MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,055 COMMITMENTS 1,435 1,708 778 13,866 10,647 16,079 13,133 3,976 6,922 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,878) -583 -361 -259 -1,585 -1,718 -2,427 -2,338 -451 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.5 3.9 69.1 53.1 80.2 65.5 19.8 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 6 8 23 14 32 25 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,922 COMMITMENTS 11,416 26,389 20,884 49,337 21,817 81,637 69,090 14,285 26,832 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,418) 1,587 -665 2,730 -573 733 3,744 2,798 674 1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 27.5 21.8 51.4 22.7 85.1 72.0 14.9 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 35 58 42 22 28 86 111 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,841 COMMITMENTS 598 889 171 782 638 1,551 1,698 1,290 1,143 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -461) 49 -241 20 -293 -148 -224 -369 -237 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 31.3 6.0 27.5 22.5 54.6 59.8 45.4 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 16 8 7 3 25 21 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 124,653 COMMITMENTS 29,660 34,150 10,874 69,224 54,616 109,758 99,640 14,895 25,013 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,020) 872 1,891 416 -2,985 -1,686 -1,697 621 677 -1,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 27.4 8.7 55.5 43.8 88.1 79.9 11.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 44 64 46 48 74 115 169 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| 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 887 801 102 1,204 1,432 2,193 2,335 1,215 1,073 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -312) -174 3 29 -140 31 -285 63 -27 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 23.5 3.0 35.3 42.0 64.3 68.5 35.7 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 11 5 15 13 25 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,645 COMMITMENTS 9,018 3,742 1,780 7,452 4,697 18,250 10,219 4,395 12,426 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,407) 1,025 108 122 135 662 1,282 892 125 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 16.5 7.9 32.9 20.7 80.6 45.1 19.4 54.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 42 24 23 30 40 87 75 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 70,074 COMMITMENTS 19,364 15,276 540 22,184 38,018 42,088 53,834 27,986 16,240 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,448) -1,595 -3,399 -51 1,997 557 351 -2,893 -1,799 1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 21.8 0.8 31.7 54.3 60.1 76.8 39.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 10 1 23 22 40 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,790 COMMITMENTS 1,694 47,234 0 63,939 4,733 65,633 51,967 8,157 21,823 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 671) -70 1,049 0 398 -135 328 914 343 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 64.0 0.0 86.6 6.4 88.9 70.4 11.1 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 29 0 12 4 14 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,611 COMMITMENTS 82,516 4,364 160 13,690 94,527 96,366 99,051 8,245 5,560 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,466) 4,872 396 -340 -840 3,830 3,692 3,886 -226 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 4.2 0.2 13.1 90.4 92.1 94.7 7.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 61 7 1 15 16 77 23 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,218 COMMITMENTS 10,990 31,404 0 42,063 23,347 53,053 54,751 20,165 18,467 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,220) 2,028 2,637 -175 1,118 3,588 2,971 6,050 3,249 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 42.9 0.0 57.4 31.9 72.5 74.8 27.5 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 22 0 17 15 27 37 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 156,517 COMMITMENTS 11,579 63,765 1,023 120,359 61,368 132,961 126,156 23,556 30,361 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,645) 735 1,076 167 7,671 7,885 8,573 9,128 72 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 40.7 0.7 76.9 39.2 84.9 80.6 15.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 33 4 26 20 45 55 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,960 COMMITMENTS 23,019 47,891 1,693 73,540 46,146 98,252 95,730 50,708 53,230 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 9,788) -8,797 1,834 121 10,681 -434 2,005 1,521 7,783 8,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 32.2 1.1 49.4 31.0 66.0 64.3 34.0 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 26 41 8 30 26 59 72 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384 COMMITMENTS 25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957) -274 0 50 8,568 8,818 8,344 8,868 613 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 9 16 13 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,214 COMMITMENTS 778,450 697,993 822,999 5018095 4442160 6619544 5963152 940,670 1597062 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -293) -26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857 37,563 98,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 9.2 10.9 66.4 58.8 87.6 78.9 12.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 41 64 84 119 130 213 231 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 657,477 COMMITMENTS 50,644 47,546 4,438 474,463 512,612 529,545 564,596 127,932 92,881 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,344) 3,494 763 153 -4,456 -508 -809 408 -1,535 -2,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 7.2 0.7 72.2 78.0 80.5 85.9 19.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 29 29 15 84 61 122 97 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 858,167 COMMITMENTS 147,498 200,271 10,816 441,744 548,947 600,058 760,034 258,109 98,133 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 22,044) 13,964 32,877 1,910 4,174 -18,969 20,048 15,818 1,996 6,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 23.3 1.3 51.5 64.0 69.9 88.6 30.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 42 54 12 58 57 106 117 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,442 COMMITMENTS 1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237) 312 134 0 -44 13 268 147 -31 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 14 16 17 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 31,128 COMMITMENTS 9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010) 2,408 -375 -169 397 4,136 2,636 3,592 374 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 2 1 18 19 28 22 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,039 COMMITMENTS 6,882 8,066 0 25,556 32,793 32,438 40,859 17,601 9,180 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 598) 98 -35 0 -132 29 -34 -6 632 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 16.1 0.0 51.1 65.5 64.8 81.7 35.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 13 0 30 24 41 37 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,002 COMMITMENTS 81,637 108,929 1,823 133,988 76,436 217,448 187,188 22,554 52,814 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,429) 9,314 21,271 678 16,077 1,150 26,069 23,099 -7,640 -4,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 45.4 0.8 55.8 31.8 90.6 78.0 9.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 61 61 11 41 32 107 99 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,369 COMMITMENTS 16,534 7,964 0 25,456 40,238 41,990 48,202 18,379 12,167 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,023) -7,913 6,491 0 1,533 -21,105 -6,380 -14,614 -2,643 5,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 13.2 0.0 42.2 66.7 69.6 79.8 30.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 8 0 17 18 27 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,238 COMMITMENTS 879 4,319 0 23,465 18,478 24,344 22,797 4,894 6,441 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273) 114 800 0 321 135 435 935 -162 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 14.8 0.0 80.3 63.2 83.3 78.0 16.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 10 0 28 22 31 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,200 COMMITMENTS 24,186 45,620 1,025 200,992 183,069 226,203 229,714 13,997 10,486 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,741) 7,521 459 504 -578 6,504 7,447 7,467 -706 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 19.0 0.4 83.7 76.2 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 25 42 4 36 46 62 91 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,978 COMMITMENTS 11,583 5,454 390 9,644 19,185 21,617 25,029 10,361 6,949 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361) 708 -371 131 78 355 917 115 -556 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 17.1 1.2 30.2 60.0 67.6 78.3 32.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 12 3 14 18 40 31 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351 COMMITMENTS 4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 1 0 8 4 17 5 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918 COMMITMENTS 1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606) 30 -85 1 -143 -435 -112 -519 -494 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 12 3 13 19 18 33
Updated July 8, 2005