MILK - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,982 COMMITMENTS 1,207 1,867 3,916 14,957 13,374 20,080 19,158 5,902 6,824 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,106) -485 -292 -1,077 -1,706 -1,814 -3,268 -3,183 -837 -922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 7.2 15.1 57.6 51.5 77.3 73.7 22.7 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 6 12 21 18 34 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,146 COMMITMENTS 16,722 8,318 24,085 44,345 39,855 85,153 72,258 17,993 30,888 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,350) -75 -751 -90 1,865 2,430 1,700 1,589 1,650 1,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 8.1 23.4 43.0 38.6 82.6 70.1 17.4 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 48 36 60 30 37 114 114 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,707 COMMITMENTS 593 1,457 336 1,461 794 2,389 2,587 1,317 1,119 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -120) 201 -29 -85 -178 29 -62 -84 -58 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 39.3 9.1 39.4 21.4 64.5 69.8 35.5 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 10 8 6 3 21 20 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,547 COMMITMENTS 44,433 11,936 20,508 68,416 78,831 133,358 111,275 19,189 41,272 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,128) -1,512 461 -876 -1,635 -1,126 -4,023 -1,540 -105 -2,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 7.8 13.4 44.8 51.7 87.4 72.9 12.6 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 64 29 43 66 107 155 162 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,111 COMMITMENTS 1,211 376 133 932 2,400 2,276 2,910 1,835 1,201 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -768) 11 -65 -269 -283 -233 -541 -568 -227 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 9.2 3.2 22.7 58.4 55.4 70.8 44.6 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 9 5 11 15 27 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,520 COMMITMENTS 9,976 2,420 4,454 8,500 6,410 22,931 13,285 5,589 15,236 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,331) -311 127 -1,842 -813 -1,035 -2,966 -2,751 -365 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 8.5 15.6 29.8 22.5 80.4 46.6 19.6 53.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 52 23 27 46 47 112 86 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,194 COMMITMENTS 13,004 45,620 2,566 58,620 26,848 74,191 75,034 27,003 26,160 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 8,828) -708 7,502 216 10,580 -4,084 10,088 3,634 -1,260 5,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 45.1 2.5 57.9 26.5 73.3 74.1 26.7 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 21 8 32 20 53 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,446 COMMITMENTS 4,889 15,947 318 24,753 8,486 29,959 24,750 9,487 14,696 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,382) 1,385 3,818 317 3,631 767 5,332 4,901 -950 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 40.4 0.8 62.8 21.5 75.9 62.7 24.1 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 11 2 13 10 21 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,535 COMMITMENTS 80,774 4,729 57 19,753 102,223 100,585 107,009 8,950 2,526 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,388) 9,498 -468 0 329 11,074 9,827 10,607 561 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 4.3 0.1 18.0 93.3 91.8 97.7 8.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 60 13 2 19 19 80 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,174 COMMITMENTS 25,847 6,019 764 39,108 73,711 65,719 80,494 25,455 10,680 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,297) -3,451 545 -55 5,374 3,201 1,868 3,691 1,429 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 6.6 0.8 42.9 80.8 72.1 88.3 27.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 20 11 5 18 17 41 30 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,611 COMMITMENTS 21,190 34,971 4,869 131,491 124,697 157,550 164,536 31,061 24,075 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 23,076) 10,788 -7,680 556 7,992 32,087 19,335 24,963 3,741 -1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 18.5 2.6 69.7 66.1 83.5 87.2 16.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 17 13 30 31 54 58 EURO FX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,738 COMMITMENTS 29,189 21,392 16,053 74,376 85,279 119,618 122,724 53,120 50,014 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,210) 5,483 3,105 -1,874 2,664 5,843 6,273 7,074 937 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 12.4 9.3 43.1 49.4 69.2 71.0 30.8 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 37 27 31 30 79 74 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020 COMMITMENTS 30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416) -1,000 0 450 -723 -726 -1,273 -276 857 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 14 19 18 24 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,296,693 COMMITMENTS 673,843 693,903 3817259 7588380 6946053 12079483 11457216 1217211 1839478 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 286,476) 44,604 -13,946 48,368 154,242 183,929 247,214 218,352 39,262 68,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 5.2 28.7 57.1 52.2 90.8 86.2 9.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 55 70 110 142 142 263 263 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 764,757 COMMITMENTS 60,862 72,820 53,312 502,787 515,375 616,961 641,507 147,796 123,250 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,344) -3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741 -4,672 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.5 7.0 65.7 67.4 80.7 83.9 19.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 45 49 60 102 67 185 138 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,703 COMMITMENTS 184,888 207,305 24,911 477,498 650,742 687,297 882,957 313,407 117,746 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 15,097) -25,176 -5,084 3,049 23,694 6,704 1,566 4,669 13,531 10,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 20.7 2.5 47.7 65.0 68.7 88.2 31.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 41 54 29 58 62 116 128 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,741 COMMITMENTS 725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107) 0 -6 0 383 0 383 -6 -490 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 11 13 12 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 25,117 COMMITMENTS 8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152) 1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 5 0 17 18 22 23 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,606 COMMITMENTS 4,790 19,188 81 36,053 27,495 40,924 46,764 17,682 11,842 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,786) -2,054 -1,252 -2 -23 -408 -2,079 -1,662 -707 -1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 32.7 0.1 61.5 46.9 69.8 79.8 30.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 12 25 2 35 34 48 60 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,410 COMMITMENTS 66,067 144,023 1,909 226,217 129,030 294,193 274,963 46,217 65,447 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,980) -13,168 -2,872 470 4,821 1,692 -7,876 -709 5,896 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 42.3 0.6 66.5 37.9 86.4 80.8 13.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 38 75 10 50 36 91 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,592 COMMITMENTS 31,258 3,569 4,527 36,694 75,347 72,479 83,442 22,113 11,149 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,684) 2,809 -633 -3,839 710 1,595 -320 -2,877 -1,364 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 3.8 4.8 38.8 79.7 76.6 88.2 23.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 20 3 6 19 17 40 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,260 COMMITMENTS 1,121 13,568 5 28,663 16,930 29,789 30,503 5,471 4,757 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 755) 0 292 0 631 303 631 595 125 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 14 1 26 28 29 42 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 235,346 COMMITMENTS 60,123 34,939 2,161 165,353 182,864 227,637 219,964 7,708 15,382 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,511) 3,882 6,394 127 17,448 13,097 21,458 19,618 -4,947 -3,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 14.8 0.9 70.3 77.7 96.7 93.5 3.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 22 35 10 33 43 59 84 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,490 COMMITMENTS 10,215 5,828 551 15,234 23,252 26,000 29,631 12,490 8,859 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471) -55 -869 316 -48 1,735 213 1,182 258 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 15.1 1.4 39.6 60.4 67.5 77.0 32.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 23 15 4 16 24 43 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339 COMMITMENTS 7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333) -1,130 -6 5 796 306 -329 305 -2,004 -2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 1 11 4 20 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127 COMMITMENTS 3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888) 2 0 0 -549 2,788 -547 2,788 2,435 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 12 1 18 28 22 41
Updated May 6, 2005