85.9 82.0 14.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 40 8 28 27 47 68 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,756 COMMITMENTS 23,116 35,281 12,694 82,333 67,681 118,143 115,656 52,612 55,100 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,569) -1,525 3,219 334 2,290 1,889 1,099 5,443 2,470 -1,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 20.7 7.4 48.2 39.6 69.2 67.7 30.8 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 24 39 21 32 32 68 80 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,187 COMMITMENTS 24,641 32,061 12,360 80,043 65,791 117,044 110,213 50,142 56,974 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -23,245) 1,742 -14,135 -9,593 -3,604 6,472 -11,455 -17,256 -11,790 -5,989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 19.2 7.4 47.9 39.4 70.0 65.9 30.0 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 26 35 22 31 31 69 76 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,913 COMMITMENTS 9,372 1,000 360 47,036 54,223 56,768 55,583 4,145 5,330 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -24,172) -14,089 -166 310 -6,344 -17,523 -20,123 -17,379 -4,049 -6,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 1.6 0.6 77.2 89.0 93.2 91.2 6.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 10 15 13 17 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085 COMMITMENTS 23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299) -1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 9 15 12 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,817,476 COMMITMENTS 670,412 869,346 3579782 6620163 5825485 10870358 10274613 947,118 1542863 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -9,736) 5,553 131,053 63,263 -9,446 -83,919 59,370 110,397 -69,105 -120,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 7.4 30.3 56.0 49.3 92.0 86.9 8.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 64 65 102 141 147 251 271 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,827,212 COMMITMENTS 664,859 738,293 3516520 6629610 5909404 10810989 10164216 1016223 1662996 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -183,176) -33,896 97,524 -29,413 -88,610 -209,423 -151,919 -141,312 -31,257 -41,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 6.2 29.7 56.1 50.0 91.4 85.9 8.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 61 62 105 140 143 252 264 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 714,806 COMMITMENTS 57,137 41,077 34,232 483,516 517,110 574,885 592,420 139,920 122,386 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,375) 2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953 2,021 3,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.7 4.8 67.6 72.3 80.4 82.9 19.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 43 35 49 93 67 164 123 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 726,180 COMMITMENTS 54,822 41,834 42,378 491,081 523,161 588,281 607,372 137,899 118,808 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,251) 2,890 -5,051 8,372 4,680 -1,112 15,941 2,209 309 14,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 5.8 5.8 67.6 72.0 81.0 83.6 19.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 42 43 56 92 68 169 132 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 973,544 COMMITMENTS 137,560 239,560 16,238 484,869 617,888 638,666 873,687 334,877 99,857 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,697) 22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359 16,612 -6,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 24.6 1.7 49.8 63.5 65.6 89.7 34.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 36 58 30 55 63 113 129 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 985,241 COMMITMENTS 115,250 250,795 27,493 524,233 600,758 666,976 879,046 318,265 106,195 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 101,328) -32,360 49,951 7,371 70,219 40,278 45,230 97,600 56,099 3,728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 25.5 2.8 53.2 61.0 67.7 89.2 32.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 33 64 35 63 61 123 133 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,266 COMMITMENTS 1,060 337 0 6,543 10,960 7,603 11,297 4,663 969 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4) 0 -16 0 18 3 18 -13 -22 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.7 0.0 53.3 89.4 62.0 92.1 38.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 14 16 16 17 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,270 COMMITMENTS 1,060 353 0 6,525 10,957 7,585 11,310 4,685 960 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172) -212 -5 0 59 -5 -153 -10 -19 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 14 16 16 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 30,841 COMMITMENTS 8,875 1,584 0 17,455 25,387 26,330 26,971 4,511 3,870 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -729) 353 292 -123 -960 -1,048 -730 -879 1 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 5.1 0.0 56.6 82.3 85.4 87.5 14.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 3 0 16 19 24 22 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 31,570 COMMITMENTS 8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442) -892 275 0 868 -69 -24 206 466 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 2 1 16 20 23 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,125 COMMITMENTS 7,494 7,104 101 26,263 32,005 33,857 39,210 14,268 8,915 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,565) 979 -1,682 21 -169 -893 831 -2,554 -3,397 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 14.8 0.2 54.6 66.5 70.4 81.5 29.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 12 1 30 24 43 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,691 COMMITMENTS 6,515 8,786 80 26,431 32,899 33,026 41,764 17,665 8,926 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 267) -382 616 -26 729 16 322 606 -55 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 17.3 0.2 52.1 64.9 65.2 82.4 34.8 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 12 13 1 32 24 44 38 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,971 COMMITMENTS 99,644 72,309 2,153 144,682 158,813 246,479 233,276 20,492 33,696 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,542) 28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597 -2,846 -25,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 27.1 0.8 54.2 59.5 92.3 87.4 7.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 70 54 11 36 42 112 101 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,429 COMMITMENTS 71,528 75,717 3,419 161,144 121,543 236,091 200,678 23,339 58,751 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,827) -10,109 -33,097 1,343 27,007 44,759 18,240 13,005 587 5,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 29.2 1.3 62.1 46.8 91.0 77.4 9.0 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 65 56 12 39 40 111 101 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,539 COMMITMENTS 16,209 9,453 7 32,113 38,820 48,329 48,280 16,211 16,259 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831) -1,659 141 0 2,832 -894 1,173 -753 -2,003 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 14.6 0.0 49.8 60.2 74.9 74.8 25.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 9 1 16 16 24 25 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,370 COMMITMENTS 17,868 9,312 7 29,281 39,715 47,156 49,034 18,214 16,336 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,632) 1,334 1,350 -229 3,413 -736 4,518 385 -886 3,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 14.2 0.0 44.8 60.8 72.1 75.0 27.9 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 9 1 16 17 25 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,276 COMMITMENTS 778 4,244 0 23,433 19,290 24,211 23,535 5,065 5,741 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 168) -22 194 0 93 -1,607 71 -1,413 97 1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 14.5 0.0 80.0 65.9 82.7 80.4 17.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 10 0 28 22 31 32 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,108 COMMITMENTS 800 4,050 0 23,340 20,897 24,140 24,947 4,968 4,161 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -152) -79 -269 0 -127 2,419 -206 2,150 54 -2,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 13.9 0.0 80.2 71.8 82.9 85.7 17.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 9 0 28 23 31 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 225,872 COMMITMENTS 26,161 43,361 1,358 185,222 170,253 212,741 214,972 13,131 10,901 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,766) -720 -578 -599 -2,145 10 -3,463 -1,167 -302 -2,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 19.2 0.6 82.0 75.4 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 26 37 11 35 48 67 90 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 229,638 COMMITMENTS 26,880 43,939 1,957 187,367 170,243 216,204 216,139 13,434 13,499 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,187) 2,688 -1,793 414 -14,536 -12,995 -11,434 -14,374 -754 2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 19.1 0.9 81.6 74.1 94.2 94.1 5.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 22 43 10 35 50 63 97 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,330 COMMITMENTS 13,164 7,083 661 13,040 22,170 26,865 29,914 11,465 8,416 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,446) 1,352 1,146 -19 972 730 2,305 1,857 141 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 18.5 1.7 34.0 57.8 70.1 78.0 29.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 26 13 4 16 21 44 37 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,884 COMMITMENTS 11,812 5,937 680 12,068 21,440 24,560 28,057 11,324 7,827 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186) 479 483 40 1,704 2,055 2,223 2,578 963 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 16.5 1.9 33.6 59.7 68.4 78.2 31.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 23 13 4 16 20 41 36 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 22,289 COMMITMENTS 5,592 0 70 12,129 5,694 17,791 5,764 4,498 16,525 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,938) 628 -200 70 2,733 3,494 3,431 3,364 1,507 1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 0.0 0.3 54.4 25.5 79.8 25.9 20.2 74.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 0 1 9 3 18 4 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,964 COMMITMENTS 1,153 2,366 107 14,289 22,338 15,549 24,811 13,415 4,153 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 629) -142 55 -334 981 339 505 60 124 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 8.2 0.4 49.3 77.1 53.7 85.7 46.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 10 2 13 19 17 30 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335 COMMITMENTS 1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583) 0 -496 -253 -301 192 -554 -557 -29 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 10 2 13 19 17 30 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 146,056 COMMITMENTS 43,936 22,093 22,525 41,696 86,391 108,157 131,009 37,899 15,047 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,022) 1,889 2,848 1,505 1,492 549 4,886 4,903 136 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 15.1 15.4 28.5 59.1 74.1 89.7 25.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 98 40 49 27 35 144 107 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 141,034 COMMITMENTS 42,047 19,245 21,020 40,204 85,841 103,271 126,106 37,763 14,928 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 80) -1,245 557 306 1,927 -1,244 988 -381 -908 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 13.6 14.9 28.5 60.9 73.2 89.4 26.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 94 37 50 27 36 143 103 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,725 COMMITMENTS 40,067 21,863 20,184 39,113 58,224 99,364 100,271 16,360 15,453 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,017) 3,194 1,046 844 -249 1,707 3,789 3,597 1,228 1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 18.9 17.4 33.8 50.3 85.9 86.6 14.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 69 61 52 43 40 145 130 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,707 COMMITMENTS 36,873 20,818 19,340 39,363 56,517 95,575 96,674 15,132 14,033 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,306) 3,427 1,458 1,082 -681 1,641 3,828 4,180 478 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 18.8 17.5 35.6 51.1 86.3 87.3 13.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 69 57 51 45 41 144 128 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 330,662 COMMITMENTS 116,722 59,562 57,306 94,792 185,349 268,820 302,217 61,841 28,444 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,262) -7,935 12,036 951 10,066 -16,960 3,082 -3,973 -1,820 5,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 18.0 17.3 28.7 56.1 81.3 91.4 18.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 130 75 69 45 47 215 157 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 329,400 COMMITMENTS 124,657 47,526 56,355 84,726 202,309 265,738 306,190 63,662 23,209 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -13,685) -23,682 8,147 -734 10,022 -19,554 -14,394 -12,141 710 -1,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 14.4 17.1 25.7 61.4 80.7 93.0 19.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 144 51 62 43 46 211 140 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,922 COMMITMENTS 4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932) -1,538 2 32 222 -1,278 -1,284 -1,244 352 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 23 2 10 6 6 38 17 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,854 COMMITMENTS 6,470 2,430 562 2,363 8,760 9,395 11,752 3,459 1,102 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 459) 254 228 19 112 -69 385 178 74 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 18.9 4.4 18.4 68.1 73.1 91.4 26.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 2 10 6 6 37 17 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,538 COMMITMENTS 20,393 6,096 6,269 48,478 59,924 75,139 72,288 17,399 20,250 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,659) 1,283 -416 -487 2,612 5,411 3,409 4,509 250 -850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 6.6 6.8 52.4 64.8 81.2 78.1 18.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 39 15 16 52 58 99 81 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 88,879 COMMITMENTS 19,109 6,511 6,755 45,866 54,512 71,730 67,779 17,149 21,100 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,606) -1,371 59 -1,032 6,064 5,233 3,661 4,260 945 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 7.3 7.6 51.6 61.3 80.7 76.3 19.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 34 19 18 50 48 95 75 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,725 COMMITMENTS 2,426 1,352 761 17,357 17,112 20,545 19,226 6,180 7,499 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -354) 115 -174 200 -884 -276 -569 -250 216 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 5.1 2.8 64.9 64.0 76.9 71.9 23.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 9 5 22 21 33 30 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,078 COMMITMENTS 2,311 1,527 562 18,241 17,388 21,114 19,476 5,964 7,602 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 153) 29 -17 103 -417 254 -286 339 439 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 5.6 2.1 67.4 64.2 78.0 71.9 22.0 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 6 3 20 20 29 27 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 133,871 COMMITMENTS 19,961 18,940 29,385 69,445 73,758 118,791 122,084 15,081 11,788 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 735) -120 8,573 -1,107 1,417 -8,147 189 -681 546 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 14.1 22.0 51.9 55.1 88.7 91.2 11.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 68 52 49 72 61 162 141 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 133,137 COMMITMENTS 20,081 10,367 30,493 68,028 81,905 118,602 122,764 14,535 10,372 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,816) -1,373 -1,709 1,206 -1,110 -2,774 -1,277 -3,277 -1,539 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 7.8 22.9 51.1 61.5 89.1 92.2 10.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 70 39 54 68 61 162 133 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,133 COMMITMENTS 14,228 2,143 8,760 17,098 32,585 40,087 43,489 6,047 2,645 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,365) -4,084 195 -989 2,267 -2,243 -2,806 -3,037 -558 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 4.6 19.0 37.1 70.6 86.9 94.3 13.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 56 20 23 22 25 91 56 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,498 COMMITMENTS 18,312 1,948 9,750 14,831 34,828 42,893 46,526 6,605 2,972 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,044) 1,270 -835 834 2,385 4,630 4,488 4,628 556 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 3.9 19.7 30.0 70.4 86.7 94.0 13.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 72 19 27 18 23 105 55 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,002 COMMITMENTS 21,143 24,731 13,369 97,870 98,371 132,381 136,472 10,620 6,530 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,491) -424 1,539 -110 741 -1,072 207 357 1,284 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 17.3 9.3 68.4 68.8 92.6 95.4 7.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 57 49 32 53 40 125 110 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,511 COMMITMENTS 21,567 23,192 13,479 97,129 99,443 132,174 136,115 9,336 5,396 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 9,578) -540 8,184 2,494 6,432 919 8,387 11,597 1,191 -2,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 16.4 9.5 68.6 70.3 93.4 96.2 6.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 66 47 39 50 39 127 117 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 524,706 COMMITMENTS 141,411 26,266 78,563 222,204 371,764 442,179 476,593 82,527 48,113 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 18,723) 6,330 -7,904 9,898 878 15,346 17,107 17,340 1,616 1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 5.0 15.0 42.3 70.9 84.3 90.8 15.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 77 29 52 59 53 158 115 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 505,983 COMMITMENTS 135,082 34,170 68,664 221,326 356,418 425,072 459,252 80,911 46,730 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 20,471) 11,203 -1,542 2,127 1,205 17,676 14,535 18,260 5,936 2,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 6.8 13.6 43.7 70.4 84.0 90.8 16.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 73 26 42 59 54 150 106 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,423 COMMITMENTS 23,335 15,979 30,075 58,618 69,001 112,028 115,056 13,395 10,367 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,426) -2,395 1,156 3,041 2,684 -862 3,329 3,334 1,097 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 12.7 24.0 46.7 55.0 89.3 91.7 10.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 119 95 107 103 96 278 249 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,996 COMMITMENTS 25,730 14,824 27,034 55,934 69,864 108,699 111,722 12,298 9,274 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 673) 724 64 -591 -479 378 -346 -149 1,019 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 12.3 22.3 46.2 57.7 89.8 92.3 10.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 120 81 108 96 93 271 235 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,106 COMMITMENTS 17,623 1,770 2,725 6,389 23,630 26,737 28,125 3,369 1,981 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,117) 623 376 75 1,688 687 2,387 1,138 -1,270 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 5.9 9.1 21.2 78.5 88.8 93.4 11.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 33 6 10 8 5 47 17 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,989 COMMITMENTS 17,000 1,394 2,650 4,701 22,943 24,350 26,986 4,640 2,003 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,942) -6,568 -1,290 -23 277 -3,966 -6,314 -5,279 372 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.6 4.8 9.1 16.2 79.1 84.0 93.1 16.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 31 6 9 10 6 46 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,626 COMMITMENTS 30,113 20,289 46,983 100,041 120,453 177,137 187,726 41,489 30,900 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -7,098) -1,569 -4,534 -3,911 4,763 6,993 -716 -1,453 -6,382 -5,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 9.3 21.5 45.8 55.1 81.0 85.9 19.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 30 30 35 63 60 118 101 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,724 COMMITMENTS 31,681 24,824 50,894 95,277 113,460 177,853 189,178 47,871 36,545 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -859) -4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166 2,538 2,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 11.0 22.5 42.2 50.3 78.8 83.8 21.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 37 28 38 61 58 120 104 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 838,871 COMMITMENTS 41,531 77,615 354,515 363,467 372,759 759,513 804,890 79,358 33,981 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 14,091) -920 1,162 9,445 6,832 5,992 15,357 16,599 -1,265 -2,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 9.3 42.3 43.3 44.4 90.5 95.9 9.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 60 50 79 99 88 203 174 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 824,779 COMMITMENTS 42,451 76,452 345,071 356,635 366,767 744,156 788,290 80,623 36,489 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,690) 9,092 5,561 31,064 13,260 17,844 53,416 54,468 1,274 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 9.3 41.8 43.2 44.5 90.2 95.6 9.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 59 53 76 99 87 199 176 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,062 COMMITMENTS 8,053 3,870 1,462 23,638 23,850 33,153 29,182 4,909 8,880 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -160) -2,512 240 180 1,583 -1,132 -749 -712 589 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 10.2 3.8 62.1 62.7 87.1 76.7 12.9 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 17 12 20 16 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,222 COMMITMENTS 10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132) -1,957 2,488 485 1,778 24 306 2,997 -174 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 13 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,105 COMMITMENTS 3,464 29,142 15,291 98,751 79,162 117,506 123,595 10,599 4,510 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 703) 3,105 7,911 -8,909 6,703 3,563 899 2,565 -196 -1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 22.7 11.9 77.1 61.8 91.7 96.5 8.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 4 5 25 26 30 31 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,402 COMMITMENTS 359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973) -365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 5 22 23 27 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 72,509 COMMITMENTS 27,917 11,347 2,684 38,028 49,433 68,629 63,464 3,880 9,045 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,524) 3,096 0 0 1,002 3,792 4,098 3,792 426 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 15.6 3.7 52.4 68.2 94.6 87.5 5.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 15 14 17 18 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,985 COMMITMENTS 24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857) 4,884 453 0 97 5,260 4,981 5,713 -124 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 15 14 17 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,797 COMMITMENTS 0 10,072 5,153 47,821 38,076 52,974 53,301 3,823 3,496 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,834) 0 4,845 -959 4,219 -1,776 3,260 2,110 -426 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.7 9.1 84.2 67.0 93.3 93.8 6.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 2 18 17 20 21 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,963 COMMITMENTS 0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751) 0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 16 20 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,576 COMMITMENTS 1,866 15,382 7,183 50,006 34,293 59,055 56,858 4,521 6,718 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,523) 912 889 788 4,688 2,427 6,388 4,104 -865 1,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 24.2 11.3 78.7 53.9 92.9 89.4 7.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 6 24 20 30 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,053 COMMITMENTS 954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552) -1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 5 23 19 28 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 46,457 COMMITMENTS 0 397 1,410 44,111 38,656 45,521 40,463 936 5,994 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,292) -639 397 -87 6,018 1,086 5,292 1,396 0 3,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 3.0 95.0 83.2 98.0 87.1 2.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 18 19 19 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,165 COMMITMENTS 639 0 1,497 38,093 37,570 40,229 39,067 936 2,098 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476) -1,744 0 820 1,276 -344 352 476 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 18 18 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,407 COMMITMENTS 0 13,201 605 53,186 44,459 53,791 58,265 9,616 5,142 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 268) 0 4,719 -2,171 1,830 -2,552 -341 -4 609 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.8 1.0 83.9 70.1 84.8 91.9 15.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 22 20 23 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,139 COMMITMENTS 0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296) 0 576 -1,725 369 -147 -1,356 -1,296 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 19 24 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,055 COMMITMENTS 46,055 50,823 4,453 46,744 43,020 97,252 98,296 5,803 4,759 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,614) 2,614 12,144 1,220 9,718 -662 13,552 12,702 -938 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 49.3 4.3 45.4 41.7 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 17 21 20 24 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,441 COMMITMENTS 43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366) 1,123 3,574 589 2,318 719 4,030 4,882 1,336 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 20 19 23 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,776 COMMITMENTS 780 4,714 1,077 28,591 22,201 30,448 27,992 6,328 8,784 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,583) -372 3,123 -803 3,386 93 2,211 2,413 372 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 12.8 2.9 77.7 60.4 82.8 76.1 17.2 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 18 17 21 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,193 COMMITMENTS 1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555) -620 463 -1,017 4,900 2,498 3,263 1,944 -708 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 16 18 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,140,001 COMMITMENTS 295,321 62,869 211,984 615,120 852,485 1122425 1127338 17,576 12,663 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,013) 13,226 2,754 -2,267 5,125 14,654 16,084 15,141 -4,071 -3,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 5.5 18.6 54.0 74.8 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 17 34 84 80 120 116 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,127,988 COMMITMENTS 282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211) 31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 17 34 83 80 119 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 187,150 COMMITMENTS 27,895 36,186 61,271 95,946 86,398 185,112 183,855 2,038 3,295 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 11,931) -6,655 -3,565 8,761 9,388 6,296 11,494 11,492 437 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 19.3 32.7 51.3 46.2 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 7 17 27 28 46 46 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 175,219 COMMITMENTS 34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573) 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 7 17 26 27 45 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,478 COMMITMENTS 20,957 4,835 19,337 36,496 52,905 76,790 77,078 687 400 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,678) -1,202 -450 1,424 2,180 1,476 2,401 2,450 277 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 6.2 25.0 47.1 68.3 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 6 10 37 34 47 44 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,799 COMMITMENTS 22,160 5,285 17,913 34,316 51,429 74,389 74,628 410 171 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,112) 1,881 191 418 233 2,023 2,532 2,633 -420 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 7.1 23.9 45.9 68.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 9 37 34 47 44 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384 COMMITMENTS 3,153 1,179 4,202 17,925 20,412 25,280 25,793 1,104 591 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 182) 0 -154 82 -922 762 -840 690 1,022 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.5 15.9 67.9 77.4 95.8 97.8 4.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 19 22 24 25 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202 COMMITMENTS 3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038) -230 830 62 2,680 556 2,512 1,448 -474 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 19 22 24 25 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,852 COMMITMENTS 780 3,788 2,437 7,083 4,077 10,300 10,302 552 550 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,618) 86 1,018 86 894 -36 1,066 1,068 552 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 34.9 22.5 65.3 37.6 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 16 15 21 19 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234 COMMITMENTS 694 2,770 2,351 6,189 4,113 9,234 9,234 0 0 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156) 0 344 -264 674 76 410 156 -254 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 17 16 21 20 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939 COMMITMENTS 2,398 2,971 546 8,442 7,696 11,386 11,213 553 726 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 24.9 4.6 70.7 64.5 95.4 93.9 4.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 10 8 13 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,236 COMMITMENTS 3,260 1,624 2,640 5,936 7,402 11,836 11,666 400 570 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -916) 40 4 0 -256 -200 -216 -196 -700 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 13.3 21.6 48.5 60.5 96.7 95.3 3.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 4 16 15 22 19 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152 COMMITMENTS 3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952) 140 -720 40 292 912 472 232 480 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 17 16 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,150 COMMITMENTS 9,610 280 1,170 8,890 17,720 19,670 19,170 480 980 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,180) 700 0 120 340 660 1,160 780 20 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 1.4 5.8 44.1 87.9 97.6 95.1 2.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 20 22 24 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970 COMMITMENTS 8,910 280 1,050 8,550 17,060 18,510 18,390 460 580 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820) 1,160 -80 0 1,620 2,920 2,780 2,840 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 21 22 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,303,209 COMMITMENTS 121,928 66,340 345,212 762,149 810,008 1229289 1221560 73,919 81,649 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -71,337) -12,356 -2,677 -31,134 -21,419 -30,383 -64,909 -64,194 -6,428 -7,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 5.1 26.5 58.5 62.2 94.3 93.7 5.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 75 95 117 82 93 230 247 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,374,546 COMMITMENTS 134,284 69,017 376,346 783,568 840,391 1294198 1285754 80,347 88,792 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 45,217) -326 1,706 24,011 20,782 26,794 44,467 52,511 750 -7,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 5.0 27.4 57.0 61.1 94.2 93.5 5.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 87 101 125 83 91 244 254 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,868 COMMITMENTS 8,476 5,527 26 2,562 7,073 11,064 12,626 2,804 1,242 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 105) 181 225 -36 -75 -101 70 88 35 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 39.9 0.2 18.5 51.0 79.8 91.0 20.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 58 23 2 11 24 70 48 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763 COMMITMENTS 8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9) -107 -242 20 77 336 -10 114 1 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 55 22 2 11 24 68 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,874 COMMITMENTS 4,140 870 111 1,544 5,774 5,795 6,755 2,079 1,119 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -39) 51 10 -34 -19 -74 -2 -98 -37 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 11.0 1.4 19.6 73.3 73.6 85.8 26.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 8 2 9 12 25 22 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,912 COMMITMENTS 4,089 860 145 1,563 5,848 5,797 6,853 2,115 1,059 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,160) -1,514 40 107 816 -1,197 -591 -1,050 -569 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.7 10.9 1.8 19.8 73.9 73.3 86.6 26.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 8 3 9 13 26 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,882 COMMITMENTS 41,684 9,218 27,939 97,620 137,867 167,243 175,024 20,639 12,858 CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,972) -5,050 3,110 -1,656 5,168 -1,929 -1,538 -475 -4,433 -5,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.9 14.9 52.0 73.4 89.0 93.2 11.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 59 19 33 75 77 148 116 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,853 COMMITMENTS 46,733 6,109 29,595 92,452 139,795 168,781 175,499 25,073 18,354 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 19,413) 4,164 -985 6,104 5,192 10,511 15,459 15,629 3,954 3,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 3.2 15.3 47.7 72.1 87.1 90.5 12.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 58 22 34 69 77 143 120
Updated July 29, 2005