MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,989 COMMITMENTS 3,858 2,880 1,433 16,872 16,260 22,163 20,573 4,826 6,416 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 714) 878 -13 172 133 658 1,183 817 -469 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 10.7 5.3 62.5 60.2 82.1 76.2 17.9 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 8 13 23 18 41 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,265 COMMITMENTS 22,935 8,381 20,337 41,519 42,689 84,791 71,407 19,474 32,858 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,049) 5,183 746 1,927 1,928 6,025 9,038 8,698 1,011 1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 8.0 19.5 39.8 40.9 81.3 68.5 18.7 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 58 29 46 26 38 119 95 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,006 COMMITMENTS 255 1,476 81 1,654 399 1,990 1,956 1,016 1,050 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -511) -3 209 -536 -71 -66 -610 -393 99 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 49.1 2.7 55.0 13.3 66.2 65.1 33.8 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 18 4 7 2 16 20 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,754 COMMITMENTS 38,101 19,332 10,702 67,336 66,137 116,139 96,171 12,615 32,583 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,191) 181 1,798 -2,095 359 -129 -1,555 -426 -1,636 -2,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 15.0 8.3 52.3 51.4 90.2 74.7 9.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 45 41 33 42 83 105 144 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,199 COMMITMENTS 2,126 295 216 848 3,434 3,190 3,945 2,009 1,254 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -59) 98 -83 47 187 204 332 168 -391 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 5.7 4.2 16.3 66.1 61.4 75.9 38.6 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 23 7 7 12 16 39 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,828 COMMITMENTS 7,061 3,763 3,818 9,028 4,609 19,907 12,190 3,921 11,638 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -304) 300 21 -274 -279 223 -253 -30 -51 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 15.8 16.0 37.9 19.3 83.5 51.2 16.5 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 20 20 33 40 70 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,644 COMMITMENTS 11,793 18,622 963 56,547 60,041 69,303 79,626 26,341 16,018 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,369) 518 4,206 -189 6,143 791 6,472 4,808 897 2,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 19.5 1.0 59.1 62.8 72.5 83.3 27.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 15 4 24 20 41 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,956 COMMITMENTS 7,313 9,216 0 36,723 39,778 44,036 48,994 17,920 12,962 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,519) 2,523 976 -727 6,318 9,713 8,114 9,962 -595 -2,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 14.9 0.0 59.3 64.2 71.1 79.1 28.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 5 0 13 11 20 16 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,386 COMMITMENTS 70,999 8,686 247 20,324 89,296 91,570 98,229 10,816 4,157 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,741) -257 448 -216 6,458 6,200 5,985 6,432 -1,244 -1,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 8.5 0.2 19.9 87.2 89.4 95.9 10.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 55 9 2 15 22 71 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,910 COMMITMENTS 38,182 4,663 34 15,806 62,860 54,022 67,557 25,888 12,353 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 732) 8,813 450 10 -10,472 -165 -1,649 295 2,381 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.8 5.8 0.0 19.8 78.7 67.6 84.5 32.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 25 8 2 9 15 36 23 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 153,631 COMMITMENTS 13,422 20,545 189 107,980 112,908 121,591 133,642 32,040 19,989 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -453) -656 -19,468 -595 1,575 22,968 324 2,905 -777 -3,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 13.4 0.1 70.3 73.5 79.1 87.0 20.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 18 3 23 23 39 42 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,942 COMMITMENTS 46,880 13,462 1,179 60,219 108,439 108,278 123,080 61,664 46,862 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,981) 17,876 -11,518 -437 -10,135 29,118 7,304 17,163 -2,323 -12,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.9 0.7 35.4 63.8 63.7 72.4 36.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 18 7 31 28 67 49 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775 COMMITMENTS 10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830) 0 0 0 1,042 -38 1,042 -38 788 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 7 17 9 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,314,107 COMMITMENTS 737,253 1384262 910,058 5737405 4486532 7384716 6780852 929,391 1533255 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 319,479) 35,128 116,965 35,187 218,787 189,228 289,102 341,380 30,377 -21,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 16.6 10.9 69.0 54.0 88.8 81.6 11.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 40 69 78 120 137 207 244 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 709,236 COMMITMENTS 65,782 83,044 8,570 487,703 507,921 562,055 599,535 147,181 109,701 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 13,151) 3,662 2,709 349 10,227 1,370 14,238 4,428 -1,087 8,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.7 1.2 68.8 71.6 79.2 84.5 20.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 40 29 18 91 66 142 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,001,414 COMMITMENTS 207,057 261,570 16,560 434,474 627,475 658,091 905,605 343,323 95,809 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 96,319) -154 21,344 5,317 52,500 81,412 57,663 108,073 38,656 -11,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 26.1 1.7 43.4 62.7 65.7 90.4 34.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 37 60 19 56 56 108 121 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 13,913 COMMITMENTS 1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592) -43 283 56 838 187 851 526 -259 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 17 11 20 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 32,445 COMMITMENTS 4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324) 2,071 299 4 -2,221 686 -146 989 1,470 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 2 18 19 23 25 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,809 COMMITMENTS 4,519 20,074 0 40,556 57,614 45,075 77,688 44,734 12,121 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,671) -125 643 -188 3,743 4,053 3,430 4,508 -759 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 22.4 0.0 45.2 64.2 50.2 86.5 49.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 14 22 0 38 32 52 54 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 457,495 COMMITMENTS 115,131 99,353 2,718 305,684 169,033 423,533 271,104 33,962 186,391 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,733) 121 -7,196 -854 -5,770 5,421 -6,503 -2,629 -10,230 -14,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 21.7 0.6 66.8 36.9 92.6 59.3 7.4 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 46 58 11 46 31 100 92 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 104,099 COMMITMENTS 56,250 871 1,336 16,082 94,838 73,668 97,045 30,431 7,054 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,920) 6,332 -3,077 242 1,827 12,566 8,401 9,731 519 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 0.8 1.3 15.4 91.1 70.8 93.2 29.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 3 2 12 25 34 29 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,719 COMMITMENTS 1,503 14,550 310 27,635 16,418 29,448 31,278 6,271 4,441 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,123) 128 1,055 50 4,052 2,955 4,230 4,060 -107 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 40.7 0.9 77.4 46.0 82.4 87.6 17.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 11 3 28 20 35 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 211,226 COMMITMENTS 61,495 34,806 1,095 135,446 160,763 198,036 196,664 13,190 14,562 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,039) 11,702 3,271 -291 -37 7,994 11,374 10,974 665 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 16.5 0.5 64.1 76.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 18 30 5 30 41 52 72 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,064 COMMITMENTS 11,848 8,498 154 15,744 23,908 27,746 32,560 12,318 7,504 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,788) 634 1,124 26 2,268 513 2,928 1,663 -1,140 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 21.2 0.4 39.3 59.7 69.3 81.3 30.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 22 17 3 19 22 43 40 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 03/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,566 COMMITMENTS 100 10,511 2,618 58,180 75,322 60,898 88,451 57,668 30,115 CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -941) -190 3,601 87 1,848 -2,193 1,745 1,495 -2,686 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 18 5 21 28 27 47
Updated March 4, 2005