MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,814 COMMITMENTS 3,663 1,949 1,034 14,027 12,998 18,724 15,981 4,090 6,833 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 769) 1,097 94 -295 459 462 1,261 261 -492 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 8.5 4.5 61.5 57.0 82.1 70.0 17.9 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 6 13 20 18 36 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,513 COMMITMENTS 12,132 11,292 20,221 44,178 33,141 76,531 64,654 19,982 31,859 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 336) -2,397 -576 1,560 -145 -2,261 -982 -1,277 1,318 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 11.7 21.0 45.8 34.3 79.3 67.0 20.7 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 39 42 43 22 33 88 102 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,605 COMMITMENTS 416 1,436 386 1,515 771 2,317 2,593 1,288 1,012 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -126) 19 -48 10 -22 -35 7 -73 -133 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 39.8 10.7 42.0 21.4 64.3 71.9 35.7 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 10 5 8 4 20 16 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,965 COMMITMENTS 50,207 17,980 16,860 66,947 78,997 134,014 113,837 19,951 40,128 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,666) 4,758 168 2,881 3,605 6,932 11,244 9,981 1,422 2,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 11.7 11.0 43.5 51.3 87.0 73.9 13.0 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 70 34 46 63 101 160 165 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,265 COMMITMENTS 1,160 385 65 759 1,748 1,984 2,198 1,281 1,067 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -134) 85 63 9 -117 -218 -23 -146 -111 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 11.8 2.0 23.2 53.5 60.8 67.3 39.2 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 7 7 15 12 32 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,739 COMMITMENTS 11,466 4,148 1,301 7,344 5,116 20,111 10,565 4,628 14,174 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -108) 1,454 687 -964 -389 -3 101 -280 -209 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 16.8 5.3 29.7 20.7 81.3 42.7 18.7 57.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 41 29 17 32 44 85 78 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,089 COMMITMENTS 11,662 45,154 1,271 62,833 28,120 75,766 74,545 23,323 24,544 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,223) 11 5,708 654 12,727 3,432 13,392 9,794 -1,169 2,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 45.6 1.3 63.4 28.4 76.5 75.2 23.5 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 22 5 31 18 48 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,958 COMMITMENTS 1,942 30,320 12 48,791 7,702 50,745 38,034 10,213 22,924 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,981) -272 10,682 -17 16,053 61 15,764 10,726 1,217 6,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 49.7 0.0 80.0 12.6 83.2 62.4 16.8 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 19 2 16 9 21 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,029 COMMITMENTS 78,417 2,856 226 18,433 97,847 97,076 100,929 7,953 4,100 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,047) -1,162 -1,287 -5 -689 -529 -1,856 -1,821 -191 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 2.7 0.2 17.6 93.2 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 63 11 2 15 20 79 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,490 COMMITMENTS 17,615 17,181 680 43,338 47,680 61,633 65,541 19,857 15,949 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,748) -8,292 11,372 665 2,741 -23,216 -4,886 -11,179 -2,862 3,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 21.1 0.8 53.2 58.5 75.6 80.4 24.4 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 16 2 20 15 37 33 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,032 COMMITMENTS 11,663 59,546 1 153,623 109,993 165,287 169,540 23,745 19,492 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,196) -9,108 29,212 -676 44,250 -565 34,466 27,971 -6,270 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 31.5 0.0 81.3 58.2 87.4 89.7 12.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 23 1 30 26 47 49 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,860 COMMITMENTS 22,232 35,720 1,058 88,051 69,952 111,341 106,730 45,519 50,130 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,129) -5,103 6,841 308 14,866 -895 10,071 6,254 -1,942 1,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 22.8 0.7 56.1 44.6 71.0 68.0 29.0 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 29 5 30 28 62 59 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,634,315 COMMITMENTS 785,619 746,417 1056083 5781758 5277800 7623460 7080300 1010855 1554015 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 151,321) 63,023 -188,633 25,938 -11,597 277,334 77,364 114,639 73,957 36,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.6 12.2 67.0 61.1 88.3 82.0 11.7 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 53 64 100 128 136 241 249 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 702,666 COMMITMENTS 57,509 78,360 15,744 487,599 493,464 560,852 587,568 141,814 115,098 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,198) -2,518 5,599 1,208 2,820 -1,318 1,510 5,489 4,688 709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 11.2 2.2 69.4 70.2 79.8 83.6 20.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 34 39 17 97 63 144 106 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,568 COMMITMENTS 174,830 209,352 18,962 469,485 672,854 663,277 901,168 337,291 99,400 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,415) -21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362 14,136 -17,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 20.9 1.9 46.9 67.2 66.3 90.1 33.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 43 61 19 54 57 109 125 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,683 COMMITMENTS 725 1,509 0 5,345 9,276 6,070 10,785 5,613 898 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154) 0 80 0 -43 13 -43 93 -111 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 12.9 0.0 45.8 79.4 52.0 92.3 48.0 7.7 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 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 28,692 COMMITMENTS 11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773) 1,652 925 -27 -1,277 -14 348 884 425 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 0 17 18 23 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,332 COMMITMENTS 4,689 20,372 6 38,831 27,286 43,526 47,664 14,806 10,668 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 503) 187 2,144 0 3,441 -1,384 3,628 760 -3,125 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 34.9 0.0 66.6 46.8 74.6 81.7 25.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 23 2 34 31 47 55 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,781 COMMITMENTS 77,317 145,032 2,362 225,531 140,549 305,210 287,943 26,571 43,838 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -29,071) 354 -18,344 708 -23,067 9,754 -22,005 -7,882 -7,066 -21,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 43.7 0.7 68.0 42.4 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 42 81 10 42 39 88 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 84,442 COMMITMENTS 24,221 8,986 463 42,004 61,736 66,688 71,185 17,754 13,257 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -4,840) -11,957 3,634 463 11,024 -11,782 -470 -7,685 -4,370 2,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 10.6 0.5 49.7 73.1 79.0 84.3 21.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 9 2 18 14 32 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,960 COMMITMENTS 1,121 13,002 5 30,221 18,640 31,347 31,647 5,613 5,313 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582) 0 -159 0 1,528 1,915 1,528 1,756 54 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 12 1 27 27 30 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,569 COMMITMENTS 52,684 39,986 1,768 183,645 189,968 238,097 231,722 9,472 15,847 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,635) -2,029 6,304 356 11,734 6,802 10,061 13,462 2,574 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 16.2 0.7 74.2 76.7 96.2 93.6 3.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 17 38 7 32 46 53 87 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,706 COMMITMENTS 10,190 5,889 66 17,516 24,698 27,772 30,653 12,934 10,053 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315) 19 481 -383 1,591 897 1,227 995 88 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 14.5 0.2 43.0 60.7 68.2 75.3 31.8 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 15 2 20 30 47 45 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358 COMMITMENTS 6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746) -232 -7 2 66 405 -164 400 -2,582 -3,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 3 2 10 5 19 10 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360 COMMITMENTS 3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941) -30 148 68 -97 604 -59 820 2,000 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 14 3 19 28 24 43
Updated May 20, 2005