GOLD - COMMODITY EXCHANGE INC. Code-088691 FUTURES ONLY POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 343,419 COMMITMENTS 184,408 38,602 37,270 59,932 240,141 281,610 316,013 61,809 27,406
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 17,895) 3,720 8,876 2,556 8,191 1,092 14,467 12,524 3,428 5,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 11.2 10.9 17.5 69.9 82.0 92.0 18.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 146 50 44 29 44 202 117 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 892,949 COMMITMENTS 145,309 146,031 143,685 535,003 531,922 823,997 821,638 68,952 71,311
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 43,081) 13,467 -214 14,821 2,353 27,990 30,641 42,597 12,440 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 16.4 16.1 59.9 59.6 92.3 92.0 7.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 72 95 111 77 87 220 234 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 642,586 COMMITMENTS 63,494 39,645 2,170 443,760 496,139 509,424 537,954 133,162 104,632
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 8,741) 5,156 503 1,301 -3,559 10,776 2,898 12,580 5,843 -3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 6.2 0.3 69.1 77.2 79.3 83.7 20.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 37 29 10 79 56 123 89 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,066,114 COMMITMENTS 202,214 281,600 12,511 542,526 670,911 757,251 965,022 308,863 101,092
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 26,884) 47,005 32,894 1,055 27,094 -11,367 75,154 22,582 -48,270 4,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 26.4 1.2 50.9 62.9 71.0 90.5 29.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 58 48 14 59 53 122 110
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 01/10/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,307 COMMITMENTS 392,256 284,265 26,411 927,954 884,466 1346621 1195142 237,686 389,165
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 20,619) -5,579 23,387 6,531 24,972 -10,031 25,924 19,887 -5,305 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 17.9 1.7 58.6 55.8 85.0 75.4 15.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 46 62 31 73 98 137 173
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