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
KCBT Mini Value Line Average Stock Index 14 01/13/83 03/04/83
CME Nasdaq 100 Index 04/04/96 04/10/96
CME Nikkei 225 Stock Average 11/22/88 09/25/90
CME Nikkei 300 Stock Index 07/26/94
NYFE NYSE Composite Index 01/06/83 01/28/83
NYFE PSE Technology Index 02/21/96 04/23/96
CME Russell 2,000 Index 10/19/92 02/04/93
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 01/06/83 01/28/83
CME S&P 500, E-Mini 07/28/97 09/09/97
CBT Tokyo Stock Price Index (TOPIX) (d) 06/20/90 09/27/90
NYFE Utility Stock Index 08/11/93 11/15/93
CBT Wilshire Small Cap Index 10/19/92 01/11/93
Interest Rate Futures
CBT Argentina Brady Bond Index* 03/21/96 03/22/96
CBT Argentine "FRB" Brady Bond 03/21/96 03/22/96
CBT Argentine Par Brady Bond* 05/07/96
CME Brazilian "C" Brady Bond 03/21/96 03/26/96
CME Brazilian "El" Brady Bond 03/21/96 03/26/96
CBT Brazilian Brady Bond Index* 03/21/96 03/22/96
CBT Brazilian Par Brady Bond* 05/07/96
CME British Pound Euro-Rate Differential * (d) 06/29/89 07/06/89
CBT Canadian Government Bonds 06/25/91 04/08/94
CME CME US Treasury Index* (d) 02/17/88
CBT Commercial Paper Loans, 30-Day (d) 09/11/78 05/14/79
CBT Commercial Paper Loans, 90-Day (d) 07/12/77 09/26/77

CME Deutsche Mark Euro-Rate Differential* (d) 06/29/89 07/06/89
CBT Domestic CDs (d) 07/21/81 07/22/81
CME Domestic CDs (d) 07/28/81 07/29/81
NYFE Domestic CDs, 90-Day (d) 06/30/81 07/09/81
NYCE Emerging Market Debt Index* 10/18/95 11/03/95
CME Eurodollar Time Deposit Rates, 3-Month* 12/08/81 12/09/81
CBT Eurodollar Time Deposit Rates, 3-Month* (d) 12/15/81
NYFE Eurodollar Time Deposit Rates, 3-Month* (d) 12/15/81
MCE Eurodollar Time Deposit Rates, 3-Month* 07/30/92 08/21/92
CME Euromark Time Deposit Rates, 3-Month* 09/22/92 04/26/93
CBT European Currency Bond 12/17/91
CME Euroyen Time Deposit Rates, 3-Month* 12/16/92
CME Federal Funds Rate* (d) 11/22/88
CBT Federal Funds, 30-Day* 07/26/88 10/03/88
NYCE Federal Funds, Thirty-Day Index* 01/05/89
CBT French Government Bonds, Long-Term 04/30/91
CBT German Government Bonds 07/25/91
ACE GNMA CD (v) 08/22/78 09/12/78
COMEX GNMA CD (d) 10/16/79 11/13/79
NYFE GNMA CD (d) 09/23/81
CBT GNMA CDR Mortgage-Backed Certs.* (d) 09/11/75 10/20/75
CBT Italian Government Bonds 05/06/97
CBT Japanese Government Bond, Long-Term 11/22/88 09/27/90
CME Japanese Yen Euro-Rate Differential* (d) 06/29/89 07/06/89
CME Mexican Interbank Interest Rates, 28-Day 03/10/97 04/17/97
CME Mexican Par Brady Bond* 02/26/96 03/26/96
CME Mexican Treasury Bills, 91-Day (CETES) 03/10/97 04/03/97
CBT Mexico Brady Bond Index* 02/26/96 03/01/96
CBT Mortgage-Backed Future* (d)15 09/11/78 09/12/78
CBT Municipal Bond Index, Long-Term* 05/29/85 06/11/85
CME One-Month LIBOR* 10/31/89 04/05/90
CBT SWAPs, Five-Year Interest Rate* 01/29/91 06/21/91
CBT SWAPs, Ten-Year Interest Rate* 16 01/29/91 06/21/91
CBT Three-Month ECU Interest Rate* 11/27/90
CBT U.K. Gilts, Long-Term (d) 11/22/88
CME US Treasury Bill, 1-Year* 08/25/78 09/11/78
CME US Treasury Bill, 6-Month (d) 09/21/82
CME US Treasury Bill, 90-Day 11/26/75 01/06/76
ACE US Treasury Bill, 90-Day (v) 06/19/79 06/26/79
COMEX US Treasury Bill, 90-Day (d) 06/19/79 10/02/79
NYFE US Treasury Bill, 90-Day (d) 07/15/80 08/14/80
CBT US Treasury Bill, 90-Day (d) 03/29/83
MCE US Treasury Bill, 90-Day* 03/29/82 04/02/82
CBT US Treasury Bonds, 15-Year 08/02/77 08/22/77
NYFE US Treasury Bonds, 15-Year (d) 07/15/80 08/07/80
MCE US Treasury Bonds, 15-Year 09/09/81 09/18/81
ACE US Treasury Bonds, 20-Year (v) 10/16/79 11/14/79
CBT US Treasury Bonds, Inflation-Indexed 06/02/97
ACC US Treasury Notes, 10-Year 09/26/89
COMEX US Treasury Notes, 2-Year (d) 09/30/80 12/02/80
ACC US Treasury Notes, 2-Year 11/21/89
NYCE US Treasury Notes, 2-Year* 02/13/89 02/22/89
CME US Treasury Notes, 4-Year (d) 06/19/79 07/10/79
NYCE US Treasury Notes, 5-Year* 04/22/87 05/06/87
CBT US Treasury Notes, Long-Term 09/23/81 05/03/82
MCE US Treasury Notes, Long-Term 04/19/88 06/22/88
CBT US Treasury Notes, Long-Term, Inflation-Indexed 03/21/97 07/03/97
CBT US Treasury Notes, Medium-Term 06/19/79 06/25/79
MCE US Treasury Notes, Medium-Term 11/05/92
CBT US Treasury Notes, Medium-Term, Inflation-Indexed 06/02/97 07/03/97
CBT US Treasury Notes, Short-Term 09/30/81 01/21/83
CBT US Treasury Notes, Short-Term* 10/16/90 08/02/91
CME US Treasury Strips, 5- Year (d) 06/17/86
CME US Treasury Strips, 10-Year (d) 06/17/86
CME US Treasury Strips, 20-Year (d) 06/17/86
CME Venezuelan "DCB" Brady Bond 09/06/96
CBT Yield Curve Spread, 10/30 Year* 09/15/95
CBT Yield Curve Spread, 2/10 Year* 09/15/95
CBT Yield Curve Spread, 2/3 Year* 03/13/96 03/26/96
CBT Yield Curve Spread, 2/30 Year* 09/15/95
CBT Yield Curve Spread, 2/5 Year* 09/15/95
CBT Yield Curve Spread, 3/10 Year* 03/13/96
CBT Yield Curve Spread, 3/30 Year* 03/13/96
CBT Yield Curve Spread, 3/5 Year* 03/13/96
CBT Yield Curve Spread, 5/10 Year* 09/15/95
CBT Yield Curve Spread, 5/30 Year* 09/15/95
CBT Zero Coupon Treasury Bonds 06/17/86 10/23/92
CBT Zero Coupon Treasury Notes 06/17/86 10/23/92
Interest Rate Options
CBT Argentina Brady Bond Index 03/21/96 03/22/96
CBT Argentine "FRB" Brady Bond 03/21/96 03/22/96
CBT Argentine Par Brady Bond 05/07/96
CME Brazilian "C" Brady Bond 03/21/96 03/26/96
CME Brazilian "El" Brady Bond 03/21/96 03/26/96
CBT Brazilian Brady Bond Index 03/21/96 03/22/96
CBT Brazilian Par Brady Bond 05/07/96
CME British Pound Sterling Euro-Rate Differential (d) 11/21/89
CBT Canadian Government Bond 07/30/92 04/08/94
CME Deutsche Mark Euro-Rate Differential (d) 11/21/89
NYCE Emerging Market Debt Index 10/18/95 11/03/95
PBOT Eurodollar Time Deposit Rates* (Phys.) (d) 05/08/85 05/10/85
CME Eurodollar Time Deposit Rates, 3-Month 03/19/85 03/20/85
MCE Eurodollar Time Deposit Rates, 3-Month 11/05/92
CME Euromark Time Deposit Rates, 3-Month 09/22/92 04/26/93
CME Euroyen Time Deposit Rates, 3-Month 12/16/92
CBT Federal Funds, 30-Day 02/29/96
CME Federal Funds Rate 10/11/95
CBT French Government Bonds, Long-Term 04/30/91
CBT German Government Bonds 07/25/91
CBT Italian Government Bonds 05/06/97

CBT Japanese Government Bonds, Long-Term 06/20/90 09/27/90
CME Japanese Yen Euro-Rate Differential (d) 11/21/89
CME Mexican Interbank Interest Rates, 28-Day 03/10/97 04/17/97
CME Mexican Par Brady Bond 02/26/96 03/26/96
CBT Mexico Brady Bond Index 02/26/96 03/01/96
CME Mexican Treasury Bills, 91-Day (CETES) 03/10/97 04/03/97
CBT Mortgage-Backed Future (d) 04/19/88 06/16/89
CBT Municipal Bond Index, Long-Term 03/21/86 06/11/87
CME One-Month LIBOR 04/30/91 06/12/91
CBT SWAPs, Five-Year Interest Rate 02/26/91 06/21/91
CBT SWAPs, Ten-Year Interest Rate 16 02/26/91 06/21/91
CBT Three-Month ECU Interest Rate 03/25/91
CME US Treasury Bill, 1-Year 02/23/94
CME US Treasury Bill, 90-Day 03/21/86 04/10/86
CBT US Treasury Bonds, 15-Year 08/31/82 10/01/82
MCE US Treasury Bonds, 15-Year 02/26/91 03/22/91
CBT US Treasury Bonds, Inflation-Indexed 06/02/97
NYCE US Treasury Notes, 5-Year (d) 11/17/87 02/23/88
CBT US Treasury Notes, Long-Term 04/23/85 05/01/85
CBT US Treasury Notes, Long-Term, Inflation-Indexed 03/21/97 07/03/97
CBT US Treasury Notes, Medium-Term (d) 05/11/88
MCE US Treasury Notes, Medium-Term 11/05/92
CBT US Treasury Notes, Medium-Term, Inflation-Indexed 06/02/97 07/03/97
CBT US Treasury Notes, Short-Term 08/27/91 05/01/92
CME Venezuelan "DCB" Brady Bond 09/06/96
CBT Yield Curve Spread, 10/2 Year* 09/15/95
CBT Yield Curve Spread, 10/5 Year* 09/15/95
CBT Yield Curve Spread, 2/3 Year 03/13/96 03/26/96
CBT Yield Curve Spread, 3/10 Year 03/13/96
CBT Yield Curve Spread, 3/30 Year 03/13/96
CBT Yield Curve Spread, 3/5 Year 03/13/96
CBT Yield Curve Spread, 30/10 Year* 09/15/95
CBT Yield Curve Spread, 30/2 Year* 09/15/95
CBT Yield Curve Spread, 30/5 Year* 09/15/95
CBT Yield Curve Spread, 5/2 Year* 09/15/95
CBT Zero Coupon Treasury Bonds 11/05/92
CBT Zero Coupon Treasury Notes 11/05/92
Other Financial Instrument Futures
CBT CBOT International Commodity Index* 08/11/92
CME CME Dollar Index* (d) 02/18/87
CSCE CPI W* (d) 04/16/85 06/21/85
CME Goldman Sachs Commodity Index* 06/09/92 07/28/92
NYFE KR-CRB Futures Price Index* 05/20/86 06/12/86
CBT Long-Term Corporate Bond Index* (d) 10/27/87 10/28/87
COMEX Moodys' Corporate Bond Index* (d) 10/27/87 10/29/87
MCE US Dollar Composite Index* (v)17 10/19/92 10/30/92
CBT US Dollar Composite Index* 04/06/93 06/04/93
NYCE US Dollar Index* 11/19/85 11/20/85
Other Financial Instrument Options
CBT CBOT International Commodity Index 08/11/92
CME Goldman Sachs Commodity Index 06/09/92 07/28/92
CSCE Inflation Rate (Physical)* (d) 06/23/87
NYFE KR-CRB Futures Price Index 09/13/88 10/10/88
MCE US Dollar Composite Index (v)17 11/05/92
CBT US Dollar Composite Index 04/16/93
NYCE US Dollar Index 08/12/86 09/03/86
Insurance Futures
CBT Catastrophe Insurance, Eastern* 11/16/92 12/11/92
CBT Catastrophe Insurance, Midwestern* 11/16/92 05/07/93
CBT Catastrophe Insurance, National* 11/16/92 12/11/92
CBT Catastrophe Insurance, Western* 11/16/92 12/10/93
CBT Health Insurance* 03/31/92
CBT Homeowners Insurance* 03/31/92
Insurance Options
CBT Catastrophe Insurance, Eastern 11/16/92 12/11/92
CBT Catastrophe Insurance, Midwestern 11/16/92 05/07/93
CBT Catastrophe Insurance, National 11/16/92 12/11/92
CBT Catastrophe Insurance, Western 11/16/92 12/10/93
CBT Catastrophe Insurance, PCS California (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Eastern (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Florida (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Midwestern (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS National (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Northeastern (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Southeastern (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Texas (Physical)* 09/29/95 09/29/95
CBT Catastrophe Insurance, PCS Western (Physical)* 09/29/95
CBT Health Insurance 03/31/92
CBT Homeowners Insurance 03/31/92
NATURAL RESOURCES
Energy Product Futures
NYCE Crude Oil (v) 07/18/75 09/10/74
CME Crude Oil (d) 06/18/85
COMEX Crude Oil, Dubai Sour * 04/21/92
NYMEX Crude Oil, Light Sweet 03/29/83 03/30/83
NYMEX Crude Oil, Sour 12/17/91 02/28/92
CBT Crude Petroleum (d) 03/29/83 03/30/83
NYMEX Fuel Oil, Industrial (d) 07/18/75 10/23/74
CME Fuel Oil, No.2 (d) 09/27/83 03/26/84
NYMEX Fuel Oil, Residual (d) 08/22/89 10/02/89
NYMEX Gasoline, Conventional, NY Harbor 02/13/96
CME Gasoline, Leaded Regular (d) 09/27/83 03/26/84
NYMEX Gasoline, Leaded Regular, Gulf Coast (d) 10/27/81 12/14/81
NYMEX Gasoline, Leaded Regular, NY Harbor (d) 09/01/81 10/05/81
NYMEX Gasoline, Leaded Regular, NY Harbor (d) 05/25/82
CBT Gasoline, Unleaded Regular (d) 05/25/82 12/07/82
CME Gasoline, Unleaded Regular (d) 09/27/83
NYMEX Gasoline, Unleaded Regular, Gulf Coast 02/11/92 09/18/92
NYMEX Gasoline, Unleaded Regular, NY Harbor 09/01/81 12/03/84
NYMEX Gasoline, Unleaded Regular, Texas 18 10/27/81

CBT Heating Oil (d) 05/18/82 04/14/83
NYMEX Heating Oil, No.2, Gulf Coast (d) 08/04/81 08/17/81
NYMEX Heating Oil, No.2, NY Harbor 07/18/75 10/23/74
COMEX Jet Fuel 09/22/92
NYMEX Liquefied Propane 08/18/87 08/21/87
NYCE Liquefied Propane Gas (d) 07/18/75 02/01/71
NYMEX Natural Gas, Alberta 08/02/96 09/27/96
NYMEX Natural Gas, Henry Hub 02/27/90 04/03/90
NYMEX Natural Gas, Permian Basin 05/31/96 05/31/96
KCBT Natural Gas, Western 05/03/95 08/01/95
Energy Product Options
NYMEX Crude Oil, Light Sweet 09/16/86 11/14/86
NYMEX Gasoline, Unleaded Regular, NY Harbor 12/08/87 03/13/89
NYMEX Heating Oil / Crude Oil Spread 12/17/91
NYMEX Heating Oil, No.2, NY Harbor 09/16/86 06/29/87
NYMEX Natural Gas, Alberta 08/02/96
NYMEX Natural Gas, Henry Hub 03/04/92 10/02/92
NYMEX Natural Gas, Permian Basin 02/14/96
KCBT Natural Gas, Western 05/03/95 08/01/95
NYMEX Unleaded Gasoline / Crude Oil Spread 12/17/91
Metal Futures
COMEX Aluminum (d) 12/06/83 12/08/83
CME Copper (d) 07/18/75 07/01/74
COMEX Copper (d) 07/18/75 07/05/33
MCE Copper (d) 10/10/84 11/02/84
COMEX Copper, Grade 1 10/21/86 07/29/88
CBT Ferrous Scrap 05/26/92
CME Gold (d) 07/18/75 12/31/74
COMEX Gold 07/18/75 12/31/74
MCE Gold 07/18/75 12/31/74
NYMEX Gold (d) 07/18/75 12/31/74
CBT Gold 100 tr.oz. 08/11/87 09/13/87
NYMEX Gold 400 tr.oz. (r) 10/25/77 11/14/77
CBT Gold, 1 Kilo 19 07/18/75 12/31/74
COMEX Gold Asset Participation Contracts 02/26/91
CME Gold Coins (d) 12/20/83
COMEX Gold Coins (d) 12/20/83
NYMEX Palladium 07/18/75 01/22/68
COMEX Palladium 08/11/92 09/08/92
NYMEX Platinum 07/18/75 12/03/56
CME Platinum (d) 07/19/77
MCE Platinum 07/17/84 08/17/84
COMEX Platinum 08/11/92 09/08/92
COMEX Silver 07/18/75 07/05/33
PCE Silver (r) 07/18/75
CBT Silver, 1,000 tr. oz. 20 07/18/75 11/03/69
CBT Silver, 5,000 tr.oz. 08/11/87 09/13/87
CME Silver, 5,000 tr.oz. (d) 06/28/88
MCE Silver, Chicago (d) 07/18/75 10/01/68
MCE Silver, NY 09/14/82 11/01/82
CME US Silver Coins (d) 07/18/75 10/01/73
MCE US Silver Coins (d) 07/18/75 03/27/72
NYMEX US Silver Coins (r) 07/18/75 04/01/71
COMEX Zinc (d) 10/04/77 02/08/78
Metal Options
COMEX Copper 03/21/86 04/07/86
COMEX Five-Day Gold 03/25/91 09/03/91
COMEX Five-Day Silver 09/27/91 12/10/91
COMEX Gold 08/31/82 10/04/82
MCE Gold 08/31/82 08/17/84
CME Gold (d) 11/17/87
CBT Gold (d) 04/19/88
CME Gold (Physical) 12/19/89
ACC Gold Bullion (Physical)* (d) 02/15/85 04/26/85
ACC Gold Warrants (Physical) (d) 08/25/88
NYMEX Platinum 01/23/90 10/16/90
COMEX Platinum 08/11/92 09/08/92
COMEX Silver 08/21/84 10/04/84
CBT Silver, 1,000 tr.oz. 02/12/85 03/29/85
CBT Silver, 5,000 tr.oz. (d) 04/19/88
Wood Product Futures
CBT CBOT Structural Panel Index* 12/21/93 01/25/94
CME Oriented Strand Board 09/24/96
CME Plywood (d) 06/30/81 07/28/81
CBT Plywood, Western (d)21 07/18/75 12/01/69
CME Random Length Lumber 07/18/75 10/01/69
CBT Stud Lumber (d) 07/18/75 12/01/72
CME Stud Lumber (d) 10/04/77 12/01/77
Wood Product Options
CBT CBOT Structural Panel Index 12/21/93 01/25/94
CME Oriented Strand Board 09/10/96
CME Random Length Lumber 01/21/87 05/29/87
Fertilizer Futures
CBT Anhydrous Ammonia 10/29/91 09/11/92
CBT Diammonium Phosphate 07/25/91 10/18/91
Fertilizer Options
CBT Anhydrous Ammonia 03/12/96
CBT Diammonium Phosphate 03/12/96
Other Natural Resource Futures
CBT Clean Air 22 04/21/92
NYMEX Electricity, COB 01/31/96 03/29/96
NYMEX Electricity, Palo Verde 01/25/96 03/29/96
CSCE Natural Rubber (d) 07/18/75
Other Natural Resource Options
CBT Clean Air 04/21/92
NYMEX Electricity, COB 01/31/96 04/26/96
NYMEX Electricity, Palo Verde 01/25/96 04/26/96

Footnotes

1. The table lists three main categories of commodities--agriculture, financial instruments, and natural resources--and subcategories within those categories. It groups contracts by futures and options within the categories and subcategories.

2. Exchange abbreviations are as follows:

American Commodity Exchange ACE

AMEX Commodities Corporation ACC

Chicago Board of Trade CBT

Chicago Mercantile Exchange CME

Chicago Rice & Cotton Exchange CRCE

Coffee, Sugar & Cocoa Exchange CSCE

COMEX Division of New York Mercantile Exchange COMEX

Kansas City Board of Trade KCBT

MidAmerica Commodity Exchange MCE

Minneapolis Grain Exchange MGE

New York Cotton Exchange NYCE

New York Futures Exchange NYFE

New York Mercantile Exchange NYME

Philadelphia Board of Trade PBOT

Pacific Commodity Exchange PCE

Pacific Futures Exchange PFE

Twin Cities Board of Trade TCBT

MCE was previously named the Chicago Open Board of Trade. Its name was changed effective November 22, 1972. The Commodity Exchange, Inc., became a division of the NYMEX on July 20, 1994.

3. Most futures contracts are settled by physical delivery of the underlying commodity. An asterisk (*) next to the contract name means that the contract is settled in cash, based on a price calculated by an independent third party or through a formula specified in the contract terms. Almost all existing option contracts are options on futures, meaning that exercise results in the establishment of a position in the underlying futures contract; options that have the word ''physical'' after the contract name are options on physicals, meaning that they are settled by delivery of the actual commodity or via cash settlement. The letter (d) in the ''notes'' column indicates that a designated contract is dormant; i.e., the contract has been designed for more than five years and has not traded in the past six months. A blank space in the ''notes'' column indicates that the contract was traded this fiscal year and is not dormant. The letters (v) and (r) indicate that the contract is no longer legally in force because the designation has been vacated or revoked. ''Vacated'' contracts are contracts for which an exchange has requested that the designation be removed. ''Revoked'' contracts are contracts for which the Commission has rescinded an exchange's designation.

4. The ''designation date'' is the date on which the exchange was authorized to trade the contract (i.e., the exchange was ''designated'' as a ''contract market'' in that particular commodity by the CFTC or its predecessor agency). If an exchange was previously designated by the Secretary of Agriculture as a contract market in a commodity, and that designation was in effect on July 18, 1975, the Commission did not specifically designate them as such on July 18, 1975. Those designations continued in force and effect by virtue of section 411 of the Commodity Futures Trading Commission Act of 1974. Prior to July 18, 1975, the commodities for which designation was granted by the Secretary of Agriculture were among the list of agricultural and animal product commodities explicitly set forth in section 2(a)(1) of the Commodity Exchange Act. On July 18, 1975, the Commission gave contract market designation to many of the exchanges which traded in previously unregulated commodities, having given provisional contract market designations on April 18, 1975, and having extended such designations on May 5. The effect of the July 18, 1975, designations was to bring under federal regulation all commodities for which a futures contract was actively traded. Previously unregulated commodities, such as COMEX's mercury and rubber contracts, for which no contract market designations were granted on that date, were not permitted to continue trading after July 18, 1975.

5. The ''trading began'' column indicates, according to data supplied by the exchanges, when trading began in a commodity; that is, the date of the first recorded futures or option trading in the commodity. For many contracts, the contract terms have changed materially since the date when trading began. A blank space in this column means that, although approved by the Commission, the exchange has not listed the contract for trading as of the end of the current fiscal year.

6. The CRCE originally was the New Orleans Commodity Exchange (NOCE). On June 15, 1983, the NOCE ceased trading and liquidated all open commitments in all traded commodities. In September 1983, NOCE became the Chicago Rice and Cotton Exchange (CRCE). On November 8, 1991, when the MCE was designated in rough rice futures, all open positions in CRCE rough rice futures were transferred to the MCE and, at the same time, all five CRCE futures contract designations were vacated. On October 3, 1994, open positions in MCE rough rice futures were transferred to the CBT.

7. Contract amended June 21, 1983, to specify mandatory cash settlement in lieu of physical delivery.

8. Name changed from sugar No. 10 to sugar No. 12 and then, on July 1, 1985, from sugar No. 12 to sugar No. 14.

9. Name changed to boneless beef trimmings from boneless beef on April 21, 1977, when contract terms were amended to change the underlying commodity.

10. Contract amended December 20, 1990, to specify mandatory cash settlement in lieu of physical delivery.

11. Contract amended December 10, 1985, to specify mandatory cash settlement in lieu of physical delivery. On June 5, 1992, the basis of the cash settlement price was changed to a USDA price.

12. Contract amended October 25, 1995, to specify mandatory cash settlement, based on USDA price, in lieu of physical delivery. The contract name was also changed at that time to lean hogs from live hogs, since the underlying commodity was changed to hog carcasses from live hogs.

13. On September 13, 1991, the CBT's Amex major market index (MMI) contract was renamed the MMI mini contract. The MMI maxi contract was renamed the MMI contract at that time and subsequently, on September 17, 1993, delisted from the CBT.

14. The option on the value line average stock index futures contract was amended to be the option on the mini-value line average stock Index futures contract on May 28, 1992.

15. Originally designated as the GNMA-CD contract, the name was later changed to GNMA II and then to GNMA. On April 19, 1988, this contract was renamed as mortgage-backed future.

16. The underlying instrument was changed from a three-year interest rate swap to a ten-year interest rate swap on September 4, 1992.

17. These contracts were vacated on April 6, 1993, concurrent with Commission approval of identical CBT contracts.

18. This contract was originally named the NYMEX Gulf Coast unleaded gasoline futures contract. It was renamed as Texas unleaded gasoline to distinguish it from another similar contract approved on February 11, 1992.

19. Contract size was reduced to 1 kilogram from 100 troy ounces, effective April 7, 1983. A 100-troy-ounce CBT gold futures contract was later approved on August 11, 1987.

20. Contract size was reduced to 1,000 from 5,000 troy ounces, effective March 16, 1981. A 5,000-troy-ounce silver futures contract was later approved on August 11, 1987.

21. Contract specifications and name changed from plywood to western plywood, effective April 20, 1981.

22. The underlying commodity is a sulfur dioxide emission allowance issued by the Environmental Protection Agency.


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