MILK - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,916 COMMITMENTS 1,681 2,033 609 13,416 11,201 15,706 13,843 4,210 6,073 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,992) -687 -212 18 -1,960 -2,199 -2,629 -2,393 -363 -599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 10.2 3.1 67.4 56.2 78.9 69.5 21.1 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 8 10 22 16 34 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,169 COMMITMENTS 15,389 22,811 18,018 48,640 25,914 82,047 66,743 13,122 28,426 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -325) 1,654 -220 -2,641 -682 1,194 -1,669 -1,667 1,344 1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 24.0 18.9 51.1 27.2 86.2 70.1 13.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 33 54 37 23 34 86 100 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,830 COMMITMENTS 1,040 692 7 341 405 1,388 1,104 442 726 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -224) 235 -115 2 -141 -57 96 -170 -320 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 37.8 0.4 18.6 22.1 75.8 60.3 24.2 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 8 2 4 3 11 12 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,694 COMMITMENTS 33,959 38,052 13,075 68,856 53,737 115,890 104,864 14,804 25,830 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -8,681) -32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098 -1,251 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 29.1 10.0 52.7 41.1 88.7 80.2 11.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 45 69 42 44 71 116 165 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,200 COMMITMENTS 1,102 1,132 285 1,063 951 2,450 2,368 1,750 1,832 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 98) -14 -96 11 -9 -67 -12 -152 110 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 27.0 6.8 25.3 22.6 58.3 56.4 41.7 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 17 5 14 13 29 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,793 COMMITMENTS 9,219 3,918 4,029 9,151 7,334 22,399 15,281 5,394 12,512 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,656) 1,742 -60 17 403 1,526 2,162 1,483 494 1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 14.1 14.5 32.9 26.4 80.6 55.0 19.4 45.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 37 24 26 40 45 95 85 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,585 COMMITMENTS 33,587 19,373 540 27,978 58,661 62,105 78,574 30,480 14,011 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,679) 4,621 2,571 0 -1,407 5,299 3,214 7,870 1,465 -3,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 20.9 0.6 30.2 63.4 67.1 84.9 32.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 24 14 1 20 23 44 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,277 COMMITMENTS 6,045 38,256 34 56,219 12,407 62,298 50,697 8,979 20,580 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -50) 1,412 2,297 10 -2,660 -678 -1,238 1,629 1,188 -1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 53.7 0.0 78.9 17.4 87.4 71.1 12.6 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 19 1 9 11 13 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,200 COMMITMENTS 75,620 1,411 356 13,432 90,258 89,408 92,025 7,792 5,175 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,417) 882 -157 156 1,358 2,779 2,396 2,778 -979 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.8 1.5 0.4 13.8 92.9 92.0 94.7 8.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 63 7 2 17 13 80 22 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,461 COMMITMENTS 11,090 26,599 113 44,467 24,323 55,670 51,035 16,791 21,426 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,058) -1,287 -2,757 24 1,011 1,374 -252 -1,359 -806 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 36.7 0.2 61.4 33.6 76.8 70.4 23.2 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 19 3 16 20 29 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 177,994 COMMITMENTS 12,768 61,428 769 139,535 83,986 153,072 146,183 24,922 31,811 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 12,713) 3,431 8,940 333 9,065 -669 12,829 8,604 -116 4,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 34.5 0.4 78.4 47.2 86.0 82.1 14.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 14 33 2 26 23 41 57 EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 145,759 COMMITMENTS 28,507 24,276 1,148 70,541 74,659 100,196 100,083 45,563 45,676 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,165) 4,099 -323 522 -2,242 58 2,379 257 -214 1,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 16.7 0.8 48.4 51.2 68.7 68.7 31.3 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 31 22 11 23 25 58 54 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,357 COMMITMENTS 5,110 1,000 770 63,212 66,389 69,092 68,159 5,265 6,198 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,921) 226 0 -25 1,722 1,569 1,923 1,544 -2 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 1.3 1.0 85.0 89.3 92.9 91.7 7.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 12 16 14 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,869,826 COMMITMENTS 799,396 1137983 800,949 5349492 4327034 6949837 6265966 919,989 1603860 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 142,767) 29,640 91,010 -32,375 119,505 1,013 116,770 59,648 25,997 83,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 14.5 10.2 68.0 55.0 88.3 79.6 11.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 50 66 85 126 138 220 249 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 650,761 COMMITMENTS 52,704 48,547 4,924 463,279 503,936 520,907 557,407 129,854 93,354 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,761) 766 12 -21 -1,286 1,865 -541 1,856 3,302 905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 7.5 0.8 71.2 77.4 80.0 85.7 20.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 32 33 18 85 64 129 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,022,076 COMMITMENTS 192,289 284,588 13,254 521,621 606,099 727,164 903,941 294,912 118,135 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 16,372) 5,467 -10,348 2,045 16,877 10,444 24,389 2,141 -8,017 14,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 27.8 1.3 51.0 59.3 71.1 88.4 28.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 38 55 21 55 63 107 125 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,198 COMMITMENTS 1,053 0 0 6,930 10,552 7,983 10,552 4,215 1,646 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -143) -226 -452 0 -97 -375 -323 -827 180 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 56.8 86.5 65.4 86.5 34.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 17 15 19 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 33,037 COMMITMENTS 7,324 1,859 5 19,675 28,171 27,004 30,035 6,033 3,002 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -406) -1,754 441 5 -596 -1,906 -2,345 -1,460 1,939 1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 5.6 0.0 59.6 85.3 81.7 90.9 18.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 1 16 18 21 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,286 COMMITMENTS 7,168 8,624 0 27,063 31,729 34,231 40,353 14,055 7,933 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -936) 488 1,072 -455 -398 -1,055 -365 -438 -571 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 17.9 0.0 56.0 65.7 70.9 83.6 29.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 13 15 0 30 22 43 37 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,590 COMMITMENTS 133,283 64,292 1,920 159,845 219,107 295,048 285,319 23,542 33,271 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,409) -11,531 468 57 19,944 9,321 8,470 9,846 1,939 563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 20.2 0.6 50.2 68.8 92.6 89.6 7.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 69 54 11 36 41 114 97 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,496 COMMITMENTS 30,047 2,029 0 22,896 61,145 52,943 63,174 19,553 9,322 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,596) 9,498 -1,203 0 1,427 12,990 10,925 11,787 671 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 2.8 0.0 31.6 84.3 73.0 87.1 27.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 2 0 12 18 27 20 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,811 COMMITMENTS 452 4,129 0 25,385 20,583 25,837 24,712 4,974 6,099 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 61) -6 57 0 341 227 335 284 -274 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 13.4 0.0 82.4 66.8 83.9 80.2 16.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 9 0 28 23 30 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 220,704 COMMITMENTS 14,863 44,041 585 190,825 166,472 206,273 211,098 14,431 9,606 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,443) -10,204 -15 74 6,508 -4,700 -3,622 -4,641 -1,821 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 20.0 0.3 86.5 75.4 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 19 36 3 30 49 50 87 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,683 COMMITMENTS 15,278 7,013 571 14,902 25,845 30,751 33,429 13,932 11,254 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4) -832 286 153 68 -711 -611 -272 615 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 15.7 1.3 33.4 57.8 68.8 74.8 31.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 29 12 2 19 20 48 34 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 26,508 COMMITMENTS 6,323 285 0 15,529 8,715 21,852 9,000 4,656 17,508 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,157) -182 285 0 1,030 674 848 959 309 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 1.1 0.0 58.6 32.9 82.4 34.0 17.6 66.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 1 0 8 7 18 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 08/09/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,478 COMMITMENTS 1,503 2,996 29 15,963 24,596 17,495 27,621 15,983 5,857 CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,672) -112 -555 0 700 2,425 588 1,870 2,084 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 8.9 0.1 47.7 73.5 52.3 82.5 47.7 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 12 2 15 20 20 32
Updated August 12, 2005