MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,899 COMMITMENTS 1,536 3,181 1,279 25,582 15,948 28,397 20,408 3,502 11,491 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -535) -37 60 137 228 66 328 263 -863 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 10.0 4.0 80.2 50.0 89.0 64.0 11.0 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 13 7 19 18 27 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,618 COMMITMENTS 14,329 33,346 36,430 75,234 40,509 125,993 110,285 15,625 31,333 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 92) -1,788 -158 4,769 -2,644 -4,778 337 -167 -245 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 23.5 25.7 53.1 28.6 89.0 77.9 11.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 43 70 57 26 33 107 143 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,379 COMMITMENTS 480 838 24 859 514 1,363 1,376 1,016 1,003 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 411) 126 349 5 167 -116 298 238 113 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 35.2 1.0 36.1 21.6 57.3 57.8 42.7 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 10 1 8 6 17 17 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,631 COMMITMENTS 44,239 48,721 49,442 117,274 89,785 210,955 187,948 28,676 51,683 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,597) 355 2,661 3,455 -995 -2,005 2,815 4,111 -1,218 -2,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 20.3 20.6 48.9 37.5 88.0 78.4 12.0 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 62 85 85 86 122 209 262 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,906 COMMITMENTS 1,934 1,062 437 999 1,509 3,370 3,008 1,536 1,898 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 117) 138 284 -177 -27 59 -66 166 183 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 21.6 8.9 20.4 30.8 68.7 61.3 31.3 38.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 16 9 11 18 33 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,929 COMMITMENTS 12,410 8,972 3,262 11,668 6,118 27,340 18,352 5,589 14,577 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 812) -169 770 115 -20 -341 -74 544 886 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 27.2 9.9 35.4 18.6 83.0 55.7 17.0 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 26 44 26 47 50 90 108 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,170 COMMITMENTS 23,225 16,307 1,467 36,184 59,243 60,876 77,017 32,294 16,153 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 5,480) -1,414 5,610 -64 6,369 317 4,891 5,863 589 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.5 1.6 38.8 63.6 65.3 82.7 34.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 16 3 22 22 49 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,925 COMMITMENTS 10,744 32,912 123 55,955 29,450 66,822 62,485 14,103 18,440 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 2,320) 4,274 -2,209 -172 -5,602 6,074 -1,500 3,693 3,820 -1,373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 40.7 0.2 69.1 36.4 82.6 77.2 17.4 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 19 1 12 11 22 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 80,940 COMMITMENTS 16,522 23,489 329 60,495 53,299 77,346 77,117 3,594 3,823 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 979) 342 2,685 329 572 -2,182 1,243 832 -264 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 29.0 0.4 74.7 65.9 95.6 95.3 4.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 13 28 2 18 16 33 44 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,282 COMMITMENTS 27,302 22,208 304 33,982 41,930 61,588 64,442 21,694 18,840 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 4,155) 10,331 -387 304 -8,554 4,243 2,081 4,160 2,074 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 26.7 0.4 40.8 50.3 74.0 77.4 26.0 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 21 2 17 21 37 43 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 202,039 COMMITMENTS 38,749 79,890 360 129,443 88,624 168,552 168,874 33,487 33,165 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -3,591) 2,536 -10,794 228 -10,619 8,390 -7,855 -2,176 4,264 -1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 39.5 0.2 64.1 43.9 83.4 83.6 16.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 29 35 5 27 22 58 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,741 COMMITMENTS 70,019 14,677 1,320 38,561 118,525 109,900 134,522 55,841 31,219 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 6,431) 11,302 -2,410 -692 -7,702 8,204 2,908 5,102 3,523 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 8.9 0.8 23.3 71.5 66.3 81.2 33.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 61 20 8 24 31 88 56 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,154 COMMITMENTS 5,272 800 0 6,320 10,408 11,592 11,208 1,562 1,946 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 742) 1,685 -451 0 -872 863 813 412 -71 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 6.1 0.0 48.0 79.1 88.1 85.2 11.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 2 0 10 10 17 12 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 59,424 COMMITMENTS 26,582 873 150 29,552 52,970 56,284 53,993 3,140 5,431 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -25,299) -4,065 0 -1,754 -20,550 -22,950 -26,369 -24,704 1,070 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 1.5 0.3 49.7 89.1 94.7 90.9 5.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 1 10 15 16 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,713,805 COMMITMENTS 1017089 1465677 1519354 6086122 5244744 8622565 8229775 1091240 1484030 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 113,433) 25,126 -69,583 139,281 -151,914 -3,275 12,493 66,423 100,940 47,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.1 15.6 62.7 54.0 88.8 84.7 11.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 69 63 101 130 146 246 273 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 654,195 COMMITMENTS 68,628 60,109 1,136 452,606 497,608 522,370 558,853 131,825 95,342 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 7,611) 1,359 842 12 5,533 4,663 6,904 5,517 707 2,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 9.2 0.2 69.2 76.1 79.8 85.4 20.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 35 44 11 84 58 128 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,201,932 COMMITMENTS 189,188 378,535 23,992 696,504 680,509 909,684 1083036 292,248 118,896 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 22,801) 15,195 5,630 10,525 -16,950 13,230 8,770 29,385 14,031 -6,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 31.5 2.0 57.9 56.6 75.7 90.1 24.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 57 57 20 69 71 138 136 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,009 COMMITMENTS 1,991 705 0 5,591 8,655 7,582 9,360 3,427 1,649 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 108) 43 0 0 16 -111 59 -111 49 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 6.4 0.0 50.8 78.6 68.9 85.0 31.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 0 12 13 16 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 52,236 COMMITMENTS 11,648 11,516 0 31,415 37,752 43,063 49,268 9,173 2,968 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,845) 1,701 -344 0 126 4,717 1,827 4,373 2,018 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 22.0 0.0 60.1 72.3 82.4 94.3 17.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 12 9 0 24 23 36 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,903 COMMITMENTS 16,162 12,077 197 33,641 36,092 50,000 48,366 9,903 11,537 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 231) -545 9 -26 532 12 -39 -5 270 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 20.2 0.3 56.2 60.3 83.5 80.7 16.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 16 17 2 27 26 45 43 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,212 COMMITMENTS 116,103 110,468 4,940 149,247 185,248 270,290 300,656 47,922 17,556 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 26,749) 18,309 -4,305 -908 13,415 27,699 30,816 22,486 -4,067 4,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 34.7 1.6 46.9 58.2 84.9 94.5 15.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 78 62 9 44 43 129 107 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 52,049 COMMITMENTS 20,597 9,436 75 17,592 27,800 38,264 37,311 13,785 14,738 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -2,569) -2,657 -6,881 73 -1,446 5,509 -4,030 -1,299 1,461 -1,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 18.1 0.1 33.8 53.4 73.5 71.7 26.5 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 8 1 14 17 27 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,119 COMMITMENTS 5,261 5,143 21 25,580 22,771 30,862 27,935 3,257 6,184 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,612) -5 70 0 1,760 1,914 1,755 1,984 -143 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 15.1 0.1 75.0 66.7 90.5 81.9 9.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 9 1 30 27 36 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 318,877 COMMITMENTS 77,639 72,973 1,570 219,200 229,540 298,409 304,083 20,468 14,794 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 5,035) 5,233 7,642 898 -1,344 -5,567 4,787 2,973 248 2,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 22.9 0.5 68.7 72.0 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 27 66 9 41 49 73 119 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 52,370 COMMITMENTS 15,527 16,724 92 26,083 27,043 41,702 43,859 10,668 8,511 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,327) -2,783 -1,076 20 725 -743 -2,038 -1,799 711 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 31.9 0.2 49.8 51.6 79.6 83.7 20.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 27 22 3 17 20 47 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,142 COMMITMENTS 13,606 3,529 19 16,463 17,974 30,088 21,522 4,054 12,620 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -549) 688 -1,009 -60 -70 -39 558 -1,108 -1,107 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 10.3 0.1 48.2 52.6 88.1 63.0 11.9 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 7 2 12 16 30 24 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 24,975 COMMITMENTS 7,110 1,140 99 16,941 23,505 24,150 24,744 825 231 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,467) 1,550 92 41 1,799 1,596 3,390 1,729 -1,923 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 4.6 0.4 67.8 94.1 96.7 99.1 3.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 3 2 8 3 18 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 04/18/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,503 COMMITMENTS 4,492 3,426 2,194 17,810 24,508 24,496 30,128 17,007 11,375 CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,050) -373 521 -248 462 -1,082 -159 -809 -891 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.3 5.3 42.9 59.1 59.0 72.6 41.0 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 11 6 23 30 33 45
Updated April 21, 2006