MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,608 COMMITMENTS 1,654 1,765 764 14,042 11,671 16,460 14,200 4,148 6,408 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 553) 219 57 -14 176 1,024 381 1,067 172 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.6 3.7 68.1 56.6 79.9 68.9 20.1 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 7 7 24 15 32 26 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,971 COMMITMENTS 12,512 26,526 21,781 48,943 22,310 83,236 70,617 11,735 24,354 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -951) 1,096 137 897 -394 493 1,599 1,527 -2,550 -2,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 27.9 22.9 51.5 23.5 87.6 74.4 12.4 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 50 39 18 26 80 104 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,711 COMMITMENTS 571 1,024 99 722 603 1,392 1,726 1,319 985 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -130) -27 135 -72 -60 -35 -159 28 29 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 37.8 3.7 26.6 22.2 51.3 63.7 48.7 36.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 18 6 8 5 24 24 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,933 COMMITMENTS 29,112 37,608 13,685 72,487 54,819 115,284 106,112 19,649 28,821 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 10,280) -548 3,458 2,811 3,263 203 5,526 6,472 4,754 3,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 27.9 10.1 53.7 40.6 85.4 78.6 14.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 49 67 56 57 76 134 185 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,596 COMMITMENTS 877 942 114 982 1,048 1,973 2,104 1,623 1,492 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 188) -10 141 12 -222 -384 -220 -231 408 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 26.2 3.2 27.3 29.1 54.9 58.5 45.1 41.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 14 2 14 9 22 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,846 COMMITMENTS 9,950 3,738 2,551 6,923 4,710 19,424 10,999 4,422 12,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,201) 932 -4 771 -529 13 1,174 780 27 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 15.7 10.7 29.0 19.8 81.5 46.1 18.5 53.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 43 21 26 30 39 89 73 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,423 COMMITMENTS 35,282 12,079 540 25,043 62,647 60,865 75,266 30,558 16,157 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 21,349) 15,918 -3,197 0 2,859 24,629 18,777 21,432 2,572 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 13.2 0.6 27.4 68.5 66.6 82.3 33.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 11 1 22 24 46 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,525 COMMITMENTS 2,991 40,939 0 57,922 6,205 60,913 47,144 8,612 22,381 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,265) 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 455 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 58.9 0.0 83.3 8.9 87.6 67.8 12.4 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 23 0 7 6 8 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,344 COMMITMENTS 79,187 4,891 165 12,371 89,508 91,723 94,564 8,621 5,780 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,267) -3,329 527 5 -1,319 -5,019 -4,643 -4,487 376 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 4.9 0.2 12.3 89.2 91.4 94.2 8.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 61 8 1 16 17 78 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,117 COMMITMENTS 9,067 31,648 10 48,017 22,292 57,094 53,950 17,023 20,167 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 899) -1,923 244 10 5,954 -1,055 4,041 -801 -3,142 1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 42.7 0.0 64.8 30.1 77.0 72.8 23.0 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 23 1 18 18 25 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 162,959 COMMITMENTS 10,830 73,906 1,544 126,369 56,864 138,743 132,314 24,216 30,645 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 6,442) -749 10,141 521 6,010 -4,504 5,782 6,158 660 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 45.4 0.9 77.5 34.9 85.1 81.2 14.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 16 36 5 25 22 44 60 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,286 COMMITMENTS 24,267 32,115 485 72,930 59,128 97,682 91,728 42,604 48,558 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -8,674) 1,248 -15,776 -1,208 -610 12,982 -570 -4,002 -8,104 -4,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 22.9 0.3 52.0 42.1 69.6 65.4 30.4 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 25 29 5 26 28 53 60 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085 COMMITMENTS 23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299) -1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 9 15 12 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,330,642 COMMITMENTS 740,748 732,120 801,677 4869843 4231411 6412268 5765208 918,374 1565434 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -229,572) -37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944 -22,296 -31,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 10.0 10.9 66.4 57.7 87.5 78.6 12.5 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 43 61 82 122 133 213 234 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 659,119 COMMITMENTS 53,750 43,354 5,906 474,732 508,549 534,388 557,809 124,731 101,310 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,642) 3,106 -4,192 1,468 269 -4,063 4,843 -6,787 -3,201 8,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 6.6 0.9 72.0 77.2 81.1 84.6 18.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 32 28 18 84 63 128 98 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 950,006 COMMITMENTS 117,034 250,359 11,762 506,899 587,697 635,695 849,818 314,311 100,188 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 91,839) -30,464 50,088 946 65,155 38,750 35,637 89,784 56,202 2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 26.4 1.2 53.4 61.9 66.9 89.5 33.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 34 60 19 59 59 107 124 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,270 COMMITMENTS 1,060 353 0 6,525 10,957 7,585 11,310 4,685 960 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172) -212 -5 0 59 -5 -153 -10 -19 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8 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 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 31,570 COMMITMENTS 8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442) -892 275 0 868 -69 -24 206 466 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 2 1 16 20 23 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,381 COMMITMENTS 6,449 8,785 0 26,347 32,795 32,796 41,580 17,585 8,801 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 342) -433 719 0 791 2 358 721 -16 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 17.4 0.0 52.3 65.1 65.1 82.5 34.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 11 0 30 22 41 33 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,715 COMMITMENTS 71,634 75,774 3,031 160,829 121,311 235,494 200,116 23,221 58,599 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,713) -10,003 -33,155 1,208 26,841 44,875 18,046 12,928 667 5,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 29.3 1.2 62.2 46.9 91.0 77.3 9.0 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 65 56 10 38 40 109 100 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,490 COMMITMENTS 17,868 9,312 7 29,218 39,583 47,093 48,902 17,397 15,588 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,121) 1,334 1,348 7 3,762 -655 5,103 700 -982 3,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 14.4 0.0 45.3 61.4 73.0 75.8 27.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 9 1 16 17 25 26 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,085 COMMITMENTS 800 4,050 0 23,337 20,897 24,137 24,947 4,948 4,138 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -153) -79 -269 0 -128 2,419 -207 2,150 54 -2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 13.9 0.0 80.2 71.8 83.0 85.8 17.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 9 0 28 22 31 31 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 227,435 COMMITMENTS 27,030 43,793 1,067 186,112 169,728 214,209 214,588 13,226 12,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,765) 2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126 -771 2,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.3 0.5 81.8 74.6 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 23 41 6 35 49 61 93 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,164 COMMITMENTS 12,062 5,937 430 11,348 21,240 23,840 27,607 11,324 7,557 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186) 479 483 40 1,704 2,055 2,223 2,578 963 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 16.9 1.2 32.3 60.4 67.8 78.5 32.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 13 3 16 19 41 34 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335 COMMITMENTS 1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583) 0 -496 -253 -301 192 -554 -557 -29 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 10 2 13 19 17 30
Updated July 15, 2005