MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,690 COMMITMENTS 3,287 2,067 1,129 15,032 13,358 19,448 16,554 4,242 7,136 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 589) 257 16 44 237 281 538 341 51 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.7 4.8 63.5 56.4 82.1 69.9 17.9 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 7 10 21 17 34 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,704 COMMITMENTS 10,992 17,790 26,237 46,842 28,855 84,071 72,882 14,633 25,822 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,697) -927 1,543 1,579 2,121 339 2,773 3,461 -76 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 18.0 26.6 47.5 29.2 85.2 73.8 14.8 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 35 56 58 20 33 93 129 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,904 COMMITMENTS 534 1,688 265 1,456 744 2,255 2,697 1,649 1,207 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9) -71 -20 -6 -52 -38 -129 -64 120 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 43.2 6.8 37.3 19.1 57.8 69.1 42.2 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 14 5 7 4 21 21 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,167 COMMITMENTS 40,486 16,161 16,313 70,439 77,014 127,238 109,488 19,929 37,679 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,021) -356 56 1,596 810 1,994 2,050 3,646 971 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 11.0 11.1 47.9 52.3 86.5 74.4 13.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 59 39 51 68 98 159 170 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,509 COMMITMENTS 1,259 391 133 1,004 1,961 2,396 2,485 1,113 1,024 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 101) 81 -73 3 62 154 146 84 -45 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 11.1 3.8 28.6 55.9 68.3 70.8 31.7 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 9 5 15 15 30 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,827 COMMITMENTS 10,334 4,140 823 6,116 3,418 17,273 8,381 4,554 13,446 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,681) -521 -44 -742 -1,241 -974 -2,504 -1,760 -177 -921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 19.0 3.8 28.0 15.7 79.1 38.4 20.9 61.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 38 27 15 24 36 73 68 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,700 COMMITMENTS 10,524 41,764 647 60,610 30,914 71,781 73,325 22,919 21,375 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,133) 718 -926 60 -2,788 -29 -2,010 -895 -123 -1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 44.1 0.7 64.0 32.6 75.8 77.4 24.2 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 24 5 29 23 43 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,037 COMMITMENTS 850 40,249 53 58,759 6,938 59,662 47,240 9,375 21,797 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -836) -912 816 -4 -857 -341 -1,773 471 937 -1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 58.3 0.1 85.1 10.0 86.4 68.4 13.6 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 24 2 20 7 23 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,821 COMMITMENTS 83,830 3,400 639 16,483 101,612 100,952 105,651 8,869 4,170 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,117) 6,786 -199 299 457 8,364 7,542 8,464 575 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.3 3.1 0.6 15.0 92.5 91.9 96.2 8.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 62 12 4 15 18 80 32 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 95,073 COMMITMENTS 14,346 25,417 793 61,489 48,354 76,628 74,564 18,445 20,509 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,686) -414 3,247 -12 8,865 2,702 8,439 5,937 247 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 26.7 0.8 64.7 50.9 80.6 78.4 19.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 16 19 2 23 14 40 34 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,593 COMMITMENTS 6,467 54,902 824 150,941 100,736 158,232 156,462 25,361 27,131 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -429) -4,162 5,442 0 713 -9,613 -3,449 -4,171 3,020 3,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 29.9 0.4 82.2 54.9 86.2 85.2 13.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 12 28 3 30 25 44 54 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,494 COMMITMENTS 24,211 42,521 1,043 103,595 83,901 128,849 127,465 61,645 63,029 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 28,349) -420 2,569 -231 11,274 15,378 10,623 17,716 17,726 10,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 22.3 0.5 54.4 44.0 67.6 66.9 32.4 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 30 32 7 31 30 64 66 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632 COMMITMENTS 9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 14 13 17 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,795,768 COMMITMENTS 878,819 765,661 1069873 5855986 5406257 7804678 7241791 991,090 1553977 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 99,367) 84,855 489 6,721 15,605 108,010 107,181 115,220 -7,814 -15,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 8.7 12.2 66.6 61.5 88.7 82.3 11.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 56 61 91 130 136 239 243 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 699,838 COMMITMENTS 57,075 68,455 14,294 481,001 495,001 552,370 577,750 147,468 122,088 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,759) -2,698 -814 -1,575 -9,424 163 -13,697 -2,226 9,938 -1,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.8 2.0 68.7 70.7 78.9 82.6 21.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 36 29 17 91 61 139 95 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,064,782 COMMITMENTS 188,598 223,213 16,533 520,372 733,095 725,503 972,841 339,279 91,941 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,732) 7,606 -17,949 3,794 23,355 37,131 34,755 22,976 -19,023 -7,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 21.0 1.6 48.9 68.8 68.1 91.4 31.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 44 53 14 57 61 112 117 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,144 COMMITMENTS 725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629) 0 -25 19 494 -279 513 -285 116 914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 12 13 14 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 29,538 COMMITMENTS 9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46) -1,200 -858 144 1,640 1,534 584 820 -538 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 5 2 15 17 21 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,678 COMMITMENTS 9,403 12,967 2 36,521 25,724 45,926 38,693 9,752 16,985 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,221) 1,833 -4,716 -5 -511 209 1,317 -4,512 -96 5,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 23.3 0.0 65.6 46.2 82.5 69.5 17.5 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 17 1 31 28 50 46 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,287 COMMITMENTS 71,691 112,049 6,930 166,978 162,135 245,599 281,114 61,688 26,173 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,767) -18,034 -3,454 761 -23,456 2,331 -40,729 -362 32,962 -7,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 36.5 2.3 54.3 52.8 79.9 91.5 20.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 54 69 10 44 32 104 105 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,172 COMMITMENTS 15,019 9,095 64 49,234 58,473 64,317 67,632 18,855 15,540 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,127) -6,920 463 58 5,155 -2,715 -1,707 -2,194 -420 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 10.9 0.1 59.2 70.3 77.3 81.3 22.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 10 2 20 13 28 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,826 COMMITMENTS 1,009 13,657 107 31,707 18,605 32,823 32,369 5,003 5,457 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174) 232 640 -4 1,737 86 1,965 722 -791 452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 12 2 28 26 33 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,747 COMMITMENTS 52,587 35,520 2,821 181,657 192,208 237,065 230,549 10,682 17,198 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,635) 916 -509 1,067 3,217 3,162 5,200 3,720 435 1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 14.3 1.1 73.3 77.6 95.7 93.1 4.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 15 39 7 34 47 54 88 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,914 COMMITMENTS 13,567 5,556 143 13,479 23,463 27,189 29,162 13,725 11,752 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,425) 27 -998 67 -824 639 -730 -292 -695 -1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 13.6 0.3 32.9 57.3 66.5 71.3 33.5 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 13 3 18 28 49 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334 COMMITMENTS 7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996) -43 210 61 699 2 717 273 -1,713 -1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 3 11 4 21 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/31/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526 COMMITMENTS 4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102 CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323) -17 44 154 950 -406 1,087 -208 -2,410 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 14 3 19 29 26 45
Updated June 3, 2005