MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,292 COMMITMENTS 3,020 2,206 1,234 14,280 14,195 18,534 17,635 5,758 6,657 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 877) -75 15 188 903 452 1,016 655 -139 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 9.1 5.1 58.8 58.4 76.3 72.6 23.7 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 6 12 20 16 35 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,292 COMMITMENTS 16,801 10,903 21,063 42,030 36,206 79,894 68,172 15,398 27,120 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,750) 1,308 3,623 2,553 -41 -1,025 3,820 5,151 -70 -1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 11.4 22.1 44.1 38.0 83.8 71.5 16.2 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 42 40 53 21 31 98 107 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,705 COMMITMENTS 426 1,504 312 1,639 765 2,377 2,581 1,328 1,124 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 717) 256 536 29 49 -37 334 528 383 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 40.6 8.4 44.2 20.6 64.2 69.7 35.8 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 13 5 8 3 20 19 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,633 COMMITMENTS 45,428 18,159 12,367 67,684 72,913 125,479 103,439 17,154 39,194 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,022) 4,774 1,587 1,235 -3,029 -1,519 2,980 1,303 1,042 2,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 12.7 8.7 47.5 51.1 88.0 72.5 12.0 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 55 33 33 49 93 126 145 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,444 COMMITMENTS 1,236 531 113 1,206 2,551 2,555 3,195 1,889 1,249 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -37) -137 93 -46 -59 -236 -242 -189 205 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 11.9 2.5 27.1 57.4 57.5 71.9 42.5 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 7 6 18 12 35 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,405 COMMITMENTS 10,368 3,805 3,379 8,760 6,481 22,507 13,665 4,898 13,740 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 507) -212 798 -9 107 -376 -114 413 621 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 13.9 12.3 32.0 23.6 82.1 49.9 17.9 50.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 49 25 23 32 48 94 88 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,837 COMMITMENTS 13,776 38,495 586 46,257 28,509 60,619 67,590 25,218 18,247 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,066) -129 8,232 0 9,543 -1,368 9,414 6,864 -348 2,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 44.8 0.7 53.9 33.2 70.6 78.7 29.4 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 16 2 26 19 43 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 34,396 COMMITMENTS 3,504 12,129 1 21,121 7,719 24,626 19,849 9,770 14,547 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,426) -81 -3,177 0 -1,584 1,107 -1,665 -2,070 239 644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 35.3 0.0 61.4 22.4 71.6 57.7 28.4 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 7 1 10 8 16 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,729 COMMITMENTS 71,259 4,917 0 19,169 91,147 90,428 96,064 8,301 2,665 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,270) 6,436 1,028 0 -504 4,860 5,932 5,888 338 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.2 5.0 0.0 19.4 92.3 91.6 97.3 8.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 53 15 0 16 17 69 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,465 COMMITMENTS 29,282 5,571 1 33,392 70,335 62,675 75,907 22,790 9,558 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,084) -4,535 -1,448 -28 -287 1,575 -4,850 99 3,766 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 6.5 0.0 39.1 82.3 73.3 88.8 26.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 21 10 1 16 15 38 25 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 138,788 COMMITMENTS 11,215 43,717 753 102,423 71,356 114,391 115,826 24,397 22,962 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -4,390) 4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279 137 -3,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 31.5 0.5 73.8 51.4 82.4 83.5 17.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 25 2 29 23 44 49 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 133,030 COMMITMENTS 23,524 19,305 1,194 63,574 69,751 88,292 90,250 44,738 42,780 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,449) -89 713 837 8,764 4,209 9,512 5,759 4,937 8,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 14.5 0.9 47.8 52.4 66.4 67.8 33.6 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 22 6 26 24 60 48 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436 COMMITMENTS 31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888) 327 6,000 110 7,860 1,330 8,297 7,440 -409 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 14 18 18 22 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,302,013 COMMITMENTS 687,554 920,284 862,060 5689166 4875542 7238780 6657886 1063233 1644127 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 219,368) 20,965 49,058 -11,451 140,847 81,343 150,361 118,950 69,007 100,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 11.1 10.4 68.5 58.7 87.2 80.2 12.8 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 50 62 87 122 134 223 242 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 690,337 COMMITMENTS 61,084 72,398 9,565 483,691 499,919 554,340 581,882 135,997 108,455 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 17,114) -2,478 -4,843 1,205 4,794 10,044 3,521 6,406 13,593 10,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 10.5 1.4 70.1 72.4 80.3 84.3 19.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 36 35 17 95 62 143 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 960,079 COMMITMENTS 209,318 211,009 13,825 441,747 631,567 664,890 856,401 295,189 103,678 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,800) 3,738 -9,036 -871 -340 -7,932 2,527 -17,839 -17,327 3,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 22.0 1.4 46.0 65.8 69.3 89.2 30.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 41 53 16 52 62 104 120 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,848 COMMITMENTS 725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34) 0 -33 0 -353 -29 -353 -62 387 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 10 13 11 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,269 COMMITMENTS 7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143) 1,682 270 -17 -901 -146 764 107 -907 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 2 19 18 26 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,963 COMMITMENTS 6,844 20,407 1 35,894 27,784 42,739 48,192 18,224 12,771 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,236) 1,512 2,029 -44 -59 1,765 1,409 3,750 1,827 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 33.5 0.0 58.9 45.6 70.1 79.1 29.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 17 23 1 33 31 50 55 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,508 COMMITMENTS 79,223 146,939 1,362 220,926 126,807 301,511 275,108 39,997 66,400 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,432) -716 -1,606 113 24,244 -1,554 23,641 -3,047 -9,209 17,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 43.0 0.4 64.7 37.1 88.3 80.6 11.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 38 84 6 45 36 87 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,273 COMMITMENTS 33,986 6,692 0 32,727 73,094 66,713 79,786 22,560 9,487 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,696) 8,741 -230 0 -5,450 8,698 3,291 8,468 405 -4,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 7.5 0.0 36.7 81.9 74.7 89.4 25.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 7 0 16 18 33 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,496 COMMITMENTS 1,121 13,276 5 28,030 16,619 29,156 29,900 5,340 4,596 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501) 0 812 0 715 1,211 715 2,023 786 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 38.5 0.0 81.3 48.2 84.5 86.7 15.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 14 1 26 28 29 42 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,677 COMMITMENTS 56,240 28,765 1,464 147,635 169,136 205,339 199,365 12,338 18,312 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,824) 5,605 110 49 11,195 14,683 16,849 14,842 4,975 6,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.2 0.7 67.8 77.7 94.3 91.6 5.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 19 38 8 30 42 53 84 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,069 COMMITMENTS 10,470 6,697 35 14,332 21,017 24,837 27,749 12,232 9,320 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316) 201 -1,592 0 -938 120 -737 -1,472 421 1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 18.1 0.1 38.7 56.7 67.0 74.9 33.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 13 1 17 25 42 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672 COMMITMENTS 8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40) -537 -238 0 1,036 93 499 -145 -459 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 2 1 9 4 18 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/26/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239 COMMITMENTS 3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590 CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394) -2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 12 1 19 27 23 40
Updated April 29, 2005