WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,449 COMMITMENTS 40,589 82,472 39,306 183,436 129,523 263,330 251,300 25,119 37,149 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -17,495) -3,180 3,256 -8,446 573 -8,522 -11,053 -13,712 -6,442 -3,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 28.6 13.6 63.6 44.9 91.3 87.1 8.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 72 111 71 49 57 163 207 WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,944 COMMITMENTS 43,769 79,216 47,752 182,863 138,045 274,383 265,012 31,561 40,932 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8,700) -2,208 -3,386 4,985 736 6,511 3,513 8,110 5,187 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 25.9 15.6 59.8 45.1 89.7 86.6 10.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 83 102 74 50 56 171 202 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 885,617 COMMITMENTS 123,487 127,938 144,123 471,410 401,990 739,021 674,052 146,596 211,566 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -54,346) -954 11,878 -28,842 -11,425 -34,304 -41,221 -51,268 -13,125 -3,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 14.4 16.3 53.2 45.4 83.4 76.1 16.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 158 116 159 216 237 439 462 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 939,963 COMMITMENTS 124,442 116,060 172,966 482,835 436,294 780,242 725,320 159,721 214,644 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,568) 792 23,713 -4,285 -3,173 -2,412 -6,666 17,017 13,234 -10,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 12.3 18.4 51.4 46.4 83.0 77.2 17.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 158 119 156 248 248 466 466 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,226 COMMITMENTS 2,417 497 568 1,914 4,407 4,899 5,472 2,327 1,754 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -74) -401 221 -57 505 -492 46 -328 -120 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 6.9 7.9 26.5 61.0 67.8 75.7 32.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 6 5 12 14 25 23 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,300 COMMITMENTS 2,818 276 625 1,410 4,898 4,853 5,800 2,447 1,500 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -57) -108 171 15 156 -224 63 -38 -120 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 3.8 8.6 19.3 67.1 66.5 79.5 33.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 5 12 14 28 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,510 COMMITMENTS 49,255 28,995 59,228 150,214 149,535 258,697 237,757 63,813 84,753 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -28,856) -3,032 983 -15,844 -5,945 -13,588 -24,821 -28,449 -4,035 -407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 9.0 18.4 46.6 46.4 80.2 73.7 19.8 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 88 102 127 106 128 273 289 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,366 COMMITMENTS 52,288 28,012 75,071 156,159 163,123 283,518 266,206 67,848 85,160 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,696) -6,975 2,847 1,353 2,773 -5,873 -2,849 -1,673 153 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 8.0 21.4 44.4 46.4 80.7 75.8 19.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 112 106 149 110 126 304 312 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,330 COMMITMENTS 19,283 21,997 24,554 85,746 86,631 129,583 133,181 17,747 14,149 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,012) 1,544 -126 -4,333 4,828 4,660 2,039 200 -4,051 -2,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 14.9 16.7 58.2 58.8 88.0 90.4 12.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 28 46 39 48 42 107 107 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,342 COMMITMENTS 17,739 22,123 28,887 80,917 81,971 127,544 132,981 21,798 16,361 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,900) -2,267 190 -788 -1,319 -3,492 -4,374 -4,090 2,474 2,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 14.8 19.3 54.2 54.9 85.4 89.0 14.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 30 42 35 51 44 104 105 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 778,212 COMMITMENTS 87,841 54,639 113,259 455,390 461,799 656,490 629,698 121,722 148,514 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -40,803) -15,384 -4,095 -15,108 24,607 25,438 -5,885 6,235 -34,918 -47,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 7.0 14.6 58.5 59.3 84.4 80.9 15.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 37 27 45 72 85 128 140 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,015 COMMITMENTS 103,225 58,734 128,367 430,783 436,361 662,375 623,463 156,640 195,552 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 17,064) 19,718 2,886 -7,225 -5,374 16,035 7,118 11,695 9,945 5,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 7.2 15.7 52.6 53.3 80.9 76.1 19.1 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 41 24 43 71 84 127 136 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 125,528 COMMITMENTS 14,425 7,779 20,719 64,024 77,810 99,168 106,308 26,360 19,220 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,599) -528 647 -437 5,113 7 4,148 217 -2,549 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 6.2 16.5 51.0 62.0 79.0 84.7 21.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 30 28 33 46 43 98 92 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 123,929 COMMITMENTS 14,953 7,132 21,156 58,911 77,803 95,020 106,091 28,909 17,838 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,661) -349 1,368 117 3,712 1,903 3,481 3,389 180 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 5.8 17.1 47.5 62.8 76.7 85.6 23.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 38 23 33 52 50 106 96 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,578 COMMITMENTS 2,827 1,416 1,325 2,082 3,180 6,234 5,921 1,344 1,657 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 118) 72 120 104 104 291 280 515 -162 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 18.7 17.5 27.5 42.0 82.3 78.1 17.7 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 18 10 11 15 17 38 33 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,460 COMMITMENTS 2,755 1,296 1,221 1,978 2,890 5,954 5,407 1,506 2,053 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -167) 13 -0 -121 -52 -164 -161 -286 -6 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 17.4 16.4 26.5 38.7 79.8 72.5 20.2 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 18 8 10 15 15 36 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 375,745 COMMITMENTS 109,030 87,169 10,353 203,806 168,886 323,189 266,408 52,556 109,337 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,453) 7,238 28 7,486 -15,969 -3,774 -1,245 3,740 2,698 -2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 23.2 2.8 54.2 44.9 86.0 70.9 14.0 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 14 28 9 47 48 67 79 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 374,293 COMMITMENTS 101,792 87,141 2,867 219,775 172,660 324,434 262,668 49,859 111,625 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,851) -2,435 -14,522 1,736 4,305 13,229 3,606 443 -1,755 1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 23.3 0.8 58.7 46.1 86.7 70.2 13.3 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 16 22 3 48 49 65 73 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,286,840 COMMITMENTS 308,869 345,830 365,631 1356221 1197191 2030721 1908652 256,119 378,188 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -345,009) -67,011 -16,909 -94,539 -195,829 -168,100 -357,380 -279,549 12,371 -65,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 15.1 16.0 59.3 52.4 88.8 83.5 11.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 50 69 72 100 124 190 229 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,631,849 COMMITMENTS 375,880 362,740 460,171 1552050 1365291 2388101 2188201 243,748 443,647 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -129,109) -57,991 -9,346 -4,635 -47,317 -90,036 -109,943 -104,016 -19,166 -25,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.8 17.5 59.0 51.9 90.7 83.1 9.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 44 75 76 112 137 201 247 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,553,589 COMMITMENTS 136,225 357,387 138,155 1120560 774,378 1394940 1269920 158,649 283,669 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -158,176) -19,335 -23,984 -57,291 -83,512 -56,095 -160,138 -137,370 1,963 -20,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 23.0 8.9 72.1 49.8 89.8 81.7 10.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 35 45 41 70 82 125 149 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,711,765 COMMITMENTS 155,560 381,371 195,446 1204071 830,473 1555078 1407291 156,687 304,474 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -107,354) -7,343 -18,330 -27,115 -71,987 -38,480 -106,445 -83,925 -908 -23,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 22.3 11.4 70.3 48.5 90.8 82.2 9.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 34 48 45 75 94 133 163 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 693,117 COMMITMENTS 136,143 44,849 286,547 216,434 330,179 639,124 661,576 53,993 31,541 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 56,226) 16,654 4,502 21,132 17,006 27,352 54,791 52,986 1,435 3,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 6.5 41.3 31.2 47.6 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 38 26 45 58 43 118 93 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 636,891 COMMITMENTS 119,489 40,347 265,416 199,428 302,827 584,332 608,590 52,558 28,301 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 30,898) -3,038 145 14,318 22,903 23,540 34,183 38,002 -3,285 -7,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 6.3 41.7 31.3 47.5 91.7 95.6 8.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 32 28 42 52 44 106 92 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 31,588 COMMITMENTS 6,849 6,205 428 15,871 18,136 23,148 24,769 8,440 6,819 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -782) -1,011 183 -29 -609 -869 -1,650 -715 868 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 19.6 1.4 50.2 57.4 73.3 78.4 26.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 12 7 18 12 33 27 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 32,371 COMMITMENTS 7,860 6,021 458 16,480 19,006 24,798 25,484 7,573 6,886 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -873) -673 -279 -278 -64 438 -1,016 -119 142 -754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 18.6 1.4 50.9 58.7 76.6 78.7 23.4 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 14 7 20 13 38 30 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 73,527 COMMITMENTS 11,964 34,903 3,638 49,587 20,637 65,189 59,178 8,339 14,349 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,358) 37 -1,186 582 7,391 3,508 8,011 2,904 -3,653 1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 47.5 4.9 67.4 28.1 88.7 80.5 11.3 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 33 15 19 16 48 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 69,169 COMMITMENTS 11,927 36,089 3,056 42,196 17,129 57,178 56,274 11,991 12,895 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -131) 348 -3,022 -207 -1,332 1,744 -1,191 -1,486 1,061 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 52.2 4.4 61.0 24.8 82.7 81.4 17.3 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 34 15 19 17 51 57 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 42,608 COMMITMENTS 3,126 4,518 1,843 36,260 34,374 41,229 40,735 1,379 1,873 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -451) 877 -271 -430 -984 127 -537 -574 86 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 10.6 4.3 85.1 80.7 96.8 95.6 3.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 16 4 22 21 33 39 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,059 COMMITMENTS 2,249 4,789 2,273 37,244 34,247 41,766 41,309 1,293 1,750 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,724) -5 77 1,000 2,745 2,671 3,740 3,748 984 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 11.1 5.3 86.5 79.5 97.0 95.9 3.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 17 5 21 20 31 39 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,041 COMMITMENTS 1,189 2,435 2,183 15,245 12,344 18,616 16,961 5,425 7,080 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 895) -274 45 49 491 631 266 725 629 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 10.1 9.1 63.4 51.3 77.4 70.6 22.6 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 6 13 22 17 36 31 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,146 COMMITMENTS 1,463 2,390 2,133 14,753 11,713 18,350 16,236 4,796 6,910 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 345) 66 264 -74 214 99 206 289 140 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.3 9.2 63.7 50.6 79.3 70.1 20.7 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 8 15 22 17 39 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,296 COMMITMENTS 18,183 19,711 26,447 49,310 29,930 93,940 76,088 15,356 33,208 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 6,720) 2,681 -203 2,933 1,907 1,940 7,521 4,670 -801 2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 18.0 24.2 45.1 27.4 86.0 69.6 14.0 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 41 46 54 30 34 115 101 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,576 COMMITMENTS 15,502 19,914 23,514 47,403 27,990 86,419 71,418 16,157 31,158 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 7,617) 1,223 -1,574 3,390 -990 2,128 3,622 3,944 3,995 3,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 19.4 22.9 46.2 27.3 84.2 69.6 15.8 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 35 45 51 29 32 105 99 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,990 COMMITMENTS 35,093 35,154 20,478 76,732 62,380 132,303 118,013 19,686 33,977 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,855) 896 -2,052 565 3,321 1,073 4,782 -414 -1,927 3,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 23.1 13.5 50.5 41.0 87.0 77.6 13.0 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 44 63 52 70 92 144 186 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,135 COMMITMENTS 34,196 37,206 19,914 73,411 61,307 127,521 118,427 21,614 30,707 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,368) -382 -4,818 1,574 -2,167 3,444 -974 200 3,342 2,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 24.9 13.4 49.2 41.1 85.5 79.4 14.5 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 42 66 52 68 90 140 186 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,855 COMMITMENTS 993 1,904 278 1,215 712 2,487 2,894 2,368 1,961 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 192) 81 73 -25 -35 110 22 158 170 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 39.2 5.7 25.0 14.7 51.2 59.6 48.8 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 18 7 15 12 31 35 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,663 COMMITMENTS 912 1,831 303 1,250 603 2,465 2,736 2,198 1,927 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 58) 14 479 -129 32 -121 -82 229 140 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 39.3 6.5 26.8 12.9 52.9 58.7 47.1 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 17 6 16 11 29 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,277 COMMITMENTS 11,968 4,054 5,124 7,259 8,461 24,352 17,639 4,925 11,638 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,186) 314 198 -2,005 -1,351 -954 -3,042 -2,762 -1,144 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 13.8 17.5 24.8 28.9 83.2 60.2 16.8 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 46 20 34 37 34 105 75 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,463 COMMITMENTS 11,654 3,856 7,130 8,611 9,415 27,394 20,400 6,069 13,063 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 35) 1,054 -94 320 -1,070 598 304 824 -270 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 11.5 21.3 25.7 28.1 81.9 61.0 18.1 39.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 44 29 38 53 52 123 99 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,639 COMMITMENTS 46,378 16,765 1,313 41,019 83,325 88,710 101,402 30,929 18,236 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,020) 3,479 -913 -67 5,966 6,078 9,379 5,098 -5,359 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 14.0 1.1 34.3 69.6 74.1 84.8 25.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 28 12 5 27 26 57 41 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,619 COMMITMENTS 42,899 17,678 1,379 35,053 77,247 79,331 96,304 36,288 19,315 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,419) -2,429 -870 84 2,153 -1,061 -191 -1,847 -1,228 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 15.3 1.2 30.3 66.8 68.6 83.3 31.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 13 4 24 28 52 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,264 COMMITMENTS 4,008 35,884 1 63,581 22,735 67,590 58,620 674 9,644 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -252) 843 -4,825 -33 8,143 12,631 8,953 7,773 -9,205 -8,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 52.6 0.0 93.1 33.3 99.0 85.9 1.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 20 1 10 12 13 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,516 COMMITMENTS 3,165 40,709 34 55,438 10,104 58,637 50,847 9,879 17,669 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,106) -3,320 6,602 -373 6,610 -5,239 2,917 990 -1,811 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 59.4 0.0 80.9 14.7 85.6 74.2 14.4 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 19 1 8 10 11 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,842 COMMITMENTS 39,775 4,895 493 27,610 58,411 67,878 63,799 2,964 7,043 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,662) -14,905 -4,370 73 8,073 -6,055 -6,759 -10,352 -3,903 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 6.9 0.7 39.0 82.5 95.8 90.1 4.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 36 13 3 16 14 53 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,504 COMMITMENTS 54,681 9,265 420 19,537 64,466 74,638 74,151 6,867 7,353 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,591) -20,363 8,407 158 4,510 -27,709 -15,695 -19,144 -1,895 1,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.1 11.4 0.5 24.0 79.1 91.6 91.0 8.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 43 10 3 17 15 62 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,409 COMMITMENTS 18,368 20,861 684 45,467 47,813 64,520 69,358 15,890 11,051 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,581) -3,323 4,377 -150 10,282 5,469 6,809 9,696 -4,228 -7,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 25.9 0.9 56.5 59.5 80.2 86.3 19.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 14 16 3 21 25 36 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,829 COMMITMENTS 21,692 16,484 834 35,185 42,345 57,711 59,662 20,118 18,167 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,701) 1,224 -1,724 58 647 6,130 1,929 4,464 -228 -2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 21.2 1.1 45.2 54.4 74.2 76.7 25.8 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 14 4 18 26 35 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 205,503 COMMITMENTS 5,985 56,282 5,341 178,894 126,666 190,219 188,289 15,284 17,214 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 11,069) -1,272 15,171 -91 27,908 6,488 26,545 21,567 -15,476 -10,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 27.4 2.6 87.1 61.6 92.6 91.6 7.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 37 7 28 33 44 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,434 COMMITMENTS 7,256 41,111 5,432 150,986 120,178 163,674 166,722 30,760 27,712 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -628) -3,214 1,909 310 3,103 -2,008 198 211 -826 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 21.1 2.8 77.7 61.8 84.2 85.7 15.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 31 8 28 33 45 67 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 181,380 COMMITMENTS 25,467 30,466 14,130 97,713 94,736 137,309 139,331 44,071 42,049 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 9,482) 2,146 73 457 13,490 15,379 16,094 15,910 -6,612 -6,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 16.8 7.8 53.9 52.2 75.7 76.8 24.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 33 33 27 30 31 74 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,898 COMMITMENTS 23,320 30,392 13,672 84,223 79,356 121,216 123,421 50,683 48,477 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,894) -3,015 3,809 -48 3,508 -4,610 445 -849 -4,340 -3,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 17.7 8.0 49.0 46.2 70.5 71.8 29.5 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 28 36 26 28 26 69 75 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,410 COMMITMENTS 4,877 0 0 3,252 8,195 8,129 8,195 1,281 1,215 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 406) 296 0 0 127 175 423 175 -17 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 0.0 0.0 34.6 87.1 86.4 87.1 13.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 6 10 13 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,929,352 COMMITMENTS 837,988 1062073 4263318 7691431 6808430 12792737 12133821 1136615 1795531 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 443,751) 32,922 86,694 133,877 161,659 119,166 328,458 339,736 115,293 104,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 7.6 30.6 55.2 48.9 91.8 87.1 8.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 60 64 106 147 150 260 274 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,485,601 COMMITMENTS 805,066 975,379 4129441 7529772 6689264 12464279 11794085 1021322 1691517 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 278,738) 60,166 -33,708 92,298 102,748 232,543 255,212 291,133 23,526 -12,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 7.2 30.6 55.8 49.6 92.4 87.5 7.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 64 68 106 145 151 260 278 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 732,324 COMMITMENTS 51,283 62,680 48,557 481,594 513,763 581,433 625,000 150,890 107,323 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 12,124) -1,193 6,403 7,597 -191 -4,179 6,213 9,821 5,911 2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 8.6 6.6 65.8 70.2 79.4 85.3 20.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 57 39 59 92 66 174 139 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 720,199 COMMITMENTS 52,476 56,277 40,960 481,785 517,942 575,220 615,179 144,979 105,020 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -11,001) -3,386 2,618 -6,094 1,318 -2,991 -8,162 -6,467 -2,839 -4,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 7.8 5.7 66.9 71.9 79.9 85.4 20.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 50 38 56 93 66 171 132 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,137,483 COMMITMENTS 185,121 323,130 41,844 668,126 656,613 895,091 1021587 242,392 115,896 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 20,888) -9,323 -994 6,377 45,743 7,732 42,796 13,115 -21,909 7,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 28.4 3.7 58.7 57.7 78.7 89.8 21.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 50 59 36 60 69 131 143 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,116,596 COMMITMENTS 194,444 324,124 35,467 622,384 648,881 852,295 1008473 264,300 108,123 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 40,091) -5,563 -13,658 7,344 36,880 19,272 38,661 12,957 1,429 27,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 29.0 3.2 55.7 58.1 76.3 90.3 23.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 43 58 32 60 66 126 133 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,834 COMMITMENTS 1,029 530 0 6,851 10,225 7,880 10,755 4,954 2,079 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 503) -230 530 0 423 -330 193 200 310 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 4.1 0.0 53.4 79.7 61.4 83.8 38.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 16 14 18 15 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,331 COMMITMENTS 1,259 0 0 6,428 10,555 7,687 10,555 4,644 1,776 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8) 206 0 0 -11 4 195 4 -187 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 0.0 52.1 85.6 62.3 85.6 37.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 15 15 18 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 34,496 COMMITMENTS 7,439 2,167 1 19,144 30,093 26,584 32,261 7,912 2,235 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,401) 810 545 1 -479 1,165 332 1,711 1,069 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 6.3 0.0 55.5 87.2 77.1 93.5 22.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 1 19 18 24 23 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 33,095 COMMITMENTS 6,629 1,622 0 19,623 28,928 26,252 30,550 6,843 2,545 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 698) -637 18 0 952 1,191 315 1,209 383 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 4.9 0.0 59.3 87.4 79.3 92.3 20.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 0 16 20 20 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,564 COMMITMENTS 6,064 16,057 391 30,787 33,228 37,242 49,676 21,322 8,888 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,113) -176 2,541 -19 -36 -1,458 -231 1,065 1,343 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 27.4 0.7 52.6 56.7 63.6 84.8 36.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 10 20 2 32 30 44 50 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,451 COMMITMENTS 6,240 13,515 410 30,823 34,686 37,472 48,611 19,979 8,840 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,879) -936 2,732 -10 1,364 40 419 2,762 2,461 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 23.5 0.7 53.7 60.4 65.2 84.6 34.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 18 2 34 30 47 48 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,402 COMMITMENTS 106,365 91,493 1,669 211,357 174,097 319,391 267,259 16,011 68,142 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,788) -13,707 17,390 -1,036 15,967 -27,336 1,224 -10,982 -4,012 8,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 27.3 0.5 63.0 51.9 95.2 79.7 4.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 59 74 13 44 38 111 117 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 338,190 COMMITMENTS 120,072 74,103 2,705 195,390 201,433 318,167 278,241 20,023 59,949 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 13,670) 3,344 -1,111 -77 10,407 6,560 13,674 5,372 -5 8,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 21.9 0.8 57.8 59.6 94.1 82.3 5.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 69 61 15 43 37 120 105 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,581 COMMITMENTS 14,142 3,277 0 35,329 50,106 49,471 53,383 13,110 9,198 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,076) -519 486 0 8,283 3,721 7,764 4,207 -6,689 -3,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 5.2 0.0 56.5 80.1 79.1 85.3 20.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 4 0 17 16 27 20 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,505 COMMITMENTS 14,661 2,791 0 27,045 46,385 41,706 49,176 19,799 12,329 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -13,522) -12,429 2,005 0 3,230 -18,782 -9,199 -16,777 -4,323 3,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 4.5 0.0 44.0 75.4 67.8 80.0 32.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 4 0 15 17 26 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,224 COMMITMENTS 780 6,222 0 31,170 24,695 31,950 30,918 5,274 6,306 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,108) 560 1,059 0 349 -513 909 546 199 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 16.7 0.0 83.7 66.3 85.8 83.1 14.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 15 0 29 25 31 40 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,116 COMMITMENTS 220 5,163 0 30,821 25,208 31,041 30,372 5,075 5,744 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,102) 0 825 0 3,085 2,995 3,085 3,820 1,017 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 14.3 0.0 85.3 69.8 85.9 84.1 14.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 12 0 30 26 31 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 251,741 COMMITMENTS 15,951 53,618 2,519 221,105 183,839 239,575 239,976 12,167 11,765 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,205) 3,701 5,795 311 -213 -715 3,799 5,390 1,406 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 21.3 1.0 87.8 73.0 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 23 45 18 32 50 64 104 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 246,536 COMMITMENTS 12,250 47,823 2,208 221,317 184,554 235,776 234,585 10,761 11,951 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 16,322) -685 941 -604 19,072 14,757 17,782 15,094 -1,460 1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 19.4 0.9 89.8 74.9 95.6 95.2 4.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 16 42 10 35 51 57 97 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,032 COMMITMENTS 19,391 12,930 507 19,059 31,640 38,957 45,077 16,075 9,955 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,611) -807 1,160 -404 -1,091 -527 -2,302 229 -309 -2,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 23.5 0.9 34.6 57.5 70.8 81.9 29.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 21 20 4 21 24 44 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 57,643 COMMITMENTS 20,198 11,770 911 20,150 32,167 41,259 44,848 16,384 12,795 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,897) 1,306 1,946 163 3,189 2,781 4,658 4,890 2,239 2,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 20.4 1.6 35.0 55.8 71.6 77.8 28.4 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 18 4 22 24 51 44 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,533 COMMITMENTS 6,556 1,889 179 19,178 11,367 25,913 13,435 5,620 18,098 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 849) -732 998 -60 594 389 -198 1,327 1,047 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 6.0 0.6 60.8 36.0 82.2 42.6 17.8 57.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 5 3 10 10 20 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,684 COMMITMENTS 7,288 891 239 18,584 10,978 26,111 12,108 4,573 18,576 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,095) 689 623 239 1,107 1,541 2,035 2,403 60 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 2.9 0.8 60.6 35.8 85.1 39.5 14.9 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 2 3 10 9 21 14 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,449 COMMITMENTS 1,710 3,070 45 18,619 25,155 20,374 28,270 17,075 9,179 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,132) 457 568 45 -224 -216 278 397 -1,410 -1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 8.2 0.1 49.7 67.2 54.4 75.5 45.6 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 11 1 17 22 21 33 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,581 COMMITMENTS 1,253 2,502 0 18,843 25,371 20,096 27,873 18,485 10,708 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,967) -965 0 0 2,418 1,131 1,453 1,131 1,514 1,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 6.5 0.0 48.8 65.8 52.1 72.2 47.9 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 9 0 16 22 19 31 SILVER - COMMODITY EXCHANGE INC. Code-084691 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 133,260 COMMITMENTS 43,183 32,236 16,307 36,504 70,178 95,994 118,721 37,266 14,539 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,197) 2,743 16,580 -5,562 5,451 -10,282 2,632 735 -1,436 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 24.2 12.2 27.4 52.7 72.0 89.1 28.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 92 54 48 27 29 138 114 SILVER - COMMODITY EXCHANGE INC. Code-084691 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 132,064 COMMITMENTS 40,440 15,657 21,870 31,052 80,460 93,362 117,986 38,702 14,077 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,236) 143 -262 -1,538 -4,476 -4,610 -5,870 -6,409 634 1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 11.9 16.6 23.5 60.9 70.7 89.3 29.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 97 41 52 27 34 144 109 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,881 COMMITMENTS 37,076 27,103 14,756 41,038 52,132 92,870 93,990 15,011 13,891 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 242) -1,312 1,268 442 1,577 -338 708 1,373 -466 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 25.1 13.7 38.0 48.3 86.1 87.1 13.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 71 59 48 41 37 142 122 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,639 COMMITMENTS 38,388 25,834 14,314 39,460 52,469 92,162 92,617 15,477 15,022 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,349) -3,382 886 -866 -500 -4,646 -4,748 -4,626 1,399 1,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 24.0 13.3 36.7 48.7 85.6 86.0 14.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 72 65 55 40 37 145 130 GOLD - COMMODITY EXCHANGE INC. Code-088691 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 345,968 COMMITMENTS 161,487 41,210 53,910 73,833 225,949 289,230 321,068 56,738 24,900 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -51,927) -45,185 -744 -7,479 3,371 -45,886 -49,292 -54,109 -2,635 2,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 11.9 15.6 21.3 65.3 83.6 92.8 16.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 146 58 63 38 47 212 145 GOLD - COMMODITY EXCHANGE INC. Code-088691 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 397,895 COMMITMENTS 206,672 41,954 61,389 70,462 271,834 338,523 375,177 59,373 22,718 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -6,212) -2,562 -4,233 -916 -243 -281 -3,722 -5,431 -2,491 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 10.5 15.4 17.7 68.3 85.1 94.3 14.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 165 58 71 38 53 231 160 VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,290 COMMITMENTS 4,695 2,290 520 2,643 6,024 7,858 8,834 1,432 456 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 838) 1,000 13 -23 33 1,100 1,010 1,090 -172 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 24.7 5.6 28.4 64.8 84.6 95.1 15.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 3 11 6 6 33 19 VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 8,452 COMMITMENTS 3,695 2,277 543 2,610 4,924 6,848 7,744 1,604 708 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,965) -1,994 39 53 -1,405 -4,232 -3,346 -4,140 -2,619 -1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 26.9 6.4 30.9 58.3 81.0 91.6 19.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 3 11 6 6 32 19 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 102,049 COMMITMENTS 26,146 6,739 7,251 51,860 69,858 85,256 83,848 16,793 18,201 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,739) -358 -165 -2,253 -1,059 -705 -3,669 -3,122 -1,070 -1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 6.6 7.1 50.8 68.5 83.5 82.2 16.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 49 16 28 47 58 107 94 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 106,788 COMMITMENTS 26,503 6,903 9,504 52,919 70,563 88,926 86,970 17,863 19,818 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 5,521) 4,673 -268 1,016 295 6,732 5,984 7,480 -463 -1,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 6.5 8.9 49.6 66.1 83.3 81.4 16.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 46 19 25 56 64 116 96 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,869 COMMITMENTS 1,686 5,218 972 20,122 17,531 22,779 23,722 9,090 8,148 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -3,234) 353 699 7 -2,806 -3,236 -2,447 -2,530 -787 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 16.4 3.0 63.1 55.0 71.5 74.4 28.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 12 5 27 20 36 35 WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,103 COMMITMENTS 1,333 4,519 965 22,928 20,768 25,226 26,252 9,877 8,852 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,043) -882 705 249 721 701 88 1,656 955 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 12.9 2.7 65.3 59.2 71.9 74.8 28.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 12 5 25 19 33 33 COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,715 COMMITMENTS 18,964 36,421 31,933 77,670 63,418 128,567 131,773 16,147 12,942 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 322) -730 -968 993 606 1,452 869 1,477 -547 -1,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 25.2 22.1 53.7 43.8 88.8 91.1 11.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 85 62 56 68 60 171 163 COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,393 COMMITMENTS 19,694 37,389 30,941 77,064 61,965 127,699 130,295 16,694 14,097 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,075) -172 3,615 -3,104 -128 -1,444 -3,404 -933 2,329 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 25.9 21.4 53.4 42.9 88.4 90.2 11.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 86 61 55 69 59 171 162 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,081 COMMITMENTS 7,098 6,007 8,327 17,595 21,121 33,021 35,456 5,060 2,625 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -354) -709 -258 884 -381 -668 -207 -43 -147 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 15.8 21.9 46.2 55.5 86.7 93.1 13.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 33 38 24 30 24 78 73 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,435 COMMITMENTS 7,807 6,265 7,444 17,977 21,790 33,228 35,498 5,207 2,937 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -8,309) -1,508 2,211 -4,169 -2,572 -6,671 -8,248 -8,628 -61 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 16.3 19.4 46.8 56.7 86.5 92.4 13.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 32 38 22 27 23 76 68 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,450 COMMITMENTS 23,797 39,359 12,468 99,825 86,333 136,090 138,160 10,360 8,291 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,652) 24 184 232 2,957 1,149 3,213 1,565 -561 1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 26.9 8.5 68.2 59.0 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 52 59 33 53 35 124 112 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,798 COMMITMENTS 23,773 39,175 12,236 96,868 85,184 132,877 136,594 10,921 7,204 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,017) -935 1,258 384 -1,283 -2,582 -1,833 -940 -184 -1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 27.2 8.5 67.4 59.2 92.4 95.0 7.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 60 57 32 52 34 127 111 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 617,028 COMMITMENTS 184,270 19,294 110,605 224,413 428,581 519,288 558,480 97,741 58,548 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 29,001) 13,880 638 15,044 -8,838 7,149 20,086 22,831 8,915 6,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 3.1 17.9 36.4 69.5 84.2 90.5 15.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 88 25 56 63 56 172 121 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 588,028 COMMITMENTS 170,390 18,657 95,561 233,251 421,431 499,202 535,649 88,825 52,379 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -10,269) -9,282 -1,025 -3,693 -961 -6,613 -13,936 -11,331 3,667 1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 3.2 16.3 39.7 71.7 84.9 91.1 15.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 79 23 50 63 56 163 114 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 113,167 COMMITMENTS 18,957 18,571 30,449 53,831 55,926 103,237 104,945 9,930 8,221 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,306) -2,173 858 3,043 1,418 -2,606 2,288 1,295 18 1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 16.4 26.9 47.6 49.4 91.2 92.7 8.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 107 81 99 95 89 243 233 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,861 COMMITMENTS 21,131 17,713 27,406 52,413 58,532 100,949 103,651 9,912 7,210 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,061) -427 1,165 1,456 -6,293 -7,591 -5,264 -4,969 203 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 16.0 24.7 47.3 52.8 91.1 93.5 8.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 109 74 97 88 87 234 227 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,629 COMMITMENTS 6,287 2,328 3,264 6,806 10,420 16,357 16,011 2,273 2,618 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,569) 577 -928 332 -3,161 -1,351 -2,252 -1,947 -317 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 12.5 17.5 36.5 55.9 87.8 85.9 12.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 13 11 10 5 30 25 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,198 COMMITMENTS 5,710 3,256 2,932 9,967 11,770 18,608 17,958 2,590 3,240 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 898) 632 300 -276 140 655 497 679 402 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 15.4 13.8 47.0 55.5 87.8 84.7 12.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 19 10 11 7 4 31 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,263 COMMITMENTS 30,971 20,092 57,820 100,861 126,246 189,651 204,157 49,612 35,106 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -6,281) -3,869 -701 682 -7,474 -10,549 -10,661 -10,568 4,379 4,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.4 24.2 42.2 52.8 79.3 85.3 20.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 40 27 41 61 61 124 109 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,545 COMMITMENTS 34,840 20,793 57,138 108,334 136,795 200,312 214,725 45,233 30,819 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 64) -5,648 -2,392 2,965 3,763 1,012 1,080 1,586 -1,016 -1,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 8.5 23.3 44.1 55.7 81.6 87.4 18.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 36 26 37 64 60 121 104 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 914,241 COMMITMENTS 56,712 83,568 394,149 385,933 399,376 836,794 877,094 77,447 37,147 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -29,040) -4,752 195 -24,403 -937 -7,812 -30,093 -32,020 1,053 2,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 9.1 43.1 42.2 43.7 91.5 95.9 8.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 70 46 81 95 88 205 177 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 943,280 COMMITMENTS 61,464 83,373 418,552 386,871 407,188 866,887 909,113 76,394 34,167 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 389) -3,059 855 2,325 4,563 5,131 3,829 8,310 -3,440 -7,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 8.8 44.4 41.0 43.2 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 69 50 89 100 93 215 190 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,736 COMMITMENTS 2,688 3,799 2,549 33,052 28,747 38,289 35,095 3,447 6,641 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,658) 612 120 430 890 1,634 1,932 2,184 -274 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.1 6.1 79.2 68.9 91.7 84.1 8.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 20 18 22 22 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,078 COMMITMENTS 2,076 3,679 2,119 32,162 27,113 36,357 32,911 3,721 7,167 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,139) -1,360 -1,158 355 3,504 3,610 2,499 2,807 -360 -668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 9.2 5.3 80.2 67.7 90.7 82.1 9.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 18 14 21 18 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,424 COMMITMENTS 10,131 5,360 5,312 84,845 96,734 100,288 107,406 12,136 5,018 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,336) 3,338 -372 -442 -866 2,510 2,030 1,696 306 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 4.8 4.7 75.5 86.0 89.2 95.5 10.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 25 27 30 32 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 110,088 COMMITMENTS 6,793 5,732 5,754 85,711 94,224 98,258 105,710 11,830 4,378 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,167) -5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887 420 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 5.2 5.2 77.9 85.6 89.3 96.0 10.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 4 25 27 29 32 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 76,049 COMMITMENTS 17,492 14,567 2,684 51,618 51,516 71,794 68,767 4,255 7,282 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,882) 2,282 1,624 0 2,660 3,754 4,942 5,378 -60 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 19.2 3.5 67.9 67.7 94.4 90.4 5.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 20 16 22 20 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,167 COMMITMENTS 15,210 12,943 2,684 48,958 47,762 66,852 63,389 4,315 7,778 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,593) -8,907 -214 0 3,774 -3,825 -5,133 -4,039 540 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 18.2 3.8 68.8 67.1 93.9 89.1 6.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 19 15 21 19 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,776 COMMITMENTS 0 20,142 3,440 61,899 42,860 65,339 66,442 3,437 2,334 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,318) 0 -4,103 -242 6,137 9,998 5,895 5,653 -577 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.3 5.0 90.0 62.3 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 4 22 22 26 26 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,458 COMMITMENTS 0 24,245 3,682 55,762 32,862 59,444 60,789 4,014 2,669 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,449) 0 5,239 542 4,702 -4,341 5,244 1,440 -1,795 2,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.2 5.8 87.9 51.8 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 4 21 19 25 23 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,144 COMMITMENTS 14,123 14,241 2,762 41,106 41,031 57,991 58,034 6,153 6,110 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,565) 720 324 -201 -659 618 -140 741 1,705 824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 22.2 4.3 64.1 64.0 90.4 90.5 9.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 5 20 19 25 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,579 COMMITMENTS 13,403 13,917 2,963 41,765 40,413 58,131 57,293 4,448 5,286 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 569) 1,413 1,842 -692 200 79 921 1,229 -352 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 22.2 4.7 66.7 64.6 92.9 91.6 7.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 6 20 21 26 28 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,043 COMMITMENTS 0 2,219 1,946 60,351 53,566 62,297 57,731 746 5,312 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,872) 0 182 1,092 3,148 2,474 4,240 3,748 -368 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 3.1 95.7 85.0 98.8 91.6 1.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 21 23 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,171 COMMITMENTS 0 2,037 854 57,203 51,092 58,057 53,983 1,114 5,188 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,638) -397 2,037 -947 3,494 1,248 2,150 2,338 488 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 1.4 96.7 86.3 98.1 91.2 1.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 22 22 23 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,662 COMMITMENTS 0 15,457 522 60,634 47,620 61,156 63,599 7,506 5,063 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,950) 0 -494 212 2,765 2,619 2,977 2,337 -27 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.5 0.8 88.3 69.4 89.1 92.6 10.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 24 22 26 24 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,712 COMMITMENTS 0 15,951 310 57,869 45,001 58,179 61,262 7,533 4,450 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 896) 0 -44 70 1,804 1,285 1,874 1,311 -978 -415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.3 0.5 88.1 68.5 88.5 93.2 11.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 24 22 25 24 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,824 COMMITMENTS 25,531 835 4,133 42,378 65,350 72,042 70,318 3,782 5,506 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,520) 740 -1,506 -368 2,762 4,458 3,134 2,584 -614 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 1.1 5.5 55.9 86.2 95.0 92.7 5.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 21 22 24 26 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,304 COMMITMENTS 24,791 2,341 4,501 39,616 60,892 68,908 67,734 4,396 5,570 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -9,234) 1,046 -8,460 -962 -10,178 -532 -10,094 -9,954 860 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 3.2 6.1 54.0 83.1 94.0 92.4 6.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 20 21 24 25 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,353 COMMITMENTS 1,067 3,583 2,780 36,357 25,897 40,204 32,260 2,149 10,093 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,573) -1,034 1,088 52 4,421 1,477 3,439 2,617 134 956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 8.5 6.6 85.8 61.1 94.9 76.2 5.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 20 18 24 20 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,780 COMMITMENTS 2,101 2,495 2,728 31,936 24,420 36,765 29,643 2,015 9,137 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 773) -912 1,472 667 1,876 -1,366 1,631 773 -858 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 6.4 7.0 82.4 63.0 94.8 76.4 5.2 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 17 17 21 19 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,930 COMMITMENTS 1,712 8,112 1,379 36,779 36,761 39,870 46,252 14,060 7,678 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,577) 0 3,538 260 1,886 64 2,146 3,862 1,431 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 15.0 2.6 68.2 68.2 73.9 85.8 26.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 11 12 14 15 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,353 COMMITMENTS 1,712 4,574 1,119 34,893 36,697 37,724 42,390 12,629 7,963 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 9.1 2.2 69.3 72.9 74.9 84.2 25.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 12 13 14 15 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 46,806 COMMITMENTS 3,274 0 0 43,132 46,332 46,406 46,332 400 474 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 0.0 92.2 99.0 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 14 16 17 16 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 33,588 COMMITMENTS 4,684 0 0 27,702 32,518 32,386 32,518 1,202 1,070 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 0.0 0.0 82.5 96.8 96.4 96.8 3.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 14 19 17 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,210,931 COMMITMENTS 317,274 53,903 233,048 639,527 911,431 1189849 1198382 21,082 12,549 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -36,558) -9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555 1,233 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 4.5 19.2 52.8 75.3 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 25 10 34 82 79 116 115 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,247,489 COMMITMENTS 326,959 72,846 235,380 665,301 926,711 1227640 1234937 19,849 12,552 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 34,712) 859 4,578 4,386 31,312 26,727 36,557 35,691 -1,845 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 5.8 18.9 53.3 74.3 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 22 16 36 91 83 127 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 191,661 COMMITMENTS 41,771 39,205 52,561 94,939 96,346 189,271 188,112 2,390 3,549 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,743) 10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130 1,063 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 20.5 27.4 49.5 50.3 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 11 9 17 29 30 47 49 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 202,404 COMMITMENTS 31,737 38,120 64,543 104,797 97,579 201,077 200,242 1,327 2,162 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 11,905) 6,318 -487 1,104 4,672 11,519 12,094 12,136 -189 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 18.8 31.9 51.8 48.2 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 12 19 32 33 53 54 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 93,277 COMMITMENTS 24,985 5,707 22,735 45,252 64,418 92,972 92,860 305 417 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,120) 1,351 2,182 -1,413 3,065 2,374 3,003 3,143 117 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 6.1 24.4 48.5 69.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 7 10 38 36 48 48 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,157 COMMITMENTS 23,634 3,525 24,148 42,187 62,044 89,969 89,717 188 440 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,680) 1,847 658 1,663 -670 219 2,840 2,540 -160 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 3.9 26.8 46.8 68.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 6 13 38 38 51 51 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,053 COMMITMENTS 2,158 4,746 3,218 19,278 17,932 24,654 25,896 2,399 1,157 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2) -508 -88 -42 -218 -180 -768 -310 770 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 17.5 11.9 71.3 66.3 91.1 95.7 8.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 5 4 20 24 25 29 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,051 COMMITMENTS 2,666 4,834 3,260 19,496 18,112 25,422 26,206 1,629 845 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,469) 0 1,770 -876 758 491 -118 1,385 1,587 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 17.9 12.1 72.1 67.0 94.0 96.9 6.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 5 4 19 25 24 30 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,194 COMMITMENTS 582 4,236 2,128 8,212 4,814 10,922 11,178 1,272 1,016 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 628) 42 882 -714 1,306 0 634 168 -6 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 34.7 17.5 67.3 39.5 89.6 91.7 10.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 20 13 25 17 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,566 COMMITMENTS 540 3,354 2,842 6,906 4,814 10,288 11,010 1,278 556 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -691) 0 0 0 -699 -189 -699 -189 8 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 29.0 24.6 59.7 41.6 89.0 95.2 11.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 18 14 23 17 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,957 COMMITMENTS 2,403 3,039 399 9,132 8,385 11,934 11,823 23 134 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -42) 84 0 -84 -42 42 -42 -42 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 25.4 3.3 76.4 70.1 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 12 9 15 14 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,999 COMMITMENTS 2,319 3,039 483 9,174 8,343 11,976 11,865 23 134 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 133) 168 126 -84 557 599 641 641 -508 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 25.3 4.0 76.5 69.5 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 12 8 15 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,862 COMMITMENTS 3,360 3,074 3,000 10,342 10,558 16,702 16,632 160 230 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 580) -100 0 60 500 500 460 560 120 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 18.2 17.8 61.3 62.6 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 6 20 17 26 23 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,282 COMMITMENTS 3,460 3,074 2,940 9,842 10,058 16,242 16,072 40 210 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 980) 360 -340 -180 920 1,550 1,100 1,030 -120 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 18.9 18.1 60.4 61.8 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 6 19 19 25 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076 COMMITMENTS 11,380 280 1,950 10,960 22,214 24,290 24,444 786 632 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 430) -110 0 30 90 -80 10 -50 420 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 1.1 7.8 43.7 88.6 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 4 23 23 28 28 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,646 COMMITMENTS 11,490 280 1,920 10,870 22,294 24,280 24,494 366 152 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -430) -900 0 -90 670 -140 -320 -230 -110 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 1.1 7.8 44.1 90.5 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 4 22 23 27 28 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,522,594 COMMITMENTS 151,327 86,749 461,711 826,431 875,753 1439469 1424214 83,124 98,380 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 75,943) -2,055 -1,906 37,831 31,394 24,981 67,171 60,905 8,773 15,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.7 30.3 54.3 57.5 94.5 93.5 5.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 88 113 128 81 94 243 266 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,446,651 COMMITMENTS 153,382 88,655 423,880 795,037 850,773 1372299 1363308 74,352 83,342 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -113,809) -14,481 1,736 -42,319 -52,440 -57,894 -109,240 -98,477 -4,569 -15,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 6.1 29.3 55.0 58.8 94.9 94.2 5.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 84 104 114 80 94 233 252 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,799 COMMITMENTS 8,360 5,881 656 3,220 7,315 12,236 13,852 2,563 947 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -107) -118 458 -282 432 -363 32 -187 -139 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.5 39.7 4.4 21.8 49.4 82.7 93.6 17.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 53 16 4 16 25 73 42 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,906 COMMITMENTS 8,478 5,423 938 2,788 7,678 12,204 14,039 2,702 867 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 462) -120 360 366 220 -511 466 215 -4 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 36.4 6.3 18.7 51.5 81.9 94.2 18.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 53 17 8 13 26 74 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,843 COMMITMENTS 7,435 706 67 1,105 9,185 8,607 9,958 2,236 885 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -458) -209 5 59 85 -406 -65 -342 -393 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.6 6.5 0.6 10.2 84.7 79.4 91.8 20.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 24 6 2 8 21 33 29 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,301 COMMITMENTS 7,644 701 8 1,020 9,591 8,672 10,300 2,629 1,001 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -366) -473 60 0 0 -414 -473 -354 107 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 6.2 0.1 9.0 84.9 76.7 91.1 23.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 27 6 1 7 20 34 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,319 COMMITMENTS 39,440 7,770 27,286 97,212 134,253 163,938 169,308 20,381 15,011 CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -12,343) -6,589 2,367 -8,831 2,510 -8,264 -12,910 -14,728 567 2,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 4.2 14.8 52.7 72.8 88.9 91.9 11.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 48 26 33 65 68 132 109 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,662 COMMITMENTS 46,029 5,402 36,117 94,702 142,517 176,848 184,035 19,814 12,627 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,781) -4,621 -1,966 1,152 -352 -3,093 -3,821 -3,907 -960 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 2.7 18.4 48.2 72.5 89.9 93.6 10.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 62 15 36 65 69 138 110
Updated September 9, 2005