CFTC Annual Report 1997

AGRICULTURE
Grain Futures
MGE Barley 05/02/23 10/09/18
MCE Corn 10/24/22 pre-1880
MGE Corn (d) 05/02/23 01/30/22
CBT Corn 05/03/23 1859
KCBT Corn (d) 05/05/23 1879
CRCE Corn (v)6 10/19/82 10/22/82
KCBT Grain Sorghums (d) 05/05/23 01/01/16
CME Grain Sorghums (d) 01/22/71 03/02/71
MCE Oats 10/24/22 pre-1880
MGE Oats (d) 05/02/23 01/18/04
CBT Oats 05/03/23 1859
CRCE Rice, Milled (v)6 02/12/81 04/09/81
CRCE Rice, Rough (v)6 04/08/81 04/10/81
MCE Rice, Rough 6 11/08/91 11/11/91
CBT Rice, Rough 08/22/94 10/03/94
MGE Rye (d) 05/02/23 01/03/18
MCE Wheat 10/24/22 pre-1880
CBT Wheat 05/03/23 1859
KCBT Wheat, Hard Winter 05/05/23 1877
MGE Wheat, Spring 05/02/23 1885
MGE Wheat, White 08/24/84 09/10/84
Grain Options
MGE Barley 07/18/96 07/20/96
CBT Corn 01/29/85 02/27/85
MCE Corn 01/29/91 03/21/91
CBT Oats 12/19/89 05/01/90
MGE Oats 02/18/93 04/02/93
CBT Rice, Rough 08/22/94 10/03/94
MCE Rice, Rough 6 01/22/92 04/10/92
MCE Wheat 10/29/84 10/31/84
CBT Wheat 09/16/86 11/17/86
KCBT Wheat, Hard Winter 10/29/84 10/31/84
MGE Wheat, Spring (American Style) 10/29/84 10/31/84
MGE Wheat, Spring (European Style) 09/26/89 11/10/89
MGE Wheat, White 05/21/91 06/24/91
Oil Seed Product Futures
PCE Coconut Oil (r) 07/18/75
MGE Flaxseed (d) 07/02/20 05/02/23
CBT FOSFA International Edible Oils Index* 06/15/94 09/23/94
PCE Palm Oil (r) 07/18/75
CBT Soybean Meal 08/22/51 08/19/51
MCE Soybean Meal* 03/26/85 04/22/85
CBT Soybean Oil 06/30/50 07/27/50
MCE Soybean Oil* 12/22/94 01/13/95
CBT Soybeans 12/08/40 10/05/36
MCE Soybeans 12/08/40 10/05/36
MGE Soybeans (d) 09/11/50 09/20/50
KCBT Soybeans (d) 09/10/56 09/18/56
CRCE Soybeans (v) 6 10/27/81 10/29/81
MGE Sunflower Seeds (d) 06/30/80 07/17/50
CBT Sunflower Seeds (d) 11/24/81
Oil Seed Product Options
CBT Soybean Meal 10/21/86 02/19/87
CBT Soybean Oil 10/21/86 02/19/87
MCE Soybean Oil 12/22/94 01/13/95
CBT Soybeans 10/29/84 10/30/84
MCE Soybeans 01/29/85 02/08/85
Fiber Futures
CRCE Cotton (v) 6 06/30/81 07/07/81
NYCE Cotton No.1 (d) 09/13/36 1870
NYCE Cotton No.2 09/13/36 1870
NYCE Cotton, Cotlook World* 09/22/92 10/01/92
NYCE Wool (d) 10/27/54 01/01/41
Fiber Options
NYCE Cotton No.2 10/29/84 10/30/84
NYCE Cotton No.2 Futures Straddles 04/21/92
NYCE Cotton, Cotlook World 09/22/92 10/02/92
Foodstuffs / Softs Futures
CME Butter (d) 09/13/36 12/01/19
NYMEX Butter (d) 09/13/36 01/01/25
CSCE Butter 09/06/96
CME Cheddar Cheese Blocks* 08/25/97
CSCE Cheddar Cheese 05/19/93 06/15/93
CSCE Cocoa 07/18/75 10/01/25
CSCE Coffee B (d) 07/18/75 05/02/55
CSCE Coffee C 07/18/75 05/02/55
CSCE Coffee, Brazil-Differential 03/31/92 06/12/92
CSCE Coffee, Euro-Differential 03/25/91 04/05/91
CME Eggs (d) 09/13/36 12/01/19
PCE Eggs (r) 07/18/75
NYCE Frozen Concentrated Orange Juice 07/24/68 10/26/66
NYCE Frozen Concentrated Orange Juice - 2 (d) 03/27/90
MGE High Fructose Corn Syrup 55 (d) 03/10/87 04/06/87
CSCE Milk 10/10/95 12/12/95
CSCE Milk, BFP* 02/27/97 04/08/97
CME Milk, BFP* 10/10/95 01/11/96
CSCE Nonfat Dry Milk 05/19/93 06/15/93
NYCE Potatoes 09/05/96 09/17/96
CME Potatoes, Idaho (d) 09/13/36 01/12/21
NYMEX Potatoes, Maine Round White* (d)7 12/01/41 12/02/41
MGE Shrimp, Black Tiger 10/20/94 11/14/94
MGE Shrimp, White 05/25/93 07/12/93
CSCE Sugar, No. 11 07/18/75 12/16/41
CSCE Sugar, No. 14 8 07/18/75 12/16/41
MCE Sugar, Refined 09/28/82 12/15/82
CSCE Sugar, White 07/21/87 10/05/87
Foodstuffs / Softs Options
CME Butter 06/10/96 09/05/96

CSCE Butter 09/06/96
CME Cheddar Cheese Blocks 08/25/97
CSCE Cheddar Cheese 05/19/93 06/15/93
CSCE Cocoa 12/17/85 03/13/86
CSCE Coffee C 07/22/86 10/03/86
NYCE Frozen Concentrated Orange Juice 12/17/85 12/19/85
CSCE Milk 10/10/95 12/12/95
CSCE Milk, BFP 02/27/97 04/11/97
CME Milk, BFP 10/10/95 01/11/96
CSCE Milk, Nonfat Dry 05/19/93 06/15/93
NYCE Potatoes 09/05/96 09/17/96
MGE Shrimp, Black Tiger 10/20/94 11/14/94
MGE Shrimp, White 05/25/93 07/12/93
CSCE Sugar, No. 11 (d) 08/31/82 10/01/82
Livestock / Meatproduct Futures
NYMEX Boneless Beef, Imported Lean (d) 08/11/71 09/15/71
CME Boneless Beef, Trimmings* (d) 9 03/13/70 04/01/70
CME Boneless Beef, 90% Lean* 03/11/97 06/17/97
CBT Broilers (d) 07/18/75 08/01/68
CME Broilers* 10 09/25/79 10/06/79
PCE Cattle (r) 07/18/75
CME Cattle, Feeder* 11 06/18/68 10/30/71
CME Cattle, Live 06/18/68 11/30/64
MCE Cattle, Live 09/11/78 09/28/78
CME Hogs, Lean* 12 06/18/68 02/28/66
MCE Hogs, Lean* 09/14/73 06/03/74
CME Pork Bellies, Fresh* 06/18/68 09/18/61
MGE Pork Bellies, Fresh* (d) 03/19/71 04/15/71
CME Skinned Hams, Frozen (d) 07/19/68 02/03/64
CME Turkeys, Frozen (d) 07/18/75 10/01/45
Livestock / Meatproduct Options
CME Boneless Beef Trimmings, 50% Lean 03/11/97 06/17/97
CME Boneless Beef, 90% Lean 03/11/97 06/17/97
CME Broilers 01/29/91 02/07/91
CME Cattle, Feeder 01/06/87 01/09/87
CME Cattle, Lean 10/29/84 10/30/84
CME Hogs, Lean 01/29/85 02/01/85
CME Pork Bellies, Fresh 09/16/86 10/13/86
Crop Yield Futures
CBT Illinois Corn Yield* 12/26/95 01/19/96
CBT Illinois Soybean Yield* 02/23/95 06/22/95
CBT Indiana Corn Yield* 12/26/95 01/19/96
CBT Iowa Corn Yield* 02/23/95 06/22/95
CBT Kansas Winter Wheat Yield* 02/23/95 06/22/95
CBT Nebraska Corn Yield* 12/26/95 01/19/96
CBT North Dakota Spring Wheat Yield* 02/23/95 06/22/95
CBT Ohio Corn Yield* 12/26/95 01/19/96
CBT U.S. Corn Yield* 12/26/95 01/19/96
Crop Yield Options
CBT Illinois Corn Yield 12/26/95 01/19/96
CBT Illinois Soybean Yield 02/23/95 06/22/95
CBT Indiana Corn Yield 12/26/95 01/19/96
CBT Iowa Corn Yield 02/23/95 06/22/95
CBT Kansas Winter Wheat Yield 02/23/95 06/22/95
CBT Nebraska Corn Yield 12/26/95 01/19/96
CBT North Dakota Spring Wheat Yield 02/23/95 06/22/95
CBT Ohio Corn Yield 12/26/95 01/19/96
CBT U.S. Corn Yield 12/26/95 01/19/96
Other Agricultural Futures
CBT Barge Freight Rates* 08/25/92 10/23/92
CBT CBOT Agricultural Index* 08/25/92
FINANCIAL INSTRUMENTS
Currency Futures
CME Australian Dollar 12/02/86 01/13/87
PBOT Australian Dollar 04/22/87 05/22/87
MCE Australian Dollar (d) 06/23/87
NYCE Australian Dollar 02/26/97 05/01/97
NYMEX Belgian Franc (d) 07/18/75 09/12/74
CME Brazilian Real 11/07/95 11/08/96
CME British Pound 07/18/75 05/16/72
NYMEX British Pound (d) 07/18/75 09/12/74
NYFE British Pound 05/28/80 08/07/80
MCE British Pound 08/16/83 09/16/83
PBOT British Pound 07/08/86 08/08/86
TCBT British Pound / Deutsche Mark 02/26/91
CME British Pound / Deutsche Mark Cross Rate 03/25/91 05/29/91
CME British Pound / Japanese Yen Cross Rate 03/25/91
CME British Pound / Swiss Franc Cross Rate 03/25/91
NYCE British Pound Sterling/Japanese Yen Cross Rate 02/26/97 04/18/97
NYCE British Pound Sterling/Swiss Franc Cross Rate 02/26/97 04/18/97
CME Canadian Dollar 07/18/75 05/16/72
NYMEX Canadian Dollar (d) 07/18/75 09/12/74
NYFE Canadian Dollar 05/28/80 08/07/80
MCE Canadian Dollar 08/16/83 09/16/83
PBOT Canadian Dollar 07/08/86 08/08/86
CME Currency Forwards, Canadian Dollar 06/15/94
CME Currency Forwards, Deutsche Mark (d) 06/15/94 09/12/94
CME Currency Forwards, Japanese Yen (d) 06/15/94
CME Currency Forwards, British Pound Sterling 06/15/94
CME Currency Forwards, Swiss Franc 06/15/94
CME Deutsche Mark 07/18/75 05/16/72
NYMEX Deutsche Mark (d) 07/18/75 09/12/74
NYFE Deutsche Mark 05/28/80 08/07/80
MCE Deutsche Mark 08/16/83 09/16/83
PBOT Deutsche Mark 07/08/86 08/08/86
NYCE Deutsche Mark / British Pound Cross Rate 03/29/94 07/17/94
CME Deutsche Mark / Japanese Yen Cross Rate 03/25/91 05/29/91
CME Deutsche Mark / Swiss Franc Cross Rate 03/25/91 05/29/91
NYCE Deutsche Mark / Swiss Franc Cross Rate 09/01/95 09/29/95
CME Deutsche Mark / French Franc Cross Rate 03/05/96

CME Deutsche Mark / Italian Lira Cross Rate 03/05/96
CME Deutsche Mark / Swedish Krona Cross Rate 03/05/96
CME Deutsche Mark / Spanish Peseta Cross Rate 03/05/96
NYCE Deutsche Mark/Spanish Peseta Cross Rate 01/27/97 04/18/97
CME Dutch Guilder (d) 07/18/75 05/16/72
NYMEX Dutch Guilder (d) 07/18/75 09/12/74
NYCE European Currency Unit 12/17/85 01/07/86
CME European Currency Unit (d) 01/15/86 01/16/86
CBT European Currency Unit (d) 01/28/86
PBOT European Currency Unit 07/08/86 08/08/86
CME French Franc 07/18/75 09/23/74
PBOT French Franc 07/08/86
NYCE French Franc / Deutsche Mark Cross Rate 03/29/94 07/17/94
NYCE Indonesia Rupiah 04/16/97 07/11/97
NYMEX Italian Lira (d) 07/18/75
CME Italian Lira (d) 09/30/81
NYCE Italian Lira / Deutsche Mark Cross Rate 03/29/94 08/08/94
CME Japanese Yen 07/18/75 05/16/72
NYMEX Japanese Yen (d) 07/18/75 09/12/74
NYFE Japanese Yen 05/28/80 08/07/80
MCE Japanese Yen 08/16/83 09/16/83
PBOT Japanese Yen 07/08/86 08/08/86
NYCE Japanese Yen / Deutsche Mark Cross Rate 03/29/94 07/13/94
CME Mexican Peso (d) 07/18/75 05/16/72
NYMEX Mexican Peso (d) 07/18/75 09/12/74
MCE Mexican Peso 06/18/96
NYCE Malaysian Ringgit 04/16/97 07/11/97
CME New Zealand Dollar 04/16/97 05/07/97
NYCE New Zealand Dollar/US Dollar 02/26/97 05/01/97
NYCE Singapore Dollar 04/16/97
CME South African Rand 04/16/97 05/07/97
NYCE South African Rand 03/28/97 04/03/97
CME Rolling Spot Australian Dollar 08/10/93
CME Rolling Spot Canadian Dollar 05/19/93
CME Rolling Spot Deutsche Mark (d) 05/19/93 09/14/93
CME Rolling Spot French Franc 09/15/93
CME Rolling Spot Japanese Yen (d) 05/19/93
CME Rolling Spot British Pound Sterling (d) 04/06/93 06/15/93
CME Rolling Spot Swiss Franc 05/19/93
NYCE Swedish Krona / Deutsche Mark Cross Rate 03/29/94
CME Swiss Franc 07/18/75 05/16/72
NYMEX Swiss Franc (d) 07/18/75 09/12/74
NYFE Swiss Franc 05/28/80 08/07/80
MCE Swiss Franc 08/16/83 09/16/83
PBOT Swiss Franc 08/08/86 08/08/86
CME Swiss Franc / Japanese Yen Cross Rate 03/25/91
NYCE Thai Baht 04/16/97 07/11/97
Currency Options
CME Australian Dollar 11/17/87 01/11/88
NYCE Australian Dollar 02/26/97
CME Brazilian Real 11/07/95 11/08/95
CME British Pound 02/22/85 02/25/85
NYFE British Pound 05/07/96
CME British Pound / Deutsche Mark Cross Rate 03/25/91 05/29/91
CME British Pound / Japanese Yen Cross Rate 03/25/91
CME British Pound / Swiss Franc Cross Rate 03/25/91
CME British Pound Sterling (Physical) 06/29/89
CME Canadian Dollar 06/17/86 06/18/86
NYCE British Pound Sterling/Japanese Yen Cross Rate 02/26/97
NYCE British Pound Sterling/Swiss Franc Cross Rate 02/26/97
CME Deutsche Mark / French Franc Cross Rate 03/05/96
CME Deutsche Mark / Italian Lira Cross Rate 03/05/96
CME Deutsche Mark / Swedish Krona Cross Rate 03/05/96
CME Currency Forwards, British Pound 06/15/94
CME Currency Forwards, Canadian Dollar 06/15/94
CME Currency Forwards, Deutsche Mark (d) 06/15/94
CME Currency Forwards, Japanese Yen (d) 06/15/94
CME Currency Forwards, Swiss Franc 06/15/94
CME Deutsche Mark 12/13/83 01/24/84
NYFE Deutsche Mark 05/07/96
NYCE Deutsche Mark / British Pound Cross Rate 03/29/94
CME Deutsche Mark / Spanish Peseta Cross Rate 03/05/96
NYCE Deutsche Mark/Spanish Peseta Cross Rate 01/27/97
CME Deutsche Mark / Japanese Yen Cross Rate 03/25/91 05/29/91
CME Deutsche Mark / Swiss Franc Cross Rate 03/25/91 05/29/91
NYCE Deutsche Mark / Swiss Franc Cross Rate 09/01/95 09/29/95
NYCE European Currency Unit 03/31/92 04/30/92
CBT European Currency Unit (Physical) (d) 03/04/86
CME French Franc 09/15/93 09/20/93
NYCE French Franc / Deutsche Mark Cross Rate 03/29/94
NYCE Italian Lira / Deutsche Mark Cross Rate 03/29/94
NYCE Indonesia Rupiah 04/16/97
NYCE Malaysian Ringgit 04/16/97
CME New Zealand Dollar 04/16/97 05/07/97
NYCE New Zealand Dollar 02/26/97
CME Japanese Yen 03/04/86 03/05/86
NYFE Japanese Yen 05/07/96
NYCE Japanese Yen / Deutsche Mark Cross Rate 03/29/94
CME Mexican Peso 04/24/95 04/25/95
CME Rolling Spot, Australian Dollar 08/10/93
CME Rolling Spot, British Pound (d) 04/06/93
CME Rolling Spot, Canadian Dollar 05/19/93
CME Rolling Spot, Deutsche Mark (d) 05/19/93
CME Rolling Spot, French Franc 09/15/93
CME Rolling Spot, Japanese Yen (d) 05/19/93
CME Rolling Spot, Swiss Franc 05/19/93
NYCE Singapore Dollar 04/16/97
CME South African Rand 04/16/97 05/07/97
NYCE South African Rand 03/28/97
NYCE Swedish Krona / Deutsche Mark Cross Rate 03/29/94

CME Swiss Franc 02/22/85 02/25/85
NYFE Swiss Franc 05/07/96
CME Swiss Franc / Japanese Yen Cross Rate 03/25/91
NYCE Thai Baht 04/16/97
Stock Index Futures
CBT Amex Major Market Index Mini* (d)13 06/19/84 07/23/84
CBT Amex Major Market Index* (d)13 08/01/85 08/08/85
CBT Amex Market Value Index * (d) 06/19/84
CBT CBOE 250 Stock Index* (d) 05/11/88 11/01/88
CBT CBOE 50 Stock Index* (d) 05/11/88 11/01/88
CBT CBT Stock Market Index* (d) 05/13/82
COMEX COMEX 500 Stock Index* (d) 04/28/82
COMEX COMEX Stock Index* (d) 09/30/86
COMEX Eurotop 100 Stock Index* 06/04/92 10/26/92
CME FT-SE 100 Share Index* (d) 04/13/92 10/15/92
CBT Industry Composite Portfolio* (d) 07/06/83
CBT Institutional Index* (d) 05/12/87 09/22/87
CSCE International Market Index* (d) 12/15/88 05/12/89
CME IPC (Mexican Stock Index)* 05/22/96 05/30/96
CME Major Market Index* 08/13/93 09/07/93
CME Mexico 30 Stock Index* 12/22/95
CME Morgan Stanley Intl. EAFE Index* (d) 12/15/88
CME NASDAQ 100 Index* 04/04/96 04/10/96
CBT NASDAQ 100 Index* (d) 10/24/85 12/25/85
PBOT National OTC Index* (d) 09/11/85 09/18/85
CME Nikkei 225 Stock Average* 11/22/88 09/25/90
CME Nikkei 300 Stock Index* 07/26/94
NYFE NYSE Beta Index* (d) 09/30/86
NYFE NYSE Composite Index* 05/04/82 05/06/82
NYFE NYSE Financial Stock Index* (d) 09/21/82
NYFE NYSE Industrial Stock Index* (d) 09/21/82
NYFE NYSE Large Composite Index* (d) 11/30/82
NYFE NYSE Utility Stock Index* 09/21/82 11/12/82
NYFE PSE Technology Index* 02/21/96 04/23/96
PFE PSE Technology Index* (d) 07/22/86
NYFE Russell 1,000 Index* (d) 01/21/87
NYFE Russell 2,000 Index* (d) 01/21/87 09/10/87
CME Russell 2,000 Index* 10/19/92 02/04/93
NYFE Russell 3,000 Index* (d) 01/21/87 09/10/87
CME S&P 100 Stock Price Index* (d) 07/12/83 07/14/83
CME S&P 500 / BARRA Growth Index* 10/17/95 11/06/95
CME S&P 500 / BARRA Value Index* 10/17/95 11/06/95
CME S&P 500 Stock Price Index* 04/20/82 04/21/82
CME S&P 500, E-Mini 07/28/97 09/09/97
CME S&P Consumer Staple Index* (d) 02/22/83
CME S&P Energy Index* (d) 01/11/84
CME S&P MidCap 400 Stock Price Index* 02/11/92 02/13/92
CME S&P OTC Industrial Stock Price Index* (d) 10/24/85 10/25/85
CBT Tokyo Stock Price Index * (d) 11/22/88 09/27/90
KCBT Value Line Average Stock Index * 02/16/82 02/24/82
KCBT Value Line Index, Mini * 07/26/83 07/29/83
CBT Wilshire Small Cap Index * 10/19/92 01/11/93
Stock Index Options
COMEX Eurotop 100 Stock Index 06/04/92
CME FT-SE 100 Share Index (d) 04/13/92 10/15/92
CME IPC (Mexican Stock Index) 05/22/96 05/30/96
CME Major Market Index 08/13/93 09/07/93
CBT Major Market Index (d) 09/27/91 10/11/91
CME Mexico 30 Stock Index 12/22/95