MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,101 COMMITMENTS 3,030 2,051 1,085 14,795 13,077 18,910 16,213 4,191 6,888 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 287) -633 102 51 768 79 186 232 101 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 8.9 4.7 64.0 56.6 81.9 70.2 18.1 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 6 10 21 18 34 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,007 COMMITMENTS 11,919 16,247 24,658 44,721 28,516 81,298 69,421 14,709 26,586 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -506) -213 4,955 4,437 543 -4,625 4,767 4,767 -5,273 -5,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 16.9 25.7 46.6 29.7 84.7 72.3 15.3 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 39 53 54 20 33 92 122 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,913 COMMITMENTS 605 1,708 271 1,508 782 2,384 2,761 1,529 1,152 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 308) 189 272 -115 -7 11 67 168 241 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 43.6 6.9 38.5 20.0 60.9 70.6 39.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 16 4 8 4 22 20 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,146 COMMITMENTS 40,842 16,105 14,717 69,629 75,020 125,188 105,842 18,958 38,304 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -9,819) -9,365 -1,875 -2,143 2,682 -3,977 -8,826 -7,995 -993 -1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 11.2 10.2 48.3 52.0 86.8 73.4 13.2 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 56 30 43 66 103 147 162 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,408 COMMITMENTS 1,178 464 130 942 1,807 2,250 2,401 1,158 1,007 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 143) 18 79 65 183 59 266 203 -123 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 13.6 3.8 27.6 53.0 66.0 70.5 34.0 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 11 4 16 15 28 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,508 COMMITMENTS 10,855 4,184 1,565 7,357 4,392 19,777 10,141 4,731 14,367 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -231) -611 36 264 13 -724 -334 -424 103 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 17.1 6.4 30.0 17.9 80.7 41.4 19.3 58.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 36 30 18 30 45 80 81 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,833 COMMITMENTS 9,806 42,690 587 63,398 30,943 73,791 74,220 23,042 22,613 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -2,256) -1,856 -2,464 -684 565 2,823 -1,975 -325 -281 -1,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 44.1 0.6 65.5 32.0 76.2 76.6 23.8 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 23 3 30 22 42 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,873 COMMITMENTS 1,762 39,433 57 59,616 7,279 61,435 46,769 8,438 23,104 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 8,915) -180 9,113 45 10,825 -423 10,690 8,735 -1,775 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 56.4 0.1 85.3 10.4 87.9 66.9 12.1 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 24 2 18 7 22 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,704 COMMITMENTS 77,044 3,599 340 16,026 93,248 93,410 97,187 8,294 4,517 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,325) -1,373 743 114 -2,407 -4,599 -3,666 -3,742 341 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 3.5 0.3 15.8 91.7 91.8 95.6 8.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 59 14 3 15 18 76 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,387 COMMITMENTS 14,760 22,170 805 52,624 45,652 68,189 68,627 18,198 17,760 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,897) -2,855 4,989 125 9,286 -2,028 6,556 3,086 -1,659 1,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 25.7 0.9 60.9 52.8 78.9 79.4 21.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 20 2 23 15 39 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 184,022 COMMITMENTS 10,629 49,460 824 150,228 110,349 161,681 160,633 22,341 23,389 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,010) -1,034 -10,086 823 -3,395 356 -3,606 -8,907 -1,404 3,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 26.9 0.4 81.6 60.0 87.9 87.3 12.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 18 23 3 32 28 52 52 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,145 COMMITMENTS 24,631 39,952 1,274 92,321 68,523 118,226 109,749 43,919 52,396 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,285) 2,399 4,232 216 4,270 -1,429 6,885 3,019 -1,600 2,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 24.6 0.8 56.9 42.3 72.9 67.7 27.1 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 31 31 8 28 29 62 65 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,696,401 COMMITMENTS 793,964 765,172 1063152 5840381 5298247 7697497 7126571 998,904 1569830 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 62,086) 8,345 18,755 7,069 58,623 20,447 74,037 46,271 -11,951 15,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.8 12.2 67.2 60.9 88.5 81.9 11.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 57 61 94 127 137 237 248 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 703,597 COMMITMENTS 59,773 69,269 15,869 490,425 494,838 566,067 579,976 137,530 123,621 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 931) 2,264 -9,091 125 2,826 1,374 5,215 -7,592 -4,284 8,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 9.8 2.3 69.7 70.3 80.5 82.4 19.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 31 18 95 63 143 98 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,049,050 COMMITMENTS 180,992 241,162 12,739 497,017 695,964 690,748 949,865 358,302 99,185 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 48,482) 6,162 31,810 -6,223 27,532 23,110 27,471 48,697 21,011 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 23.0 1.2 47.4 66.3 65.8 90.5 34.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 44 55 19 53 59 110 120 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,515 COMMITMENTS 725 1,306 0 5,426 9,871 6,151 11,177 5,364 338 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -168) 0 -203 0 81 595 81 392 -249 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 11.3 0.0 47.1 85.7 53.4 97.1 46.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 11 14 12 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 29,492 COMMITMENTS 10,998 6,172 0 14,395 17,843 25,393 24,015 4,099 5,477 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 800) -67 1,638 0 360 1,512 293 3,150 507 -2,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 20.9 0.0 48.8 60.5 86.1 81.4 13.9 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 5 0 16 17 24 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,457 COMMITMENTS 7,570 17,683 7 37,032 25,515 44,609 43,205 9,848 11,252 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,875) 2,881 -2,689 1 -1,799 -1,771 1,083 -4,459 -4,958 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 32.5 0.0 68.0 46.9 81.9 79.3 18.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 18 1 33 28 49 47 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,054 COMMITMENTS 89,725 115,503 6,169 190,434 159,804 286,328 281,476 28,726 33,578 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -16,727) 12,408 -29,529 3,807 -35,097 19,255 -18,882 -6,467 2,155 -10,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 36.7 2.0 60.4 50.7 90.9 89.3 9.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 54 81 10 40 37 100 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 85,299 COMMITMENTS 21,939 8,632 6 44,079 61,188 66,024 69,826 19,275 15,473 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 857) -2,282 -354 -457 2,075 -548 -664 -1,359 1,521 2,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 10.1 0.0 51.7 71.7 77.4 81.9 22.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 9 1 20 15 30 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,652 COMMITMENTS 777 13,017 111 29,970 18,519 30,858 31,647 5,794 5,005 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -308) -344 15 106 -251 -121 -489 0 181 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 35.5 0.3 81.8 50.5 84.2 86.3 15.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 12 3 27 26 32 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 242,112 COMMITMENTS 51,671 36,029 1,754 178,440 189,046 231,865 226,829 10,247 15,283 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,457) -1,013 -3,957 -14 -5,205 -922 -6,232 -4,893 775 -564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 14.9 0.7 73.7 78.1 95.8 93.7 4.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 15 37 6 34 47 53 86 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,339 COMMITMENTS 13,540 6,554 76 14,303 22,824 27,919 29,454 14,420 12,885 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,633) 3,350 665 10 -3,213 -1,874 147 -1,199 1,486 2,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 15.5 0.2 33.8 53.9 65.9 69.6 34.1 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 30 14 2 18 27 49 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 29,330 COMMITMENTS 7,160 350 42 15,964 2,397 23,166 2,789 6,164 26,541 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,972) 409 -573 25 114 -256 548 -804 1,424 2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 1.2 0.1 54.4 8.2 79.0 9.5 21.0 90.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 1 2 11 4 22 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 75,849 COMMITMENTS 4,466 5,718 445 51,633 28,469 56,544 34,632 19,305 41,217 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,489) 1,320 1,335 -146 95 39 1,269 1,228 220 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 7.5 0.6 68.1 37.5 74.5 45.7 25.5 54.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 14 2 19 29 24 45
Updated May 27, 2005