MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,120 COMMITMENTS 517 2,154 1,357 25,351 15,586 27,225 19,097 3,895 12,023 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,622) 165 486 295 1,075 978 1,535 1,759 87 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.9 4.4 81.5 50.1 87.5 61.4 12.5 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 10 9 20 18 29 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,031 COMMITMENTS 20,256 28,659 35,070 75,273 53,365 130,599 117,094 20,432 33,937 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,299) 1,225 2,715 1,991 872 -1,009 4,088 3,697 211 602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 19.0 23.2 49.8 35.3 86.5 77.5 13.5 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 55 74 78 31 34 138 161 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,871 COMMITMENTS 321 127 109 872 648 1,302 884 569 987 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -254) 37 -341 50 -161 -4 -74 -295 -180 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 6.8 5.8 46.6 34.6 69.6 47.2 30.4 52.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 6 4 8 5 19 12 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 211,135 COMMITMENTS 39,966 22,804 41,553 104,875 95,671 186,394 160,028 24,741 51,107 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,439) -3,743 3,681 -1,431 5,201 2,550 27 4,800 -4,466 -9,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 10.8 19.7 49.7 45.3 88.3 75.8 11.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 60 69 74 66 109 174 220 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,656 COMMITMENTS 1,663 676 279 1,024 2,247 2,966 3,202 1,690 1,454 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -393) -138 211 -20 -6 -475 -164 -284 -229 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 14.5 6.0 22.0 48.3 63.7 68.8 36.3 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 13 9 11 17 30 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,758 COMMITMENTS 13,120 5,667 3,555 13,297 10,328 29,972 19,550 5,786 16,208 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 187) 769 618 -556 -144 -245 69 -183 118 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 15.8 9.9 37.2 28.9 83.8 54.7 16.2 45.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 28 41 26 50 58 100 109 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 124,984 COMMITMENTS 54,931 14,297 1,609 27,081 89,171 83,621 105,077 41,363 19,907 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 9,108) 8,221 2,784 -103 -2,615 1,579 5,503 4,260 3,605 4,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 11.4 1.3 21.7 71.3 66.9 84.1 33.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 33 12 5 20 21 55 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 134,418 COMMITMENTS 16,309 84,571 0 107,965 24,547 124,274 109,118 10,144 25,300 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 22,010) -7,480 23,807 0 29,144 -3,690 21,664 20,117 346 1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 62.9 0.0 80.3 18.3 92.5 81.2 7.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 36 0 17 11 24 47 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 113,669 COMMITMENTS 66,951 4,046 736 39,890 106,468 107,577 111,250 6,092 2,419 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -5,634) -3,015 -1,217 162 -1,612 -4,121 -4,465 -5,176 -1,169 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 3.6 0.6 35.1 93.7 94.6 97.9 5.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 56 9 4 16 14 75 24 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 98,756 COMMITMENTS 15,055 23,244 131 66,047 55,160 81,233 78,535 17,523 20,221 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,539) 333 -11,359 89 -553 15,214 -131 3,944 1,670 -2,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 23.5 0.1 66.9 55.9 82.3 79.5 17.7 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 16 2 20 22 35 39 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 201,773 COMMITMENTS 41,587 64,408 216 127,801 107,765 169,604 172,389 32,169 29,384 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,692) 14,628 -33,735 194 -21,891 37,069 -7,069 3,528 5,377 -5,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 31.9 0.1 63.3 53.4 84.1 85.4 15.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 23 2 27 25 47 50 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,681 COMMITMENTS 50,882 32,480 1,482 56,481 82,130 108,845 116,092 50,836 43,589 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,381) 8,785 468 -252 -2,465 6,447 6,068 6,663 2,313 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 20.3 0.9 35.4 51.4 68.2 72.7 31.8 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 45 35 8 28 27 77 66 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,476 COMMITMENTS 4,273 1,373 0 8,838 11,363 13,111 12,736 1,365 1,740 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -127) -836 -113 -119 821 -225 -134 -457 7 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 9.5 0.0 61.1 78.5 90.6 88.0 9.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 5 0 10 8 16 13 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,652 COMMITMENTS 7,889 2,342 433 29,196 35,399 37,518 38,174 4,134 3,478 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,833) 1,501 621 -278 2,654 3,941 3,877 4,284 -44 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 5.6 1.0 70.1 85.0 90.1 91.6 9.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 2 11 12 17 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,033,891 COMMITMENTS 1129256 1660216 1297945 6619887 5613510 9047088 8571671 986,803 1462220 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 208,863) -14,828 75,449 16,165 135,676 48,382 137,013 139,996 71,850 68,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 16.5 12.9 66.0 55.9 90.2 85.4 9.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 66 70 105 142 155 260 288 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 672,537 COMMITMENTS 64,163 42,672 3,416 465,052 515,713 532,631 561,801 139,906 110,736 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,148) -3,656 2,733 14 -4,897 5,894 -8,539 8,641 7,391 -9,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.3 0.5 69.1 76.7 79.2 83.5 20.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 33 33 16 94 63 139 100 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,220,242 COMMITMENTS 252,103 434,187 18,449 637,835 643,158 908,387 1095794 311,855 124,448 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 17,021) 29,356 2,432 4,230 30,392 786 63,978 7,448 -46,957 9,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 35.6 1.5 52.3 52.7 74.4 89.8 25.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 58 61 22 77 66 147 137 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,112 COMMITMENTS 2,500 733 0 5,885 10,238 8,385 10,971 3,727 1,141 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 151) 28 0 0 77 0 105 0 46 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.1 0.0 48.6 84.5 69.2 90.6 30.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 0 13 14 18 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 47,861 COMMITMENTS 6,858 10,931 0 34,240 33,271 41,098 44,202 6,763 3,659 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,011) -921 -50 0 -2,671 -3,138 -3,592 -3,188 1,581 1,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 22.8 0.0 71.5 69.5 85.9 92.4 14.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 7 0 23 21 29 28 NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CME HDD INDEX X $20) OPEN INTEREST: 7,509 COMMITMENTS 3,176 1,456 250 3,854 5,803 7,280 7,509 229 0 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,855) 1,200 -45 200 550 1,700 1,950 1,855 -95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 19.4 3.3 51.3 77.3 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 2 5 6 13 13 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,475 COMMITMENTS 13,515 8,325 256 34,147 52,674 47,918 61,255 20,557 7,220 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,072) 451 -384 -24 2,372 2,683 2,799 2,275 273 797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 12.2 0.4 49.9 76.9 70.0 89.5 30.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 13 2 33 28 53 42 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,376 COMMITMENTS 105,782 109,785 5,372 235,832 189,277 346,986 304,434 25,390 67,942 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -10,505) -3,282 -22,029 1,090 -8,487 885 -10,679 -20,054 174 9,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 29.5 1.4 63.3 50.8 93.2 81.8 6.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 72 69 12 41 44 119 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 58,377 COMMITMENTS 16,175 14,800 273 26,143 29,205 42,591 44,278 15,786 14,099 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,596) -3,474 -848 273 -184 -2,148 -3,385 -2,723 -1,211 -1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 25.4 0.5 44.8 50.0 73.0 75.8 27.0 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 12 1 16 13 29 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,570 COMMITMENTS 5,378 6,684 3 20,936 17,699 26,317 24,386 5,253 7,184 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,304) 7 8 1 1,075 642 1,083 651 221 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 21.2 0.0 66.3 56.1 83.4 77.2 16.6 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 14 1 30 22 34 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,871 COMMITMENTS 35,616 65,309 548 225,777 208,657 261,941 274,514 22,930 10,357 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,830) 1,236 6,166 -709 5,786 5,574 6,313 11,031 2,517 -2,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 22.9 0.2 79.3 73.2 92.0 96.4 8.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 30 53 8 35 57 69 114 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 67,300 COMMITMENTS 23,426 16,250 214 29,502 39,569 53,142 56,033 14,158 11,267 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,387) 1,957 -507 143 1 2,501 2,101 2,137 -714 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 24.1 0.3 43.8 58.8 79.0 83.3 21.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 35 25 2 21 25 58 50 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 44,211 COMMITMENTS 14,543 10,132 780 22,924 26,525 38,247 37,437 5,964 6,774 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,047) 1,008 472 414 707 1,223 2,129 2,109 918 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 22.9 1.8 51.9 60.0 86.5 84.7 13.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 9 4 20 13 41 25 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 02/28/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,274 COMMITMENTS 3,121 2,597 1,478 13,455 30,129 18,054 34,204 21,220 5,070 CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -235) 80 -900 0 521 -1,250 601 -2,150 -836 1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 6.6 3.8 34.3 76.7 46.0 87.1 54.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 10 4 21 29 29 41
Updated March 3, 2006