MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,233 COMMITMENTS 2,955 2,262 958 12,766 13,176 16,679 16,396 5,554 5,837 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 666) 26 1 21 329 449 376 471 290 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 10.2 4.3 57.4 59.3 75.0 73.7 25.0 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 6 10 21 15 33 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 92,561 COMMITMENTS 15,904 7,941 17,004 43,281 38,371 76,189 63,316 16,372 29,245 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,353) -940 407 1,843 -1,011 -1,947 -108 303 -1,245 -1,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 8.6 18.4 46.8 41.5 82.3 68.4 17.7 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 38 33 45 26 31 94 94 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,375 COMMITMENTS 183 538 90 1,567 754 1,840 1,382 535 993 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 44) 27 -53 5 4 89 36 41 8 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 22.7 3.8 66.0 31.7 77.5 58.2 22.5 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 8 3 10 4 17 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 139,966 COMMITMENTS 42,647 14,553 10,659 68,929 77,532 122,235 102,744 17,731 37,222 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -8,141) -2,665 833 -1,722 -2,386 -3,712 -6,773 -4,601 -1,368 -3,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 10.4 7.6 49.2 55.4 87.3 73.4 12.7 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 47 36 32 63 97 136 148 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,784 COMMITMENTS 1,490 515 90 1,238 2,837 2,818 3,442 1,966 1,342 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -460) -322 -61 -33 -5 -477 -360 -571 -100 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 10.8 1.9 25.9 59.3 58.9 71.9 41.1 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 15 8 6 15 15 33 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,925 COMMITMENTS 10,383 2,769 5,452 7,719 6,724 23,554 14,945 4,371 12,980 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -220) -71 69 -274 292 263 -53 58 -167 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 9.9 19.5 27.6 24.1 84.3 53.5 15.7 46.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 46 20 20 33 50 90 82 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 69,292 COMMITMENTS 15,951 23,385 617 24,234 30,277 40,802 54,279 28,490 15,013 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -11,010) -19,848 13,261 0 11,191 -25,120 -8,657 -11,859 -2,353 849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 33.7 0.9 35.0 43.7 58.9 78.3 41.1 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 18 15 3 20 20 39 37 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 45,692 COMMITMENTS 1,677 24,441 1 34,607 5,605 36,285 30,047 9,407 15,645 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,772) 0 3,985 0 -2,183 -6,871 -2,183 -2,886 411 1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 53.5 0.0 75.7 12.3 79.4 65.8 20.6 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 15 1 14 6 18 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,870 COMMITMENTS 51,661 3,749 0 17,116 70,675 68,777 74,424 9,093 3,446 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17,407) 19,014 -7,068 0 -2,317 25,296 16,697 18,228 710 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 4.8 0.0 22.0 90.8 88.3 95.6 11.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 49 11 0 15 18 64 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,524 COMMITMENTS 26,824 6,453 1 37,784 64,686 64,609 71,140 17,915 11,384 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 14,108) 5,284 397 -56 9,574 13,518 14,802 13,859 -694 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 7.8 0.0 45.8 78.4 78.3 86.2 21.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 18 10 1 17 16 36 26 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 133,228 COMMITMENTS 11,954 56,150 647 95,502 46,209 108,103 103,006 25,125 30,222 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,822) 2,268 10,022 -34 2,888 -6,592 5,122 3,396 700 2,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 42.1 0.5 71.7 34.7 81.1 77.3 18.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 15 30 2 28 20 45 50 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,025 COMMITMENTS 30,092 24,332 522 58,423 68,977 89,037 93,831 41,988 37,194 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 4,946) 3,623 4,761 330 4,856 8,028 8,809 13,119 -3,863 -8,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 18.6 0.4 44.6 52.6 68.0 71.6 32.0 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 26 23 5 28 24 56 50 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 94,768 COMMITMENTS 35,114 2,277 0 54,957 83,813 90,071 86,090 4,697 8,678 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 11,508) 4,909 39 0 6,687 11,254 11,596 11,293 -88 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 2.4 0.0 58.0 88.4 95.0 90.8 5.0 9.2 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 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,223,514 COMMITMENTS 714,964 1238270 867,043 5736187 4555725 7318194 6661038 905,320 1562476 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -33,682) -76,213 -114,799 -92,045 78,372 132,494 -89,886 -74,350 56,204 40,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 15.1 10.5 69.8 55.4 89.0 81.0 11.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 41 77 85 114 130 215 241 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 672,356 COMMITMENTS 60,868 76,461 8,206 474,245 482,886 543,319 567,553 129,037 104,803 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 481) 3,578 -2,502 744 -1,744 -1,188 2,578 -2,946 -2,097 3,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 11.4 1.2 70.5 71.8 80.8 84.4 19.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 34 38 15 88 62 136 101 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 882,185 COMMITMENTS 170,798 191,324 10,655 370,496 597,908 551,949 799,887 330,236 82,298 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,380) 36,353 3,629 -11,424 -23,374 28,982 1,555 21,187 825 -18,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 21.7 1.2 42.0 67.8 62.6 90.7 37.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 44 50 12 49 51 102 104 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,789 COMMITMENTS 725 1,273 0 6,040 9,021 6,765 10,294 5,024 1,495 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 28) 0 -300 0 -378 187 -378 -113 406 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 10.8 0.0 51.2 76.5 57.4 87.3 42.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 12 12 13 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 24,244 COMMITMENTS 5,799 1,179 118 13,299 16,272 19,216 17,569 5,028 6,675 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,130) -1,971 -365 32 2,858 679 919 346 211 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 4.9 0.5 54.9 67.1 79.3 72.5 20.7 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 3 2 15 17 23 21 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,398 COMMITMENTS 4,215 16,845 4 36,184 26,563 40,403 43,412 11,995 8,986 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,247) -324 1,187 -1 -120 -661 -445 525 -802 -1,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 32.1 0.0 69.1 50.7 77.1 82.9 22.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 23 1 37 29 50 52 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 280,497 COMMITMENTS 79,261 118,399 1,118 166,296 124,641 246,675 244,158 33,822 36,339 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17,246) 22,009 8,908 -2,672 -5,447 5,898 13,890 12,134 3,356 5,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 42.2 0.4 59.3 44.4 87.9 87.0 12.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 41 66 8 43 34 90 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 85,163 COMMITMENTS 31,709 6,286 0 34,721 69,601 66,430 75,887 18,733 9,276 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 6,674) 5,575 1,238 -43 1,720 6,181 7,252 7,376 -578 -702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 7.4 0.0 40.8 81.7 78.0 89.1 22.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 7 0 17 17 31 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,118 COMMITMENTS 1,192 10,850 0 25,486 14,979 26,678 25,829 4,440 5,289 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -68) 0 335 0 -161 491 -161 826 93 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 34.9 0.0 81.9 48.1 85.7 83.0 14.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 13 0 25 25 28 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 175,471 COMMITMENTS 43,202 29,781 1,190 121,119 132,669 165,511 163,640 9,960 11,831 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,129) 6,745 -1,966 271 1,712 7,361 8,728 5,666 -3,599 -537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 17.0 0.7 69.0 75.6 94.3 93.3 5.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 17 34 4 29 40 47 77 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,452 COMMITMENTS 11,628 10,287 77 13,659 18,173 25,364 28,537 10,088 6,915 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -261) -50 -82 -102 1,424 1,705 1,272 1,521 -1,533 -1,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 29.0 0.2 38.5 51.3 71.5 80.5 28.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 23 16 2 17 21 41 38 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,626 COMMITMENTS 3,495 5,362 944 53,348 22,834 57,787 29,140 11,839 40,486 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 919) -167 24 442 2,838 -933 3,113 -467 -2,194 1,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 7.7 1.4 76.6 32.8 83.0 41.9 17.0 58.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 15 3 18 26 23 44
Updated April 15, 2005