MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,662 COMMITMENTS 3,149 2,766 1,287 16,096 15,403 20,532 19,456 5,130 6,206 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,264) 348 164 260 505 891 1,113 1,315 151 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 10.8 5.0 62.7 60.0 80.0 75.8 20.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 8 12 21 19 37 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,117 COMMITMENTS 17,682 10,027 18,171 39,746 35,799 75,599 63,997 18,518 30,120 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -6,493) -4,555 518 -1,188 630 -4,693 -5,113 -5,363 -1,380 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 10.7 19.3 42.2 38.0 80.3 68.0 19.7 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 49 38 47 25 36 108 99 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,289 COMMITMENTS 169 1,132 629 1,690 418 2,488 2,179 801 1,110 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 615) -84 124 211 398 62 525 397 90 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 34.4 19.1 51.4 12.7 75.6 66.3 24.4 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 17 7 9 3 18 23 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,651 COMMITMENTS 43,250 18,030 13,628 67,865 72,799 124,743 104,457 16,908 37,194 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -8,196) -3,155 2,521 -3,121 731 -3,782 -5,545 -4,382 -2,651 -3,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 12.7 9.6 47.9 51.4 88.1 73.7 11.9 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 50 43 42 59 97 131 163 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,325 COMMITMENTS 2,157 394 184 740 3,347 3,081 3,925 2,244 1,400 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 30) -68 -81 42 173 291 147 252 -117 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 7.4 3.5 13.9 62.9 57.9 73.7 42.1 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 21 8 7 15 19 40 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,115 COMMITMENTS 6,673 3,551 4,071 8,956 4,553 19,700 12,175 4,415 11,940 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,189) 769 273 581 934 356 2,284 1,210 -95 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 14.7 16.9 37.1 18.9 81.7 50.5 18.3 49.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 29 20 21 37 43 80 76 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 83,368 COMMITMENTS 10,760 16,067 997 46,093 50,568 57,850 67,632 25,518 15,736 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 698) 154 -1,904 348 -353 3,929 149 2,373 549 -1,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 19.3 1.2 55.3 60.7 69.4 81.1 30.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 13 4 24 18 40 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 52,852 COMMITMENTS 3,837 15,106 734 37,796 21,015 42,367 36,855 10,485 15,997 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -4,009) 466 -5,439 322 -3,942 3,034 -3,154 -2,083 -855 -1,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 28.6 1.4 71.5 39.8 80.2 69.7 19.8 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 11 1 15 7 22 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 89,095 COMMITMENTS 64,195 8,031 216 13,902 76,120 78,313 84,367 10,782 4,728 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 6,316) 5,680 1,464 49 -516 3,934 5,213 5,447 1,103 869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 9.0 0.2 15.6 85.4 87.9 94.7 12.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 56 10 1 15 22 72 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,291 COMMITMENTS 26,973 4,734 655 25,016 56,475 52,644 61,864 20,647 11,427 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 8,605) 11,783 -347 286 -3,983 10,614 8,086 10,553 519 -1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 6.5 0.9 34.1 77.1 71.8 84.4 28.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 9 2 12 14 34 23 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 151,987 COMMITMENTS 13,017 36,710 961 109,138 92,564 123,116 130,235 28,871 21,752 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -3,565) -6,781 2,622 955 7,935 -5,832 2,109 -2,255 -5,674 -1,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 24.2 0.6 71.8 60.9 81.0 85.7 19.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 16 4 24 22 41 40 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,131 COMMITMENTS 28,112 28,357 818 68,660 71,807 97,590 100,982 50,541 47,149 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -4,246) 1,927 1,541 110 5,659 1,654 7,696 3,305 -11,942 -7,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 19.1 0.6 46.4 48.5 65.9 68.2 34.1 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 28 22 5 31 22 60 48 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,745,755 COMMITMENTS 658,949 1095392 783,198 5447183 4396439 6889330 6275029 856,425 1470726 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 23,635) -34,829 59,555 -43,134 119,819 14,692 41,856 31,113 -18,221 -7,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 14.1 10.1 70.3 56.8 88.9 81.0 11.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 39 63 75 118 132 204 232 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 686,800 COMMITMENTS 63,046 80,380 8,099 473,742 498,692 544,887 587,171 141,913 99,629 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 5,602) 695 -1,187 2,988 5,558 3,580 9,241 5,381 -3,639 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 11.7 1.2 69.0 72.6 79.3 85.5 20.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 39 34 19 89 64 140 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 933,078 COMMITMENTS 187,441 189,388 7,894 407,624 643,454 602,959 840,736 330,119 92,342 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 64,159) 11,206 2,942 2,956 22,053 53,786 36,215 59,684 27,944 4,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 20.3 0.8 43.7 69.0 64.6 90.1 35.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 35 53 14 54 53 100 109 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,305 COMMITMENTS 1,607 0 0 5,840 11,747 7,447 11,747 5,858 1,558 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -33) -162 0 0 -67 -82 -229 -82 196 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 43.9 88.3 56.0 88.3 44.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 14 12 17 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 30,379 COMMITMENTS 2,814 5,650 226 22,898 18,517 25,938 24,393 4,441 5,986 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -162) -221 155 15 -139 -1,030 -345 -860 183 698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 18.6 0.7 75.4 61.0 85.4 80.3 14.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 2 18 17 23 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,272 COMMITMENTS 6,543 17,384 230 33,780 50,143 40,553 67,757 38,719 11,515 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 549) 913 1,137 87 358 -283 1,358 941 -809 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 21.9 0.3 42.6 63.3 51.2 85.5 48.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 17 20 3 35 27 53 49 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,066 COMMITMENTS 101,855 95,144 3,976 279,663 156,212 385,494 255,332 31,572 161,734 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 34,601) 16,408 -18,123 1,773 15,085 42,724 33,266 26,374 1,335 8,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 22.8 1.0 67.1 37.5 92.4 61.2 7.6 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 60 60 12 45 37 112 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,106 COMMITMENTS 44,618 7,919 99 15,181 73,102 59,898 81,120 29,208 7,986 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,262) 8,568 -532 -112 -1,444 12,478 7,012 11,834 5,250 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 8.9 0.1 17.0 82.0 67.2 91.0 32.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 3 2 10 21 29 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 27,263 COMMITMENTS 1,264 10,812 74 18,778 12,205 20,116 23,091 7,147 4,172 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,449) 331 1,300 74 1,882 1,023 2,287 2,397 162 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 39.7 0.3 68.9 44.8 73.8 84.7 26.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 12 1 27 17 32 29 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,766 COMMITMENTS 39,468 28,423 611 125,094 134,500 165,173 163,534 12,593 14,232 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 15,832) 6,165 1,938 -101 5,664 15,361 11,728 17,198 4,104 -1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 16.0 0.3 70.4 75.7 92.9 92.0 7.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 16 28 4 29 38 48 67 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,314 COMMITMENTS 10,755 9,229 110 14,398 22,426 25,263 31,765 13,051 6,549 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,482) 377 1,202 0 1,517 233 1,894 1,435 -412 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 24.1 0.3 37.6 58.5 65.9 82.9 34.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 17 2 15 20 36 38 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 119,884 COMMITMENTS 400 6,915 2,521 59,333 78,949 62,254 88,385 57,630 31,499 CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 20) -37 579 -396 -304 5,558 -737 5,741 757 -5,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.8 2.1 49.5 65.9 51.9 73.7 48.1 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 16 4 20 28 26 45
Updated February 18, 2005