MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,704 COMMITMENTS 1,494 1,201 827 17,138 12,670 19,459 14,698 4,245 9,006 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,114) -756 153 153 1,675 446 1,072 752 42 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 5.1 3.5 72.3 53.5 82.1 62.0 17.9 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 5 6 16 15 25 24 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 137,742 COMMITMENTS 20,919 21,950 23,168 72,226 57,009 116,313 102,127 21,429 35,615 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,055) -4,700 5,877 1,795 11,440 716 8,535 8,388 1,520 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 15.9 16.8 52.4 41.4 84.4 74.1 15.6 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 46 74 66 32 43 129 153 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,218 COMMITMENTS 226 705 497 565 341 1,288 1,543 930 675 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 132) -162 -21 134 73 11 45 124 87 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 31.8 22.4 25.5 15.4 58.1 69.6 41.9 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 14 6 8 5 20 21 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,356 COMMITMENTS 65,410 21,721 37,550 95,710 100,045 198,670 159,316 30,686 70,040 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 15,735) -7,580 363 8,153 10,827 1,176 11,400 9,692 4,335 6,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 9.5 16.4 41.7 43.6 86.6 69.5 13.4 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 100 51 94 74 128 242 238 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,500 COMMITMENTS 3,340 191 310 642 4,293 4,292 4,794 2,208 1,706 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 43) -139 -70 -19 -101 32 -259 -57 302 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 2.9 4.8 9.9 66.0 66.0 73.8 34.0 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 28 5 6 10 30 42 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,169 COMMITMENTS 14,553 3,608 3,213 9,777 10,287 27,543 17,108 5,626 16,061 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,411) -350 279 75 -515 -546 -790 -192 -621 -1,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 10.9 9.7 29.5 31.0 83.0 51.6 17.0 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 43 21 21 46 52 100 87 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,952 COMMITMENTS 39,506 12,573 715 27,012 76,863 67,233 90,151 34,719 11,801 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,608) 6,878 3,262 0 -611 1,152 6,267 4,414 -2,659 -806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 12.3 0.7 26.5 75.4 65.9 88.4 34.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 30 14 2 21 24 51 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,480 COMMITMENTS 21,356 19,896 0 46,484 44,430 67,840 64,326 12,640 16,154 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,451) -2,782 -4,482 0 5,425 4,593 2,643 111 -1,192 1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 24.7 0.0 57.8 55.2 84.3 79.9 15.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 15 0 9 15 17 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,485 COMMITMENTS 49,051 4,981 220 43,354 91,762 92,625 96,963 6,860 2,522 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,331) 5,640 1,709 0 -2,352 1,430 3,288 3,139 43 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 5.0 0.2 43.6 92.2 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 47 11 1 17 16 64 28 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,135 COMMITMENTS 17,411 20,714 6 48,630 45,024 66,047 65,744 17,088 17,391 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,056) 337 -1,133 0 2,642 8,096 2,979 6,963 3,077 -907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 24.9 0.0 58.5 54.2 79.4 79.1 20.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 16 1 20 16 35 32 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,681 COMMITMENTS 30,062 48,321 32 103,792 93,718 133,886 142,071 33,795 25,610 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -2,205) -410 -1,680 -4 598 -1,562 184 -3,246 -2,389 1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 28.8 0.0 61.9 55.9 79.8 84.7 20.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 22 23 3 19 24 41 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 129,565 COMMITMENTS 41,207 19,996 2,730 36,151 69,669 80,088 92,395 49,477 37,170 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,179) -889 -139 275 1,281 6,595 667 6,731 1,512 -4,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 15.4 2.1 27.9 53.8 61.8 71.3 38.2 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 40 26 11 20 24 68 54 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,026 COMMITMENTS 10,337 5,510 134 3,060 8,156 13,531 13,800 1,495 1,226 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,013) 1,678 595 -117 -40 1,528 1,521 2,006 492 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 36.7 0.9 20.4 54.3 90.1 91.8 9.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 5 1 8 10 15 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,936,495 COMMITMENTS 992,135 822,913 1230868 5787517 5508962 8010520 7562743 925,975 1373752 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 27,455) 2,419 -70,739 28,062 -25,036 69,963 5,445 27,286 22,010 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 9.2 13.8 64.8 61.6 89.6 84.6 10.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 61 49 90 124 146 230 252 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 656,734 COMMITMENTS 65,170 42,226 946 450,361 490,505 516,477 533,677 140,257 123,057 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,906) 1,548 2,080 259 3,312 -2,209 5,119 130 1,787 6,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.4 0.1 68.6 74.7 78.6 81.3 21.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 40 30 11 77 57 124 91 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,151,070 COMMITMENTS 184,738 325,812 19,709 588,733 691,867 793,180 1037388 357,890 113,682 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,324) -6,388 6,840 5,425 -23,451 1,705 -24,414 13,970 34,738 -3,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 28.3 1.7 51.1 60.1 68.9 90.1 31.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 57 57 17 65 61 133 124 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,156 COMMITMENTS 1,995 1,052 0 5,801 10,165 7,796 11,217 4,360 939 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 33) -15 0 0 -20 0 -35 0 68 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 8.7 0.0 47.7 83.6 64.1 92.3 35.9 7.7 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 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 49,592 COMMITMENTS 7,085 10,031 0 37,363 35,740 44,448 45,771 5,144 3,821 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,378) -663 364 0 5,594 3,058 4,931 3,422 -553 956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 20.2 0.0 75.3 72.1 89.6 92.3 10.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 6 0 22 19 29 25 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,410 COMMITMENTS 18,497 8,195 659 31,078 45,273 50,234 54,127 10,176 6,283 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 635) 2,419 170 233 -724 684 1,928 1,087 -1,293 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 13.6 1.1 51.4 74.9 83.2 89.6 16.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 13 2 34 28 56 42 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,798 COMMITMENTS 117,973 95,738 3,690 206,148 234,287 327,811 333,715 22,987 17,083 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,025) 8,542 -32,979 -954 -8,019 40,049 -431 6,116 3,456 -3,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 27.3 1.1 58.8 66.8 93.4 95.1 6.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 76 69 9 42 37 123 110 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,525 COMMITMENTS 27,102 4,393 0 12,878 45,695 39,980 50,088 21,545 11,437 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,193) 399 -576 0 1 6,131 400 5,555 5,793 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 7.1 0.0 20.9 74.3 65.0 81.4 35.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 4 0 10 17 23 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,572 COMMITMENTS 5,057 5,722 2 19,296 15,585 24,355 21,309 4,217 7,263 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 71) -6 416 0 404 -347 398 69 -327 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 20.0 0.0 67.5 54.5 85.2 74.6 14.8 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 13 1 30 23 33 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 278,177 COMMITMENTS 34,902 60,666 2,297 219,557 201,594 256,756 264,557 21,421 13,620 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,014) -282 7,703 625 2,847 -7,070 3,190 1,258 -1,176 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 21.8 0.8 78.9 72.5 92.3 95.1 7.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 33 46 6 31 53 65 104 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 59,849 COMMITMENTS 17,626 18,410 678 27,374 31,164 45,678 50,252 14,171 9,597 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,560) 466 -858 165 1,524 2,379 2,155 1,686 405 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 30.8 1.1 45.7 52.1 76.3 84.0 23.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 31 22 4 21 19 54 43 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,866 COMMITMENTS 16,234 5,808 11 14,451 12,352 30,696 18,171 6,170 18,695 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,354) -557 855 11 -523 -1,622 -1,069 -756 2,423 2,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 15.8 0.0 39.2 33.5 83.3 49.3 16.7 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 10 1 15 9 28 20 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,938 COMMITMENTS 442 3,158 281 16,114 26,074 16,837 29,513 17,101 4,425 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 61) 0 761 -825 -253 -501 -1,078 -565 1,139 626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 9.3 0.8 47.5 76.8 49.6 87.0 50.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 11 3 19 23 25 35
Updated January 20, 2006