BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,289 COMMITMENTS 0 12 73 3,932 4,110 4,005 4,195 284 94 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 34) 0 -1 20 99 184 119 203 -85 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.7 91.7 95.8 93.4 97.8 6.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 11 13 12 14 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,756 COMMITMENTS 1,413 1,886 1,029 24,251 15,961 26,693 18,876 4,063 11,880 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 840) 331 42 -105 258 609 484 546 356 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 6.1 3.3 78.8 51.9 86.8 61.4 13.2 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 10 7 21 17 29 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,142 COMMITMENTS 29,740 21,065 33,869 74,922 63,447 138,531 118,381 17,611 37,761 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -6,152) 4,052 -5,182 -13,302 -141 8,082 -9,391 -10,402 3,239 4,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 13.5 21.7 48.0 40.6 88.7 75.8 11.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 81 59 76 36 47 161 153 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,928 COMMITMENTS 392 482 241 566 391 1,199 1,114 729 814 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -163) 14 -266 -1 -131 21 -118 -246 -45 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 25.0 12.5 29.4 20.3 62.2 57.8 37.8 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 4 3 5 13 13 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,033 COMMITMENTS 54,531 32,147 47,345 115,608 104,636 217,484 184,128 26,549 59,905 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -4,804) -111 -2,680 -4,182 -3,910 -2,358 -8,203 -9,220 3,399 4,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 13.2 19.4 47.4 42.9 89.1 75.5 10.9 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 65 70 72 79 138 195 244 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,568 COMMITMENTS 2,336 2,171 388 1,320 1,011 4,044 3,570 1,524 1,998 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 18) -166 200 -101 182 -41 -85 58 103 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 39.0 7.0 23.7 18.2 72.6 64.1 27.4 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 26 12 18 18 42 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,379 COMMITMENTS 10,683 5,461 1,632 8,406 5,856 20,721 12,949 5,658 13,430 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 619) 257 -339 33 -314 132 -24 -174 643 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 20.7 6.2 31.9 22.2 78.6 49.1 21.4 50.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 37 29 23 31 54 85 91 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 129,707 COMMITMENTS 46,579 13,228 2,212 44,715 95,815 93,506 111,255 36,201 18,452 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 10,909) 2,136 -8,353 -364 9,856 19,755 11,628 11,038 -719 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 10.2 1.7 34.5 73.9 72.1 85.8 27.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 33 12 3 26 25 61 38 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 122,926 COMMITMENTS 21,176 24,058 304 86,167 85,686 107,647 110,048 15,279 12,878 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 15,300) -5,463 6,739 -317 25,739 8,660 19,959 15,082 -4,659 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 19.6 0.2 70.1 69.7 87.6 89.5 12.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 10 2 16 15 33 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 103,111 COMMITMENTS 10,088 36,319 1,804 88,642 60,108 100,534 98,231 2,577 4,880 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 13,089) 1,226 -439 1,092 10,995 11,891 13,313 12,544 -224 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 35.2 1.7 86.0 58.3 97.5 95.3 2.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 39 4 22 17 40 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 126,043 COMMITMENTS 34,221 12,127 690 63,665 98,305 98,576 111,122 27,467 14,921 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 20,729) 450 642 609 21,461 19,092 22,520 20,343 -1,791 386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 9.6 0.5 50.5 78.0 78.2 88.2 21.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 10 7 21 25 44 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 243,513 COMMITMENTS 39,360 48,957 933 157,545 152,880 197,838 202,770 45,675 40,743 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 41,670) -7,788 22,812 219 43,935 5,978 36,366 29,009 5,304 12,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 20.1 0.4 64.7 62.8 81.2 83.3 18.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 32 21 6 27 26 60 52 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 202,394 COMMITMENTS 72,732 10,886 1,373 64,770 152,800 138,875 165,059 63,519 37,335 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -7,158) -29,828 -3,478 194 24,229 -1,967 -5,405 -5,251 -1,753 -1,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 5.4 0.7 32.0 75.5 68.6 81.6 31.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 48 19 12 26 33 77 61 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,546 COMMITMENTS 7,030 4,717 33 13,997 16,553 21,060 21,303 1,486 1,243 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 9,371) 120 -35 33 8,871 9,563 9,024 9,561 347 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 20.9 0.1 62.1 73.4 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 12 12 15 15 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 64,710 COMMITMENTS 20,960 2,951 485 39,641 56,703 61,086 60,139 3,624 4,571 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,584) -1,479 990 0 6,899 3,230 5,420 4,220 -836 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 4.6 0.7 61.3 87.6 94.4 92.9 5.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 1 11 7 17 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,319,060 COMMITMENTS 1152857 1572456 1493494 6586442 5798729 9232793 8864679 1086267 1454381 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 37,335) -37,683 55,405 -4,883 57,743 71,159 15,177 121,681 22,158 -84,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 15.2 14.5 63.8 56.2 89.5 85.9 10.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 76 62 102 138 152 260 279 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 788,846 COMMITMENTS 75,193 63,298 18,845 527,671 543,667 621,709 625,810 167,137 163,036 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 103,195) -3,337 -2,612 11,826 83,315 23,741 91,804 32,955 11,391 70,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 8.0 2.4 66.9 68.9 78.8 79.3 21.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 40 51 38 92 68 157 132 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,042,655 COMMITMENTS 235,392 470,466 148,185 1102367 1260610 1485944 1879261 556,711 163,394 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 464,567) 5,643 -9,041 100,466 3,016 349,784 109,125 441,209 355,442 23,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 23.0 7.3 54.0 61.7 72.7 92.0 27.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 52 82 47 89 90 168 192 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 12,717 COMMITMENTS 1,979 705 396 6,226 10,414 8,601 11,515 4,116 1,202 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,867) 419 0 371 766 1,700 1,556 2,071 311 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 5.5 3.1 49.0 81.9 67.6 90.5 32.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 12 13 17 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 70,537 COMMITMENTS 9,318 21,521 1,917 52,578 39,658 63,813 63,096 6,724 7,441 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 21,217) 930 3,454 1,792 17,854 11,420 20,576 16,666 641 4,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 30.5 2.7 74.5 56.2 90.5 89.5 9.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 13 3 31 24 42 37 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,774 COMMITMENTS 8,451 13,957 2,865 47,147 51,194 58,463 68,016 24,311 14,758 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 6,098) -1,652 -2,887 1,268 893 -70 509 -1,689 5,589 7,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 16.9 3.5 57.0 61.8 70.6 82.2 29.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 16 22 6 39 36 58 61 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 598,465 COMMITMENTS 122,616 250,046 13,383 406,005 243,713 542,004 507,142 56,461 91,323 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 137,445) 17,201 33,504 7,863 79,674 66,899 104,738 108,266 32,707 29,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 41.8 2.2 67.8 40.7 90.6 84.7 9.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 57 96 28 57 50 131 160 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,160 COMMITMENTS 23,302 11,350 198 37,012 61,109 60,512 72,657 20,648 8,503 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 8,192) -804 1,162 181 12,332 7,842 11,709 9,185 -3,517 -993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.0 0.2 45.6 75.3 74.6 89.5 25.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 4 2 12 19 29 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 61,497 COMMITMENTS 5,427 7,208 2,083 40,141 42,199 47,651 51,490 13,846 10,007 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 11,398) -325 1,115 1,704 5,021 4,981 6,400 7,800 4,998 3,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 11.7 3.4 65.3 68.6 77.5 83.7 22.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 16 7 30 29 41 46 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 633,577 COMMITMENTS 91,120 126,980 52,608 444,378 381,408 588,106 560,996 45,471 72,581 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 162,976) 17,001 14,360 51,006 68,689 64,068 136,696 129,434 26,280 33,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 20.0 8.3 70.1 60.2 92.8 88.5 7.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 29 72 17 48 55 90 133 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,853 COMMITMENTS 12,310 17,986 97 16,971 16,422 29,378 34,505 11,475 6,348 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -21,895) -3,936 173 -2,692 -13,699 -15,997 -20,327 -18,516 -1,568 -3,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 44.0 0.2 41.5 40.2 71.9 84.5 28.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 21 23 2 14 17 37 40 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,395 COMMITMENTS 14,259 4,459 38 14,588 14,914 28,885 19,411 7,510 16,984 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -14,726) 5,700 -3,274 -3,667 -16,250 -5,280 -14,217 -12,221 -509 -2,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 12.3 0.1 40.1 41.0 79.4 53.3 20.6 46.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 10 1 14 12 32 23 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 22,364 COMMITMENTS 4,507 510 127 14,677 20,428 19,311 21,065 3,053 1,299 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 590) -1,422 130 97 -5 -185 -1,330 42 1,920 548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.3 0.6 65.6 91.3 86.3 94.2 13.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 2 2 8 4 19 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 50,705 COMMITMENTS 6,801 5,369 2,747 16,601 33,690 26,149 41,806 24,556 8,899 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,879) 600 482 260 -1,240 848 -380 1,590 3,259 1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 10.6 5.4 32.7 66.4 51.6 82.4 48.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 13 4 25 36 37 52
Updated June 16, 2006