MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,212 COMMITMENTS 1,759 2,255 517 13,785 11,321 16,061 14,093 4,151 6,119 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 296) 78 222 -92 369 120 355 250 -59 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 11.2 2.6 68.2 56.0 79.5 69.7 20.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 9 9 22 16 35 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 90,144 COMMITMENTS 13,943 23,510 16,705 48,049 24,387 78,697 64,602 11,447 25,542 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -5,025) -1,446 699 -1,313 -591 -1,527 -3,350 -2,141 -1,675 -2,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 26.1 18.5 53.3 27.1 87.3 71.7 12.7 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 36 44 38 21 31 84 94 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 132,570 COMMITMENTS 35,216 42,699 11,864 69,114 52,707 116,194 107,270 16,376 25,300 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,876) 1,257 4,647 -1,211 258 -1,030 304 2,406 1,572 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 32.2 8.9 52.1 39.8 87.6 80.9 12.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 48 69 44 47 73 117 171 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,145 COMMITMENTS 978 1,350 234 1,136 633 2,348 2,217 1,797 1,928 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -55) -124 218 -51 73 -318 -102 -151 47 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 32.6 5.6 27.4 15.3 56.6 53.5 43.4 46.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 18 5 15 11 28 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,459 COMMITMENTS 10,634 5,100 4,061 9,020 7,861 23,715 17,022 5,744 12,437 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,666) 1,415 1,182 32 -131 527 1,316 1,741 350 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 17.3 13.8 30.6 26.7 80.5 57.8 19.5 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 35 25 28 40 42 95 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,505 COMMITMENTS 44,042 17,995 540 30,837 76,307 75,419 94,842 34,086 14,663 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 16,920) 10,455 -1,378 0 2,859 17,646 13,314 16,268 3,606 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 16.4 0.5 28.2 69.7 68.9 86.6 31.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 13 1 23 25 49 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,890 COMMITMENTS 6,485 34,107 407 48,828 15,343 55,720 49,857 11,170 17,033 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,387) 440 -4,149 373 -7,391 2,936 -6,578 -840 2,191 -3,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 51.0 0.6 73.0 22.9 83.3 74.5 16.7 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 16 2 7 11 13 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,820 COMMITMENTS 74,922 870 250 15,027 92,175 90,199 93,295 8,621 5,525 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,620) -698 -541 -106 1,595 1,917 791 1,270 829 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 0.9 0.3 15.2 93.3 91.3 94.4 8.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 62 6 2 17 14 80 21 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,786 COMMITMENTS 20,459 18,101 47 34,085 35,992 54,591 54,140 18,195 18,646 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 325) 9,369 -8,498 -66 -10,382 11,669 -1,079 3,105 1,404 -2,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 24.9 0.1 46.8 49.4 75.0 74.4 25.0 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 13 16 2 16 24 31 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 166,923 COMMITMENTS 12,423 38,808 927 125,756 102,970 139,106 142,705 27,817 24,218 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -11,071) -345 -22,620 158 -13,779 18,984 -13,966 -3,478 2,895 -7,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 23.2 0.6 75.3 61.7 83.3 85.5 16.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 27 3 25 26 39 54 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,418 COMMITMENTS 27,289 26,705 911 73,571 77,537 101,771 105,153 46,647 43,265 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,659) -1,218 2,429 -237 3,030 2,878 1,575 5,070 1,084 -2,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 18.0 0.6 49.6 52.2 68.6 70.8 31.4 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 29 8 26 25 60 58 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,004 COMMITMENTS 4,581 0 0 3,125 8,020 7,706 8,020 1,298 984 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 0.0 0.0 34.7 89.1 85.6 89.1 14.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 5 10 12 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,020,359 COMMITMENTS 816,659 1036772 878,646 5459112 4523866 7154417 6439284 865,942 1581075 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 150,533) 17,263 -101,211 77,697 109,620 196,832 204,580 173,318 -54,047 -22,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 12.9 11.0 68.1 56.4 89.2 80.3 10.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 50 66 92 126 140 229 253 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 655,230 COMMITMENTS 54,357 50,832 6,296 463,037 505,194 523,690 562,322 131,540 92,908 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,469) 1,653 2,285 1,372 -242 1,258 2,783 4,915 1,686 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 7.8 1.0 70.7 77.1 79.9 85.8 20.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 35 33 20 88 65 136 106 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,045,387 COMMITMENTS 199,629 337,612 15,581 571,982 615,157 787,192 968,350 258,195 77,037 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 23,311) 7,340 53,024 2,327 50,361 9,058 60,028 64,409 -36,717 -41,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 32.3 1.5 54.7 58.8 75.3 92.6 24.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 44 61 19 60 61 114 131 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,323 COMMITMENTS 1,053 0 0 6,439 10,551 7,492 10,551 4,831 1,772 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 125) 0 0 0 -491 -1 -491 -1 616 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.0 52.3 85.6 60.8 85.6 39.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 15 15 17 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 32,397 COMMITMENTS 7,266 1,604 0 18,671 27,737 25,937 29,341 6,460 3,056 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -640) -58 -255 -5 -1,004 -434 -1,067 -694 427 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 5.0 0.0 57.6 85.6 80.1 90.6 19.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 0 15 19 19 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,953 COMMITMENTS 7,176 10,882 0 29,279 34,410 36,455 45,292 17,498 8,661 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,667) 8 2,258 0 2,216 2,681 2,224 4,939 3,443 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 20.2 0.0 54.3 63.8 67.6 83.9 32.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 16 0 32 24 45 40 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,884 COMMITMENTS 116,728 75,160 2,582 184,681 194,681 303,991 272,423 19,893 51,461 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,294) -16,555 10,868 662 24,836 -24,426 8,943 -12,896 -3,649 18,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 23.2 0.8 57.0 60.1 93.9 84.1 6.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 60 63 15 43 38 112 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,801 COMMITMENTS 27,090 786 0 23,777 65,004 50,867 65,790 22,934 8,011 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,305) -2,957 -1,243 0 881 3,859 -2,076 2,616 3,381 -1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 1.1 0.0 32.2 88.1 68.9 89.1 31.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 1 0 12 21 27 22 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,998 COMMITMENTS 220 4,338 0 27,735 22,213 27,955 26,551 4,043 5,447 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,187) -232 209 0 2,350 1,630 2,118 1,839 -931 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.6 0.0 86.7 69.4 87.4 83.0 12.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 10 0 30 26 31 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 227,123 COMMITMENTS 13,555 47,062 624 201,044 169,049 215,223 216,735 11,900 10,388 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,419) -1,308 3,021 39 10,219 2,577 8,950 5,637 -2,531 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 20.7 0.3 88.5 74.4 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 17 41 6 34 50 54 94 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,026 COMMITMENTS 19,142 9,824 498 16,241 29,186 35,881 39,508 14,145 10,518 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,343) 3,864 2,811 -73 1,339 3,341 5,130 6,079 213 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 19.6 1.0 32.5 58.3 71.7 79.0 28.3 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 30 16 2 20 20 51 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,589 COMMITMENTS 6,599 268 0 17,477 9,437 24,076 9,705 4,513 18,884 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,081) 276 -17 0 1,948 722 2,224 705 -143 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 0.9 0.0 61.1 33.0 84.2 33.9 15.8 66.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 1 0 9 8 18 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/16/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,609 COMMITMENTS 2,218 2,502 0 16,425 24,240 18,643 26,742 16,966 8,867 CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,131) 715 -494 -29 462 -356 1,148 -879 983 3,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 7.0 0.0 46.1 68.1 52.4 75.1 47.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 9 0 15 20 18 29
Updated August 19, 2005