MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,415 COMMITMENTS 3,095 2,191 1,046 13,377 13,743 17,518 16,980 5,897 6,435 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,182) 140 -71 88 611 567 839 584 343 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 9.4 4.5 57.1 58.7 74.8 72.5 25.2 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 6 9 21 16 35 28 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,542 COMMITMENTS 15,493 7,280 18,510 42,071 37,231 76,074 63,021 15,468 28,521 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,019) -411 -661 1,506 -1,210 -1,140 -115 -295 -904 -724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.0 20.2 46.0 40.7 83.1 68.8 16.9 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 36 33 50 21 27 92 93 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,988 COMMITMENTS 170 968 283 1,590 802 2,043 2,053 945 935 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 613) -13 430 193 23 48 203 671 410 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 32.4 9.5 53.2 26.8 68.4 68.7 31.6 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 9 5 10 4 18 17 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 138,611 COMMITMENTS 40,654 16,572 11,132 70,713 74,432 122,499 102,136 16,112 36,475 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,355) -1,993 2,019 473 1,784 -3,100 264 -608 -1,619 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 12.0 8.0 51.0 53.7 88.4 73.7 11.6 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 47 36 37 64 97 137 152 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,481 COMMITMENTS 1,373 438 159 1,265 2,787 2,797 3,384 1,684 1,097 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -303) -117 -77 69 27 -50 -21 -58 -282 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.8 3.5 28.2 62.2 62.4 75.5 37.6 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 9 8 15 15 36 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,898 COMMITMENTS 10,580 3,007 3,388 8,653 6,857 22,621 13,252 4,277 13,646 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,027) 197 238 -2,064 934 133 -933 -1,693 -94 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 11.2 12.6 32.2 25.5 84.1 49.3 15.9 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 48 20 17 33 52 90 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 76,771 COMMITMENTS 13,905 30,263 586 36,714 29,877 51,205 60,726 25,566 16,045 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,479) -2,046 6,878 -31 12,480 -400 10,403 6,447 -2,924 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 39.4 0.8 47.8 38.9 66.7 79.1 33.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 15 2 23 20 41 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,822 COMMITMENTS 3,585 15,306 1 22,705 6,612 26,291 21,919 9,531 13,903 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,870) 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128 124 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 42.7 0.0 63.4 18.5 73.4 61.2 26.6 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 12 1 10 7 16 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,459 COMMITMENTS 64,823 3,889 0 19,673 86,287 84,496 90,176 7,963 2,283 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 14,589) 13,162 140 0 2,557 15,612 15,719 15,752 -1,130 -1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 4.2 0.0 21.3 93.3 91.4 97.5 8.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 53 9 0 16 17 69 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,549 COMMITMENTS 33,817 7,019 29 33,679 68,760 67,525 75,808 19,024 10,741 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,025) 6,993 566 28 -4,105 4,074 2,916 4,668 1,109 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 8.1 0.0 38.9 79.4 78.0 87.6 22.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 20 11 2 17 15 39 26 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 143,178 COMMITMENTS 6,927 61,624 767 111,224 54,714 118,918 117,105 24,260 26,073 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,950) -5,027 5,474 120 15,722 8,505 10,815 14,099 -865 -4,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 43.0 0.5 77.7 38.2 83.1 81.8 16.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 11 33 2 28 21 41 54 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 118,581 COMMITMENTS 23,613 18,592 357 54,810 65,542 78,780 84,491 39,801 34,090 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -12,444) -6,479 -5,740 -165 -3,613 -3,435 -10,257 -9,340 -2,187 -3,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 15.7 0.3 46.2 55.3 66.4 71.3 33.6 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 28 20 5 26 24 57 46 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,548 COMMITMENTS 31,057 0 58 33,394 60,770 64,509 60,828 3,039 6,720 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -27,220) -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262 -1,658 -1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 0.0 0.1 49.4 90.0 95.5 90.1 4.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 13 18 16 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,082,645 COMMITMENTS 666,589 871,226 873,511 5548319 4794199 7088419 6538936 994,226 1543709 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -140,869) -48,375 -367,044 6,468 -187,868 238,474 -229,775 -122,102 88,906 -18,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 10.8 10.8 68.6 59.3 87.7 80.9 12.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 47 70 88 116 129 219 238 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 673,223 COMMITMENTS 63,562 77,241 8,360 478,897 489,875 550,819 575,476 122,404 97,747 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 867) 2,694 780 154 4,652 6,989 7,500 7,923 -6,633 -7,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 11.5 1.2 71.1 72.8 81.8 85.5 18.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 37 37 16 92 63 144 101 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 974,879 COMMITMENTS 205,580 220,045 14,696 442,087 639,499 662,363 874,240 312,516 100,639 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 92,694) 34,782 28,721 4,041 71,591 41,591 110,414 74,353 -17,720 18,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 22.6 1.5 45.3 65.6 67.9 89.7 32.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 43 52 17 48 59 100 119 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,814 COMMITMENTS 725 1,271 0 5,797 9,292 6,522 10,563 5,292 1,251 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 25) 0 -2 0 -243 271 -243 269 268 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 10.8 0.0 49.1 78.7 55.2 89.4 44.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 11 13 12 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,412 COMMITMENTS 5,633 495 99 17,480 18,074 23,212 18,668 4,200 8,744 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 3,168) -166 -684 -19 4,181 1,802 3,996 1,099 -828 2,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 1.8 0.4 63.8 65.9 84.7 68.1 15.3 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 2 1 18 18 27 21 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,727 COMMITMENTS 5,332 18,378 45 35,953 26,019 41,330 44,442 16,397 13,285 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,329) 1,117 1,533 41 -231 -544 927 1,030 4,402 4,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 31.8 0.1 62.3 45.1 71.6 77.0 28.4 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 15 24 2 34 28 49 54 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,076 COMMITMENTS 79,939 148,545 1,249 196,682 128,361 277,870 278,155 49,206 48,921 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 46,579) 678 30,146 131 30,386 3,720 31,195 33,997 15,384 12,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 45.4 0.4 60.1 39.2 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 46 75 6 50 36 99 114 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 85,577 COMMITMENTS 25,245 6,922 0 38,177 64,396 63,422 71,318 22,155 14,259 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 414) -6,464 636 0 3,456 -5,205 -3,008 -4,569 3,422 4,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 8.1 0.0 44.6 75.2 74.1 83.3 25.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 8 0 16 16 28 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,995 COMMITMENTS 1,121 12,464 5 27,315 15,408 28,441 27,877 4,554 5,118 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,877) -71 1,614 5 1,829 429 1,763 2,048 114 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 37.8 0.0 82.8 46.7 86.2 84.5 13.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 13 1 26 27 29 40 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 195,853 COMMITMENTS 50,635 28,655 1,415 136,440 154,453 188,490 184,523 7,363 11,330 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,382) 7,433 -1,126 225 15,321 21,784 22,979 20,883 -2,597 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 14.6 0.7 69.7 78.9 96.2 94.2 3.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 19 32 6 30 39 52 74 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,385 COMMITMENTS 10,269 8,289 35 15,270 20,897 25,574 29,221 11,811 8,164 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,933) -1,359 -1,998 -42 1,611 2,724 210 684 1,723 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 22.2 0.1 40.8 55.9 68.4 78.2 31.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 23 13 1 18 24 42 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,632 COMMITMENTS 8,989 904 15 12,743 1,626 21,747 2,545 5,885 25,087 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 3.3 0.1 46.1 5.9 78.7 9.2 21.3 90.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 1 9 3 17 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,633 COMMITMENTS 5,667 4,144 579 51,903 22,773 58,149 27,496 11,484 42,137 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7) 2,172 -1,218 -365 -1,445 -61 362 -1,644 -355 1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 6.0 0.8 74.5 32.7 83.5 39.5 16.5 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 12 2 19 25 23 39
Updated April 22, 2005