MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,414 COMMITMENTS 1,566 3,245 1,354 25,835 16,430 28,755 21,029 3,659 11,385 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 515) 30 64 75 253 482 358 621 157 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 10.0 4.2 79.7 50.7 88.7 64.9 11.3 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 12 7 21 18 29 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,080 COMMITMENTS 15,745 32,183 43,419 73,360 40,727 132,524 116,329 16,556 32,751 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 7,462) 1,416 -1,163 6,989 -1,874 218 6,531 6,044 931 1,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 21.6 29.1 49.2 27.3 88.9 78.0 11.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 40 71 65 29 37 118 151 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,515 COMMITMENTS 344 1,058 243 957 371 1,544 1,672 971 843 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 136) -136 220 219 98 -143 181 296 -45 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 42.1 9.7 38.1 14.8 61.4 66.5 38.6 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 11 4 9 6 19 19 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 245,764 COMMITMENTS 44,557 49,517 52,098 120,495 92,876 217,150 194,491 28,614 51,273 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 6,133) 318 796 2,656 3,221 3,091 6,195 6,543 -62 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 20.1 21.2 49.0 37.8 88.4 79.1 11.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 60 83 85 81 127 198 268 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,134 COMMITMENTS 2,091 1,225 329 939 1,676 3,359 3,230 1,775 1,904 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 228) 157 163 -108 -60 167 -11 222 239 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 23.9 6.4 18.3 32.6 65.4 62.9 34.6 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 17 9 12 21 37 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,661 COMMITMENTS 12,597 8,381 2,341 12,073 7,028 27,011 17,750 4,650 13,911 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,268) 187 -591 -921 405 910 -329 -602 -939 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 26.5 7.4 38.1 22.2 85.3 56.1 14.7 43.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 28 42 28 53 58 99 113 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 100,591 COMMITMENTS 31,949 16,326 2,249 31,603 67,108 65,801 85,683 34,790 14,908 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 7,421) 8,724 19 782 -4,581 7,865 4,925 8,666 2,496 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 16.2 2.2 31.4 66.7 65.4 85.2 34.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 30 15 3 19 23 51 39 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,075 COMMITMENTS 12,113 36,542 0 56,211 29,554 68,324 66,096 15,751 17,979 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 3,150) 1,369 3,630 -123 256 104 1,502 3,611 1,648 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 43.5 0.0 66.9 35.2 81.3 78.6 18.7 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 18 0 11 13 21 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,804 COMMITMENTS 18,779 31,829 0 69,208 54,504 87,987 86,333 3,817 5,471 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 10,864) 2,257 8,340 -329 8,713 1,205 10,641 9,216 223 1,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 34.7 0.0 75.4 59.4 95.8 94.0 4.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 31 0 19 15 34 46 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 93,662 COMMITMENTS 35,005 22,715 19 34,973 52,796 69,997 75,530 23,665 18,132 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 10,380) 7,703 507 -285 991 10,866 8,409 11,088 1,971 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 24.3 0.0 37.3 56.4 74.7 80.6 25.3 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 18 2 16 22 40 41 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 201,415 COMMITMENTS 40,997 47,487 476 118,831 124,394 160,304 172,357 41,111 29,058 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -624) 2,248 -32,403 116 -10,612 35,770 -8,248 3,483 7,624 -4,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 23.6 0.2 59.0 61.8 79.6 85.6 20.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 33 23 6 24 26 59 53 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 177,240 COMMITMENTS 79,841 14,316 713 38,061 130,344 118,615 145,373 58,625 31,867 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 11,499) 9,822 -361 -607 -500 11,819 8,715 10,851 2,784 648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 8.1 0.4 21.5 73.5 66.9 82.0 33.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 60 20 8 26 33 90 57 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,171 COMMITMENTS 5,718 910 0 4,974 9,298 10,692 10,208 1,479 1,963 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -983) 446 110 0 -1,346 -1,110 -900 -1,000 -83 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 7.5 0.0 40.9 76.4 87.8 83.9 12.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 3 0 9 12 14 15 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,095 COMMITMENTS 25,561 873 385 33,050 55,970 58,996 57,228 4,099 5,867 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 3,671) -1,021 0 235 3,498 3,000 2,712 3,235 959 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 1.4 0.6 52.4 88.7 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 1 10 14 16 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,886,866 COMMITMENTS 1016659 1544045 1606702 6202729 5271583 8826090 8422330 1060776 1464536 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 173,061) -430 78,368 87,348 116,607 26,839 203,525 192,555 -30,464 -19,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 15.6 16.3 62.7 53.3 89.3 85.2 10.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 69 66 104 134 146 252 276 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 658,268 COMMITMENTS 68,463 59,351 1,903 456,040 503,582 526,406 564,836 131,862 93,432 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 4,073) -165 -758 767 3,434 5,974 4,036 5,983 37 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 9.0 0.3 69.3 76.5 80.0 85.8 20.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 33 43 12 86 58 129 104 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,265,060 COMMITMENTS 198,252 438,196 20,409 769,143 689,209 987,804 1147814 277,256 117,246 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 63,128) 9,064 59,661 -3,583 72,639 8,700 78,120 64,778 -14,992 -1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 34.6 1.6 60.8 54.5 78.1 90.7 21.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 53 65 21 69 73 134 147 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,039 COMMITMENTS 1,947 705 0 5,539 8,659 7,486 9,364 3,553 1,675 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 30) -44 0 0 -52 4 -96 4 126 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 6.4 0.0 50.2 78.4 67.8 84.8 32.2 15.2 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 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 54,164 COMMITMENTS 9,981 10,737 0 35,743 39,926 45,724 50,663 8,440 3,501 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,928) -1,667 -779 0 4,328 2,174 2,661 1,395 -733 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 19.8 0.0 66.0 73.7 84.4 93.5 15.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 8 0 23 24 32 32 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,058 COMMITMENTS 16,629 11,685 186 35,424 38,584 52,239 50,455 9,819 11,603 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,155) 467 -392 -11 1,783 2,492 2,239 2,089 -84 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 18.8 0.3 57.1 62.2 84.2 81.3 15.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 16 15 2 29 29 47 44 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,881 COMMITMENTS 111,860 118,084 3,993 159,553 183,685 275,406 305,762 48,475 18,119 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 5,669) -4,243 7,616 -947 10,306 -1,563 5,116 5,106 553 563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 36.5 1.2 49.3 56.7 85.0 94.4 15.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 75 65 11 47 38 127 109 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 52,591 COMMITMENTS 23,684 15,927 75 13,441 24,437 37,200 40,439 15,391 12,152 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 542) 3,087 6,491 0 -4,151 -3,363 -1,064 3,128 1,606 -2,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 30.3 0.1 25.6 46.5 70.7 76.9 29.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 9 1 13 13 27 22 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,326 COMMITMENTS 5,657 5,807 21 27,188 24,499 32,866 30,327 3,460 5,999 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,207) 396 664 0 1,608 1,728 2,004 2,392 203 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 16.0 0.1 74.8 67.4 90.5 83.5 9.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 11 1 30 27 37 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 336,192 COMMITMENTS 76,421 79,108 879 237,356 241,155 314,656 321,142 21,536 15,050 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 17,315) -1,218 6,135 -691 18,156 11,615 16,247 17,059 1,068 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 23.5 0.3 70.6 71.7 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 27 53 6 40 48 71 103 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,486 COMMITMENTS 13,845 16,296 90 25,488 25,838 39,423 42,224 11,063 8,262 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,884) -1,682 -428 -2 -595 -1,205 -2,279 -1,635 395 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 32.3 0.2 50.5 51.2 78.1 83.6 21.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 23 22 3 17 20 43 42 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,805 COMMITMENTS 10,496 5,362 47 18,050 16,521 28,593 21,930 6,212 12,875 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 663) -3,110 1,833 28 1,587 -1,453 -1,495 408 2,158 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 15.4 0.1 51.9 47.5 82.2 63.0 17.8 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 14 12 2 12 13 27 26 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 04/25/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,974 COMMITMENTS 4,761 3,080 2,149 16,662 26,044 23,572 31,273 17,402 9,701 CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -529) 269 -346 -45 -1,148 1,536 -924 1,145 395 -1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 7.5 5.2 40.7 63.6 57.5 76.3 42.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 10 7 22 31 34 46
Updated April 28, 2006