WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,798 COMMITMENTS 36,624 76,492 29,417 120,490 86,280 186,531 192,189 33,267 27,610 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,005) -345 9,635 3,000 4,772 -4,017 7,427 8,618 5,578 4,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 34.8 13.4 54.8 39.3 84.9 87.4 15.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 100 103 72 64 69 196 220 WHEAT - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 206,793 COMMITMENTS 36,969 66,857 26,418 115,718 90,297 179,104 183,571 27,689 23,222 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,161) -347 -1,438 -695 1,027 705 -15 -1,429 -2,146 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 32.3 12.8 56.0 43.7 86.6 88.8 13.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 93 94 69 63 68 189 204 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,517 COMMITMENTS 69,924 179,408 95,077 449,443 300,387 614,444 574,872 112,073 151,645 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,440) 719 14,784 -4,441 17,494 -1,749 13,772 8,595 -332 4,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 24.7 13.1 61.9 41.3 84.6 79.1 15.4 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723) 162 194 154 293 267 542 538 CORN - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 713,077 COMMITMENTS 69,205 164,624 99,517 431,949 302,136 600,672 566,277 112,405 146,800 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -7,362) -65 -8,206 -3,988 -2,111 2,743 -6,165 -9,451 -1,197 2,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 23.1 14.0 60.6 42.4 84.2 79.4 15.8 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717) 149 200 147 285 269 528 536 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,710 COMMITMENTS 1,247 668 463 2,117 4,696 3,828 5,827 3,883 1,883 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -313) -22 -141 67 -119 -180 -74 -254 -239 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 8.7 6.0 27.5 60.9 49.6 75.6 50.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 6 6 14 13 31 23 OATS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,023 COMMITMENTS 1,269 809 396 2,236 4,876 3,901 6,081 4,122 1,942 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 486) 267 91 71 -127 218 211 380 275 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 10.1 4.9 27.9 60.8 48.6 75.8 51.4 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 6 5 15 13 31 22 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,712 COMMITMENTS 31,343 53,815 65,965 161,547 124,859 258,855 244,639 49,856 64,073 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,196) -5,675 8,308 3,866 6,126 -7,856 4,318 4,319 1,878 1,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 17.4 21.4 52.3 40.4 83.9 79.2 16.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405) 112 138 122 111 125 292 324 SOYBEANS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,516 COMMITMENTS 37,018 45,507 62,099 155,421 132,715 254,538 240,320 47,978 62,196 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -21,235) -683 -2,486 -11,036 -1,240 -2,568 -12,958 -16,090 -8,277 -5,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 15.0 20.5 51.4 43.9 84.1 79.4 15.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 110 141 114 108 120 292 304 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,616 COMMITMENTS 15,576 38,886 26,776 98,436 75,366 140,788 141,028 21,828 21,588 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -445) -2,287 4,043 547 4,174 -5,232 2,434 -643 -2,879 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 23.9 16.5 60.5 46.3 86.6 86.7 13.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 32 46 33 52 45 102 114 SOYBEAN OIL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,061 COMMITMENTS 17,863 34,843 26,229 94,262 80,599 138,354 141,670 24,707 21,390 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,166) 5,182 -9,310 -1,224 -8,240 5,414 -4,282 -5,120 115 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 21.4 16.1 57.8 49.4 84.8 86.9 15.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 34 35 34 52 48 105 108 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,236 COMMITMENTS 169,059 107,293 72,767 373,145 412,226 614,970 592,286 112,265 134,950 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,681) 15,919 15,819 -16,244 -915 -713 -1,240 -1,138 13,921 13,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 14.8 10.0 51.3 56.7 84.6 81.4 15.4 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 41 47 38 69 94 133 156 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,555 COMMITMENTS 153,140 91,475 89,010 374,060 412,939 616,211 593,423 98,344 121,132 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -67,580) -20,510 -3,555 -18,975 -15,269 -38,829 -54,754 -61,359 -12,826 -6,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 12.8 12.5 52.3 57.8 86.2 83.0 13.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 36 49 38 68 89 132 149 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 168,077 COMMITMENTS 7,967 31,829 35,151 99,244 74,908 142,362 141,888 25,715 26,190 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 8,120) -51 6,772 2,894 7,672 -1,611 10,515 8,056 -2,395 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 18.9 20.9 59.0 44.6 84.7 84.4 15.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 26 51 52 56 56 119 142 SOYBEAN MEAL - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 159,957 COMMITMENTS 8,018 25,056 32,257 91,573 76,519 131,847 133,832 28,110 26,125 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,936) 2,116 -960 -2,062 -692 531 -638 -2,491 -2,298 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 15.7 20.2 57.2 47.8 82.4 83.7 17.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 28 46 48 54 55 116 131 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,892 COMMITMENTS 1,541 1,430 359 1,212 1,634 3,113 3,423 1,780 1,469 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 89) 165 151 79 288 -158 531 72 -442 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 29.2 7.3 24.8 33.4 63.6 70.0 36.4 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 8 3 11 10 23 20 ROUGH RICE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,803 COMMITMENTS 1,377 1,279 280 924 1,792 2,581 3,351 2,222 1,452 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -134) 170 147 -48 -266 -175 -144 -76 10 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 26.6 5.8 19.2 37.3 53.7 69.8 46.3 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 6 3 6 9 16 18 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 252,479 COMMITMENTS 67,803 84,343 525 156,669 117,751 224,997 202,619 27,482 49,860 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,802) 5,347 14,316 -875 -2,432 -10,783 2,040 2,658 1,762 1,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 33.4 0.2 62.1 46.6 89.1 80.3 10.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 19 55 4 48 66 69 123 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 248,678 COMMITMENTS 62,456 70,027 1,400 159,101 128,534 222,957 199,961 25,721 48,717 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,180) 3,880 5,241 -2,371 4 -2,611 1,513 259 -333 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 28.2 0.6 64.0 51.7 89.7 80.4 10.3 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 18 49 5 44 66 65 117 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,140,053 COMMITMENTS 393,805 347,239 264,198 1310557 1170547 1968560 1781984 171,494 358,070 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 123,830) 6,129 15,775 63,423 48,126 -6,396 117,679 72,802 6,151 51,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 16.2 12.3 61.2 54.7 92.0 83.3 8.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 46 116 89 137 199 249 338 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,016,224 COMMITMENTS 387,675 331,464 200,775 1262431 1176943 1850881 1709181 165,343 307,043 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -114,294) 29,448 47,708 -94,948 -28,406 -67,210 -93,906 -114,450 -20,388 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 16.4 10.0 62.6 58.4 91.8 84.8 8.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 55 105 82 130 191 236 327 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,326,282 COMMITMENTS 333,080 255,536 105,305 789,631 787,910 1228016 1148751 98,267 177,532 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 14,091) -2,485 41,114 -17,371 13,368 -16,548 -6,488 7,195 20,580 6,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 19.3 7.9 59.5 59.4 92.6 86.6 7.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 59 83 54 90 143 171 258 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,312,191 COMMITMENTS 335,565 214,422 122,676 776,263 804,457 1234504 1141555 77,687 170,636 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -67,237) -13,209 1,067 -33,678 -5,486 -24,259 -52,374 -56,870 -14,863 -10,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 16.3 9.3 59.2 61.3 94.1 87.0 5.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 50 86 56 91 142 169 256 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 444,716 COMMITMENTS 109,262 31,998 129,524 180,002 267,771 418,788 429,293 25,928 15,422 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -207,908) -75,820 -20,282 -64,530 -61,164 -120,024 -201,514 -204,836 -6,394 -3,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.2 29.1 40.5 60.2 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 42 25 35 61 62 119 107 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 652,623 COMMITMENTS 185,081 52,281 194,054 241,166 387,794 620,302 634,129 32,322 18,494 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 9,408) 6,556 13,073 -4,310 7,044 4 9,290 8,767 118 641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 8.0 29.7 37.0 59.4 95.0 97.2 5.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 58 26 44 73 69 148 122 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,434 COMMITMENTS 19,712 9,235 797 25,202 33,289 45,712 43,321 5,722 8,113 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 261) 6 -613 38 -413 355 -369 -220 630 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 18.0 1.5 49.0 64.7 88.9 84.2 11.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 38 18 13 26 15 72 38 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,173 COMMITMENTS 19,706 9,848 759 25,615 32,934 46,081 43,542 5,093 7,632 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,389) 1,963 300 136 367 791 2,466 1,227 -1,076 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 19.2 1.5 50.1 64.4 90.0 85.1 10.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 32 20 10 23 13 62 36 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 52,573 COMMITMENTS 6,203 13,805 3,750 30,656 24,856 40,610 42,411 11,964 10,162 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 12,729) -1,064 2,584 1,675 8,034 7,834 8,645 12,093 4,084 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 26.3 7.1 58.3 47.3 77.2 80.7 22.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 34 19 19 19 16 58 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 39,844 COMMITMENTS 7,267 11,221 2,075 22,622 17,022 31,964 30,318 7,880 9,526 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -4,604) 559 2,190 177 2,449 2,008 3,185 4,375 -7,789 -8,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 28.2 5.2 56.8 42.7 80.2 76.1 19.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 24 27 15 22 15 56 47 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,255 COMMITMENTS 1,548 6,464 1,006 33,363 27,417 35,917 34,887 338 1,368 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -52) -483 64 0 457 -112 -26 -48 -26 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.8 2.8 92.0 75.6 99.1 96.2 0.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,307 COMMITMENTS 2,031 6,400 1,006 32,906 27,529 35,943 34,935 364 1,372 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -705) -295 -614 0 -577 -96 -872 -710 167 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 17.6 2.8 90.6 75.8 99.0 96.2 1.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 21 2 17 15 23 36 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,599 COMMITMENTS 500 1,689 0 13,078 11,442 13,578 13,131 21 468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 473) -181 109 0 645 352 464 461 9 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 12.4 0.0 96.2 84.1 99.8 96.6 0.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 7 0 8 10 9 17 INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,126 COMMITMENTS 681 1,580 0 12,433 11,090 13,114 12,670 12 456 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -386) 296 -76 0 -669 -122 -373 -198 -13 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 12.0 0.0 94.7 84.5 99.9 96.5 0.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 7 0 8 10 10 17 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,226 COMMITMENTS 1,948 1,552 3,941 17,592 16,212 23,481 21,705 2,745 4,521 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,785) -2,037 -67 -1,330 -1,443 -2,842 -4,809 -4,239 25 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 5.9 15.0 67.1 61.8 89.5 82.8 10.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 11 14 36 40 60 57 MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,011 COMMITMENTS 3,985 1,620 5,271 19,035 19,054 28,290 25,944 2,720 5,067 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 884) 2 215 285 1,018 881 1,305 1,380 -420 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 5.2 17.0 61.4 61.4 91.2 83.7 8.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 22 11 17 35 44 64 65 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,051 COMMITMENTS 28,143 5,272 21,433 39,910 45,901 89,486 72,606 21,566 38,445 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 9,965) 3,824 329 3,241 1,099 2,409 8,164 5,979 1,801 3,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 4.7 19.3 35.9 41.3 80.6 65.4 19.4 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 60 34 49 32 38 131 93 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,086 COMMITMENTS 24,319 4,944 18,192 38,810 43,492 81,321 66,628 19,765 34,459 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 2,998) 114 475 1,059 752 168 1,925 1,701 1,073 1,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 4.9 18.0 38.4 43.0 80.4 65.9 19.6 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 53 35 48 31 37 121 92 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,056 COMMITMENTS 439 546 159 874 351 1,472 1,056 584 1,000 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 23) -108 123 -47 149 39 -6 115 29 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 26.6 7.7 42.5 17.1 71.6 51.4 28.4 48.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 14 6 7 3 18 17 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,033 COMMITMENTS 547 423 206 725 312 1,478 941 555 1,092 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 50) -124 30 35 158 65 69 130 -19 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 20.8 10.1 35.7 15.3 72.7 46.3 27.3 53.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 12 5 5 2 15 15 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,931 COMMITMENTS 37,643 9,146 28,524 69,968 82,183 136,135 119,853 16,796 33,078 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,916) -2,217 492 1,252 2,454 2,873 1,490 4,618 426 -2,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 6.0 18.7 45.8 53.7 89.0 78.4 11.0 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 62 29 46 61 99 140 159 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,015 COMMITMENTS 39,860 8,654 27,272 67,514 79,310 134,645 115,235 16,370 35,780 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 7,708) 4,226 -1,621 1,478 1,478 5,641 7,182 5,497 526 2,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 5.7 18.1 44.7 52.5 89.2 76.3 10.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 59 34 44 59 99 137 161 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,845 COMMITMENTS 1,216 628 236 507 1,804 1,959 2,667 1,887 1,178 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -500) 376 85 -265 -308 58 -197 -122 -303 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 16.3 6.1 13.2 46.9 50.9 69.4 49.1 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 7 8 9 15 31 26 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,345 COMMITMENTS 840 542 501 815 1,747 2,156 2,790 2,190 1,556 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 327) 252 -156 44 -113 277 183 164 144 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 12.5 11.5 18.8 40.2 49.6 64.2 50.4 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 6 10 6 14 26 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,143 COMMITMENTS 4,646 1,303 3,834 7,010 4,505 15,490 9,642 4,653 10,501 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 918) 941 473 30 244 555 1,215 1,058 -298 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 6.5 19.0 34.8 22.4 76.9 47.9 23.1 52.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 29 19 26 39 37 82 70 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,225 COMMITMENTS 3,705 829 3,805 6,765 3,950 14,275 8,584 4,951 10,641 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 344) 377 138 -139 -28 -137 211 -138 133 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 4.3 19.8 35.2 20.5 74.2 44.6 25.8 55.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 21 26 38 36 79 69 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 79,324 COMMITMENTS 20,995 11,883 2,050 22,448 49,463 45,493 63,396 33,831 15,928 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,966) 1,128 -1,479 1,071 3,133 6,065 5,332 5,657 634 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 15.0 2.6 28.3 62.4 57.4 79.9 42.6 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 19 11 7 20 17 41 33 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,358 COMMITMENTS 19,868 13,362 979 19,315 43,398 40,161 57,739 33,197 15,619 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 655) -1,311 -991 8 2,269 3,033 966 2,051 -312 -1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 18.2 1.3 26.3 59.2 54.7 78.7 45.3 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 9 7 20 18 37 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,461 COMMITMENTS 20,126 7,893 195 12,266 33,078 32,587 41,166 19,874 11,295 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -8,864) -13,592 -846 -8 4,311 -11,497 -9,289 -12,351 425 3,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 15.0 0.4 23.4 63.1 62.1 78.5 37.9 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 3 2 12 6 26 11 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,325 COMMITMENTS 33,718 8,739 203 7,955 44,575 41,876 53,517 19,450 7,808 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,306) 3,657 -9,814 -191 -1,311 12,961 2,155 2,956 1,151 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.0 14.3 0.3 13.0 72.7 68.3 87.3 31.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 21 3 2 8 9 29 14 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,125 COMMITMENTS 42,781 10,002 640 21,524 57,290 64,946 67,932 10,180 7,193 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -10,729) -11,339 3,799 -52 512 -15,428 -10,879 -11,682 150 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 13.3 0.9 28.7 76.3 86.4 90.4 13.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 43 12 3 17 16 63 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,854 COMMITMENTS 54,120 6,203 693 21,012 72,719 75,825 79,614 10,029 6,240 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -100) -2,976 -30 667 2,712 -718 403 -80 -503 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 7.2 0.8 24.5 84.7 88.3 92.7 11.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 47 13 2 17 18 66 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,033 COMMITMENTS 23,892 12,055 1,496 27,871 51,583 53,259 65,134 25,774 13,900 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,118) -9,073 -885 480 7,836 -2,147 -758 -2,552 -360 1,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 15.3 1.9 35.3 65.3 67.4 82.4 32.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 21 9 8 14 13 40 25 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,151 COMMITMENTS 32,966 12,940 1,016 20,036 53,730 54,017 67,686 26,134 12,465 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,482) -4,284 10,368 -98 1,997 -12,873 -2,384 -2,603 -1,098 -879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 16.1 1.3 25.0 67.0 67.4 84.4 32.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 24 11 7 11 13 40 26 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 181,836 COMMITMENTS 34,462 11,472 3,417 109,034 146,418 146,913 161,307 34,923 20,529 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,873) -5,525 110 848 14,134 2,604 9,457 3,561 -3,584 2,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 6.3 1.9 60.0 80.5 80.8 88.7 19.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 32 16 8 22 20 57 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,964 COMMITMENTS 39,988 11,362 2,569 94,900 143,815 137,456 157,746 38,507 18,218 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,976) 6,657 -1,508 -86 -3,019 8,539 3,552 6,945 1,424 -1,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 6.5 1.5 53.9 81.7 78.1 89.6 21.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 33 13 10 18 22 52 44 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,730 COMMITMENTS 40,163 30,022 26,359 46,395 75,510 112,917 131,891 74,813 55,839 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,396) -10,786 -1,594 6,874 -8,764 2,836 -12,676 8,116 6,280 -14,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 16.0 14.0 24.7 40.2 60.1 70.3 39.9 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 39 31 35 31 24 89 71 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 194,126 COMMITMENTS 50,948 31,615 19,485 55,159 72,674 125,593 123,775 68,533 70,351 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,763) 12,285 -20,456 3,262 -1,665 20,423 13,883 3,229 881 11,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 16.3 10.0 28.4 37.4 64.7 63.8 35.3 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 39 32 27 31 23 86 66 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 44,005 COMMITMENTS 9,405 0 575 32,159 39,754 42,139 40,329 1,866 3,676 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,348) -781 0 475 3,945 2,872 3,639 3,347 -291 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 0.0 1.3 73.1 90.3 95.8 91.6 4.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 1 19 25 22 26 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 40,657 COMMITMENTS 10,186 0 100 28,214 36,882 38,500 36,982 2,157 3,675 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,135) 1,286 -354 0 -92 1,172 1,194 818 -59 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 0.0 0.2 69.4 90.7 94.7 91.0 5.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 1 15 25 18 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,838,085 COMMITMENTS 592,295 819,775 2767421 6004955 5514739 9364672 9101935 473,413 736,150 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 339,715) -29,999 76,672 29,394 287,638 178,242 287,032 284,307 52,682 55,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 8.3 28.1 61.0 56.1 95.2 92.5 4.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 75 112 143 188 207 346 394 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,498,370 COMMITMENTS 622,294 743,103 2738027 5717317 5336497 9077639 8817628 420,731 680,743 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 116,641) 39,004 60,235 -35,923 154,752 119,032 157,833 143,345 -41,192 -26,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 7.8 28.8 60.2 56.2 95.6 92.8 4.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 73 110 141 187 204 342 389 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 727,512 COMMITMENTS 62,907 61,253 26,108 468,540 518,343 557,555 605,703 169,957 121,809 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 13,189) 4,653 1,681 2,278 567 417 7,498 4,375 5,690 8,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 8.4 3.6 64.4 71.2 76.6 83.3 23.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 49 34 44 96 70 169 124 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 714,323 COMMITMENTS 58,254 59,572 23,830 467,973 517,926 550,056 601,328 164,267 112,995 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -830) -696 -811 2,915 -194 2,117 2,025 4,221 -2,855 -5,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 8.3 3.3 65.5 72.5 77.0 84.2 23.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 44 32 41 95 67 161 118 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 819,784 COMMITMENTS 206,735 97,587 18,064 313,333 631,303 538,132 746,954 281,652 72,830 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 71,009) 15,049 15,427 6,148 1,506 34,709 22,704 56,284 48,305 14,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 11.9 2.2 38.2 77.0 65.6 91.1 34.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 95 67 33 68 70 178 155 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 748,775 COMMITMENTS 191,686 82,161 11,916 311,827 596,594 515,428 690,670 233,347 58,105 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 16,043) -12,084 -7,974 1,535 22,103 32,492 11,554 26,053 4,489 -10,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 11.0 1.6 41.6 79.7 68.8 92.2 31.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 77 73 27 69 67 166 147 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,230 COMMITMENTS 1,802 140 0 8,406 11,890 10,208 12,030 3,022 1,200 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 108) 56 -116 0 -337 286 -281 170 389 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 1.1 0.0 63.5 89.9 77.2 90.9 22.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 0 24 17 30 18 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,122 COMMITMENTS 1,746 256 0 8,743 11,604 10,489 11,860 2,633 1,262 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 24) 126 146 0 -145 -467 -19 -321 43 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 2.0 0.0 66.6 88.4 79.9 90.4 20.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 2 0 23 16 29 18 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 23,589 COMMITMENTS 1,992 4,125 289 18,954 15,578 21,235 19,992 2,354 3,597 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,459) -797 460 148 2,600 -119 1,951 489 -492 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 17.5 1.2 80.4 66.0 90.0 84.8 10.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 7 3 25 17 35 24 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 22,130 COMMITMENTS 2,789 3,665 141 16,354 15,697 19,284 19,503 2,846 2,627 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,192) 729 -435 45 145 1,043 919 653 273 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 16.6 0.6 73.9 70.9 87.1 88.1 12.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 5 2 25 19 35 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,826 COMMITMENTS 14,032 10,587 201 27,346 44,667 41,578 55,455 22,247 8,371 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,423) 760 -2,532 -26 -4,946 697 -4,213 -1,861 2,789 438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 16.6 0.3 42.8 70.0 65.1 86.9 34.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 31 35 3 46 32 79 68 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,249 COMMITMENTS 13,273 13,119 227 32,292 43,970 45,791 57,316 19,458 7,933 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,788) -1,809 833 -147 1,562 -1,269 -394 -583 -1,394 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 20.1 0.3 49.5 67.4 70.2 87.8 29.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 25 33 3 52 33 79 67 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,829 COMMITMENTS 127,044 73,945 7,935 140,105 141,660 275,083 223,540 32,746 84,290 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 40,451) -7,404 35,263 4,739 36,219 -13,670 33,554 26,331 6,896 14,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 24.0 2.6 45.5 46.0 89.4 72.6 10.6 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 89 70 14 44 46 141 122 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,379 COMMITMENTS 134,448 38,683 3,196 103,885 155,330 241,529 197,209 25,850 70,170 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 20,061) 4,996 4,733 1,814 12,506 11,295 19,315 17,842 746 2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 14.5 1.2 38.9 58.1 90.3 73.8 9.7 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 88 61 11 43 40 137 106 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,316 COMMITMENTS 32,266 1,963 473 11,156 55,962 43,895 58,398 24,421 9,917 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 5,511) 1,936 1,750 173 2,380 3,788 4,488 5,711 1,023 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 2.9 0.7 16.3 81.9 64.3 85.5 35.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 19 3 1 10 16 30 19 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,804 COMMITMENTS 30,330 213 300 8,776 52,174 39,407 52,688 23,397 10,117 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,898) 1,261 52 72 -548 2,972 785 3,097 1,113 -1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 0.3 0.5 14.0 83.1 62.7 83.9 37.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 18 1 1 8 15 27 16 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,425 COMMITMENTS 1,813 5,651 111 14,540 11,345 16,464 17,107 3,960 3,317 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -162) 2 265 90 -298 -723 -206 -368 44 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 27.7 0.5 71.2 55.5 80.6 83.8 19.4 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 7 20 3 38 20 47 41 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 20,586 COMMITMENTS 1,811 5,386 21 14,838 12,068 16,670 17,475 3,916 3,111 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -519) 7 -204 0 -277 64 -270 -140 -249 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 26.2 0.1 72.1 58.6 81.0 84.9 19.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 7 18 1 40 21 48 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 108,528 COMMITMENTS 13,282 13,320 1,361 81,305 85,186 95,948 99,867 12,580 8,661 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 7,147) -5,074 -4,841 793 9,487 7,402 5,206 3,354 1,941 3,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 12.3 1.3 74.9 78.5 88.4 92.0 11.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 23 30 8 37 36 65 70 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 101,381 COMMITMENTS 18,356 18,161 568 71,818 77,784 90,742 96,513 10,639 4,868 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,264) 1,118 -2,918 10 -558 2,732 570 -176 -3,834 -3,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 17.9 0.6 70.8 76.7 89.5 95.2 10.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 24 28 6 38 37 65 68 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,126 COMMITMENTS 11,941 8,879 987 10,374 17,516 23,302 27,382 9,824 5,744 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 3,652) 474 -96 50 344 1,784 868 1,738 2,784 1,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 26.8 3.0 31.3 52.9 70.3 82.7 29.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 35 19 4 26 23 64 45 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,474 COMMITMENTS 11,467 8,975 937 10,030 15,732 22,434 25,644 7,040 3,830 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 616) 1,218 703 -7 137 628 1,348 1,324 -732 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 30.5 3.2 34.0 53.4 76.1 87.0 23.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 37 22 4 23 21 62 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 8,193 COMMITMENTS 3,468 451 0 2,174 1,583 5,642 2,034 2,551 6,159 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,011) 434 -432 0 407 1,293 841 861 170 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 5.5 0.0 26.5 19.3 68.9 24.8 31.1 75.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 0 4 8 11 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 111,283 COMMITMENTS 491 6,100 2,882 46,008 79,060 49,381 88,042 61,902 23,241 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,329) 16 -493 308 -79 1,111 245 926 -1,574 -2,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.5 2.6 41.3 71.0 44.4 79.1 55.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 14 4 13 24 20 40 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 112,612 COMMITMENTS 475 6,593 2,574 46,087 77,949 49,136 87,116 63,475 25,496 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 821) -264 1 0 -41 1,202 -305 1,203 1,126 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.9 2.3 40.9 69.2 43.6 77.4 56.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 14 3 13 23 19 39 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 115,909 COMMITMENTS 42,741 4,371 16,456 22,097 82,969 81,293 103,796 34,615 12,113 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,728) -427 397 526 -1,156 -5,107 -1,057 -4,184 -1,671 1,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 3.8 14.2 19.1 71.6 70.1 89.5 29.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 104 18 46 24 35 141 88 SILVER - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 118,637 COMMITMENTS 43,168 3,974 15,930 23,253 88,075 82,351 107,980 36,286 10,657 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,853) -571 130 -2,252 -1,185 -1,649 -4,008 -3,771 1,155 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 3.3 13.4 19.6 74.2 69.4 91.0 30.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 89 20 42 24 34 129 82 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,079 COMMITMENTS 26,177 5,114 14,547 36,305 63,429 77,029 83,090 14,050 7,989 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,894) -7,645 -657 561 1,514 -6,897 -5,571 -6,993 -1,323 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 5.6 16.0 39.9 69.6 84.6 91.2 15.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 61 26 29 34 39 106 84 COPPER-GRADE #1 - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 97,973 COMMITMENTS 33,823 5,771 13,986 34,791 70,325 82,600 90,083 15,373 7,891 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 6,936) 4,528 1,386 1,299 -423 3,547 5,405 6,232 1,531 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 5.9 14.3 35.5 71.8 84.3 91.9 15.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 69 26 29 35 39 115 86 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 422,961 COMMITMENTS 141,876 31,583 95,596 121,643 267,535 359,115 394,715 63,846 28,246 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38,930) -30,018 -1,829 -7,340 825 -35,004 -36,533 -44,173 -2,397 5,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 7.5 22.6 28.8 63.3 84.9 93.3 15.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 143 42 69 37 44 204 135 GOLD - COMMODITY EXCHANGE INC. OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 461,891 COMMITMENTS 171,894 33,412 102,936 120,818 302,540 395,648 438,888 66,243 23,003 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 5,553) 8,065 1,601 -5,462 814 10,489 3,417 6,628 2,136 -1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 7.2 22.3 26.2 65.5 85.7 95.0 14.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 145 45 63 37 46 208 133 COCOA - COFFEE, SUGAR AND COCOA EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,550 COMMITMENTS 15,707 2,955 7,222 96,098 114,226 119,027 124,402 7,523 2,148 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,122) -2,388 638 133 -387 -3,542 -2,641 -2,771 -482 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.3 5.7 75.9 90.3 94.1 98.3 5.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 45 21 35 46 37 108 80 SUGAR NO. 11 - COFFEE, SUGAR AND COCOA EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 527,764 COMMITMENTS 108,684 22,486 118,631 225,241 352,680 452,557 493,797 75,207 33,967 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 23,856) 10,661 -607 4,308 -83 20,751 14,886 24,452 8,971 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 4.3 22.5 42.7 66.8 85.7 93.6 14.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 67 36 51 69 54 169 111 COFFEE C - COFFEE, SUGAR AND COCOA EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 156,467 COMMITMENTS 50,969 10,254 43,609 49,488 96,022 144,067 149,885 12,401 6,582 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,206) -2,079 548 1,079 718 -1,344 -282 283 -925 -1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 6.6 27.9 31.6 61.4 92.1 95.8 7.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 176 71 112 102 122 323 269 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,379 COMMITMENTS 4,589 1,424 244 2,606 7,099 7,439 8,767 1,940 612 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 20) -11 43 1 78 16 68 60 -48 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 15.2 2.6 27.8 75.7 79.3 93.5 20.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 5 3 5 6 21 12 VIX FUTURES - CBOE FUTURES EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 9,359 COMMITMENTS 4,600 1,381 243 2,528 7,083 7,371 8,707 1,988 652 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 219) 83 246 28 490 343 601 617 -382 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 14.8 2.6 27.0 75.7 78.8 93.0 21.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 4 3 5 6 22 11 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 78,338 COMMITMENTS 11,166 27,180 6,669 48,373 30,485 66,208 64,333 12,130 14,004 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 4,836) -142 3,656 320 4,785 -462 4,964 3,514 -128 1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 34.7 8.5 61.7 38.9 84.5 82.1 15.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 31 38 25 64 53 104 109 WHEAT - KANSAS CITY BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,501 COMMITMENTS 11,308 23,525 6,348 43,588 30,946 61,244 60,819 12,258 12,682 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,702) -156 -570 -686 865 794 23 -463 -1,724 -1,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 32.0 8.6 59.3 42.1 83.3 82.7 16.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 29 35 22 59 54 98 104 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,901 COMMITMENTS 462 10,723 2,746 25,508 16,500 28,716 29,969 8,185 6,932 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 1,451) -346 1,003 90 1,998 675 1,742 1,768 -291 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 29.1 7.4 69.1 44.7 77.8 81.2 22.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 8 25 12 37 23 50 56 WHEAT - MINNEAPOLIS GRAIN EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,449 COMMITMENTS 808 9,720 2,656 23,510 15,825 26,974 28,201 8,475 7,248 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 601) 74 320 -341 1,286 948 1,018 926 -417 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 27.4 7.5 66.3 44.6 76.1 79.6 23.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 22 10 36 23 49 52 COTTON NO. 2 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 112,882 COMMITMENTS 15,975 29,895 25,171 58,926 51,580 100,073 106,646 12,809 6,235 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -970) 2,480 -5,336 1,078 -4,746 4,297 -1,188 40 218 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 26.5 22.3 52.2 45.7 88.7 94.5 11.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 132 99 92 94 83 272 234 FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 63,410 COMMITMENTS 11,838 2,721 19,878 25,229 38,646 56,945 61,244 6,465 2,166 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 514) 884 -91 408 -179 67 1,113 384 -599 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 4.3 31.3 39.8 60.9 89.8 96.6 10.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 64 24 36 33 27 114 72 COCOA - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,378 COMMITMENTS 14,992 6,148 7,665 99,805 112,828 122,462 126,640 6,916 2,738 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 2,828) -715 3,193 443 3,707 -1,398 3,435 2,238 -608 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 4.8 5.9 77.1 87.2 94.7 97.9 5.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 47 21 35 46 37 105 84 SUGAR NO. 11 - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 557,677 COMMITMENTS 130,374 24,466 125,371 222,144 372,005 477,889 521,842 79,788 35,835 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 29,913) 21,690 1,980 6,740 -3,097 19,325 25,332 28,045 4,580 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.4 22.5 39.8 66.7 85.7 93.6 14.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 71 40 57 70 60 180 121 COFFEE C - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,355 COMMITMENTS 48,045 7,865 42,740 48,625 94,659 139,410 145,264 11,945 6,091 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,112) -2,924 -2,389 -869 -863 -1,363 -4,656 -4,621 -456 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 5.2 28.2 32.1 62.5 92.1 96.0 7.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 171 69 118 107 124 326 277 U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,530 COMMITMENTS 5,318 14,500 3,730 12,874 2,397 21,923 20,628 2,608 3,902 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -5,419) -980 -4,699 -22 -4,626 16 -5,627 -4,704 208 -715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 59.1 15.2 52.5 9.8 89.4 84.1 10.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 32 10 6 12 19 48 EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,327 COMMITMENTS 17,502 0 0 904 20,146 18,406 20,146 4,921 3,181 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,754) -798 -1,145 0 134 -932 -664 -2,077 -1,090 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.0 0.0 0.0 3.9 86.4 78.9 86.4 21.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 0 0 1 12 9 12 COTTON NO. 2 - NEW YORK COTTON EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 113,851 COMMITMENTS 13,495 35,230 24,093 63,672 47,283 101,261 106,607 12,591 7,245 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 396) -1,304 1,213 658 274 -1,109 -372 763 767 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 30.9 21.2 55.9 41.5 88.9 93.6 11.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 122 107 80 94 80 252 234 FRZN CONCENTRATED ORANGE JUICE - NEW YORK COTTON EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 62,896 COMMITMENTS 10,953 2,812 19,470 25,409 38,578 55,832 60,860 7,065 2,037 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -1,484) 519 21 -1,715 -93 307 -1,289 -1,387 -195 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 4.5 31.0 40.4 61.3 88.8 96.8 11.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 63 24 34 33 26 112 71 U.S. DOLLAR INDEX - NEW YORK COTTON EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,949 COMMITMENTS 6,298 19,199 3,752 17,500 2,381 27,550 25,332 2,400 4,617 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,642) 649 1,667 139 2,792 725 3,579 2,531 63 1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 64.1 12.5 58.4 7.9 92.0 84.6 8.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 36 10 6 12 17 52 EURO FX/JAPANESE YEN XRATE - NEW YORK COTTON EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EURO 200,000) OPEN INTEREST: 25,080 COMMITMENTS 18,300 1,145 0 770 21,078 19,070 22,223 6,010 2,857 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 487) 219 11 0 -9 -295 210 -284 277 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.0 4.6 0.0 3.1 84.0 76.0 88.6 24.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 0 1 13 9 14 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,995 COMMITMENTS 11,580 24,676 34,199 114,980 102,800 160,759 161,675 28,237 27,321 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -7,395) -82 2,002 1,232 -9,166 -9,814 -8,015 -6,580 621 -814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 13.1 18.1 60.8 54.4 85.1 85.5 14.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 18 32 37 65 71 110 116 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,390 COMMITMENTS 11,662 22,674 32,967 124,146 112,614 168,774 168,255 27,616 28,135 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -34,029) -5,020 -4,424 -19,603 -3,550 -7,995 -28,172 -32,022 -5,857 -2,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 11.5 16.8 63.2 57.3 85.9 85.7 14.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 23 28 34 70 72 116 113 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 681,696 COMMITMENTS 28,266 61,663 259,960 330,082 325,790 618,308 647,413 63,388 34,283 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 36,156) 4,530 4,394 14,729 18,588 13,779 37,847 32,902 -1,691 3,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 9.0 38.1 48.4 47.8 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 43 62 72 97 85 179 184 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 645,539 COMMITMENTS 23,736 57,269 245,231 311,494 312,011 580,461 614,510 65,078 31,029 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -40,914) 3,152 1,347 -17,419 -25,041 -24,602 -39,308 -40,675 -1,607 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 8.9 38.0 48.3 48.3 89.9 95.2 10.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 47 56 75 95 83 181 181 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,474 COMMITMENTS 3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096) 2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 23 29 25 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,570 COMMITMENTS 652 6,420 2,772 62,873 59,943 66,297 69,135 4,273 1,435 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 652) -56 0 56 652 596 652 652 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 9.1 3.9 89.1 84.9 93.9 98.0 6.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 27 23 28 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,627 COMMITMENTS 5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258) 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 15 12 17 14 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,885 COMMITMENTS 4,688 9,932 2,140 41,629 33,678 48,457 45,750 2,428 5,135 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -2,630) 2,996 0 -2,996 -2,962 0 -2,962 -2,996 332 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 19.5 4.2 81.8 66.2 95.2 89.9 4.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 13 17 16 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,419 COMMITMENTS 879 955 1,424 32,002 33,598 34,305 35,977 4,114 2,442 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -142) -13 483 655 -1,150 -1,218 -508 -80 366 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.5 3.7 83.3 87.5 89.3 93.6 10.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 11 13 13 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 30,047 COMMITMENTS 1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066) -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 18 15 21 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,113 COMMITMENTS 2,954 3,398 1,257 28,745 29,927 32,956 34,582 3,157 1,531 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 148) 5 0 -254 248 948 -1 694 149 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 9.4 3.5 79.6 82.9 91.3 95.8 8.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 20 16 23 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,102 COMMITMENTS 1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279) 186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 18 24 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,381 COMMITMENTS 1,550 160 1,176 46,873 45,979 49,599 47,315 2,782 5,066 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 701) 0 -124 124 1,005 639 1,129 639 -428 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.3 2.2 89.5 87.8 94.7 90.3 5.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 22 19 24 21 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 27,346 COMMITMENTS 4,712 3,488 0 21,792 19,732 26,504 23,220 842 4,126 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 12.8 0.0 79.7 72.2 96.9 84.9 3.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 0 11 11 14 13 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 852,117 COMMITMENTS 186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206) 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 14 12 24 72 68 99 93 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 879,323 COMMITMENTS 172,158 53,348 129,009 565,887 686,114 867,054 868,471 12,269 10,852 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 14,721) -6,164 -5,623 6,133 11,754 14,106 11,723 14,616 2,998 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 6.1 14.7 64.4 78.0 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 16 13 23 88 77 114 104 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,421 COMMITMENTS 7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367) -1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 9 19 20 30 29 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,054 COMMITMENTS 9,105 14,030 18,864 28,268 25,499 56,237 58,393 4,817 2,661 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -16,533) -7,226 -9,162 -1,221 -9,551 -7,394 -17,998 -17,777 1,465 1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 23.0 30.9 46.3 41.8 92.1 95.6 7.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 8 18 17 28 25 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 33,726 COMMITMENTS 5,000 178 5,725 22,721 27,003 33,446 32,906 280 820 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,353) 271 -2 -104 -1,283 -1,147 -1,116 -1,252 -237 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.5 17.0 67.4 80.1 99.2 97.6 0.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 5 22 24 27 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,079 COMMITMENTS 4,729 180 5,829 24,005 28,150 34,562 34,158 517 921 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 33) 38 -30 372 -466 -807 -55 -465 89 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.5 16.6 68.4 80.2 98.5 97.4 1.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 1 5 25 24 30 30 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414 COMMITMENTS 1,681 3,806 840 16,893 14,768 19,414 19,414 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940) -276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 15 12 17 15 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,354 COMMITMENTS 1,957 5,048 1,070 18,327 15,236 21,354 21,354 0 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -90) 0 0 0 82 82 82 82 -172 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 23.6 5.0 85.8 71.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 17 16 20 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860 COMMITMENTS 842 2,550 634 5,384 3,424 6,860 6,608 0 252 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794) -46 460 -460 -265 -1,046 -771 -1,046 -23 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 10 10 13 13 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,654 COMMITMENTS 888 2,090 1,094 5,649 4,470 7,631 7,654 23 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 27.3 14.3 73.8 58.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 12 12 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,112,277 COMMITMENTS 76,249 38,191 265,395 705,292 723,596 1046936 1027183 65,341 85,095 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 15,335) 3,916 -443 -2,255 1,975 4,468 3,636 1,771 11,699 13,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.4 23.9 63.4 65.1 94.1 92.3 5.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 54 71 80 82 86 185 194 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,096,942 COMMITMENTS 72,333 38,634 267,650 703,318 719,128 1043300 1025411 53,643 71,531 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 36,563) 297 -3,641 18,545 26,034 25,625 44,876 40,528 -8,313 -3,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 3.5 24.4 64.1 65.6 95.1 93.5 4.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 58 60 81 84 85 186 191 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598 COMMITMENTS 7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38) 48 163 -57 19 -131 10 -25 -48 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 61 20 1 9 23 71 43 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,636 COMMITMENTS 7,207 2,494 91 2,579 8,897 9,877 11,482 2,759 1,154 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 521) 346 384 -59 262 194 549 519 -28 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 19.7 0.7 20.4 70.4 78.2 90.9 21.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 63 15 3 10 22 74 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,205 COMMITMENTS 2,293 167 80 2,404 5,183 4,777 5,430 1,428 775 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -124) -6 11 80 -18 87 56 178 -180 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 2.7 1.3 38.7 83.5 77.0 87.5 23.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 2 1 10 14 26 17 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,329 COMMITMENTS 2,299 156 0 2,422 5,096 4,721 5,252 1,608 1,077 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -49) 632 -800 -296 -463 938 -127 -158 78 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 2.5 0.0 38.3 80.5 74.6 83.0 25.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 2 0 10 12 25 14 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,803 COMMITMENTS 16,515 13,345 26,648 125,239 125,389 168,402 165,382 12,401 15,421 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,763) 1,554 -275 2,739 -5,870 -3,190 -1,578 -726 -1,186 -2,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 7.4 14.7 69.3 69.4 93.1 91.5 6.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 32 29 37 77 73 129 124 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,567 COMMITMENTS 14,961 13,620 23,909 131,110 128,579 169,980 166,108 13,587 17,459 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,262) 609 3,577 -3,069 5,492 1,863 3,033 2,371 229 891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 7.4 13.0 71.4 70.0 92.6 90.5 7.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 27 27 32 75 74 121 121 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115 COMMITMENTS 0 3,805 4,320 13,615 9,990 17,935 18,115 180 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093) -15 666 -766 -312 -993 -1,093 -1,093 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 14 13 16 18 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 19,208 COMMITMENTS 15 3,139 5,086 13,927 10,983 19,028 19,208 180 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 224) 0 -81 15 329 290 344 224 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 16.3 26.5 72.5 57.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 3 17 16 20 23 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677 COMMITMENTS 450 2,106 402 7,825 6,169 8,677 8,677 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330) -100 -410 -45 -185 125 -330 -330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 14 17 16 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/04 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,007 COMMITMENTS 550 2,516 447 8,010 6,044 9,007 9,007 0 0 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 150) 0 150 0 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 27.9 5.0 88.9 67.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 14 18 16
Updated January 11, 2005