MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,045 COMMITMENTS 2,566 1,855 1,329 13,568 12,536 17,463 15,720 4,582 6,325 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 638) 451 24 202 575 68 1,228 294 -590 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 8.4 6.0 61.5 56.9 79.2 71.3 20.8 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 5 11 20 17 34 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,177 COMMITMENTS 14,529 11,868 18,661 44,323 35,402 77,513 65,931 18,664 30,246 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,334) -2,286 1,657 -2,105 440 -3,207 -3,951 -3,655 1,617 1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 12.3 19.4 46.1 36.8 80.6 68.6 19.4 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 36 45 43 21 30 85 99 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,731 COMMITMENTS 397 1,484 376 1,537 806 2,310 2,666 1,421 1,065 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 130) -213 13 123 76 12 -14 148 144 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 39.8 10.1 41.2 21.6 61.9 71.5 38.1 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 12 6 7 4 19 18 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,299 COMMITMENTS 45,449 17,812 13,979 63,342 72,065 122,770 103,856 18,529 37,443 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,935) 1,532 -472 1,858 -2,735 -27 655 1,359 1,280 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 12.6 9.9 44.8 51.0 86.9 73.5 13.1 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 57 37 40 51 94 135 152 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,399 COMMITMENTS 1,075 322 56 876 1,966 2,007 2,344 1,392 1,055 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -533) -163 -49 1 -56 -407 -218 -455 -315 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 9.5 1.6 25.8 57.8 59.0 69.0 41.0 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 6 3 13 16 26 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,847 COMMITMENTS 10,012 3,461 2,265 7,733 5,119 20,010 10,845 4,837 14,002 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 245) 136 -274 199 -145 -516 190 -591 55 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 13.9 9.1 31.1 20.6 80.5 43.6 19.5 56.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 41 27 23 33 45 92 80 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,866 COMMITMENTS 11,651 39,446 617 50,106 24,688 62,374 64,751 24,492 22,115 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -6,412) -783 -6,309 29 -6,403 970 -7,157 -5,310 745 -1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 45.4 0.7 57.7 28.4 71.8 74.5 28.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 20 4 28 18 44 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 43,977 COMMITMENTS 2,214 19,638 29 32,738 7,641 34,981 27,308 8,996 16,669 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,393) -2,675 3,419 28 7,986 -643 5,339 2,804 54 2,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 44.7 0.1 74.4 17.4 79.5 62.1 20.5 37.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 14 2 13 8 19 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 107,076 COMMITMENTS 79,579 4,143 231 19,122 98,376 98,932 102,750 8,144 4,326 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,023) -1,175 -289 231 -363 -3,846 -1,307 -3,904 -716 1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 3.9 0.2 17.9 91.9 92.4 96.0 7.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 58 15 2 17 19 76 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,238 COMMITMENTS 25,907 5,809 15 40,597 70,896 66,519 76,720 22,719 12,518 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 297) 62 -158 14 1,780 -2,565 1,856 -2,709 -1,559 3,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 6.5 0.0 45.5 79.4 74.5 86.0 25.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 22 11 1 17 17 39 29 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 160,836 COMMITMENTS 20,771 30,334 677 109,373 110,558 130,821 141,569 30,015 19,267 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 651) -1,061 -5,629 -37 -659 7,262 -1,757 1,596 2,408 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 18.9 0.4 68.0 68.7 81.3 88.0 18.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 15 4 27 27 49 45 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,731 COMMITMENTS 27,335 28,879 750 73,185 70,847 101,270 100,476 47,461 48,255 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,713) 1,265 7,684 187 7,216 -2,174 8,668 5,697 2,045 5,016 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 19.4 0.5 49.2 47.6 68.1 67.6 31.9 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 25 28 7 25 28 54 59 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 92,531 COMMITMENTS 29,644 6,000 758 58,431 79,012 88,833 85,770 3,698 6,761 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 17,511) -740 0 140 17,900 17,638 17,300 17,778 211 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 6.5 0.8 63.1 85.4 96.0 92.7 4.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 16 21 20 26 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,482,994 COMMITMENTS 722,596 935,050 1030145 5793355 5000466 7546096 6965661 936,898 1517333 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -67,040) -24,357 39,197 82,345 33,973 -1,034 91,961 120,508 -159,001 -187,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 11.0 12.1 68.3 58.9 89.0 82.1 11.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 50 66 90 132 141 236 253 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 696,468 COMMITMENTS 60,027 72,761 14,536 484,779 494,782 559,342 582,079 137,126 114,389 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,497) 631 160 2,662 -148 -2,084 3,145 738 3,352 5,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 10.4 2.1 69.6 71.0 80.3 83.6 19.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 35 39 17 96 62 144 105 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,019,983 COMMITMENTS 196,557 251,601 16,911 483,360 635,018 696,828 903,530 323,155 116,453 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 47,432) 13,504 45,282 743 19,415 -1,644 33,662 44,381 13,770 3,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 24.7 1.7 47.4 62.3 68.3 88.6 31.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 37 67 20 58 58 109 131 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,837 COMMITMENTS 725 1,429 0 5,388 9,263 6,113 10,692 5,724 1,145 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 96) 0 197 0 -439 0 -439 197 535 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 12.1 0.0 45.5 78.3 51.6 90.3 48.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 10 13 11 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 27,919 COMMITMENTS 9,413 3,609 27 15,312 16,345 24,752 19,981 3,167 7,938 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,802) 748 1,555 27 2,179 -154 2,954 1,428 -152 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 12.9 0.1 54.8 58.5 88.7 71.6 11.3 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 1 18 18 25 25 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,829 COMMITMENTS 4,502 18,228 6 35,390 28,670 39,898 46,904 17,931 10,925 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -374) -288 -936 1 -494 1,288 -781 353 407 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 31.5 0.0 61.2 49.6 69.0 81.1 31.0 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 12 24 2 33 31 46 56 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,852 COMMITMENTS 76,963 163,376 1,654 248,598 130,795 327,215 295,825 33,637 65,027 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,422) 10,907 19,269 -134 22,879 2,346 33,652 21,481 -12,230 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 45.3 0.5 68.9 36.2 90.7 82.0 9.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 32 80 7 46 36 80 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,282 COMMITMENTS 36,178 5,352 0 30,980 73,518 67,158 78,870 22,124 10,412 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -266) 2,191 730 -20 -3,423 -623 -1,252 87 986 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 6.0 0.0 34.7 82.3 75.2 88.3 24.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 17 4 0 17 16 34 20 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,378 COMMITMENTS 1,121 13,161 5 28,693 16,725 29,819 29,891 5,559 5,487 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 121) 0 -407 0 32 -203 32 -610 89 731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 37.2 0.0 81.1 47.3 84.3 84.5 15.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 13 1 26 26 29 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 234,934 COMMITMENTS 54,713 33,682 1,412 171,911 183,166 228,036 218,260 6,898 16,674 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,000) -5,404 -1,531 -34 6,874 1,006 1,436 -559 -436 1,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 14.3 0.6 73.2 78.0 97.1 92.9 2.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 16 36 6 32 46 50 86 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,391 COMMITMENTS 10,171 5,408 449 15,925 23,801 26,545 29,658 12,846 9,733 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,851) -244 -420 98 1,641 1,049 1,495 727 356 1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.7 1.1 40.4 60.4 67.4 75.3 32.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 16 2 17 26 43 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,104 COMMITMENTS 6,983 930 15 15,784 2,248 22,782 3,193 7,322 26,911 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,765) -339 270 -5 1,209 223 865 488 3,900 4,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.1 0.0 52.4 7.5 75.7 10.6 24.3 89.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 1 9 4 18 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 72,419 COMMITMENTS 3,176 4,235 523 51,635 27,826 55,334 32,584 17,085 39,835 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,292) -402 91 80 160 976 -162 1,147 1,454 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 5.8 0.7 71.3 38.4 76.4 45.0 23.6 55.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 13 3 19 30 24 45
Updated May 13, 2005