BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,255 COMMITMENTS 0 13 53 3,833 3,926 3,886 3,992 369 263 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -197) 0 0 -11 -232 -203 -243 -214 46 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.2 90.1 92.3 91.3 93.8 8.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 11 12 12 13 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,916 COMMITMENTS 1,082 1,844 1,134 23,993 15,352 26,209 18,330 3,707 11,586 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,124) -145 -70 -361 -1,796 -882 -2,302 -1,313 178 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 6.2 3.8 80.2 51.3 87.6 61.3 12.4 38.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 10 7 22 17 30 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,294 COMMITMENTS 25,688 26,247 47,171 75,063 55,365 147,922 128,783 14,372 33,511 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,464) 3,543 -4,411 115 970 7,104 4,628 2,808 -3,164 -1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 16.2 29.1 46.3 34.1 91.1 79.4 8.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 65 72 85 34 44 155 163 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,837 COMMITMENTS 54,642 34,827 51,527 119,518 106,994 225,687 193,348 23,150 55,489 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -10,908) 2,648 -7,920 -1,763 -8,331 -135 -7,446 -9,818 -3,462 -1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 14.0 20.7 48.0 43.0 90.7 77.7 9.3 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 65 71 78 80 137 200 251 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,550 COMMITMENTS 2,502 1,971 489 1,138 1,052 4,129 3,512 1,421 2,038 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 571) 271 648 -208 416 -33 479 407 92 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 35.5 8.8 20.5 19.0 74.4 63.3 25.6 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 25 12 20 22 45 56 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,760 COMMITMENTS 10,426 5,800 1,599 8,720 5,724 20,745 13,123 5,015 12,637 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,053) 713 -683 444 -28 1,143 1,129 904 -76 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 22.5 6.2 33.9 22.2 80.5 50.9 19.5 49.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 38 31 19 33 52 84 90 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 118,798 COMMITMENTS 44,443 21,581 2,576 34,859 76,060 81,878 100,217 36,920 18,581 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,546) -1,494 7,351 -336 8,871 1,286 7,041 8,301 2,505 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 18.2 2.2 29.3 64.0 68.9 84.4 31.1 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 15 10 24 22 64 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 107,626 COMMITMENTS 26,639 17,319 621 60,428 77,026 87,688 94,966 19,938 12,660 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 6,774) -3,625 -2,414 541 9,455 6,498 6,371 4,625 403 2,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 16.1 0.6 56.1 71.6 81.5 88.2 18.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 10 2 11 14 31 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,022 COMMITMENTS 8,862 36,758 712 77,647 48,217 87,221 85,687 2,801 4,335 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -599) 835 -129 392 -1,718 0 -491 263 -108 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 40.8 0.8 86.3 53.6 96.9 95.2 3.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 16 39 2 20 14 37 54 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 105,314 COMMITMENTS 33,771 11,485 81 42,204 79,213 76,056 90,779 29,258 14,535 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,785) -18,194 -783 31 11,950 -4,498 -6,213 -5,250 -572 -1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 10.9 0.1 40.1 75.2 72.2 86.2 27.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 26 9 2 20 24 47 34 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 201,843 COMMITMENTS 47,148 26,145 714 113,610 146,902 161,472 173,761 40,371 28,082 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,669) -8,871 -4,133 70 5,589 -6,367 -3,212 -10,430 -3,457 3,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 13.0 0.4 56.3 72.8 80.0 86.1 20.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 33 19 7 23 25 59 48 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,552 COMMITMENTS 102,560 14,364 1,179 40,541 154,767 144,280 170,310 65,272 39,242 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 14,050) 5,696 -2,616 -67 1,536 15,876 7,165 13,193 6,885 857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 6.9 0.6 19.3 73.9 68.9 81.3 31.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 70 21 15 26 30 102 60 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,175 COMMITMENTS 6,910 4,752 0 5,126 6,990 12,036 11,742 1,139 1,433 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -69) -704 -34 0 667 188 -37 154 -32 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 36.1 0.0 38.9 53.1 91.4 89.1 8.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 0 13 11 16 14 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,126 COMMITMENTS 22,439 1,961 485 32,742 53,473 55,666 55,919 4,460 4,207 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 3.3 0.8 54.5 88.9 92.6 93.0 7.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 1 10 7 16 9 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,281,725 COMMITMENTS 1190540 1517051 1498377 6528699 5727570 9217616 8742998 1064109 1538727 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 126,362) 113,910 -91,928 12,122 34,016 79,268 160,048 -538 -33,686 126,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 14.8 14.6 63.5 55.7 89.7 85.0 10.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 74 60 109 133 152 255 284 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 685,651 COMMITMENTS 78,530 65,910 7,019 444,356 519,926 529,905 592,855 155,746 92,796 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 21,733) -1,547 1,385 2,241 12,426 8,787 13,120 12,413 8,613 9,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 9.6 1.0 64.8 75.8 77.3 86.5 22.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 39 47 26 85 65 144 118 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,578,088 COMMITMENTS 229,749 479,507 47,719 1099351 910,826 1376819 1438052 201,269 140,036 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 84,488) 11,892 41,278 8,529 86,603 22,397 107,024 72,204 -22,536 12,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 30.4 3.0 69.7 57.7 87.2 91.1 12.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 48 81 25 80 77 147 164 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 10,850 COMMITMENTS 1,560 705 25 5,460 8,714 7,045 9,444 3,805 1,406 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 249) -295 0 25 460 72 190 97 59 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 6.5 0.2 50.3 80.3 64.9 87.0 35.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 13 13 16 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 49,320 COMMITMENTS 8,388 18,067 125 34,724 28,238 43,237 46,430 6,083 2,890 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,340) -193 -295 125 -2,771 -1,659 -2,839 -1,829 499 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 36.6 0.3 70.4 57.3 87.7 94.1 12.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 15 1 23 22 31 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,676 COMMITMENTS 10,103 16,844 1,597 46,254 51,264 57,954 69,705 18,722 6,971 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,106) -1,696 1,614 1,494 3,969 4,077 3,767 7,185 3,339 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 22.0 2.1 60.3 66.9 75.6 90.9 24.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 14 20 2 38 33 53 54 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 461,020 COMMITMENTS 105,415 216,542 5,520 326,331 176,814 437,266 398,876 23,754 62,144 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 33,111) -183 8,893 2,226 35,298 3,686 37,341 14,805 -4,230 18,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 47.0 1.2 70.8 38.4 94.8 86.5 5.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 55 98 13 56 37 121 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,968 COMMITMENTS 24,106 10,188 17 24,680 53,267 48,803 63,472 24,165 9,496 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,428) -9,614 3,256 17 5,883 -8,600 -3,714 -5,327 286 1,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 14.0 0.0 33.8 73.0 66.9 87.0 33.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 15 5 1 11 17 27 22 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,099 COMMITMENTS 5,752 6,093 379 35,120 37,218 41,251 43,690 8,848 6,409 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,014) 754 263 365 3,133 5,170 4,252 5,798 2,762 1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 12.2 0.8 70.1 74.3 82.3 87.2 17.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 13 4 26 27 35 41 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 470,601 COMMITMENTS 74,119 112,620 1,602 375,689 317,340 451,410 431,562 19,191 39,039 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 45,105) -1,669 11,196 -764 41,734 21,612 39,301 32,044 5,804 13,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 23.9 0.3 79.8 67.4 95.9 91.7 4.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 35 73 13 43 52 86 130 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 62,748 COMMITMENTS 16,246 17,813 2,789 30,670 32,419 49,705 53,021 13,043 9,727 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,103) 1,478 841 2,222 5,186 3,291 8,886 6,354 217 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 28.4 4.4 48.9 51.7 79.2 84.5 20.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 23 24 9 22 20 51 47 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,121 COMMITMENTS 8,559 7,733 3,705 30,838 20,194 43,102 31,632 8,019 19,489 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,540) 642 2,153 3,583 4,589 3,719 8,814 9,455 726 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 15.1 7.2 60.3 39.5 84.3 61.9 15.7 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 12 6 20 15 36 31 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,774 COMMITMENTS 5,929 380 30 14,682 20,613 20,641 21,023 1,133 751 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 399) 195 -118 -93 -6 28 96 -183 303 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 1.7 0.1 67.4 94.7 94.8 96.6 5.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 11 1 1 8 2 19 4 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 06/06/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,826 COMMITMENTS 6,201 4,887 2,487 17,841 32,842 26,529 40,216 21,297 7,610 CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 985) -901 1,228 391 1,027 1,638 517 3,257 468 -2,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 10.2 5.2 37.3 68.7 55.5 84.1 44.5 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 12 3 27 33 37 48
Updated June 9, 2006