MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,694 COMMITMENTS 1,658 2,427 643 14,054 11,412 16,355 14,482 4,339 6,212 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 482) -101 172 126 269 91 294 389 188 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 11.7 3.1 67.9 55.1 79.0 70.0 21.0 30.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 9 12 22 16 38 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,485 COMMITMENTS 15,059 22,419 19,248 47,043 26,103 81,350 67,770 15,135 28,715 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,341) 1,116 -1,091 2,543 -1,006 1,716 2,653 3,168 3,688 3,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 23.2 19.9 48.8 27.1 84.3 70.2 15.7 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 32 45 42 23 32 91 96 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,147 COMMITMENTS 34,885 38,355 12,572 67,081 55,772 114,538 106,699 19,609 27,448 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,577) -331 -4,344 708 -2,033 3,065 -1,656 -571 3,233 2,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 28.6 9.4 50.0 41.6 85.4 79.5 14.6 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 41 64 43 54 82 117 175 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,198 COMMITMENTS 995 1,831 87 1,165 499 2,247 2,417 1,951 1,781 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 53) 17 481 -147 29 -134 -101 200 154 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 43.6 2.1 27.8 11.9 53.5 57.6 46.5 42.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 17 5 15 11 27 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,559 COMMITMENTS 11,781 4,993 4,246 8,066 8,442 24,093 17,681 5,466 11,878 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 100) 1,147 -107 185 -954 581 378 659 -278 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 16.9 14.4 27.3 28.6 81.5 59.8 18.5 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 43 25 34 34 41 99 84 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 107,851 COMMITMENTS 41,543 17,000 719 33,159 75,499 75,421 93,218 32,430 14,633 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,654) -2,499 -995 179 2,322 -808 2 -1,624 -1,656 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 15.8 0.7 30.7 70.0 69.9 86.4 30.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 11 2 21 27 48 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,995 COMMITMENTS 3,165 40,709 34 55,438 10,104 58,637 50,847 9,358 17,148 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,105) -3,320 6,602 -373 6,610 -5,239 2,917 990 -1,812 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 59.9 0.1 81.5 14.9 86.2 74.8 13.8 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 19 1 8 10 11 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,261 COMMITMENTS 54,579 9,279 406 19,537 64,466 74,522 74,151 6,739 7,110 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,559) -20,343 8,409 156 4,510 -27,709 -15,677 -19,144 -1,882 1,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 11.4 0.5 24.0 79.3 91.7 91.3 8.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 42 11 2 17 15 61 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,604 COMMITMENTS 21,708 16,210 48 34,611 41,919 56,367 58,177 18,237 16,427 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,818) 1,249 -1,891 1 526 5,927 1,776 4,037 42 -2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 21.7 0.1 46.4 56.2 75.6 78.0 24.4 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 14 3 17 26 34 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 166,538 COMMITMENTS 9,358 40,724 926 128,914 101,140 139,198 142,790 27,340 23,748 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -385) -3,065 1,916 -1 3,158 -1,830 92 85 -477 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 24.5 0.6 77.4 60.7 83.6 85.7 16.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 28 4 25 27 41 57 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 145,089 COMMITMENTS 24,238 30,004 1,018 77,787 73,001 103,043 104,023 42,046 41,066 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,329) -3,051 3,299 107 4,216 -4,536 1,272 -1,130 -4,601 -2,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 20.7 0.7 53.6 50.3 71.0 71.7 29.0 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 27 29 10 26 25 56 61 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,143,069 COMMITMENTS 922,284 987,072 852,246 5466841 4733023 7241371 6572341 901,698 1570728 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 122,710) 105,625 -49,700 -26,400 7,729 209,157 86,954 133,057 35,756 -10,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 12.1 10.5 67.1 58.1 88.9 80.7 11.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 53 68 92 125 143 228 257 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 655,907 COMMITMENTS 51,108 54,340 6,340 468,664 505,067 526,112 565,747 129,795 90,160 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 677) -3,249 3,508 44 5,627 -127 2,422 3,425 -1,745 -2,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 8.3 1.0 71.5 77.0 80.2 86.3 19.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 32 33 18 87 62 132 102 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,327 COMMITMENTS 193,366 324,516 24,957 612,446 637,245 830,769 986,718 260,558 104,609 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 45,940) -6,263 -13,096 9,376 40,464 22,088 43,577 18,368 2,363 27,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 29.7 2.3 56.1 58.4 76.1 90.4 23.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 42 57 21 58 65 114 129 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,331 COMMITMENTS 1,259 0 0 6,428 10,555 7,687 10,555 4,644 1,776 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8) 206 0 0 -11 4 195 4 -187 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 52.1 85.6 62.3 85.6 37.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 15 15 18 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 33,095 COMMITMENTS 6,629 1,622 0 19,623 28,928 26,252 30,550 6,843 2,545 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 698) -637 18 0 952 1,191 315 1,209 383 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 4.9 0.0 59.3 87.4 79.3 92.3 20.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 0 16 20 20 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,853 COMMITMENTS 6,240 13,600 0 30,653 34,455 36,893 48,055 19,960 8,798 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,900) -936 2,718 0 1,374 45 438 2,763 2,462 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 23.9 0.0 53.9 60.6 64.9 84.5 35.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 11 18 0 33 27 44 45 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,815 COMMITMENTS 120,104 74,181 2,528 195,275 201,247 317,907 277,956 19,908 59,859 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 13,931) 3,376 -979 -54 10,594 6,566 13,916 5,533 15 8,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 22.0 0.7 57.8 59.6 94.1 82.3 5.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 69 61 13 42 36 118 103 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,188 COMMITMENTS 14,661 2,791 0 26,984 46,249 41,645 49,040 18,543 11,148 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -13,613) -12,429 2,005 0 3,207 -18,755 -9,222 -16,750 -4,391 3,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 4.6 0.0 44.8 76.8 69.2 81.5 30.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 4 0 15 17 26 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,107 COMMITMENTS 220 5,163 0 30,820 25,208 31,040 30,371 5,067 5,736 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,109) 0 825 0 3,085 2,995 3,085 3,820 1,024 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.3 0.0 85.4 69.8 86.0 84.1 14.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 12 0 30 25 31 37 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 244,708 COMMITMENTS 12,781 48,390 654 220,775 184,151 234,210 233,195 10,498 11,513 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 17,585) -774 1,328 30 19,731 15,102 18,987 16,460 -1,402 1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 19.8 0.3 90.2 75.3 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 14 41 4 35 50 52 92 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,623 COMMITMENTS 20,648 11,770 461 19,130 31,967 40,239 44,198 16,384 12,425 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,597) 1,506 1,946 -37 2,889 2,781 4,358 4,690 2,239 1,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 20.8 0.8 33.8 56.5 71.1 78.1 28.9 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 18 3 22 23 51 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,684 COMMITMENTS 7,288 891 239 18,584 10,978 26,111 12,108 4,573 18,576 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,095) 689 623 239 1,107 1,541 2,035 2,403 60 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 2.9 0.8 60.6 35.8 85.1 39.5 14.9 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 2 3 10 9 21 14 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/23/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,577 COMMITMENTS 1,253 2,502 0 18,843 25,371 20,096 27,873 18,481 10,704 CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,968) -965 0 0 2,418 1,131 1,453 1,131 1,515 1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.5 0.0 48.8 65.8 52.1 72.3 47.9 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 9 0 16 22 19 31
Updated August 26, 2005