MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,596 COMMITMENTS 3,634 2,946 967 16,505 15,776 21,106 19,689 5,490 6,907 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 516) 819 -44 -167 -790 383 -138 172 654 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 11.1 3.6 62.1 59.3 79.4 74.0 20.6 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 7 10 21 19 38 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,802 COMMITMENTS 24,901 7,442 19,490 38,724 42,593 83,115 69,525 19,687 33,277 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,469) -1,228 1,581 2,592 1,448 -827 2,812 3,346 -343 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 7.2 19.0 37.7 41.4 80.8 67.6 19.2 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 52 33 52 26 39 120 101 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,321 COMMITMENTS 497 452 257 789 523 1,543 1,232 778 1,089 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 318) 58 -89 164 -55 85 167 160 151 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 19.5 11.1 34.0 22.5 66.5 53.1 33.5 46.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 10 3 7 4 15 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,527 COMMITMENTS 41,616 16,137 19,647 67,551 75,300 128,814 111,084 20,713 38,443 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,114) 1,247 -115 -2,574 3,324 4,623 1,997 1,934 2,117 2,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 10.8 13.1 45.2 50.4 86.1 74.3 13.9 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 54 32 48 63 103 145 169 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,352 COMMITMENTS 1,697 368 107 549 2,698 2,353 3,173 1,999 1,179 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 448) 184 56 49 47 279 280 384 168 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 8.5 2.5 12.6 62.0 54.1 72.9 45.9 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 22 6 6 12 19 37 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 19,302 COMMITMENTS 6,358 2,950 2,128 6,996 3,897 15,482 8,975 3,820 10,327 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -647) -105 -273 27 -499 269 -577 23 -70 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 15.3 11.0 36.2 20.2 80.2 46.5 19.8 53.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 31 14 18 27 34 66 60 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,006 COMMITMENTS 12,127 10,858 396 37,013 50,419 49,536 61,673 27,470 15,333 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,844) -5,225 -3,841 -57 3,928 3,195 -1,354 -703 -490 -1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 14.1 0.5 48.1 65.5 64.3 80.1 35.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 8 2 22 18 40 28 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 51,859 COMMITMENTS 6,322 13,722 437 34,468 23,345 41,227 37,504 10,632 14,355 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 790) -1,721 498 410 4,660 453 3,349 1,361 -2,559 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 26.5 0.8 66.5 45.0 79.5 72.3 20.5 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 10 2 13 6 21 17 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,368 COMMITMENTS 53,672 6,438 686 15,846 68,417 70,204 75,541 9,164 3,827 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 10,280) 10,704 -1,650 -113 -2,107 12,303 8,484 10,540 1,796 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 8.1 0.9 20.0 86.2 88.5 95.2 11.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 46 9 2 12 21 60 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,926 COMMITMENTS 19,591 2,898 494 24,406 49,927 44,491 53,319 21,435 12,607 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,955) 975 272 447 941 4,399 2,363 5,118 -408 -3,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 4.4 0.7 37.0 75.7 67.5 80.9 32.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 8 3 12 12 30 21 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,125 COMMITMENTS 31,214 30,815 2 98,634 122,710 129,850 153,527 37,275 13,598 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 4,943) -2,394 -1,869 -121 7,799 11,374 5,284 9,384 -341 -4,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 18.4 0.0 59.0 73.4 77.7 91.9 22.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 27 10 2 21 21 49 32 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 129,210 COMMITMENTS 25,980 24,055 530 57,821 64,246 84,331 88,831 44,879 40,379 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,993) 579 -578 -44 1,812 2,839 2,347 2,217 -4,340 -4,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 18.6 0.4 44.7 49.7 65.3 68.7 34.7 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 34 18 7 30 23 65 47 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,638 COMMITMENTS 11,396 0 189 28,449 36,663 40,034 36,852 2,604 5,786 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,092) 3,135 0 89 5,596 8,052 8,820 8,141 -728 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 0.0 0.4 66.7 86.0 93.9 86.4 6.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 2 14 23 19 25 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,573,472 COMMITMENTS 633,896 989,943 794,808 5295102 4371240 6723806 6155991 849,666 1417481 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 247,206) 2,744 55,164 32,464 180,169 98,634 215,377 186,262 31,829 60,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 13.1 10.5 69.9 57.7 88.8 81.3 11.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 43 63 66 117 121 197 216 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 668,608 COMMITMENTS 61,875 82,792 4,971 458,173 487,390 525,019 575,153 143,589 93,455 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -8,986) -10,121 6,290 -5,034 1,628 -7,109 -13,527 -5,853 4,541 -3,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 12.4 0.7 68.5 72.9 78.5 86.0 21.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 39 35 17 90 62 141 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 812,013 COMMITMENTS 158,466 161,886 7,070 370,991 541,274 536,527 710,230 275,486 101,783 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -37,665) -13,366 48,045 -2,552 20,896 -89,090 4,978 -43,597 -42,643 5,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 19.9 0.9 45.7 66.7 66.1 87.5 33.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 29 43 14 51 49 92 94 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,084 COMMITMENTS 1,399 0 0 5,783 11,710 7,182 11,710 5,902 1,374 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 63) 9 0 0 -627 81 -618 81 681 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.0 44.2 89.5 54.9 89.5 45.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 13 13 15 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 28,975 COMMITMENTS 2,171 5,360 204 23,238 17,843 25,613 23,407 3,362 5,568 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 2,215) 1,546 118 104 249 1,725 1,899 1,947 316 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 18.5 0.7 80.2 61.6 88.4 80.8 11.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 1 19 18 22 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,187 COMMITMENTS 7,326 15,740 352 31,982 49,513 39,660 65,605 35,527 9,582 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,268) 418 434 186 -129 174 475 794 -1,743 -2,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 20.9 0.5 42.5 65.9 52.7 87.3 47.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 20 2 33 28 48 50 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,383 COMMITMENTS 83,133 100,634 2,128 255,231 128,964 340,492 231,726 28,891 137,657 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 16,664) -33,878 22,088 -1,130 62,358 -11,533 27,350 9,425 -10,686 7,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 27.2 0.6 69.1 34.9 92.2 62.7 7.8 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 56 60 7 46 33 104 98 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,897 COMMITMENTS 38,430 2,646 1,003 15,927 67,085 55,360 70,734 24,537 9,163 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 8,083) 6,525 1,644 991 -1,064 7,618 6,452 10,253 1,631 -2,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 3.3 1.3 19.9 84.0 69.3 88.5 30.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 17 5 2 12 19 30 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,159 COMMITMENTS 1,004 8,824 0 16,643 10,851 17,647 19,675 6,512 4,484 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 401) -34 267 0 748 402 714 669 -313 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 36.5 0.0 68.9 44.9 73.0 81.4 27.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 11 0 26 17 29 28 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 160,705 COMMITMENTS 31,382 22,772 1,114 114,067 119,407 146,563 143,293 14,142 17,412 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,145) 1,001 -558 61 -1,568 568 -506 71 1,651 1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 14.2 0.7 71.0 74.3 91.2 89.2 8.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 15 23 5 28 39 47 63 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,449 COMMITMENTS 9,978 7,214 112 11,394 20,957 21,484 28,283 12,965 6,166 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 1,218) 530 1,424 -20 1,049 -287 1,559 1,117 -341 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 20.9 0.3 33.1 60.8 62.4 82.1 37.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 19 16 2 16 18 36 35 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 121,270 COMMITMENTS 594 6,331 2,838 61,170 75,832 64,602 85,001 56,668 36,269 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -974) 243 -220 106 3,698 -1,809 4,047 -1,923 -5,021 949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.2 2.3 50.4 62.5 53.3 70.1 46.7 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 14 4 17 23 22 40
Updated February 4, 2005