WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,848 COMMITMENTS 45,886 60,880 50,329 168,688 139,617 264,902 250,826 32,946 47,022 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,848) -1,009 415 928 -667 -1,520 -747 -178 7,596 7,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 20.4 16.9 56.6 46.9 88.9 84.2 11.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 75 97 76 48 57 170 191 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,000 COMMITMENTS 46,895 60,466 49,401 169,354 141,138 265,649 251,004 25,351 39,996 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -301) -4,081 6,051 -734 4,770 -6,612 -46 -1,295 -255 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 20.8 17.0 58.2 48.5 91.3 86.3 8.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 79 92 75 44 54 164 189 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,811 COMMITMENTS 150,808 52,103 183,240 441,026 484,085 775,073 719,428 158,738 214,383 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 673) 2,071 4,003 420 -5,584 -4,521 -3,093 -98 3,765 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.6 19.6 47.2 51.8 83.0 77.0 17.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 175 84 169 233 266 482 465 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,138 COMMITMENTS 148,737 48,100 182,820 446,610 488,606 778,166 719,526 154,972 213,612 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -19,268) -8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717 -4,711 -10,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.2 19.6 47.9 52.4 83.4 77.1 16.6 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 174 85 180 230 265 485 473 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,031 COMMITMENTS 3,217 76 872 2,116 6,389 6,206 7,338 2,825 1,694 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -236) -451 61 132 -134 -381 -454 -188 218 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 0.8 9.7 23.4 70.7 68.7 81.2 31.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 5 6 11 15 27 23 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,267 COMMITMENTS 3,669 15 741 2,251 6,770 6,660 7,526 2,607 1,741 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -125) 175 -49 -24 -109 -97 42 -170 -167 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 0.2 8.0 24.3 73.1 71.9 81.2 28.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 2 5 10 15 26 21 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,746 COMMITMENTS 71,344 19,488 71,609 147,759 194,530 290,713 285,627 78,033 83,119 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,758) 2,419 -2,091 3,851 -3,804 2,519 2,466 4,279 291 -1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 5.3 19.4 40.1 52.8 78.8 77.5 21.2 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 134 78 138 107 133 312 292 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,988 COMMITMENTS 68,925 21,579 67,758 151,563 192,011 288,246 281,348 77,742 84,640 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -31,144) 3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442 -7,824 -3,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 5.9 18.5 41.4 52.5 78.8 76.9 21.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 121 79 127 121 136 312 284 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 154,444 COMMITMENTS 33,313 12,211 27,646 66,637 101,615 127,596 141,472 26,848 12,972 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,302) -828 1,922 2,723 418 -1,974 2,313 2,670 -1,011 -1,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 7.9 17.9 43.1 65.8 82.6 91.6 17.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 53 25 39 41 39 119 91 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,142 COMMITMENTS 34,141 10,289 24,923 66,218 103,589 125,282 138,802 27,859 14,340 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -12,414) -2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037 -2,156 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 6.7 16.3 43.2 67.6 81.8 90.6 18.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 51 21 29 43 41 111 83 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,961 COMMITMENTS 67,736 75,251 123,834 440,824 374,254 632,394 573,339 123,567 182,622 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 18,300) -8,506 9,608 8,790 20,610 -4,764 20,894 13,634 -2,595 4,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 10.0 16.4 58.3 49.5 83.7 75.8 16.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 30 34 37 73 84 122 136 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,661 COMMITMENTS 76,242 65,643 115,043 420,215 379,019 611,500 559,705 126,162 177,956 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -37,716) -8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932 -1,237 -11,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 8.9 15.6 57.0 51.4 82.9 75.9 17.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 28 34 39 68 81 117 133 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 127,777 COMMITMENTS 23,578 2,023 24,272 46,305 85,534 94,155 111,830 33,622 15,948 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,405) -1,768 771 2,999 -3,634 -6,806 -2,404 -3,036 -1,001 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 1.6 19.0 36.2 66.9 73.7 87.5 26.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 50 13 36 56 54 123 95 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 131,182 COMMITMENTS 25,346 1,252 21,273 49,940 92,340 96,559 114,866 34,623 16,317 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,340) -174 -245 -1,687 -4,526 -4,184 -6,387 -6,116 -1,953 -2,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 1.0 16.2 38.1 70.4 73.6 87.6 26.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 46 12 32 55 55 118 90 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,163 COMMITMENTS 2,952 1,277 1,633 2,140 3,330 6,724 6,240 1,439 1,923 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 98) -240 25 258 141 -61 158 222 -60 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 15.6 20.0 26.2 40.8 82.4 76.4 17.6 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 10 11 13 14 35 30 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,065 COMMITMENTS 3,192 1,252 1,375 1,999 3,391 6,566 6,018 1,499 2,047 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 464) 176 -144 108 180 376 464 339 -0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 15.5 17.1 24.8 42.0 81.4 74.6 18.6 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 21 8 12 12 13 36 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,871 COMMITMENTS 105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,645 107,211 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 619) 2,545 7,307 222 -1,325 -6,047 1,442 1,482 -823 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 31.2 0.6 55.2 38.5 85.1 70.3 14.9 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 15 29 4 44 41 61 72 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,252 COMMITMENTS 103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,468 108,074 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,428) 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -520 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 13 29 3 44 41 59 71 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,739,097 COMMITMENTS 451,623 368,318 466,597 1568795 1396112 2487014 2231028 252,083 508,070 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 156,724) 75,226 -12,803 10,263 55,987 94,887 141,476 92,347 15,248 64,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 13.4 17.0 57.3 51.0 90.8 81.5 9.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 52 65 72 109 142 195 245 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,373 COMMITMENTS 376,397 381,122 456,334 1512808 1301225 2345538 2138681 236,835 443,692 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -593) -11,544 4,437 -13,991 24,640 -15,712 -895 -25,267 302 24,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 14.8 17.7 58.6 50.4 90.8 82.8 9.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 48 67 72 98 132 182 235 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,799 COMMITMENTS 179,426 405,911 224,459 1277673 875,473 1681557 1505842 153,242 328,957 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 190,837) 17,464 58,562 28,697 139,867 80,112 186,028 167,371 4,809 23,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 22.1 12.2 69.6 47.7 91.6 82.1 8.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 29 55 47 76 97 135 169 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,963 COMMITMENTS 161,962 347,349 195,761 1137806 795,361 1495529 1338471 148,433 305,491 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 60,758) -3,558 58,986 3,217 81,062 715 80,721 62,918 -19,963 -2,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 21.1 11.9 69.2 48.4 91.0 81.4 9.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 30 48 43 73 89 128 155 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 582,136 COMMITMENTS 110,425 51,931 205,203 210,904 287,665 526,532 544,799 55,604 37,337 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -94,305) -16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791 -7,365 -2,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 8.9 35.2 36.2 49.4 90.4 93.6 9.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 33 21 39 44 40 93 84 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 676,441 COMMITMENTS 126,611 69,455 225,137 261,723 341,998 613,472 636,590 62,969 39,850 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 49,350) 20,998 -2,925 24,698 12,434 30,815 58,130 52,587 -8,781 -3,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.3 33.3 38.7 50.6 90.7 94.1 9.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 35 28 44 58 52 115 102 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,740 COMMITMENTS 8,273 5,765 715 16,208 18,359 25,197 24,839 7,543 7,901 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,209) 379 583 125 612 646 1,116 1,355 93 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 17.6 2.2 49.5 56.1 77.0 75.9 23.0 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 9 5 19 13 35 26 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,532 COMMITMENTS 7,895 5,182 590 15,597 17,712 24,081 23,484 7,451 8,047 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,862) 1,045 420 45 -99 694 990 1,159 871 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 16.4 1.9 49.5 56.2 76.4 74.5 23.6 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 9 6 18 12 36 25 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 59,489 COMMITMENTS 12,506 30,511 2,936 31,414 13,984 46,856 47,431 12,632 12,057 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,194) 2,013 2,945 47 157 -974 2,217 2,018 -23 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 51.3 4.9 52.8 23.5 78.8 79.7 21.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 30 14 18 16 49 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 57,295 COMMITMENTS 10,494 27,566 2,889 31,257 14,958 44,639 45,413 12,655 11,881 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,433) 1,918 2,549 454 -285 -46 2,086 2,957 1,347 476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 48.1 5.0 54.6 26.1 77.9 79.3 22.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 17 30 15 16 19 43 54 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259 COMMITMENTS 2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065) -1,717 -378 -15 630 -642 -1,102 -1,035 37 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 18 4 21 20 30 39 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324 COMMITMENTS 3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214) 16 76 -4 206 129 218 201 -4 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 17 4 20 18 30 36 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,206 COMMITMENTS 1,634 1,918 2,732 16,682 14,075 21,047 18,725 5,159 7,481 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 711) 82 306 262 261 7 605 575 105 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 7.3 10.4 63.7 53.7 80.3 71.5 19.7 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 5 12 23 18 37 31 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,496 COMMITMENTS 1,551 1,612 2,470 16,420 14,068 20,442 18,150 5,054 7,346 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 878) 427 54 96 272 749 795 899 83 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 6.3 9.7 64.4 55.2 80.2 71.2 19.8 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 2 11 26 20 38 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,441 COMMITMENTS 14,067 20,923 24,955 49,587 26,111 88,609 71,988 12,832 29,453 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,240) 284 -3,581 1,518 -94 2,478 1,707 414 533 1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 20.6 24.6 48.9 25.7 87.3 71.0 12.7 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 39 50 46 31 31 100 104 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,201 COMMITMENTS 13,783 24,504 23,437 49,682 23,633 86,902 71,574 12,299 27,627 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,552) 910 -315 -6,355 1,249 1,323 -4,195 -5,347 -357 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 24.7 23.6 50.1 23.8 87.6 72.2 12.4 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 34 53 44 28 29 93 105 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,327 COMMITMENTS 801 769 229 482 462 1,512 1,461 815 867 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -163) 293 -101 -25 -158 81 110 -45 -273 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 33.1 9.8 20.7 19.9 65.0 62.8 35.0 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 11 7 6 4 19 18 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,490 COMMITMENTS 508 870 254 640 381 1,402 1,505 1,088 985 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -169) 51 -104 9 -72 -63 -12 -158 -157 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 34.9 10.2 25.7 15.3 56.3 60.4 43.7 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 15 9 8 5 22 23 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,659 COMMITMENTS 31,884 33,189 26,968 78,612 65,976 137,464 126,132 18,195 29,527 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,167) 878 -3,157 6,669 -1,019 3,730 6,528 7,242 -2,361 -3,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 21.3 17.3 50.5 42.4 88.3 81.0 11.7 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 56 68 68 69 102 160 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,492 COMMITMENTS 31,006 36,346 20,299 79,631 62,245 130,936 118,890 20,556 32,602 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,175) 69 -139 -3,221 -584 -1,256 -3,736 -4,616 -1,440 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 24.0 13.4 52.6 41.1 86.4 78.5 13.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 50 71 62 73 98 155 209 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,447 COMMITMENTS 1,065 1,255 399 1,130 1,066 2,594 2,720 1,852 1,727 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 638) 160 222 197 65 28 422 447 216 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 28.2 9.0 25.4 24.0 58.3 61.2 41.7 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 18 7 16 11 30 32 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809 COMMITMENTS 905 1,034 202 1,065 1,037 2,172 2,273 1,636 1,536 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 358) -40 231 80 203 -93 243 218 115 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 27.1 5.3 28.0 27.2 57.0 59.7 43.0 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 16 7 15 11 27 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050 COMMITMENTS 7,419 2,933 6,500 9,560 6,763 23,479 16,195 5,572 12,855 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 991) 361 -371 560 165 1,186 1,087 1,376 -96 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 10.1 22.4 32.9 23.3 80.8 55.7 19.2 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 34 29 23 60 52 112 90 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,059 COMMITMENTS 7,058 3,303 5,939 9,395 5,577 22,392 14,819 5,668 13,240 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -156) -415 368 80 236 -574 -99 -126 -56 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 11.8 21.2 33.5 19.9 79.8 52.8 20.2 47.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 35 32 25 53 46 105 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,026 COMMITMENTS 29,889 16,949 1,691 31,292 55,528 62,872 74,168 32,154 20,858 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,965) -2,785 2,624 87 2,792 -8,814 94 -6,103 -2,059 4,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 17.8 1.8 32.9 58.4 66.2 78.1 33.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 24 14 5 25 26 50 44 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,991 COMMITMENTS 32,674 14,325 1,604 28,500 64,342 62,778 80,271 34,213 16,720 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -888) -4,054 4,444 71 3,160 -3,408 -823 1,107 -65 -1,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 14.8 1.7 29.4 66.3 64.7 82.8 35.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 25 10 5 26 26 52 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,157 COMMITMENTS 4,633 35,813 303 58,879 13,085 63,815 49,201 8,342 22,956 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,424) 29 -5,220 302 -3,660 4,286 -3,329 -632 905 -1,791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 49.6 0.4 81.6 18.1 88.4 68.2 11.6 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 18 1 8 12 12 30 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,581 COMMITMENTS 4,604 41,033 1 62,539 8,799 67,144 49,833 7,437 24,748 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,417) -1,415 -1,478 0 3,472 1,115 2,057 -363 -640 1,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 55.0 0.0 83.9 11.8 90.0 66.8 10.0 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 22 1 9 8 13 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 96,045 COMMITMENTS 74,850 1,557 211 12,074 87,479 87,135 89,247 8,909 6,798 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,284) -723 -291 27 -1,081 -2,053 -1,777 -2,317 493 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.9 1.6 0.2 12.6 91.1 90.7 92.9 9.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 58 7 2 17 14 75 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,329 COMMITMENTS 75,573 1,848 184 13,155 89,532 88,912 91,564 8,417 5,765 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,443) 856 -2,529 -121 1,957 5,267 2,692 2,617 -249 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.6 1.9 0.2 13.5 92.0 91.4 94.1 8.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 61 7 2 17 14 79 22 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,852 COMMITMENTS 12,380 29,406 1,032 44,079 23,430 57,491 53,868 19,361 22,985 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,051) 44 -3,078 133 -2,683 -726 -2,506 -3,671 455 1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 38.3 1.3 57.4 30.5 74.8 70.1 25.2 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 18 4 18 19 33 38 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,903 COMMITMENTS 12,336 32,484 899 46,762 24,156 59,997 57,539 18,906 21,364 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,874) 976 -4,736 4 -2,399 1,946 -1,419 -2,787 -455 913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 41.2 1.1 59.3 30.6 76.0 72.9 24.0 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 22 3 19 20 34 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,351 COMMITMENTS 6,952 52,858 5,683 152,485 103,351 165,121 161,892 28,230 31,459 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,070) 1,265 -3,507 -170 1,926 9,455 3,022 5,778 1,048 -1,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 27.3 2.9 78.9 53.5 85.4 83.7 14.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 13 35 8 27 28 45 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,281 COMMITMENTS 5,687 56,365 5,853 150,559 93,896 162,100 156,114 27,182 33,167 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,964) -1,437 -12,470 380 -4,354 8,432 -5,410 -3,657 -1,554 -3,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 29.8 3.1 79.5 49.6 85.6 82.5 14.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 12 33 7 26 27 42 63 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,034 COMMITMENTS 24,133 24,941 14,861 80,034 81,896 119,027 121,698 54,006 51,335 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -632) -353 -8,733 908 699 9,719 1,253 1,893 -1,885 -2,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 14.4 8.6 46.3 47.3 68.8 70.3 31.2 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 29 38 31 30 29 79 78 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,666 COMMITMENTS 24,486 33,674 13,953 79,335 72,178 117,774 119,805 55,892 53,861 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,910) 1,370 -1,607 1,259 -2,998 4,497 -369 4,149 3,279 -1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 19.4 8.0 45.7 41.6 67.8 69.0 32.2 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 31 36 25 28 30 72 78 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,436 COMMITMENTS 4,884 1,000 795 61,490 64,820 67,169 66,615 5,267 5,821 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,827) -1,113 0 380 4,559 3,279 3,826 3,659 1,001 1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.4 1.1 84.9 89.5 92.7 92.0 7.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 11 16 13 18 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609 COMMITMENTS 5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696) -3,375 0 55 9,895 7,318 6,575 7,373 121 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 9 16 11 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,922,161 COMMITMENTS 675,011 957,845 4082159 7138987 6237580 11896157 11277584 1026004 1644577 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 616,956) -407 -16,611 250,165 321,431 339,614 571,189 573,168 45,767 43,788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 7.4 31.6 55.2 48.3 92.1 87.3 7.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 57 71 103 140 144 249 270 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,305,205 COMMITMENTS 675,418 974,456 3831994 6817556 5897966 11324968 10704416 980,237 1600789 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 487,729) 5,005 105,110 252,211 197,393 72,481 454,610 429,803 33,119 57,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 7.9 31.1 55.4 47.9 92.0 87.0 8.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 64 66 102 139 142 247 268 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 721,489 COMMITMENTS 52,614 45,804 43,711 483,475 517,815 579,801 607,330 141,688 114,159 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,554) -1,811 1,195 7,610 -2,222 1,638 3,577 10,444 1,977 -4,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 6.3 6.1 67.0 71.8 80.4 84.2 19.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 45 41 56 92 69 169 134 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 715,934 COMMITMENTS 54,426 44,609 36,101 485,697 516,177 576,224 596,886 139,711 119,048 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,129) -2,712 3,531 1,869 2,181 -934 1,338 4,467 -210 -3,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 6.2 5.0 67.8 72.1 80.5 83.4 19.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 43 38 50 93 66 166 124 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,042,860 COMMITMENTS 187,856 296,273 26,171 521,575 610,223 735,603 932,668 307,257 110,192 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 63,143) 32,941 45,233 8,894 51,390 -6,655 93,226 47,473 -30,082 15,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 28.4 2.5 50.0 58.5 70.5 89.4 29.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 47 64 33 59 62 131 134 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 979,716 COMMITMENTS 154,915 251,040 17,277 470,186 616,878 642,377 885,195 337,339 94,521 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,173) 17,355 11,480 1,038 -14,683 -1,010 3,711 11,508 2,462 -5,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 25.6 1.8 48.0 63.0 65.6 90.4 34.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 43 58 31 56 64 121 131 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,341 COMMITMENTS 1,279 452 0 7,027 10,927 8,306 11,379 4,035 962 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -84) -187 -42 0 224 -160 37 -202 -121 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 3.7 0.0 56.9 88.5 67.3 92.2 32.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 0 17 16 20 17 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,425 COMMITMENTS 1,466 494 0 6,803 11,087 8,269 11,581 4,156 844 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159) 406 157 0 260 127 666 284 -507 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 0 15 18 19 19 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 33,443 COMMITMENTS 9,078 1,418 0 20,271 30,077 29,349 31,495 4,094 1,948 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,427) 94 -210 0 2,213 3,322 2,307 3,112 1,120 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 4.2 0.0 60.6 89.9 87.8 94.2 12.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 0 17 19 22 22 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 30,016 COMMITMENTS 8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825) 109 44 0 603 1,368 712 1,412 -1,537 -2,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 3 0 17 19 24 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,822 COMMITMENTS 6,730 7,459 844 27,592 33,028 35,166 41,331 14,656 8,491 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -100) -124 -1,047 424 501 198 801 -426 -901 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 15.0 1.7 55.4 66.3 70.6 83.0 29.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 14 3 32 24 46 40 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,922 COMMITMENTS 6,854 8,506 420 27,091 32,830 34,366 41,757 15,557 8,166 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,797) -640 1,402 320 828 824 509 2,547 1,288 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 17.0 0.8 54.3 65.8 68.8 83.6 31.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 12 15 2 32 24 45 40 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,840 COMMITMENTS 144,814 63,801 2,139 140,175 209,984 287,128 275,924 21,712 32,916 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,430) 20,940 2,751 -421 -810 20,646 19,709 22,976 -279 -3,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 20.7 0.7 45.4 68.0 93.0 89.3 7.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 79 49 9 38 45 123 98 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,410 COMMITMENTS 123,874 61,050 2,560 140,985 189,338 267,419 252,948 21,991 36,462 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,439) 24,230 -11,259 407 -3,696 30,525 20,940 19,672 1,499 2,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 21.1 0.9 48.7 65.4 92.4 87.4 7.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 75 55 9 35 44 116 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,026 COMMITMENTS 20,549 3,232 0 21,499 48,309 42,048 51,541 19,979 10,485 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 66) -94 -68 0 -1,397 1,752 -1,491 1,684 1,557 -1,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 5.2 0.0 34.7 77.9 67.8 83.1 32.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 3 0 12 18 23 21 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,960 COMMITMENTS 20,643 3,300 0 22,896 46,558 43,539 49,858 18,422 12,103 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,579) 4,434 -6,153 -7 -9,217 7,737 -4,790 1,577 2,211 -4,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 5.3 0.0 37.0 75.1 70.3 80.5 29.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 3 0 13 17 23 20 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,773 COMMITMENTS 458 4,072 0 25,046 20,356 25,504 24,429 5,268 6,344 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,659) -10 -62 0 1,699 1,222 1,689 1,160 -31 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 13.2 0.0 81.4 66.2 82.9 79.4 17.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 9 0 28 23 30 32 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,114 COMMITMENTS 468 4,134 0 23,347 19,134 23,815 23,269 5,299 5,845 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162) -310 -110 0 -86 -156 -396 -266 234 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 10 0 28 22 30 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 228,164 COMMITMENTS 25,276 44,197 1,292 185,120 171,502 211,688 216,992 16,476 11,172 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,893) 1,289 1,571 32 -168 1,751 1,153 3,354 3,740 1,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 19.4 0.6 81.1 75.2 92.8 95.1 7.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 38 9 32 50 62 92 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 223,271 COMMITMENTS 23,987 42,627 1,260 185,288 169,751 210,535 213,638 12,736 9,633 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,601) -2,174 -734 -98 66 -502 -2,206 -1,334 -395 -1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 19.1 0.6 83.0 76.0 94.3 95.7 5.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 23 41 10 32 50 61 95 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,399 COMMITMENTS 15,860 6,727 668 15,554 26,756 32,082 34,151 13,317 11,248 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,977) 2,299 125 3 1,061 2,736 3,363 2,864 614 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 14.8 1.5 34.3 58.9 70.7 75.2 29.3 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 28 12 4 19 25 49 40 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,422 COMMITMENTS 13,561 6,602 665 14,493 24,020 28,719 31,287 12,703 10,135 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092) 397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 15.9 1.6 35.0 58.0 69.3 75.5 30.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 12 4 17 22 46 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,351 COMMITMENTS 6,505 0 0 14,499 8,041 21,004 8,041 4,347 17,310 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,062) 913 0 -70 2,370 2,347 3,213 2,277 -151 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 0.0 0.0 57.2 31.7 82.9 31.7 17.1 68.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 0 0 9 5 19 5 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,811 COMMITMENTS 1,615 3,551 29 15,263 22,171 16,907 25,751 13,904 5,060 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,785) 104 1,209 -4 476 -203 576 1,002 1,209 783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 11.5 0.1 49.5 72.0 54.9 83.6 45.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 12 1 15 19 19 31 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,026 COMMITMENTS 1,511 2,342 33 14,787 22,374 16,331 24,749 12,695 4,277 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62) 358 -24 -74 498 36 782 -62 -720 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 8.1 0.1 50.9 77.1 56.3 85.3 43.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 10 1 15 21 19 31 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,037 COMMITMENTS 43,516 9,588 22,663 34,811 91,933 100,990 124,185 37,047 13,853 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 440) 2,416 -9,740 989 -3,170 10,229 235 1,478 205 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 6.9 16.4 25.2 66.6 73.2 90.0 26.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 94 32 46 24 38 135 100 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,598 COMMITMENTS 41,100 19,328 21,675 37,981 81,704 100,755 122,707 36,842 14,891 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,458) -2,836 -2,765 -850 -3,715 -4,687 -7,402 -8,302 -1,057 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 14.0 15.8 27.6 59.4 73.2 89.2 26.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 87 39 47 24 35 131 102 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 123,218 COMMITMENTS 46,948 26,676 21,650 38,797 58,678 107,395 107,004 15,823 16,214 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,587) 4,183 2,257 1,264 -311 468 5,136 3,989 -549 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 21.6 17.6 31.5 47.6 87.2 86.8 12.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 76 71 64 43 41 164 145 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,631 COMMITMENTS 42,765 24,419 20,386 39,108 58,210 102,259 103,015 16,372 15,616 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,906) 2,699 2,556 202 -5 -14 2,895 2,744 11 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 20.6 17.2 33.0 49.1 86.2 86.8 13.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 69 70 59 45 43 156 140 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 295,252 COMMITMENTS 119,229 49,881 46,263 71,960 178,522 237,451 274,666 57,801 20,586 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,378) 6,406 -7,457 3,171 -8,248 6,337 1,329 2,050 -4,706 -5,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 16.9 15.7 24.4 60.5 80.4 93.0 19.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 132 56 56 34 42 187 135 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 298,630 COMMITMENTS 112,823 57,339 43,092 80,207 172,186 236,122 272,617 62,508 26,013 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -32,032) -3,899 -2,223 -14,214 -14,585 -13,163 -32,698 -29,601 666 -2,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 19.2 14.4 26.9 57.7 79.1 91.3 20.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 125 62 59 41 43 195 143 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 12,178 COMMITMENTS 5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001) 239 92 -35 336 394 540 451 461 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 23 3 10 6 6 38 18 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 11,177 COMMITMENTS 5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745) 162 0 30 182 210 374 240 -1,119 -985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 23 2 11 6 6 38 18 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 99,158 COMMITMENTS 21,145 6,667 8,438 52,295 64,173 81,878 79,277 17,280 19,880 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,327) 2,680 -500 1,619 166 2,423 4,465 3,542 862 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 6.7 8.5 52.7 64.7 82.6 80.0 17.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 43 11 21 55 56 107 84 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 93,831 COMMITMENTS 18,465 7,167 6,819 52,129 61,749 77,413 75,735 16,418 18,096 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,293) -1,928 1,071 551 3,651 1,826 2,274 3,447 -981 -2,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 7.6 7.3 55.6 65.8 82.5 80.7 17.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 36 16 17 57 61 103 87 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,311 COMMITMENTS 2,462 2,070 668 18,240 16,745 21,369 19,483 6,942 8,828 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 852) 330 -355 5 -314 576 21 226 832 626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 7.3 2.4 64.4 59.1 75.5 68.8 24.5 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 7 3 22 17 31 25 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,459 COMMITMENTS 2,132 2,425 663 18,554 16,169 21,349 19,257 6,110 8,202 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 734) -294 1,073 -98 1,196 -943 804 31 -70 703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 8.8 2.4 67.6 58.9 77.7 70.1 22.3 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 8 3 24 18 33 27 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,813 COMMITMENTS 19,311 21,907 30,917 72,144 72,072 122,372 124,897 15,440 12,916 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,158) -878 -1,576 1,138 592 949 852 511 306 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 15.9 22.4 52.3 52.3 88.8 90.6 11.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 64 54 53 73 63 159 152 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 136,655 COMMITMENTS 20,189 23,483 29,779 71,552 71,124 121,520 124,386 15,134 12,268 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,783) 229 4,543 394 2,107 -2,634 2,730 2,302 53 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 17.2 21.8 52.4 52.0 88.9 91.0 11.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 66 58 52 76 64 165 153 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,809 COMMITMENTS 12,419 2,494 9,063 17,629 30,720 39,111 42,277 5,698 2,532 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -548) -347 470 150 -124 -1,394 -321 -775 -227 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 5.6 20.2 39.3 68.6 87.3 94.4 12.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 46 26 22 25 24 87 56 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,357 COMMITMENTS 12,766 2,024 8,913 17,752 32,115 39,432 43,052 5,925 2,305 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -776) -1,462 -119 153 654 -471 -655 -436 -121 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 4.5 19.7 39.1 70.8 86.9 94.9 13.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 55 19 24 26 24 93 56 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,317 COMMITMENTS 18,873 23,264 13,947 99,481 100,407 132,302 137,619 11,015 5,698 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,090) -2,409 -2,888 -300 -691 503 -3,400 -2,685 311 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 16.2 9.7 69.4 70.1 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 55 52 36 55 40 129 111 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,407 COMMITMENTS 21,282 26,153 14,247 100,172 99,904 135,702 140,304 10,705 6,103 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,405) 140 1,421 878 2,302 1,532 3,321 3,832 84 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 17.9 9.7 68.4 68.2 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 62 46 37 54 39 128 114 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 588,832 COMMITMENTS 174,149 16,530 92,594 226,107 427,686 492,850 536,811 95,981 52,021 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 35,474) 18,800 -860 9,052 -2,702 20,722 25,150 28,914 10,324 6,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 2.8 15.7 38.4 72.6 83.7 91.2 16.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 81 26 48 62 59 164 113 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 553,358 COMMITMENTS 155,349 17,390 83,543 228,809 406,964 467,700 507,897 85,658 45,461 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 28,652) 13,937 -8,876 4,980 6,604 35,200 25,522 31,304 3,131 -2,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 3.1 15.1 41.3 73.5 84.5 91.8 15.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 84 22 44 63 56 163 107 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,755 COMMITMENTS 25,051 15,375 30,619 57,153 70,277 112,822 116,270 11,933 8,485 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,201) 1,954 -100 596 -1,271 1,162 1,278 1,657 -77 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 12.3 24.5 45.8 56.3 90.4 93.2 9.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 132 86 118 104 97 287 257 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,554 COMMITMENTS 23,097 15,475 30,023 58,424 69,115 111,544 114,613 12,009 8,941 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,869) -238 -505 -52 -194 114 -484 -443 -1,385 -1,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 12.5 24.3 47.3 55.9 90.3 92.8 9.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 119 90 106 105 93 273 246 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,877 COMMITMENTS 11,783 2,436 2,766 9,052 19,089 23,602 24,291 3,276 2,586 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,712) -4,799 644 -21 2,674 -3,226 -2,146 -2,602 -566 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 9.1 10.3 33.7 71.0 87.8 90.4 12.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 24 7 8 10 5 39 17 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,589 COMMITMENTS 16,582 1,792 2,787 6,378 22,315 25,747 26,893 3,842 2,696 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -517) -1,041 21 62 -11 -1,315 -990 -1,231 473 715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 6.1 9.4 21.6 75.4 87.0 90.9 13.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 33 6 10 8 5 47 17 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,262 COMMITMENTS 31,275 20,068 45,881 98,057 121,687 175,213 187,635 42,048 29,627 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,985) 4,559 3,086 3,017 -2,292 1,014 5,285 7,118 -300 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.2 21.1 45.1 56.0 80.6 86.4 19.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 36 27 38 58 59 115 106 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,277 COMMITMENTS 26,716 16,981 42,864 100,349 120,673 169,929 180,518 42,348 31,759 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,349) -3,397 -3,308 -4,120 308 220 -7,208 -7,208 859 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 8.0 20.2 47.3 56.8 80.1 85.0 19.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 28 29 38 60 57 113 101 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 834,929 COMMITMENTS 49,140 74,997 361,727 346,181 366,982 757,048 803,705 77,880 31,224 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 32,028) 11,988 3,560 18,983 1,912 10,603 32,883 33,147 -855 -1,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 9.0 43.3 41.5 44.0 90.7 96.3 9.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 55 58 85 99 89 208 181 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 802,901 COMMITMENTS 37,153 71,436 342,744 344,269 356,378 724,166 770,558 78,735 32,343 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -35,970) -4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331 -622 -1,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 8.9 42.7 42.9 44.4 90.2 96.0 9.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 55 55 80 96 86 199 175 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,424 COMMITMENTS 3,950 3,893 1,339 27,108 24,147 32,397 29,379 4,027 7,045 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,900) -2,900 2,031 -313 959 -871 -2,254 847 354 -2,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 10.7 3.7 74.4 66.3 88.9 80.7 11.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 14 10 16 14 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,324 COMMITMENTS 6,850 1,862 1,652 26,149 25,018 34,651 28,532 3,673 9,792 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 262) -1,203 -2,008 190 2,511 1,168 1,498 -650 -1,236 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.9 4.3 68.2 65.3 90.4 74.4 9.6 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 19 13 21 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 122,913 COMMITMENTS 2,911 25,448 16,508 93,699 78,405 113,118 120,361 9,795 2,552 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,084) -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519 -488 -2,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 20.7 13.4 76.2 63.8 92.0 97.9 8.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 4 24 27 28 32 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,997 COMMITMENTS 3,038 29,873 14,435 101,241 79,572 118,714 123,880 10,283 5,117 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 892) -426 731 -856 2,490 410 1,208 285 -316 607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 23.2 11.2 78.5 61.7 92.0 96.0 8.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 4 25 26 29 30 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,206 COMMITMENTS 34,252 8,929 2,684 32,925 51,736 69,861 63,349 3,345 9,857 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,223) 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013 -899 1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 12.2 3.7 45.0 70.7 95.4 86.5 4.6 13.5 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 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,429 COMMITMENTS 32,951 11,347 2,684 39,550 57,331 75,185 71,362 4,244 8,067 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,920) 5,034 0 0 1,522 7,898 6,556 7,898 364 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 14.3 3.4 49.8 72.2 94.7 89.8 5.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 15 15 17 19 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,734 COMMITMENTS 0 12,850 2,681 42,823 30,961 45,504 46,492 4,230 3,242 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,869) 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991 -101 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 5.4 86.1 62.3 91.5 93.5 8.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 3 18 16 21 20 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,603 COMMITMENTS 0 9,132 4,967 45,305 37,384 50,272 51,483 4,331 3,120 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,194) 0 -940 -186 -2,516 -692 -2,702 -1,818 508 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.7 9.1 83.0 68.5 92.1 94.3 7.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 19 19 21 22 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,160 COMMITMENTS 7,703 9,458 3,351 40,159 38,691 51,213 51,500 3,947 3,660 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,523) 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524 46 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 17.1 6.1 72.8 70.1 92.8 93.4 7.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 24 21 28 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,683 COMMITMENTS 7,461 12,054 3,805 46,516 42,165 57,782 58,024 3,901 3,659 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,893) 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166 -620 -3,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 19.5 6.2 75.4 68.4 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 5 5 25 22 30 29 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,256 COMMITMENTS 1,069 0 1,193 52,428 48,811 54,690 50,004 566 5,252 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,673) 1,069 -1,121 296 5,740 8,726 7,105 7,901 -432 -1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 2.2 94.9 88.3 99.0 90.5 1.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 20 21 21 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,583 COMMITMENTS 0 1,121 897 46,688 40,085 47,585 42,103 998 6,480 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,126) 0 724 -513 2,577 1,429 2,064 1,640 62 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 1.8 96.1 82.5 97.9 86.7 2.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 20 18 21 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,379 COMMITMENTS 0 14,412 330 54,640 42,499 54,970 57,241 7,409 5,138 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,707) 0 -847 -120 -3,686 -3,190 -3,806 -4,157 -901 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.1 0.5 87.6 68.1 88.1 91.8 11.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 24 20 25 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,086 COMMITMENTS 0 15,259 450 58,326 45,689 58,776 61,398 8,310 5,688 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,679) 0 2,058 -155 5,140 1,230 4,985 3,133 -1,306 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.7 0.7 86.9 68.1 87.6 91.5 12.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 25 21 26 23 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,715 COMMITMENTS 36,173 47,121 4,191 48,753 38,350 89,117 89,662 4,598 4,053 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -8,648) -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333 -109 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 50.3 4.5 52.0 40.9 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 18 20 21 23 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 102,363 COMMITMENTS 40,153 49,726 5,259 52,244 43,010 97,656 97,995 4,707 4,368 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -692) -5,902 -1,097 806 5,500 -10 404 -301 -1,096 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 48.6 5.1 51.0 42.0 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 18 21 21 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 32,819 COMMITMENTS 3,415 200 1,296 25,669 23,920 30,380 25,416 2,439 7,403 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,948) 2,635 -4,255 37 -2,707 1,401 -35 -2,817 -3,913 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.6 3.9 78.2 72.9 92.6 77.4 7.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 17 17 21 19 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,767 COMMITMENTS 780 4,455 1,259 28,376 22,519 30,415 28,233 6,352 8,534 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9) 0 -259 182 -215 318 -33 241 24 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 12.1 3.4 77.2 61.2 82.7 76.8 17.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 18 17 21 20 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,446 COMMITMENTS 2,108 1,178 0 45,152 45,160 47,260 46,338 186 1,108 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 2.5 0.0 95.2 95.2 99.6 97.7 0.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 14 14 16 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 26,897 COMMITMENTS 620 1,178 0 25,905 24,797 26,525 25,975 372 922 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 4.4 0.0 96.3 92.2 98.6 96.6 1.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 15 16 16 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,119,504 COMMITMENTS 306,148 61,093 196,437 597,585 849,945 1100170 1107475 19,334 12,029 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -56,146) 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875 3,102 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.5 17.5 53.4 75.9 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 16 33 84 80 118 115 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,175,650 COMMITMENTS 287,853 56,432 226,000 645,565 881,918 1159418 1164350 16,232 11,300 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 35,649) -7,468 -6,437 14,016 30,445 29,433 36,993 37,012 -1,344 -1,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 4.8 19.2 54.9 75.0 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 20 19 34 97 87 133 124 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,978 COMMITMENTS 27,348 43,094 56,180 92,274 77,523 175,802 176,797 3,176 2,181 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -25,054) -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500 93 -6,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 24.1 31.4 51.6 43.3 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 9 17 27 27 45 46 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 204,032 COMMITMENTS 38,190 36,193 72,523 90,236 86,581 200,949 195,297 3,083 8,735 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 16,882) 10,295 7 11,252 -5,710 183 15,837 11,442 1,045 5,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 17.7 35.5 44.2 42.4 98.5 95.7 1.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 6 17 27 28 46 47 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,862 COMMITMENTS 19,471 4,443 20,210 38,827 53,429 78,508 78,082 354 780 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -533) -1,870 -585 -113 1,665 -337 -318 -1,034 -215 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 5.6 25.6 49.2 67.7 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 10 38 35 49 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,395 COMMITMENTS 21,341 5,027 20,323 37,162 53,765 78,826 79,116 569 279 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,917) 384 192 986 666 860 2,036 2,038 -119 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.3 25.6 46.8 67.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 5 11 38 36 49 47 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792 COMMITMENTS 2,601 1,863 4,048 18,019 17,740 24,668 23,651 124 1,141 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,592) -426 438 -34 -1,132 -1,996 -1,592 -1,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 7.5 16.3 72.7 71.6 99.5 95.4 0.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 4 19 23 24 28 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| 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 3,027 1,425 4,082 19,151 19,736 26,260 25,243 124 1,141 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0) -126 246 -120 1,226 -676 980 -550 -980 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 5.4 15.5 72.6 74.8 99.5 95.7 0.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 4 19 22 24 27 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,204 COMMITMENTS 582 3,562 2,527 6,543 3,565 9,652 9,654 552 550 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,074) -198 -352 -210 -666 -512 -1,074 -1,074 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 34.9 24.8 64.1 34.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 18 14 23 17 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,278 COMMITMENTS 780 3,914 2,737 7,209 4,077 10,726 10,728 552 550 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 426) 0 126 300 126 0 426 426 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 34.7 24.3 63.9 36.2 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 17 15 22 19 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| 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 1,888 2,971 546 8,952 8,206 11,386 11,723 553 216 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0) -510 0 0 510 510 0 510 0 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.9 4.6 75.0 68.7 95.4 98.2 4.6 1.8 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 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,926 COMMITMENTS 3,520 1,694 2,940 6,266 7,852 12,726 12,486 200 440 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -670) -180 50 -280 -150 -390 -610 -620 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 13.1 22.7 48.5 60.7 98.5 96.6 1.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 5 16 15 22 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,596 COMMITMENTS 3,700 1,644 3,220 6,416 8,242 13,336 13,106 260 490 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,360) 440 20 580 480 840 1,500 1,440 -140 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 12.1 23.7 47.2 60.6 98.1 96.4 1.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 5 15 16 21 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,512 COMMITMENTS 9,800 280 1,240 9,100 18,620 20,140 20,140 372 372 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 142) 370 0 10 -140 140 240 150 -98 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 1.4 6.0 44.4 90.8 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 18 20 22 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,370 COMMITMENTS 9,430 280 1,230 9,240 18,480 19,900 19,990 470 380 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 220) -180 0 60 350 760 230 820 -10 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 1.4 6.0 45.4 90.7 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 3 19 22 23 26 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,377,388 COMMITMENTS 136,584 77,260 394,421 768,481 818,238 1299487 1289920 77,901 87,468 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 75,434) 17,420 4,405 38,944 5,287 18,582 61,652 61,931 13,783 13,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.6 28.6 55.8 59.4 94.3 93.6 5.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 88 100 121 86 95 243 255 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,301,954 COMMITMENTS 119,164 72,855 355,477 763,194 799,656 1237835 1227989 64,118 73,965 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,255) -2,765 6,515 10,265 1,045 -10,352 8,546 6,429 -9,801 -7,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 5.6 27.3 58.6 61.4 95.1 94.3 4.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 73 99 115 84 92 230 243 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,299 COMMITMENTS 8,847 4,240 285 2,401 9,224 11,533 13,749 2,766 550 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 439) 193 -132 89 73 527 355 484 84 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.9 29.7 2.0 16.8 64.5 80.7 96.2 19.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 58 17 3 11 27 72 45 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,860 COMMITMENTS 8,654 4,372 196 2,328 8,697 11,178 13,265 2,682 595 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8) 178 -1,155 170 -234 1,624 114 639 -122 -647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.4 31.5 1.4 16.8 62.7 80.6 95.7 19.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 57 20 3 10 27 70 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,941 COMMITMENTS 7,578 827 8 958 9,093 8,544 9,928 2,397 1,014 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,125) 2,002 65 -1 -93 1,933 1,908 1,997 217 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.3 7.6 0.1 8.8 83.1 78.1 90.7 21.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 26 8 1 5 21 31 30 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,816 COMMITMENTS 5,576 762 9 1,051 7,160 6,636 7,931 2,180 885 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 942) 1,436 -108 -102 -493 1,386 841 1,176 101 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.2 8.6 0.1 11.9 81.2 75.3 90.0 24.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 7 1 6 19 27 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,247 COMMITMENTS 44,663 11,679 24,341 93,217 135,141 162,222 171,161 19,026 10,086 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,622) 5,716 545 1,782 -4,955 1,588 2,543 3,916 79 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 6.4 13.4 51.4 74.6 89.5 94.4 10.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 57 19 38 67 74 141 117 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,625 COMMITMENTS 38,948 11,133 22,559 98,172 133,553 159,678 167,245 18,947 11,380 CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,257) -2,736 1,915 -5,381 552 -4,314 -7,564 -7,780 -1,693 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 6.2 12.6 55.0 74.8 89.4 93.6 10.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 52 22 35 74 77 144 116
Updated August 12, 2005