MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,933 COMMITMENTS 2,018 2,069 1,037 15,451 12,365 18,506 15,471 4,427 7,462 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 666) -710 95 148 935 148 373 391 293 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 9.0 4.5 67.4 53.9 80.7 67.5 19.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 7 11 24 15 36 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,504 COMMITMENTS 9,829 27,054 18,154 49,910 21,084 77,893 66,292 13,611 25,212 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,934) -631 1,111 3,163 459 114 2,991 4,388 -57 -1,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 29.6 19.8 54.5 23.0 85.1 72.4 14.9 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 28 63 44 26 27 86 112 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,302 COMMITMENTS 549 1,130 151 1,075 786 1,775 2,067 1,527 1,235 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -347) -46 -212 -163 -59 27 -268 -348 -79 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 34.2 4.6 32.6 23.8 53.8 62.6 46.2 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 17 6 8 7 22 25 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,673 COMMITMENTS 28,788 32,259 10,458 72,209 56,302 111,455 99,019 14,218 26,654 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,950) -2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623 -855 -2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 25.7 8.3 57.5 44.8 88.7 78.8 11.3 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 42 70 42 55 71 119 167 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,720 COMMITMENTS 1,061 798 73 1,344 1,401 2,478 2,272 1,242 1,448 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 133) -30 134 -45 292 -112 217 -23 -84 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 21.5 2.0 36.1 37.7 66.6 61.1 33.4 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 9 6 16 10 30 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,238 COMMITMENTS 7,993 3,634 1,658 7,317 4,035 16,968 9,327 4,270 11,911 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 57) 1,071 -749 -51 -428 846 592 46 -535 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 17.1 7.8 34.5 19.0 79.9 43.9 20.1 56.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 38 21 19 31 36 82 66 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,522 COMMITMENTS 20,959 18,675 591 20,187 37,461 41,737 56,727 29,785 14,795 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,379) 4,087 2,087 5 -181 2,762 3,911 4,854 468 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 26.1 0.8 28.2 52.4 58.4 79.3 41.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 15 2 21 24 40 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,119 COMMITMENTS 1,764 46,185 0 63,541 4,868 65,305 51,053 7,814 22,066 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,590) 185 2,219 0 2,014 206 2,199 2,425 -609 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 63.2 0.0 86.9 6.7 89.3 69.8 10.7 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 26 0 10 4 12 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,145 COMMITMENTS 77,644 3,968 500 14,530 90,697 92,674 95,165 8,471 5,980 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,206) -6,414 -1,000 495 2,628 -2,689 -3,291 -3,194 85 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.8 3.9 0.5 14.4 89.7 91.6 94.1 8.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 63 6 1 15 17 79 24 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,998 COMMITMENTS 8,962 28,767 175 40,945 19,759 50,082 48,701 16,916 18,297 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,766) -5,017 1,869 0 7,199 -937 2,182 932 -416 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 42.9 0.3 61.1 29.5 74.8 72.7 25.2 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 10 18 1 17 14 27 33 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 147,872 COMMITMENTS 10,844 62,689 856 112,688 53,483 124,388 117,028 23,484 30,844 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,146) -284 13,587 -18 8,445 -9,124 8,143 4,445 3 3,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 42.4 0.6 76.2 36.2 84.1 79.1 15.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 28 3 26 21 44 50 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 139,172 COMMITMENTS 31,816 46,057 1,572 62,859 46,580 96,247 94,209 42,925 44,963 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,394) 5,755 -1,286 -80 -6,430 2,193 -755 827 -2,639 -4,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 33.1 1.1 45.2 33.5 69.2 67.7 30.8 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 33 35 7 26 25 61 65 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 76,427 COMMITMENTS 25,322 921 245 44,521 66,742 70,088 67,908 6,339 8,519 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 1.2 0.3 58.3 87.3 91.7 88.9 8.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 8 15 12 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,507 COMMITMENTS 804,739 624,416 782,033 5070628 4655560 6657400 6062009 903,107 1498498 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 53,136) 91,439 -60,730 -55,094 23,779 216,596 60,124 100,772 -6,988 -47,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 8.3 10.3 67.1 61.6 88.1 80.2 11.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 46 56 78 120 129 212 221 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 659,821 COMMITMENTS 47,150 46,783 4,285 478,919 513,120 530,354 564,188 129,467 95,633 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 7,407) -5,715 1,622 327 11,790 8,380 6,402 10,329 1,005 -2,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 7.1 0.6 72.6 77.8 80.4 85.5 19.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 26 27 12 86 62 120 94 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 836,123 COMMITMENTS 133,534 167,394 8,906 437,570 567,916 580,010 744,216 256,113 91,907 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,617) 42,676 -20,787 364 -2,738 69,004 40,302 48,581 -3,685 -11,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 20.0 1.1 52.3 67.9 69.4 89.0 30.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 41 45 12 57 55 106 104 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,205 COMMITMENTS 960 224 0 6,510 10,949 7,470 11,173 4,735 1,032 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 434) 235 19 0 183 405 418 424 16 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 1.8 0.0 53.3 89.7 61.2 91.5 38.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 14 16 16 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 28,118 COMMITMENTS 7,006 1,392 292 17,150 22,368 24,448 24,052 3,670 4,066 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,529) 943 -913 64 2,957 3,342 3,964 2,493 -435 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 5.0 1.0 61.0 79.6 86.9 85.5 13.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 1 17 18 22 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,441 COMMITMENTS 6,784 8,101 0 25,688 32,764 32,472 40,865 16,969 8,576 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,582) -1,572 688 -80 3,948 3,497 2,296 4,105 2,286 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 16.4 0.0 52.0 66.3 65.7 82.7 34.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 15 0 31 24 42 39 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,573 COMMITMENTS 72,323 87,658 1,145 117,911 75,286 191,379 164,089 30,194 57,484 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,196) 9,010 8,753 121 18,182 10,360 27,313 19,234 7,883 15,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 39.6 0.5 53.2 34.0 86.4 74.1 13.6 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 59 56 8 42 31 104 92 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,392 COMMITMENTS 24,447 1,473 0 23,923 61,343 48,370 62,816 21,022 6,576 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -13,899) -12,019 -1,598 0 1,572 -11,402 -10,447 -13,000 -3,452 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 2.1 0.0 34.5 88.4 69.7 90.5 30.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 3 0 13 18 29 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,965 COMMITMENTS 765 3,519 0 23,144 18,343 23,909 21,862 5,056 7,103 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 143) 277 221 0 -34 -409 243 -188 -100 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 12.1 0.0 79.9 63.3 82.5 75.5 17.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 9 0 29 21 32 30 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 233,459 COMMITMENTS 16,665 45,161 521 201,570 176,565 218,756 222,247 14,703 11,212 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 17,312) -270 -7,216 -101 16,995 23,761 16,624 16,444 688 868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 19.3 0.2 86.3 75.6 93.7 95.2 6.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 21 38 3 36 45 58 85 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,617 COMMITMENTS 10,875 5,825 259 9,566 18,830 20,700 24,914 10,917 6,703 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 796) 174 5 67 484 2,161 725 2,233 71 -1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 18.4 0.8 30.3 59.6 65.5 78.8 34.5 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 14 3 14 17 39 32 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/28/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,524 COMMITMENTS 1,265 2,892 693 13,752 22,242 15,710 25,827 13,814 3,697 CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -489) 0 -50 -100 867 -450 767 -600 -1,256 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 9.8 2.3 46.6 75.3 53.2 87.5 46.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 12 3 13 19 18 33
Updated July 1, 2005