WHEAT - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,865 COMMITMENTS 43,129 88,326 40,620 184,535 129,620 268,284 258,565 25,581 35,299 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,415) 2,540 5,854 1,314 1,099 97 4,953 7,265 462 -1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 30.1 13.8 62.8 44.1 91.3 88.0 8.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 71 120 75 50 57 169 213 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 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,842 COMMITMENTS 133,788 132,601 140,689 462,398 399,324 736,875 672,614 144,968 209,228 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,775) 10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438 -1,629 -2,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.0 16.0 52.4 45.3 83.6 76.3 16.4 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 151 131 156 212 234 442 454 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 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,980 COMMITMENTS 2,309 525 577 1,889 4,040 4,776 5,143 2,204 1,838 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -246) -107 28 9 -25 -366 -123 -329 -123 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 7.5 8.3 27.1 57.9 68.4 73.7 31.6 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 7 6 10 15 25 25 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 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,423 COMMITMENTS 52,364 33,427 63,414 148,374 146,571 264,152 243,411 66,271 87,011 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,912) 3,109 4,432 4,186 -1,840 -2,964 5,455 5,654 2,458 2,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 10.1 19.2 44.9 44.4 79.9 73.7 20.1 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 97 108 130 105 126 279 297 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 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,253 COMMITMENTS 20,155 24,319 23,348 85,733 85,069 129,236 132,737 22,017 18,516 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,923) 872 2,323 -1,205 -13 -1,562 -346 -444 4,269 4,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 16.1 15.4 56.7 56.2 85.4 87.8 14.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 25 45 35 49 44 102 106 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,336 COMMITMENTS 95,587 60,552 114,519 473,787 463,784 683,893 638,855 144,443 189,481 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 50,124) 7,746 5,913 1,260 18,397 1,985 27,403 9,157 22,721 40,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 7.3 13.8 57.2 56.0 82.6 77.1 17.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 30 34 48 78 85 137 140 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 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 127,808 COMMITMENTS 16,560 9,136 21,897 63,237 76,800 101,694 107,833 26,114 19,975 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,280) 2,135 1,356 1,178 -787 -1,009 2,526 1,525 -246 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 7.1 17.1 49.5 60.1 79.6 84.4 20.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 33 32 39 49 48 106 104 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 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,107 COMMITMENTS 2,787 1,333 1,115 1,982 3,015 5,884 5,464 1,223 1,643 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -472) -40 -83 -210 -101 -165 -350 -458 -121 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 18.8 15.7 27.9 42.4 82.8 76.9 17.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 10 11 14 17 36 32 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 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,109 COMMITMENTS 111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,745 108,151 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,364) 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,189 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 13 25 6 44 47 61 75 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 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,351,871 COMMITMENTS 345,553 380,526 342,247 1391181 1175813 2078980 1898585 272,891 453,286 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 65,031) 36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068 16,772 75,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 16.2 14.6 59.2 50.0 88.4 80.7 11.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 54 70 71 103 121 195 226 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 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,520,448 COMMITMENTS 148,243 330,548 144,377 1026646 778,794 1319266 1253719 201,182 266,729 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -33,141) 12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201 42,533 -16,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 21.7 9.5 67.5 51.2 86.8 82.5 13.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 36 47 40 74 82 128 151 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 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 736,574 COMMITMENTS 159,183 46,379 322,351 202,654 321,781 684,188 690,511 52,386 46,064 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 43,457) 23,040 1,530 35,804 -13,780 -8,399 45,064 28,935 -1,607 14,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 6.3 43.8 27.5 43.7 92.9 93.7 7.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 22 32 40 50 49 100 94 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 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 35,233 COMMITMENTS 7,601 5,213 533 18,861 21,746 26,995 27,493 8,238 7,740 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,645) 752 -991 105 2,991 3,610 3,847 2,724 -203 921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 14.8 1.5 53.5 61.7 76.6 78.0 23.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 12 10 7 22 15 37 29 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 77,319 COMMITMENTS 14,635 34,823 4,452 46,710 19,934 65,797 59,209 11,522 18,111 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,792) 2,671 -80 814 -2,877 -704 608 30 3,184 3,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 45.0 5.8 60.4 25.8 85.1 76.6 14.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 33 15 19 16 50 53 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 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441 COMMITMENTS 2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167) -696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 16 4 19 20 29 38 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 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,965 COMMITMENTS 893 2,239 1,796 13,168 10,593 15,857 14,628 5,108 6,337 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,076) -296 -196 -387 -2,076 -1,751 -2,759 -2,333 -317 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 10.7 8.6 62.8 50.5 75.6 69.8 24.4 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 4 11 21 18 33 30 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 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,600 COMMITMENTS 20,557 18,294 27,456 48,431 32,025 96,444 77,775 16,156 34,826 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,304) 2,374 -1,417 1,009 -879 2,095 2,504 1,686 800 1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 16.2 24.4 43.0 28.4 85.7 69.1 14.3 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 46 43 58 27 34 119 101 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 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,261 COMMITMENTS 37,098 33,509 21,038 74,551 62,507 132,686 117,054 20,574 36,207 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,271) 2,005 -1,645 559 -2,181 126 383 -959 888 2,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 21.9 13.7 48.6 40.8 86.6 76.4 13.4 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 44 66 54 70 93 149 185 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 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,477 COMMITMENTS 971 1,598 374 863 632 2,208 2,604 2,269 1,873 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -378) -22 -305 96 -352 -80 -278 -290 -99 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 35.7 8.3 19.3 14.1 49.3 58.2 50.7 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 12 8 13 12 30 31 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 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,377 COMMITMENTS 12,443 3,440 4,912 7,052 8,945 24,407 17,297 4,970 12,080 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100) 475 -614 -212 -208 485 55 -342 44 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 11.7 16.7 24.0 30.5 83.1 58.9 16.9 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 46 20 31 37 35 105 70 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 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 126,451 COMMITMENTS 47,550 16,892 2,802 44,619 89,886 94,971 109,580 31,480 16,871 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,812) 1,172 127 1,489 3,600 6,561 6,261 8,177 551 -1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 13.4 2.2 35.3 71.1 75.1 86.7 24.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 28 15 10 26 26 61 44 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 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,100 COMMITMENTS 14,944 15,729 522 36,899 37,451 52,365 53,702 9,735 8,398 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,165) 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 9,060 -1,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 25.3 0.8 59.4 60.3 84.3 86.5 15.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 12 2 7 16 17 29 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 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,882 COMMITMENTS 45,022 1,944 687 26,283 66,784 71,993 69,415 3,890 6,467 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,040) 5,247 -2,951 194 -1,327 8,373 4,114 5,616 926 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.3 2.6 0.9 34.6 88.0 94.9 91.5 5.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 43 9 5 19 16 64 28 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 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 84,622 COMMITMENTS 25,861 14,842 1,564 38,817 62,622 66,242 79,028 18,380 5,594 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,213) 7,492 -6,019 880 -6,650 14,809 1,722 9,670 2,490 -5,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 17.5 1.8 45.9 74.0 78.3 93.4 21.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 18 6 20 24 41 43 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 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,091 COMMITMENTS 6,334 42,715 5,718 174,048 141,357 186,100 189,789 17,991 14,301 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,413) 350 -13,567 377 -4,846 14,691 -4,120 1,500 2,707 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 20.9 2.8 85.3 69.3 91.2 93.0 8.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 30 9 28 35 46 68 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 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,835 COMMITMENTS 38,968 15,060 16,820 87,970 116,549 143,758 148,430 50,077 45,405 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,455) 13,501 -15,405 2,691 -9,743 21,814 6,449 9,099 6,006 3,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 7.8 8.7 45.4 60.1 74.2 76.6 25.8 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 43 25 32 32 31 89 74 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 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596 COMMITMENTS 5,251 0 0 3,051 8,610 8,302 8,610 1,294 986 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186) 374 0 0 -201 415 173 415 13 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 5 10 12 10 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 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,067,830 COMMITMENTS 980,159 734,213 4705793 7158314 6810125 12844266 12250131 1223564 1817699 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 138,477) 142,171 -327,860 442,474 -533,117 1,696 51,529 116,310 86,948 22,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 5.2 33.5 50.9 48.4 91.3 87.1 8.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 61 67 107 154 154 271 275 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 754,759 COMMITMENTS 46,392 58,867 49,959 499,849 527,987 596,201 636,813 158,559 117,946 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,436) -4,891 -3,813 1,402 18,256 14,224 14,767 11,813 7,669 10,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.8 6.6 66.2 70.0 79.0 84.4 21.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 45 46 63 91 70 174 142 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 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,237,813 COMMITMENTS 208,712 359,203 69,030 690,012 699,708 967,753 1127940 270,061 109,873 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100,330) 23,591 36,073 27,185 21,885 43,094 72,661 106,353 27,669 -6,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 29.0 5.6 55.7 56.5 78.2 91.1 21.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 45 70 38 66 72 141 150 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 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,498 COMMITMENTS 1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664) 410 0 0 728 119 1,138 119 -474 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 0 18 14 22 15 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 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 35,682 COMMITMENTS 7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186) 171 -416 115 -1,128 1,525 -842 1,224 2,028 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 2 20 17 26 22 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 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,947 COMMITMENTS 6,429 16,164 433 34,433 33,722 41,295 50,318 17,652 8,629 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 384) 365 107 42 3,646 494 4,053 643 -3,670 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 27.4 0.7 58.4 57.2 70.1 85.4 29.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 21 2 35 31 48 53 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,346 COMMITMENTS 114,184 79,329 3,399 197,324 196,425 314,907 279,152 20,440 56,194 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -55) 7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893 4,429 -11,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 23.7 1.0 58.8 58.6 93.9 83.2 6.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 70 57 15 44 41 123 105 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 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,254 COMMITMENTS 20,798 1,465 0 31,270 56,690 52,068 58,155 14,186 8,099 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,673) 6,656 -1,812 0 -4,059 6,584 2,597 4,772 1,076 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 2.2 0.0 47.2 85.6 78.6 87.8 21.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 2 0 15 19 29 21 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 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,156 COMMITMENTS 221 6,145 55 32,158 25,855 32,434 32,055 5,722 6,100 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 932) -559 -77 55 988 1,160 484 1,138 448 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 15 1 29 28 31 43 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,437 COMMITMENTS 19,952 49,184 3,705 205,963 179,112 229,620 232,002 13,817 11,435 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,304) 4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974 1,650 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 20.2 1.5 84.6 73.6 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 24 45 21 37 50 75 103 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 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 67,196 COMMITMENTS 19,760 13,132 6,800 22,698 34,741 49,258 54,673 17,938 12,523 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,164) 369 202 6,293 3,639 3,101 10,301 9,596 1,863 2,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 19.5 10.1 33.8 51.7 73.3 81.4 26.7 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 20 16 23 28 58 55 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046 COMMITMENTS 6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513) 388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 5 9 13 10 28 23 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 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,488 COMMITMENTS 1,498 2,906 0 19,548 28,546 21,046 31,452 18,442 8,036 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039) -212 -164 -45 929 3,391 672 3,182 1,367 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 7.4 0.0 49.5 72.3 53.3 79.6 46.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 10 0 16 24 20 34 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 SILVER - COMMODITY EXCHANGE INC. Code-084691 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,103 COMMITMENTS 38,772 24,582 17,158 35,078 72,290 91,008 114,030 36,096 13,073 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,157) -4,411 -7,654 851 -1,426 2,112 -4,987 -4,691 -1,170 -1,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 19.3 13.5 27.6 56.9 71.6 89.7 28.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 89 46 47 28 31 136 106 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 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 108,914 COMMITMENTS 38,717 28,410 14,184 40,756 52,612 93,657 95,206 15,257 13,708 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,033) 1,640 1,307 -572 -282 480 787 1,216 246 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 26.1 13.0 37.4 48.3 86.0 87.4 14.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 72 61 47 42 37 147 120 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 GOLD - COMMODITY EXCHANGE INC. Code-088691 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,310 COMMITMENTS 162,177 39,363 60,377 73,990 233,537 296,545 333,276 63,765 27,034 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 14,342) 690 -1,847 6,467 157 7,588 7,314 12,208 7,028 2,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 10.9 16.8 20.5 64.8 82.3 92.5 17.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 144 58 62 39 48 215 140 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 VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,316 COMMITMENTS 4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26) 3 -29 21 -36 35 -12 27 38 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 3 11 6 6 34 19 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 WHEAT - KANSAS CITY BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 100,711 COMMITMENTS 22,281 9,330 7,512 52,450 64,331 82,244 81,174 18,467 19,538 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,338) -3,865 2,592 261 591 -5,528 -3,013 -2,674 1,674 1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 9.3 7.5 52.1 63.9 81.7 80.6 18.3 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 41 18 25 47 54 95 91 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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,133 COMMITMENTS 1,830 5,646 1,159 17,000 14,459 19,990 21,265 9,143 7,868 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,736) 145 428 188 -3,121 -3,072 -2,789 -2,457 53 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 19.4 4.0 58.4 49.6 68.6 73.0 31.4 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 11 6 26 18 35 33 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 COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,143 COMMITMENTS 19,534 34,795 35,610 79,716 68,213 134,860 138,618 17,283 13,525 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,428) 571 -1,626 3,677 2,045 4,795 6,293 6,845 1,135 583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 22.9 23.4 52.4 44.8 88.6 91.1 11.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 83 65 59 71 62 176 166 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 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,931 COMMITMENTS 7,037 6,427 8,327 16,438 19,314 31,802 34,067 5,129 2,864 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,150) -61 420 -1 -1,157 -1,807 -1,219 -1,388 69 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 17.4 22.5 44.5 52.3 86.1 92.2 13.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 32 37 22 30 21 77 67 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 COCOA - NEW YORK BOARD OF TRADE Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,164 COMMITMENTS 18,634 20,349 10,995 91,054 92,054 120,683 123,398 9,481 6,766 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,286) -5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762 -879 -1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.6 8.4 70.0 70.7 92.7 94.8 7.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 44 45 29 52 37 115 94 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 SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 629,627 COMMITMENTS 192,492 16,518 115,222 220,213 430,120 527,927 561,859 101,700 67,767 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,598) 8,222 -2,777 4,617 -4,200 1,539 8,639 3,379 3,959 9,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 2.6 18.3 35.0 68.3 83.8 89.2 16.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 83 31 57 63 55 173 120 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 COFFEE C - NEW YORK BOARD OF TRADE Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,611 COMMITMENTS 20,189 18,315 32,406 53,260 58,111 105,855 108,831 10,756 7,780 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,445) 1,232 -256 1,957 -571 2,185 2,618 3,886 827 -441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 15.7 27.8 45.7 49.8 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 117 83 101 98 94 257 241 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 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,046 COMMITMENTS 5,814 11,201 3,427 11,489 4,255 20,730 18,883 1,316 3,163 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,417) -473 8,873 163 4,683 -6,164 4,374 2,872 -956 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 50.8 15.5 52.1 19.3 94.0 85.7 6.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 18 13 9 8 27 36 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 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,394 COMMITMENTS 29,560 16,569 60,805 100,336 128,464 190,701 205,838 46,693 31,557 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,869) -1,410 -3,524 2,986 -525 2,218 1,050 1,680 -2,919 -3,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 7.0 25.6 42.3 54.1 80.3 86.7 19.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 43 20 41 58 59 120 103 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 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 939,828 COMMITMENTS 56,539 81,237 410,016 394,170 409,201 860,725 900,454 79,104 39,375 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,588) -173 -2,331 15,866 8,237 9,825 23,931 23,360 1,657 2,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 8.6 43.6 41.9 43.5 91.6 95.8 8.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 61 52 86 96 89 204 183 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 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,921 COMMITMENTS 0 3,594 4,929 31,036 25,729 35,965 34,252 4,956 6,669 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -815) -2,688 -205 2,380 -2,016 -3,018 -2,324 -843 1,509 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.8 12.0 75.8 62.9 87.9 83.7 12.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 16 14 18 17 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 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 105,994 COMMITMENTS 9,475 5,300 4,396 82,763 91,704 96,634 101,400 9,360 4,594 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,430) -656 -60 -916 -2,082 -5,030 -3,654 -6,006 -2,776 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 5.0 4.1 78.1 86.5 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 25 29 30 34 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 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,338 COMMITMENTS 4,920 10,821 1,515 48,826 39,892 55,261 52,228 4,077 7,110 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,711) -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539 -178 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 18.2 2.6 82.3 67.2 93.1 88.0 6.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 20 17 23 21 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 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,008 COMMITMENTS 188 25,135 1,424 58,643 35,958 60,255 62,517 4,753 2,491 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,768) 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925 1,316 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 38.7 2.2 90.2 55.3 92.7 96.2 7.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 4 21 20 25 24 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 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,110 COMMITMENTS 14,095 13,022 1,116 35,367 36,947 50,578 51,085 5,532 5,025 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,034) -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949 -621 -1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 23.2 2.0 63.0 65.8 90.1 91.0 9.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 20 21 23 27 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 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,600 COMMITMENTS 403 0 1,989 57,673 52,199 60,065 54,188 535 6,412 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,443) 403 -2,219 43 -2,678 -1,367 -2,232 -3,543 -211 1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 3.3 95.2 86.1 99.1 89.4 0.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 20 20 21 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 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,500 COMMITMENTS 0 16,623 62 57,978 43,802 58,040 60,487 7,460 5,013 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,162) 0 1,166 -460 -2,656 -3,818 -3,116 -3,112 -46 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.4 0.1 88.5 66.9 88.6 92.3 11.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 22 20 23 22 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 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,380 COMMITMENTS 22,264 565 2,920 37,970 57,789 63,154 61,274 4,226 6,106 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,444) -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044 444 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 0.8 4.3 56.4 85.8 93.7 90.9 6.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 3 18 21 21 25 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 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,927 COMMITMENTS 1,392 648 3,162 29,470 24,070 34,024 27,880 3,903 10,047 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,426) 325 -2,935 382 -6,887 -1,827 -6,180 -4,380 1,754 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.7 8.3 77.7 63.5 89.7 73.5 10.3 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 17 15 21 17 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 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 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 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,230,454 COMMITMENTS 322,403 55,507 238,579 650,696 926,652 1211678 1220738 18,776 9,716 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 19,523) 5,129 1,604 5,531 11,169 15,221 21,829 22,356 -2,306 -2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 4.5 19.4 52.9 75.3 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 28 10 35 81 79 117 116 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 204,832 COMMITMENTS 50,227 41,613 51,928 100,304 107,272 202,459 200,813 2,373 4,019 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 13,171) 8,456 2,408 -633 5,365 10,926 13,188 12,701 -17 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 20.3 25.4 49.0 52.4 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 7 17 29 30 47 48 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 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 87,681 COMMITMENTS 21,888 6,123 21,198 44,077 59,840 87,163 87,161 518 520 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,596) -3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699 213 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 7.0 24.2 50.3 68.2 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 7 9 37 37 46 48 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 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,065 COMMITMENTS 2,114 5,068 2,647 18,369 16,449 23,130 24,164 1,935 901 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,988) -44 322 -571 -909 -1,483 -1,524 -1,732 -464 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 20.2 10.6 73.3 65.6 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 4 19 23 24 28 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,259 COMMITMENTS 260 3,979 1,833 6,768 3,897 8,861 9,709 1,398 550 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,935) -322 -257 -295 -1,444 -917 -2,061 -1,469 126 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 38.8 17.9 66.0 38.0 86.4 94.6 13.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 18 11 22 15 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 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 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,100 COMMITMENTS 3,200 3,220 2,400 10,168 10,252 15,768 15,872 332 228 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -762) -160 146 -600 -174 -306 -934 -760 172 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 20.0 14.9 63.2 63.7 97.9 98.6 2.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 6 16 16 22 22 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 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,086 COMMITMENTS 11,850 240 1,480 9,890 21,854 23,220 23,574 866 512 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -990) 470 -40 -470 -1,070 -360 -1,070 -870 80 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 1.0 6.1 41.1 90.7 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 5 19 20 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 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,525,560 COMMITMENTS 144,978 78,048 466,947 828,851 886,083 1440776 1431078 84,785 94,482 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,967) -6,349 -8,701 5,236 2,420 10,330 1,306 6,865 1,660 -3,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 5.1 30.6 54.3 58.1 94.4 93.8 5.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 92 110 126 81 91 246 260 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 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,315 COMMITMENTS 8,392 6,698 236 2,291 5,615 10,919 12,549 2,396 766 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,484) 32 817 -420 -929 -1,700 -1,317 -1,303 -167 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 50.3 1.8 17.2 42.2 82.0 94.2 18.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 53 16 2 15 24 70 40 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 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,329 COMMITMENTS 7,782 812 253 1,005 9,246 9,040 10,310 2,289 1,018 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 486) 347 106 186 -100 61 433 352 53 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.7 7.2 2.2 8.9 81.6 79.8 91.0 20.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 24 9 3 8 23 35 32 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 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,942 COMMITMENTS 34,801 6,080 27,809 89,212 124,873 151,822 158,762 20,119 13,180 CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -12,377) -4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546 -262 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 3.5 16.2 51.9 72.6 88.3 92.3 11.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 52 20 38 57 75 126 116 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
Updated September 16, 2005