MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Old  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,467:      -110        219         35       -579     -1,275       -654     -1,021:     2,121      2,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
Old  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          6         10         25         21         43         33:
Old  :        53:        14          6         10         25         21         43         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
Old  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   100,333:    26,129      5,861     16,898     37,276     43,420     80,303     66,179:    20,030     34,154
Old  :    99,361:    26,328      5,868     16,692     36,834     43,256     79,854     65,816:    19,507     33,545
Other:       972:         7        199          0        442        164        449        363:       523        609
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,582:    -4,899       -106      1,249        928     -4,111     -2,722     -2,968:      -860       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        5.8       16.8       37.2       43.3       80.0       66.0:      20.0       34.0
Old  :     100.0:      26.5        5.9       16.8       37.1       43.5       80.4       66.2:      19.6       33.8
Other:     100.0:       0.7       20.5        0.0       45.5       16.9       46.2       37.3:      53.8       62.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        54         26         41         24         33        113         84:
Old  :       144:        54         26         40         23         33        112         83:
Other:         9:         1          1          0          4          4          5          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       23.4       34.9       33.6       24.0       22.8       33.7       31.0
Old  :                 24.2       23.6       35.2       33.9       24.2       23.3       34.0       31.6
Other:                 45.5       36.9       46.2       37.3       43.6       35.5       44.3       35.5
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Old  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       -19:        64         78          3        -77         35        -10        116:        -9       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
Old  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         13          4          7          3         16         16:
Old  :        26:         5         13          4          7          3         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
Old  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Old  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,507:    -3,310         18      1,632      2,774          5      1,096      1,655:       411       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       24.9
Old  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        52         34         38         59        101        130        161:
Old  :       205:        52         34         38         59        101        130        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
Old  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Old  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       383:       251       -346          3         21        522        275        179:       108        204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
Old  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        20          5          5         12         21         34         29:
Old  :        49:        20          5          5         12         21         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
Old  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Old  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,072:       484        431        116        582         35      1,182        582:      -110        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
Old  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        29         16         18         33         39         72         67:
Old  :       105:        29         16         18         33         39         72         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
Old  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Old  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,465:    -2,421        426         50      3,823     -2,059      1,452     -1,583:        13      3,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
Old  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        22         11          4         20         17         42         32:
Old  :        62:        22         11          4         20         17         42         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
Old  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Old  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,082:    -3,174        907         12      2,502     -4,384       -660     -3,465:      -422      2,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
Old  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          8          2         13          6         23         16:
Old  :        33:        10          8          2         13          6         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
Old  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Old  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,330:    -4,934      2,966        299      3,661     -5,699       -974     -2,434:    -2,356       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
Old  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        40         12          3         15         16         58         29:
Old  :        82:        40         12          3         15         16         58         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
Old  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Old  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -537:    -2,391        334         34      1,902     -1,974       -455     -1,606:       -82      1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Old  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          6          2         13         12         29         19:
Old  :        41:        15          6          2         13         12         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
Old  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Old  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,927:    -6,264        691        122      2,551     -8,799     -3,591     -7,986:    -5,336       -941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Old  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        28         12          2         21         18         50         31:
Old  :        70:        28         12          2         21         18         50         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
Old  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Old  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -458:    -2,979      6,166       -315     11,596       -893      8,302      4,958:    -8,760     -5,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
Old  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        32         24          8         31         20         65         50:
Old  :        94:        32         24          8         31         20         65         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
Old  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                              
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Old  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -15,921:    -1,867       -700          0     -6,418    -16,812     -8,285    -17,512:    -7,636      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Old  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          0          1         11         20         14         21:
Old  :        25:         3          0          1         11         20         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Old  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Old  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   109,963:    61,586   -261,733   -123,939   -187,681   -101,683   -250,034   -487,355:   359,997    597,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Old  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        36         65         69        119        125        199        218:
Old  :       236:        36         65         69        119        125        199        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
Old  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Old  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       697:     2,304     20,394        721        297    -17,255      3,322      3,860:    -2,625     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       14.3
Old  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        38         33         18         88         65        140        102:
Old  :       187:        38         33         18         88         65        140        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Old  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Old  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,355:   -16,569     -9,919       -814        835     -2,145    -16,548    -12,878:    22,903     19,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
Old  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        33         37         13         50         53         94         92:
Old  :       149:        33         37         13         50         53         94         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
Old  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Old  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        64:      -665          0          0     -1,735       -482     -2,400       -482:     2,464        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Old  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          0         13         13         15         13:
Old  :        28:         2          0          0         13         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Old  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Old  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,494:    -1,117        889       -242      2,408     -1,532      1,049       -885:       445      2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Old  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          6          1         19         16         21         22:
Old  :        35:         1          6          1         19         16         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Old  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Old  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,845:    -1,332        664       -152     -1,518     -1,721     -3,002     -1,209:     4,847      3,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       15.2
Old  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        15         21          2         34         26         49         49:
Old  :        85:        15         21          2         34         26         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
Old  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Old  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    10,852:    -4,165     13,240     -1,279     10,545     -9,862      5,101      2,099:     5,751      8,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
Old  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        80         55         11         46         36        130         98:
Old  :       204:        80         55         11         46         36        130         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
Old  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Old  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,733:     4,156        468         -3      1,572      5,334      5,725      5,799:     1,008        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       15.8
Old  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          3          1         12         16         29         19:
Old  :        40:        16          3          1         12         16         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
Old  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Old  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,208:    -1,001        387       -106       -580       -840     -1,687       -559:     2,895      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
Old  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3         11          0         26         17         29         28:
Old  :        51:         3         11          0         26         17         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
Old  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Old  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,038:     7,644      5,836       -100     12,379     10,337     19,923     16,073:    -2,885        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Old  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        13         26          4         29         37         45         64:
Old  :        92:        13         26          4         29         37         45         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Old  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Old  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       659:    -3,957       -862         42         21      1,420     -3,894        600:     4,553         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
Old  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         14          2         18         21         38         36:
Old  :        66:        19         14          2         18         21         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
Old  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Old  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,196:        52        667          0     -3,470     -5,597     -3,418     -4,930:      -778        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Old  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         15          3         15         22         20         39:
Old  :        44:         3         15          3         15         22         20         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
Old  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2005