MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,567 COMMITMENTS 2,929 2,261 937 12,437 12,727 16,303 15,925 5,264 5,642 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,554) 258 -360 -255 -3,330 -2,689 -3,327 -3,304 -227 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 10.5 4.3 57.7 59.0 75.6 73.8 24.4 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 6 15 19 15 35 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,914 COMMITMENTS 16,844 7,534 15,161 44,292 40,318 76,297 63,013 17,617 30,901 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,086) -1,041 510 2,804 271 169 2,034 3,483 2,052 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 8.0 16.1 47.2 42.9 81.2 67.1 18.8 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 43 34 46 24 33 97 97 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,331 COMMITMENTS 156 591 85 1,563 665 1,804 1,341 527 990 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -182) 61 -14 11 -155 54 -83 51 -99 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 25.4 3.6 67.1 28.5 77.4 57.5 22.6 42.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 11 4 10 3 18 14 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,107 COMMITMENTS 45,312 13,720 12,381 71,315 81,244 129,008 107,345 19,099 40,762 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -5,803) -755 -3,884 -1,461 -1,976 284 -4,192 -5,061 -1,611 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.3 8.4 48.2 54.9 87.1 72.5 12.9 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 52 35 34 71 111 145 166 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,244 COMMITMENTS 1,812 576 123 1,243 3,314 3,178 4,013 2,066 1,231 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 221) -171 64 39 184 -32 52 71 169 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 11.0 2.3 23.7 63.2 60.6 76.5 39.4 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 19 9 8 14 17 39 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,145 COMMITMENTS 10,454 2,700 5,726 7,427 6,461 23,607 14,887 4,538 13,258 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,691) 721 346 -23 647 19 1,345 342 346 1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 9.6 20.3 26.4 23.0 83.9 52.9 16.1 47.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 47 17 18 34 45 90 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 80,302 COMMITMENTS 35,799 10,124 617 13,043 55,397 49,459 66,138 30,843 14,164 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -891) 344 1,359 -13 -1,183 -694 -852 652 -39 -1,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 12.6 0.8 16.2 69.0 61.6 82.4 38.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 9 3 16 23 43 34 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 47,464 COMMITMENTS 1,677 20,456 1 36,790 12,476 38,468 32,933 8,996 14,531 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,208) -491 4,246 0 6,005 793 5,514 5,039 -306 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 43.1 0.0 77.5 26.3 81.0 69.4 19.0 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 13 1 16 5 20 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,463 COMMITMENTS 32,647 10,817 0 19,433 45,379 52,080 56,196 8,383 4,267 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -63) -45 1,957 -300 -1,032 -2,090 -1,377 -433 1,314 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 17.9 0.0 32.1 75.1 86.1 92.9 13.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 41 16 0 13 20 54 36 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,416 COMMITMENTS 21,540 6,056 57 28,210 51,168 49,807 57,281 18,609 11,135 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,036) 2,953 -657 56 652 3,337 3,661 2,736 -1,625 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 8.9 0.1 41.2 74.8 72.8 83.7 27.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 10 2 18 16 36 27 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 127,406 COMMITMENTS 9,686 46,128 681 92,614 52,801 102,981 99,610 24,425 27,796 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 13,138) -1,347 4,906 1 15,676 5,315 14,330 10,222 -1,192 2,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 36.2 0.5 72.7 41.4 80.8 78.2 19.2 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 30 3 28 21 47 51 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 126,079 COMMITMENTS 26,469 19,571 192 53,567 60,949 80,228 80,712 45,851 45,367 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 9,191) -3,781 7,074 -26 14,173 -2,954 10,366 4,094 -1,175 5,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 15.5 0.2 42.5 48.3 63.6 64.0 36.4 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 30 23 6 27 25 58 53 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,820 COMMITMENTS 6,057 705 0 2,167 8,453 8,224 9,158 1,596 662 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -206) -40 0 0 -136 -242 -176 -242 -30 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 7.2 0.0 22.1 86.1 83.7 93.3 16.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 7 8 12 10 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 83,260 COMMITMENTS 30,205 2,238 0 48,270 72,559 78,475 74,797 4,785 8,463 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,102) 273 716 0 3,994 2,596 4,267 3,312 -165 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 2.7 0.0 58.0 87.1 94.3 89.8 5.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 16 18 19 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,257,196 COMMITMENTS 791,177 1353069 959,088 5657815 4423231 7408080 6735388 849,116 1521808 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 234,109) -21,816 25,778 91,247 153,267 97,454 222,698 214,479 11,411 19,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 16.4 11.6 68.5 53.6 89.7 81.6 10.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 46 76 83 113 132 211 245 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 671,875 COMMITMENTS 57,290 78,963 7,462 475,989 484,074 540,741 570,499 131,134 101,376 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -556) 2,493 91 259 1,262 -742 4,014 -392 -4,570 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 11.8 1.1 70.8 72.0 80.5 84.9 19.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 30 40 12 90 60 131 101 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 879,805 COMMITMENTS 134,445 187,695 22,079 393,870 568,926 550,394 778,700 329,411 101,105 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 15,686) -11,349 22,017 5,506 14,936 -2,391 9,093 25,132 6,593 -9,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 21.3 2.5 44.8 64.7 62.6 88.5 37.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 33 52 18 44 50 88 109 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,761 COMMITMENTS 725 1,573 0 6,418 8,834 7,143 10,407 4,618 1,354 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11) 0 -442 0 -201 147 -201 -295 212 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 13.4 0.0 54.6 75.1 60.7 88.5 39.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 0 13 12 14 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 23,114 COMMITMENTS 7,770 1,544 86 10,441 15,593 18,297 17,223 4,817 5,891 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,227) -1,789 -7 61 234 -1,954 -1,494 -1,900 -733 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 6.7 0.4 45.2 67.5 79.2 74.5 20.8 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 3 1 13 18 23 21 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,645 COMMITMENTS 4,539 15,658 5 36,304 27,224 40,848 42,887 12,797 10,758 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,130) 553 -1,758 0 252 -560 805 -2,318 -2,935 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 29.2 0.0 67.7 50.7 76.1 79.9 23.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 13 23 1 36 28 50 51 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,251 COMMITMENTS 57,252 109,491 3,790 171,743 118,743 232,785 232,024 30,466 31,227 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,420) -17,409 -6,886 178 799 4,044 -16,432 -2,664 -988 -14,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 41.6 1.4 65.2 45.1 88.4 88.1 11.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 40 60 9 42 38 87 103 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,489 COMMITMENTS 26,134 5,048 43 33,001 63,420 59,178 68,511 19,311 9,978 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,835) -4,685 853 43 4,307 -5,755 -335 -4,859 -2,500 2,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 6.4 0.1 42.0 80.8 75.4 87.3 24.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 6 2 18 14 33 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,186 COMMITMENTS 1,192 10,515 0 25,647 14,488 26,839 25,003 4,347 6,183 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 928) 2 269 0 1,311 400 1,313 669 -385 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 33.7 0.0 82.2 46.5 86.1 80.2 13.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 12 0 25 25 28 37 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 170,342 COMMITMENTS 36,457 31,747 919 119,407 125,308 156,783 157,974 13,559 12,368 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,208) 3,204 374 -210 8,870 8,408 11,864 8,572 -3,656 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 18.6 0.5 70.1 73.6 92.0 92.7 8.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 17 38 5 31 40 50 81 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,713 COMMITMENTS 11,678 10,369 179 12,235 16,468 24,092 27,016 11,621 8,697 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,137) -662 -1,162 28 105 246 -529 -888 -608 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 29.0 0.5 34.3 46.1 67.5 75.6 32.5 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 23 14 3 17 21 42 36 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,707 COMMITMENTS 3,662 5,338 502 50,510 23,767 54,674 29,607 14,033 39,100 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,521) 416 -2,390 252 1,387 -1,803 2,055 -3,941 -534 5,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 7.8 0.7 73.5 34.6 79.6 43.1 20.4 56.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 14 3 18 26 23 42
Updated April 8, 2005