BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,460 COMMITMENTS 0 33 61 3,921 3,922 3,982 4,016 478 444 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 1.4 87.9 87.9 89.3 90.0 10.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 10 13 11 14 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,726 COMMITMENTS 1,772 3,175 1,277 26,112 16,774 29,161 21,226 3,565 11,500 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 312) 206 -70 -77 277 344 406 197 -94 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 9.7 3.9 79.8 51.3 89.1 64.9 10.9 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 13 9 22 18 32 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,770 COMMITMENTS 19,950 32,445 44,195 73,894 44,683 138,039 121,323 9,731 26,447 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,310) 4,205 262 776 534 3,956 5,515 4,994 -6,825 -6,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 22.0 29.9 50.0 30.2 93.4 82.1 6.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 45 72 71 30 39 127 154 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,178 COMMITMENTS 542 697 60 884 407 1,486 1,164 692 1,014 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -337) 198 -361 -183 -73 36 -58 -508 -279 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 32.0 2.8 40.6 18.7 68.2 53.4 31.8 46.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 7 2 8 6 20 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,495 COMMITMENTS 49,331 48,053 53,258 120,644 99,217 223,233 200,528 18,262 40,967 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -4,269) 4,774 -1,464 1,160 149 6,341 6,083 6,037 -10,352 -10,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 19.9 22.1 50.0 41.1 92.4 83.0 7.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 68 79 91 89 137 218 278 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,927 COMMITMENTS 2,605 944 279 534 2,043 3,418 3,266 1,509 1,661 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -207) 514 -281 -50 -405 367 59 36 -266 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 19.2 5.7 10.8 41.5 69.4 66.3 30.6 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 10 7 11 24 35 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,825 COMMITMENTS 11,339 7,383 1,245 10,583 6,264 23,167 14,892 4,658 12,933 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,836) -1,258 -998 -1,096 -1,490 -764 -3,844 -2,858 8 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 26.5 4.5 38.0 22.5 83.3 53.5 16.7 46.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 28 43 22 42 55 85 106 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,279 COMMITMENTS 48,997 16,845 1,542 29,719 79,539 80,258 97,926 30,021 12,353 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 9,688) 17,048 519 -707 -1,884 12,431 14,457 12,243 -4,769 -2,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 15.3 1.4 26.9 72.1 72.8 88.8 27.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 39 14 2 21 25 61 40 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 89,956 COMMITMENTS 17,518 30,147 0 56,625 45,190 74,143 75,337 15,813 14,619 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 5,881) 5,405 -6,395 0 414 15,636 5,819 9,241 62 -3,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 33.5 0.0 62.9 50.2 82.4 83.7 17.6 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 14 14 0 11 15 25 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,728 COMMITMENTS 17,300 23,957 723 64,412 57,736 82,435 82,416 2,293 2,312 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -7,076) -1,479 -7,872 723 -4,796 3,232 -5,552 -3,917 -1,524 -3,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 28.3 0.9 76.0 68.1 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 24 3 21 16 40 43 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,073 COMMITMENTS 34,133 15,509 84 31,213 58,070 65,430 73,663 23,643 15,410 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -4,589) -872 -7,206 65 -3,760 5,274 -4,567 -1,867 -22 -2,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 17.4 0.1 35.0 65.2 73.5 82.7 26.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 23 15 3 14 23 38 40 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 206,400 COMMITMENTS 44,389 41,700 684 118,301 144,592 163,374 186,976 43,026 19,424 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 4,985) 3,392 -5,787 208 -530 20,198 3,070 14,619 1,915 -9,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 20.2 0.3 57.3 70.1 79.2 90.6 20.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 31 22 8 25 28 58 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,074 COMMITMENTS 90,615 16,141 1,346 39,152 138,150 131,113 155,637 55,961 31,437 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 9,834) 10,774 1,825 633 1,091 7,806 12,498 10,264 -2,664 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 8.6 0.7 20.9 73.8 70.1 83.2 29.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 66 20 14 27 33 97 63 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,204 COMMITMENTS 6,517 314 0 4,245 9,917 10,762 10,231 1,442 1,973 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 33) 799 -596 0 -729 619 70 23 -37 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 2.6 0.0 34.8 81.3 88.2 83.8 11.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 0 8 12 11 14 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 66,265 COMMITMENTS 24,810 873 215 36,665 58,920 61,690 60,008 4,575 6,257 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 3,170) -751 0 -170 3,615 2,950 2,694 2,780 476 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 1.3 0.3 55.3 88.9 93.1 90.6 6.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 12 14 18 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,714,535 COMMITMENTS 949,787 1510615 1599286 6132998 5162971 8682071 8272872 1032464 1441663 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -172,331) -66,872 -33,430 -7,416 -69,731 -108,612 -144,019 -149,458 -28,312 -22,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 15.6 16.5 63.1 53.1 89.4 85.2 10.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 62 67 103 125 144 240 270 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 660,812 COMMITMENTS 71,217 57,823 2,844 457,938 508,391 531,999 569,058 128,813 91,754 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 2,544) 2,754 -1,528 941 1,898 4,809 5,593 4,222 -3,049 -1,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 8.8 0.4 69.3 76.9 80.5 86.1 19.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 36 43 14 89 56 135 103 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,307,160 COMMITMENTS 213,579 425,888 17,616 800,917 735,852 1032112 1179356 275,048 127,804 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 42,100) 15,327 -12,308 -2,793 31,774 46,643 44,308 31,542 -2,208 10,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 32.6 1.3 61.3 56.3 79.0 90.2 21.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 53 60 19 71 73 137 139 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,319 COMMITMENTS 1,961 705 0 5,609 8,626 7,570 9,331 3,749 1,988 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 280) 14 0 0 70 -33 84 -33 196 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 6.2 0.0 49.6 76.2 66.9 82.4 33.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 0 13 13 17 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 57,277 COMMITMENTS 10,386 11,697 0 35,942 42,840 46,328 54,537 10,949 2,740 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 3,113) 405 960 0 199 2,914 604 3,874 2,509 -761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 20.4 0.0 62.8 74.8 80.9 95.2 19.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 9 0 21 25 30 34 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,761 COMMITMENTS 14,723 11,875 191 38,275 39,598 53,189 51,664 9,572 11,097 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 703) -1,906 190 5 2,851 1,014 950 1,209 -247 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 18.9 0.3 61.0 63.1 84.7 82.3 15.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 15 2 29 28 45 43 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,396 COMMITMENTS 106,799 138,043 3,960 206,399 194,555 317,158 336,558 38,238 18,838 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 31,515) -5,061 19,959 -33 46,846 10,870 41,752 30,796 -10,237 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 38.8 1.1 58.1 54.7 89.2 94.7 10.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 79 63 12 51 38 135 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,861 COMMITMENTS 27,297 5,524 0 12,098 45,089 39,395 50,613 18,466 7,248 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 5,270) 3,613 -10,403 -75 -1,343 20,652 2,195 10,174 3,075 -4,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 9.5 0.0 20.9 77.9 68.1 87.5 31.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 7 0 12 16 29 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,700 COMMITMENTS 5,853 5,133 21 28,009 25,635 33,883 30,789 3,817 6,911 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,374) 196 -674 0 821 1,136 1,017 462 357 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 13.6 0.1 74.3 68.0 89.9 81.7 10.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 10 1 29 26 36 36 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 355,633 COMMITMENTS 73,343 97,672 1,776 258,032 242,476 333,151 341,924 22,482 13,709 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 19,441) -3,078 18,564 897 20,676 1,321 18,495 20,782 946 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 27.5 0.5 72.6 68.2 93.7 96.1 6.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 28 59 8 39 49 71 112 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,687 COMMITMENTS 15,365 16,009 77 25,209 26,327 40,651 42,413 10,036 8,274 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 201) 1,520 -287 -13 -279 489 1,228 189 -1,027 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 31.6 0.2 49.7 51.9 80.2 83.7 19.8 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 22 3 19 18 46 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 32,087 COMMITMENTS 8,640 4,889 5 18,195 17,996 26,840 22,890 5,247 9,197 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -2,718) -1,856 -473 -42 145 1,475 -1,753 960 -965 -3,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 15.2 0.0 56.7 56.1 83.6 71.3 16.4 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 10 1 12 17 23 28 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 05/02/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,352 COMMITMENTS 5,561 4,628 1,949 17,359 24,289 24,869 30,866 17,483 11,486 CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,378) 800 1,548 -200 697 -1,755 1,297 -407 81 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 10.9 4.6 41.0 57.4 58.7 72.9 41.3 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 10 7 24 30 37 44
Updated May 5, 2006