MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,691 COMMITMENTS 2,649 1,863 967 13,985 11,920 17,601 14,750 4,090 6,941 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 533) 186 -67 61 323 414 570 408 -37 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.6 4.5 64.5 55.0 81.1 68.0 18.9 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 6 8 22 16 34 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 92,540 COMMITMENTS 10,607 24,227 15,069 50,907 25,812 76,583 65,108 15,957 27,432 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,911) 274 2,776 -4,454 2,003 -1,006 -2,177 -2,684 266 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 26.2 16.3 55.0 27.9 82.8 70.4 17.2 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 30 58 37 29 32 82 108 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,992 COMMITMENTS 694 1,597 485 1,227 744 2,406 2,826 1,586 1,166 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86) 129 -106 -26 -87 28 16 -104 70 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 40.0 12.1 30.7 18.6 60.3 70.8 39.7 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 14 10 6 5 23 26 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,331 COMMITMENTS 30,832 21,561 16,530 70,017 63,749 117,379 101,840 15,952 31,491 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,012) -4,408 5,277 -1,413 684 -7,474 -5,137 -3,610 -2,875 -4,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 16.2 12.4 52.5 47.8 88.0 76.4 12.0 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 46 55 41 57 82 128 162 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,640 COMMITMENTS 1,176 655 129 1,217 1,689 2,522 2,473 1,118 1,167 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 221) -57 154 15 121 -147 79 22 142 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 18.0 3.5 33.4 46.4 69.3 67.9 30.7 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 9 5 18 16 33 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,853 COMMITMENTS 8,346 3,726 1,371 7,289 3,729 17,006 8,826 4,847 13,027 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,445) -1,570 -786 -5 263 424 -1,312 -367 -133 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 17.1 6.3 33.4 17.1 77.8 40.4 22.2 59.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 33 23 17 27 37 74 66 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 63,187 COMMITMENTS 10,932 28,521 647 26,421 15,297 38,000 44,465 25,187 18,722 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,999) 1,257 -7,715 52 -30,511 -20,903 -29,202 -28,566 -1,797 -2,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 45.1 1.0 41.8 24.2 60.1 70.4 39.9 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 13 19 4 25 20 40 41 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,534 COMMITMENTS 2,905 46,486 0 64,004 4,362 66,909 50,848 6,625 22,686 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,486) 962 -769 -1 -14,427 -14,649 -13,466 -15,419 -3,020 -1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 63.2 0.0 87.0 5.9 91.0 69.1 9.0 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 26 0 12 3 14 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,424 COMMITMENTS 82,315 4,367 121 10,557 92,040 92,993 96,528 9,431 5,896 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,456) 1,817 1,127 -2,743 -16,831 -17,515 -17,757 -19,131 -699 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.4 4.3 0.1 10.3 89.9 90.8 94.2 9.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 62 7 1 11 18 74 25 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,775 COMMITMENTS 14,197 31,146 543 36,280 18,422 51,020 50,111 17,755 18,664 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,745) -471 7,903 -180 -25,775 -38,822 -26,426 -31,099 -6,319 -1,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 45.3 0.8 52.8 26.8 74.2 72.9 25.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 21 2 16 13 29 35 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 144,048 COMMITMENTS 8,991 61,022 929 112,210 53,702 122,130 115,653 21,918 28,395 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -41,940) 3,696 18,616 93 -39,766 -63,335 -35,977 -44,626 -5,963 2,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 42.4 0.6 77.9 37.3 84.8 80.3 15.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 30 4 32 17 48 49 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,233 COMMITMENTS 26,335 46,000 1,613 65,262 42,453 93,210 90,066 47,023 50,167 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -53,474) 3,396 5,290 984 -59,982 -62,855 -55,602 -56,581 2,128 3,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 32.8 1.2 46.5 30.3 66.5 64.2 33.5 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 30 37 9 26 24 61 65 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,409,695 COMMITMENTS 656,463 669,270 802,568 5005162 4420553 6464193 5892391 945,502 1517304 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,543,793) -329,447 -73,851 -238,500 -857,599 -1179229 -1425546 -1491580 -118,247 -52,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 9.0 10.8 67.5 59.7 87.2 79.5 12.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 43 58 77 115 128 203 223 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 772,296 COMMITMENTS 54,950 69,092 13,260 551,924 565,178 620,134 647,530 152,162 124,766 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,501) -3,917 3,614 -1,971 57,995 53,445 52,107 55,088 5,394 2,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 8.9 1.7 71.5 73.2 80.3 83.8 19.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 38 30 28 101 68 154 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,211,683 COMMITMENTS 202,817 211,222 54,392 592,365 824,970 849,574 1090584 362,109 121,099 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,268) 3,700 -2,620 26,541 69,288 75,763 99,529 99,684 22,739 22,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 17.4 4.5 48.9 68.1 70.1 90.0 29.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 53 48 38 70 62 139 132 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 16,980 COMMITMENTS 1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329) 0 52 82 478 655 560 789 769 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 15 15 18 19 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 43,113 COMMITMENTS 10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125) 416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 7 6 18 21 27 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,607 COMMITMENTS 8,969 11,637 1,828 43,768 36,571 54,565 50,036 21,042 25,571 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 19,012) -288 164 1,784 7,534 10,121 9,030 12,069 9,982 6,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 15.4 2.4 57.9 48.4 72.2 66.2 27.8 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 18 5 43 38 61 61 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,856 COMMITMENTS 86,234 110,228 15,779 198,864 220,464 300,877 346,471 103,979 58,385 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,243) 6,364 -1,099 8,448 37,390 41,829 52,202 49,178 34,041 37,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 27.2 3.9 49.1 54.5 74.3 85.6 25.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 57 54 22 52 41 118 109 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,436 COMMITMENTS 19,846 4,587 564 20,750 44,750 41,160 49,901 18,276 9,535 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,142) 4,318 1,908 -386 -30,999 -25,619 -27,067 -24,097 -1,075 -4,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 7.7 0.9 34.9 75.3 69.3 84.0 30.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 7 2 11 17 21 24 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,504 COMMITMENTS 555 14,438 886 35,440 25,523 36,881 40,847 8,623 4,657 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,558) -494 558 441 5,278 5,981 5,225 6,980 1,333 -422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 31.7 1.9 77.9 56.1 81.1 89.8 18.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 14 4 31 27 37 42 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 305,120 COMMITMENTS 48,353 36,596 21,728 207,352 211,031 277,433 269,355 27,687 35,765 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 56,383) -605 3,471 18,006 21,206 19,037 38,607 40,514 17,776 15,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 12.0 7.1 68.0 69.2 90.9 88.3 9.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 20 38 19 43 50 75 96 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,741 COMMITMENTS 9,951 7,215 88 9,125 14,537 19,164 21,840 11,577 8,901 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574) -4,252 667 -2,520 -7,459 -11,526 -14,231 -13,379 -7,343 -8,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 23.5 0.3 29.7 47.3 62.3 71.0 37.7 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 22 12 1 13 15 35 28 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/14/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867 COMMITMENTS 1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994 CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271) -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 12 3 15 21 20 36
Updated June 17, 2005