MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,006 COMMITMENTS 163 2,721 469 14,823 8,249 15,455 11,439 4,551 8,567 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 882) 55 -215 -2 654 689 707 472 175 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 13.6 2.3 74.1 41.2 77.3 57.2 22.7 42.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 8 7 16 13 24 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,225 COMMITMENTS 29,193 15,104 27,552 51,960 54,394 108,705 97,050 19,520 31,175 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 944) -300 -7,207 2,437 -1,054 7,441 1,083 2,671 -139 -1,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.8 21.5 40.5 42.4 84.8 75.7 15.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 65 60 77 29 47 155 142 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,817 COMMITMENTS 303 607 287 479 143 1,069 1,037 748 780 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 337) -49 184 157 138 -30 246 311 91 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 33.4 15.8 26.4 7.9 58.8 57.1 41.2 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 14 5 5 3 16 19 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,166 COMMITMENTS 68,011 17,929 26,878 82,523 96,681 177,412 141,488 21,754 57,678 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,752) 527 1,680 35 2,110 344 2,672 2,059 80 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 9.0 13.5 41.4 48.5 89.1 71.0 10.9 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 97 43 66 71 134 215 213 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,088 COMMITMENTS 2,020 357 205 963 3,075 3,188 3,637 1,900 1,451 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 105) -277 231 -18 301 -55 6 158 99 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 7.0 4.0 18.9 60.4 62.7 71.5 37.3 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 23 6 8 17 30 43 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,053 COMMITMENTS 14,283 2,901 3,612 8,037 8,551 25,932 15,064 5,121 15,989 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 953) -237 -656 231 364 276 358 -149 595 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 9.3 11.6 25.9 27.5 83.5 48.5 16.5 51.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 48 16 20 32 47 91 76 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 142,450 COMMITMENTS 66,468 10,285 3,291 33,897 111,552 103,656 125,128 38,794 17,322 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 24,113) 17,404 -1,462 1,371 4,742 23,099 23,517 23,008 596 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 7.2 2.3 23.8 78.3 72.8 87.8 27.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 35 13 10 24 25 60 47 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 113,909 COMMITMENTS 13,937 53,798 1,635 87,271 37,406 102,843 92,839 11,066 21,070 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 8,496) -2,613 -12,111 1,410 7,853 20,457 6,650 9,756 1,846 -1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 47.2 1.4 76.6 32.8 90.3 81.5 9.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 26 6 20 13 30 41 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 138,274 COMMITMENTS 73,239 5,649 1,957 52,301 125,252 127,497 132,858 10,777 5,416 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,901) -14,510 490 971 14,006 -743 467 718 1,434 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 4.1 1.4 37.8 90.6 92.2 96.1 7.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 58 11 7 14 20 75 35 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 111,268 COMMITMENTS 13,586 21,442 824 79,828 69,931 94,238 92,197 17,030 19,071 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 4,044) -1,981 -19,904 440 5,780 28,103 4,239 8,639 -195 -4,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 19.3 0.7 71.7 62.8 84.7 82.9 15.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 14 3 24 22 40 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 243,599 COMMITMENTS 22,221 94,284 2,301 188,591 112,913 213,113 209,498 30,486 34,101 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 23,286) -4,491 -4,071 618 26,116 25,107 22,243 21,654 1,043 1,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 38.7 0.9 77.4 46.4 87.5 86.0 12.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 25 39 6 33 27 60 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 192,392 COMMITMENTS 28,088 29,151 2,760 117,671 114,350 148,519 146,261 43,873 46,131 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 13,039) -696 -22,205 -616 14,568 34,642 13,256 11,821 -217 1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 15.2 1.4 61.2 59.4 77.2 76.0 22.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 33 27 12 32 27 68 64 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,233 COMMITMENTS 6,980 973 155 4,220 10,764 11,355 11,892 1,878 1,341 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,046) -626 78 155 1,735 628 1,264 861 -218 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 7.4 1.2 31.9 81.3 85.8 89.9 14.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 3 1 9 11 15 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,477,654 COMMITMENTS 1034430 1247897 1374615 6166015 5455794 8575060 8078306 902,594 1399348 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -213,558) -39,565 19,489 -186,529 40,449 -12,360 -185,645 -179,400 -27,913 -34,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 13.2 14.5 65.1 57.6 90.5 85.2 9.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 59 57 88 136 148 241 258 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 756,332 COMMITMENTS 58,137 70,821 14,867 525,309 532,285 598,313 617,973 158,019 138,359 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 60,735) -1,590 -1,100 6,164 48,954 41,280 53,528 46,344 7,207 14,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.4 2.0 69.5 70.4 79.1 81.7 20.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 32 38 26 90 67 140 115 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,502,276 COMMITMENTS 294,630 255,096 134,172 674,627 990,013 1103429 1379281 398,847 122,995 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 224,907) 23,488 11,519 79,431 71,264 124,066 174,183 215,016 50,724 9,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 17.0 8.9 44.9 65.9 73.5 91.8 26.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 77 54 47 77 73 173 156 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 17,285 COMMITMENTS 1,768 1,486 41 8,108 14,050 9,917 15,577 7,368 1,708 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,220) 30 306 -24 550 1,491 556 1,773 1,664 447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 8.6 0.2 46.9 81.3 57.4 90.1 42.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 2 20 17 25 22 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 59,569 COMMITMENTS 9,394 8,757 1,533 40,986 33,287 51,913 43,577 7,656 15,992 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 10,812) 465 -349 1,161 7,380 1,702 9,006 2,514 1,806 8,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 14.7 2.6 68.8 55.9 87.1 73.2 12.9 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 5 3 23 18 33 24 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,821 COMMITMENTS 15,803 9,303 3,668 53,296 56,849 72,767 69,820 11,054 14,001 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 22,963) -409 778 3,468 19,512 18,605 22,571 22,851 392 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 11.1 4.4 63.6 67.8 86.8 83.3 13.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 17 14 9 45 36 69 54 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 502,412 COMMITMENTS 170,799 114,970 21,686 249,579 338,307 442,064 474,963 60,348 27,449 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 83,540) -2,670 480 17,354 56,059 57,219 70,743 75,053 12,797 8,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 22.9 4.3 49.7 67.3 88.0 94.5 12.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 92 53 30 49 53 155 123 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 82,817 COMMITMENTS 23,890 3,608 2,150 34,827 64,988 60,867 70,746 21,950 12,071 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 11,180) 838 -3,732 1,422 3,213 12,029 5,473 9,719 5,707 1,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 4.4 2.6 42.1 78.5 73.5 85.4 26.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 16 3 5 13 17 30 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,319 COMMITMENTS 2,411 5,514 2,120 35,422 32,968 39,953 40,602 10,366 9,717 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 9,195) 851 -576 2,076 32 5,186 2,959 6,686 6,236 2,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 11.0 4.2 70.4 65.5 79.4 80.7 20.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 13 3 35 32 38 47 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 360,800 COMMITMENTS 22,069 44,688 15,383 297,907 276,376 335,359 336,447 25,441 24,353 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 61,799) -2,003 -2,516 12,586 46,544 38,005 57,127 48,075 4,672 13,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 12.4 4.3 82.6 76.6 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 30 44 16 41 53 78 108 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,008 COMMITMENTS 15,685 21,671 0 27,281 25,915 42,966 47,586 10,042 5,422 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -53,255) -6,862 -1,494 -11,756 -23,827 -24,116 -42,445 -37,366 -10,810 -15,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 40.9 0.0 51.5 48.9 81.1 89.8 18.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 25 20 0 18 17 43 37 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,149 COMMITMENTS 21,433 3,482 0 4,956 4,312 26,389 7,794 7,760 26,355 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -29,124) 5,005 -4,257 -4,740 -21,836 -4,075 -21,571 -13,072 -7,553 -16,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 10.2 0.0 14.5 12.6 77.3 22.8 22.7 77.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 7 0 6 6 20 13 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 12/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 45,144 COMMITMENTS 2,667 2,196 1,206 19,974 35,426 23,847 38,828 21,297 6,316 CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,350) 875 350 953 578 5,257 2,406 6,560 -56 -4,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 4.9 2.7 44.2 78.5 52.8 86.0 47.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 8 3 20 29 29 39
Updated December 16, 2005