MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,720 COMMITMENTS 1,172 3,043 536 15,381 9,184 17,089 12,763 4,631 8,957 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 823) 643 138 154 333 467 1,130 759 -307 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 14.0 2.5 70.8 42.3 78.7 58.8 21.3 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 9 9 16 14 26 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 121,168 COMMITMENTS 25,090 12,258 26,565 52,192 51,176 103,847 89,999 17,321 31,169 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 710) 198 95 -479 999 -171 718 -555 -8 1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.1 21.9 43.1 42.2 85.7 74.3 14.3 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 56 45 69 26 39 134 126 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,159 COMMITMENTS 477 781 373 563 232 1,413 1,386 746 773 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 81) 89 23 -13 47 23 123 33 -42 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 36.2 17.3 26.1 10.7 65.4 64.2 34.6 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 14 5 6 4 17 22 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,778 COMMITMENTS 67,113 20,035 25,927 82,077 93,558 175,117 139,520 20,661 56,258 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,467) -1,735 451 103 2,021 -377 389 177 -2,856 -2,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 10.2 13.2 41.9 47.8 89.4 71.3 10.6 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 94 39 58 67 127 198 200 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,493 COMMITMENTS 2,396 384 171 856 3,274 3,423 3,829 2,070 1,664 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 380) 317 -16 -52 -82 293 183 225 197 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 7.0 3.1 15.6 59.6 62.3 69.7 37.7 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 22 7 6 16 28 42 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,042 COMMITMENTS 14,300 3,001 2,806 9,503 10,186 26,609 15,993 5,433 16,049 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 48) -357 179 -521 795 665 -83 323 131 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 9.4 8.8 29.7 31.8 83.0 49.9 17.0 50.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 41 28 19 45 59 101 94 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,040 COMMITMENTS 49,468 7,176 727 21,536 80,374 71,731 88,277 31,309 14,763 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -34,579) -6,074 -255 -1,162 -24,621 -22,971 -31,857 -24,388 -2,722 -10,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 7.0 0.7 20.9 78.0 69.6 85.7 30.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 33 9 3 20 20 53 32 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 86,551 COMMITMENTS 9,032 47,358 0 69,968 17,768 79,000 65,126 7,551 21,425 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 10,647) 3,785 8,044 0 8,609 1,910 12,394 9,954 -1,747 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 54.7 0.0 80.8 20.5 91.3 75.2 8.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 7 20 0 13 12 20 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,636 COMMITMENTS 38,295 7,660 373 47,237 79,959 85,905 87,992 5,731 3,644 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,219) -3,970 1,684 1 1,791 -4,183 -2,178 -2,498 -41 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 8.4 0.4 51.5 87.3 93.7 96.0 6.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 39 12 2 17 14 57 27 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 62,736 COMMITMENTS 9,474 21,067 0 37,989 25,091 47,463 46,158 15,273 16,578 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,494) 49 3,450 -95 -6,008 -11,532 -6,054 -8,177 -1,440 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 33.6 0.0 60.6 40.0 75.7 73.6 24.3 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 10 16 0 19 12 29 28 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 148,945 COMMITMENTS 16,998 39,127 122 104,516 81,452 121,636 120,701 27,309 28,244 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 9,442) 4,676 700 50 851 10,640 5,577 11,390 3,865 -1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 26.3 0.1 70.2 54.7 81.7 81.0 18.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 26 1 20 23 42 49 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 112,370 COMMITMENTS 25,937 21,359 2,384 44,261 50,356 72,582 74,099 39,788 38,271 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -11,075) 1,085 1,011 -59 -6,253 -8,152 -5,227 -7,200 -5,848 -3,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 19.0 2.1 39.4 44.8 64.6 65.9 35.4 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 31 28 7 23 22 58 54 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,731 COMMITMENTS 6,328 1,887 0 3,366 8,226 9,694 10,113 1,037 618 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,502) -652 914 -155 -854 -2,538 -1,661 -1,779 -841 -723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.0 17.6 0.0 31.4 76.7 90.3 94.2 9.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 0 8 6 13 9 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 45,300 COMMITMENTS 17,244 721 0 20,401 36,277 37,645 36,998 7,655 8,302 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,605) 2,851 0 0 -215 3,316 2,636 3,316 -31 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 1.6 0.0 45.0 80.1 83.1 81.7 16.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 0 8 13 12 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,505,743 COMMITMENTS 980,684 963,370 1102475 5614622 5136395 7697781 7202240 807,962 1303503 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 37,783) 2,107 -25,552 -48,330 74,496 94,567 28,273 20,685 9,510 17,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 11.3 13.0 66.0 60.4 90.5 84.7 9.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 54 53 83 120 139 218 243 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 633,845 COMMITMENTS 58,338 39,142 869 447,319 485,363 506,526 525,374 127,319 108,471 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -5,168) 3,729 -5,053 -1,034 -802 1,467 1,893 -4,620 -7,061 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 6.2 0.1 70.6 76.6 79.9 82.9 20.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 34 29 7 79 57 118 88 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,039,230 COMMITMENTS 155,209 248,706 11,456 515,432 682,278 682,097 942,440 357,133 96,790 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 25,865) -39,917 -14,195 4,172 33,608 34,279 -2,137 24,256 28,002 1,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 23.9 1.1 49.6 65.7 65.6 90.7 34.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 48 49 11 57 56 110 111 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,178 COMMITMENTS 2,022 1,052 0 5,774 10,008 7,796 11,060 4,382 1,118 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 56) 398 0 0 30 -62 428 -62 -372 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 8.6 0.0 47.4 82.2 64.0 90.8 36.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 0 15 12 19 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 41,469 COMMITMENTS 8,513 10,193 0 27,982 27,430 36,495 37,623 4,974 3,846 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -136) 382 -1,688 0 -699 1,864 -317 176 181 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 24.6 0.0 67.5 66.1 88.0 90.7 12.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 6 0 20 17 27 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,255 COMMITMENTS 14,032 8,349 286 28,224 40,374 42,542 49,009 12,713 6,246 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 879) -386 549 286 172 -274 72 561 807 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 15.1 0.5 51.1 73.1 77.0 88.7 23.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 11 1 32 24 47 35 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,778 COMMITMENTS 113,257 88,141 3,583 134,787 150,798 251,627 242,522 23,151 32,256 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -7,720) -12,315 3,121 -5,569 9,031 -8,449 -8,853 -10,897 1,133 3,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 32.1 1.3 49.1 54.9 91.6 88.3 8.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 66 51 9 41 33 112 88 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,071 COMMITMENTS 13,691 12,787 2 29,658 28,100 43,351 40,889 13,720 16,182 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 13,756) -806 6,199 2 15,918 3,046 15,114 9,247 -1,358 4,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 22.4 0.0 52.0 49.2 76.0 71.6 24.0 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 9 1 12 10 24 19 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,119 COMMITMENTS 4,864 5,007 2 19,342 15,511 24,208 20,520 4,911 8,599 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 285) 0 -1 0 127 -62 127 -63 158 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 17.2 0.0 66.4 53.3 83.1 70.5 16.9 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 11 1 28 22 30 33 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 268,723 COMMITMENTS 27,765 47,474 1,113 212,212 210,047 241,090 258,634 27,633 10,089 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,991) 337 487 125 1,701 1,355 2,163 1,967 -172 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 17.7 0.4 79.0 78.2 89.7 96.2 10.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 28 51 3 35 46 63 100 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 54,362 COMMITMENTS 13,578 17,460 424 26,849 28,214 40,851 46,098 13,511 8,264 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 421) -728 -2,400 194 815 1,395 281 -811 140 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 32.1 0.8 49.4 51.9 75.1 84.8 24.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 17 3 20 21 45 39 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,423 COMMITMENTS 16,655 2,588 14 10,226 7,260 26,895 9,862 4,528 21,561 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -458) -2,005 131 14 1,599 1,452 -392 1,597 -66 -2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 8.2 0.0 32.5 23.1 85.6 31.4 14.4 68.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 5 1 12 10 23 16 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 12/27/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,721 COMMITMENTS 442 1,754 1,206 17,355 29,703 19,003 32,663 18,718 5,058 CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 773) 0 -122 100 150 2,643 250 2,621 523 -1,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.6 3.2 46.0 78.7 50.4 86.6 49.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 8 3 18 24 24 33
Updated December 30, 2005