MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, February 15, 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  :    25,662:     3,149      2,766      1,287     16,096     15,403     20,532     19,456:     5,130      6,206
Old  :    25,662:     3,149      2,766      1,287     16,096     15,403     20,532     19,456:     5,130      6,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,264:       348        164        260        505        891      1,113      1,315:       151        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.8        5.0       62.7       60.0       80.0       75.8:      20.0       24.2
Old  :     100.0:      12.3       10.8        5.0       62.7       60.0       80.0       75.8:      20.0       24.2
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  :        51:        12          8         12         21         19         37         35:
Old  :        51:        12          8         12         21         19         37         35:
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  :                 49.4       36.7       62.6       55.2       49.4       36.1       59.7       53.1
Old  :                 49.4       36.7       62.6       55.2       49.4       36.1       59.7       53.1
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, February 15, 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  :    94,117:    17,682     10,027     18,171     39,746     35,799     75,599     63,997:    18,518     30,120
Old  :    92,440:    17,828     10,093     17,907     38,900     35,416     74,635     63,416:    17,805     29,024
Other:     1,677:       118        198          0        846        383        964        581:       713      1,096
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -6,493:    -4,555        518     -1,188        630     -4,693     -5,113     -5,363:    -1,380     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.7       19.3       42.2       38.0       80.3       68.0:      19.7       32.0
Old  :     100.0:      19.3       10.9       19.4       42.1       38.3       80.7       68.6:      19.3       31.4
Other:     100.0:       7.0       11.8        0.0       50.4       22.8       57.5       34.6:      42.5       65.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        49         38         47         25         36        108         99:
Old  :       145:        47         40         47         24         36        107         99:
Other:        16:         4          1          0          4          9          8         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       17.6       38.7       30.0       27.1       16.5       37.4       26.1
Old  :                 27.6       17.9       39.3       30.5       27.6       17.4       38.0       27.2
Other:                 50.4       30.5       57.5       34.1       48.7       30.4       55.8       32.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, February 15, 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  :     3,289:       169      1,132        629      1,690        418      2,488      2,179:       801      1,110
Old  :     3,289:       169      1,132        629      1,690        418      2,488      2,179:       801      1,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       615:       -84        124        211        398         62        525        397:        90        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       34.4       19.1       51.4       12.7       75.6       66.3:      24.4       33.7
Old  :     100.0:       5.1       34.4       19.1       51.4       12.7       75.6       66.3:      24.4       33.7
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  :        32:         2         17          7          9          3         18         23:
Old  :        32:         2         17          7          9          3         18         23:
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  :                 48.8       31.3       65.8       45.7       44.8       23.0       53.8       34.0
Old  :                 48.8       31.3       65.8       45.7       44.8       23.0       53.8       34.0
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, February 15, 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  :   141,651:    43,250     18,030     13,628     67,865     72,799    124,743    104,457:    16,908     37,194
Old  :   141,651:    43,250     18,030     13,628     67,865     72,799    124,743    104,457:    16,908     37,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -8,196:    -3,155      2,521     -3,121        731     -3,782     -5,545     -4,382:    -2,651     -3,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       12.7        9.6       47.9       51.4       88.1       73.7:      11.9       26.3
Old  :     100.0:      30.5       12.7        9.6       47.9       51.4       88.1       73.7:      11.9       26.3
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  :       208:        50         43         42         59         97        131        163:
Old  :       208:        50         43         42         59         97        131        163:
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  :                 24.1       12.0       40.7       20.4       22.9       11.6       38.5       19.4
Old  :                 24.1       12.0       40.7       20.4       22.9       11.6       38.5       19.4
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, February 15, 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  :     5,325:     2,157        394        184        740      3,347      3,081      3,925:     2,244      1,400
Old  :     5,325:     2,157        394        184        740      3,347      3,081      3,925:     2,244      1,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :        30:       -68        -81         42        173        291        147        252:      -117       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        7.4        3.5       13.9       62.9       57.9       73.7:      42.1       26.3
Old  :     100.0:      40.5        7.4        3.5       13.9       62.9       57.9       73.7:      42.1       26.3
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  :        53:        21          8          7         15         19         40         30:
Old  :        53:        21          8          7         15         19         40         30:
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  :                 20.9       45.6       30.2       55.1       20.9       45.6       29.3       54.4
Old  :                 20.9       45.6       30.2       55.1       20.9       45.6       29.3       54.4
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, February 15, 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  :    24,115:     6,673      3,551      4,071      8,956      4,553     19,700     12,175:     4,415     11,940
Old  :    24,115:     6,673      3,551      4,071      8,956      4,553     19,700     12,175:     4,415     11,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,189:       769        273        581        934        356      2,284      1,210:       -95        979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       14.7       16.9       37.1       18.9       81.7       50.5:      18.3       49.5
Old  :     100.0:      27.7       14.7       16.9       37.1       18.9       81.7       50.5:      18.3       49.5
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  :       115:        29         20         21         37         43         80         76:
Old  :       115:        29         20         21         37         43         80         76:
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  :                 27.2       16.4       40.7       22.6       18.2        9.4       28.8       14.3
Old  :                 27.2       16.4       40.7       22.6       18.2        9.4       28.8       14.3
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, February 15, 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  :    83,368:    10,760     16,067        997     46,093     50,568     57,850     67,632:    25,518     15,736
Old  :    83,368:    10,760     16,067        997     46,093     50,568     57,850     67,632:    25,518     15,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       698:       154     -1,904        348       -353      3,929        149      2,373:       549     -1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.3        1.2       55.3       60.7       69.4       81.1:      30.6       18.9
Old  :     100.0:      12.9       19.3        1.2       55.3       60.7       69.4       81.1:      30.6       18.9
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  :        59:        14         13          4         24         18         40         33:
Old  :        59:        14         13          4         24         18         40         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  :                 30.7       42.2       45.0       58.4       28.0       42.2       41.3       58.2
Old  :                 30.7       42.2       45.0       58.4       28.0       42.2       41.3       58.2
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, February 15, 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  :    52,852:     3,837     15,106        734     37,796     21,015     42,367     36,855:    10,485     15,997
Old  :    52,852:     3,837     15,106        734     37,796     21,015     42,367     36,855:    10,485     15,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,009:       466     -5,439        322     -3,942      3,034     -3,154     -2,083:      -855     -1,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       28.6        1.4       71.5       39.8       80.2       69.7:      19.8       30.3
Old  :     100.0:       7.3       28.6        1.4       71.5       39.8       80.2       69.7:      19.8       30.3
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  :        34:         6         11          1         15          7         22         18:
Old  :        34:         6         11          1         15          7         22         18:
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  :                 48.5       47.2       63.2       60.5       48.1       47.0       62.8       59.6
Old  :                 48.5       47.2       63.2       60.5       48.1       47.0       62.8       59.6
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, February 15, 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  :    89,095:    64,195      8,031        216     13,902     76,120     78,313     84,367:    10,782      4,728
Old  :    89,095:    64,195      8,031        216     13,902     76,120     78,313     84,367:    10,782      4,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     6,316:     5,680      1,464         49       -516      3,934      5,213      5,447:     1,103        869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.1        9.0        0.2       15.6       85.4       87.9       94.7:      12.1        5.3
Old  :     100.0:      72.1        9.0        0.2       15.6       85.4       87.9       94.7:      12.1        5.3
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  :        98:        56         10          1         15         22         72         32:
Old  :        98:        56         10          1         15         22         72         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  :                 32.1       53.2       50.9       73.3       32.1       53.2       50.9       73.2
Old  :                 32.1       53.2       50.9       73.3       32.1       53.2       50.9       73.2
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, February 15, 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  :    73,291:    26,973      4,734        655     25,016     56,475     52,644     61,864:    20,647     11,427
Old  :    73,291:    26,973      4,734        655     25,016     56,475     52,644     61,864:    20,647     11,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     8,605:    11,783       -347        286     -3,983     10,614      8,086     10,553:       519     -1,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        6.5        0.9       34.1       77.1       71.8       84.4:      28.2       15.6
Old  :     100.0:      36.8        6.5        0.9       34.1       77.1       71.8       84.4:      28.2       15.6
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  :        50:        20          9          2         12         14         34         23:
Old  :        50:        20          9          2         12         14         34         23:
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  :                 25.8       51.6       38.3       72.7       23.3       51.0       35.4       67.5
Old  :                 25.8       51.6       38.3       72.7       23.3       51.0       35.4       67.5
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, February 15, 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  :   151,987:    13,017     36,710        961    109,138     92,564    123,116    130,235:    28,871     21,752
Old  :   151,987:    13,017     36,710        961    109,138     92,564    123,116    130,235:    28,871     21,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -3,565:    -6,781      2,622        955      7,935     -5,832      2,109     -2,255:    -5,674     -1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       24.2        0.6       71.8       60.9       81.0       85.7:      19.0       14.3
Old  :     100.0:       8.6       24.2        0.6       71.8       60.9       81.0       85.7:      19.0       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  :        64:        15         16          4         24         22         41         40:
Old  :        64:        15         16          4         24         22         41         40:
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  :                 51.6       46.6       65.0       62.6       44.2       38.3       53.4       50.6
Old  :                 51.6       46.6       65.0       62.6       44.2       38.3       53.4       50.6
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, February 15, 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  :   148,131:    28,112     28,357        818     68,660     71,807     97,590    100,982:    50,541     47,149
Old  :   148,131:    28,112     28,357        818     68,660     71,807     97,590    100,982:    50,541     47,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    -4,246:     1,927      1,541        110      5,659      1,654      7,696      3,305:   -11,942     -7,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.1        0.6       46.4       48.5       65.9       68.2:      34.1       31.8
Old  :     100.0:      19.0       19.1        0.6       46.4       48.5       65.9       68.2:      34.1       31.8
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  :        90:        28         22          5         31         22         60         48:
Old  :        90:        28         22          5         31         22         60         48:
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  :                 26.2       25.0       37.0       39.3       22.6       24.4       33.2       36.9
Old  :                 26.2       25.0       37.0       39.3       22.6       24.4       33.2       36.9
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, February 15, 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  : 7,745,755:   658,949  1,095,392    783,198  5,447,183  4,396,439  6,889,330  6,275,029:   856,425  1,470,726
Old  : 7,745,755:   658,949  1,095,392    783,198  5,447,183  4,396,439  6,889,330  6,275,029:   856,425  1,470,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    23,635:   -34,829     59,555    -43,134    119,819     14,692     41,856     31,113:   -18,221     -7,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       14.1       10.1       70.3       56.8       88.9       81.0:      11.1       19.0
Old  :     100.0:       8.5       14.1       10.1       70.3       56.8       88.9       81.0:      11.1       19.0
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  :       247:        39         63         75        118        132        204        232:
Old  :       247:        39         63         75        118        132        204        232:
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  :                 28.1       14.5       45.3       23.7       26.1       12.3       38.1       18.5
Old  :                 28.1       14.5       45.3       23.7       26.1       12.3       38.1       18.5
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, February 15, 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  :   686,800:    63,046     80,380      8,099    473,742    498,692    544,887    587,171:   141,913     99,629
Old  :   686,800:    63,046     80,380      8,099    473,742    498,692    544,887    587,171:   141,913     99,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     5,602:       695     -1,187      2,988      5,558      3,580      9,241      5,381:    -3,639        221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       11.7        1.2       69.0       72.6       79.3       85.5:      20.7       14.5
Old  :     100.0:       9.2       11.7        1.2       69.0       72.6       79.3       85.5:      20.7       14.5
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  :       188:        39         34         19         89         64        140        105:
Old  :       188:        39         34         19         89         64        140        105:
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  :                 20.2       31.9       29.6       45.8       19.5       31.7       28.5       45.6
Old  :                 20.2       31.9       29.6       45.8       19.5       31.7       28.5       45.6
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, February 15, 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  :   933,078:   187,441    189,388      7,894    407,624    643,454    602,959    840,736:   330,119     92,342
Old  :   933,078:   187,441    189,388      7,894    407,624    643,454    602,959    840,736:   330,119     92,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    64,159:    11,206      2,942      2,956     22,053     53,786     36,215     59,684:    27,944      4,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       20.3        0.8       43.7       69.0       64.6       90.1:      35.4        9.9
Old  :     100.0:      20.1       20.3        0.8       43.7       69.0       64.6       90.1:      35.4        9.9
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  :       167:        35         53         14         54         53        100        109:
Old  :       167:        35         53         14         54         53        100        109:
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  :                 18.2       33.3       28.6       47.4       16.6       31.7       26.0       43.5
Old  :                 18.2       33.3       28.6       47.4       16.6       31.7       26.0       43.5
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, February 15, 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  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Old  :    13,305:     1,607          0          0      5,840     11,747      7,447     11,747:     5,858      1,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       -33:      -162          0          0        -67        -82       -229        -82:       196         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       11.7
Old  :     100.0:      12.1        0.0        0.0       43.9       88.3       56.0       88.3:      44.0       11.7
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  :        27:         3          0          0         14         12         17         12:
Old  :        27:         3          0          0         14         12         17         12:
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  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
Old  :                 25.8       47.4       40.2       75.4       25.8       46.3       40.2       73.7
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, February 15, 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  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Old  :    30,379:     2,814      5,650        226     22,898     18,517     25,938     24,393:     4,441      5,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :      -162:      -221        155         15       -139     -1,030       -345       -860:       183        698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       19.7
Old  :     100.0:       9.3       18.6        0.7       75.4       61.0       85.4       80.3:      14.6       19.7
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  :        39:         4          6          2         18         17         23         24:
Old  :        39:         4          6          2         18         17         23         24:
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  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
Old  :                 43.0       38.3       62.6       56.2       43.0       34.0       59.8       50.0
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, February 15, 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  :    79,272:     6,543     17,384        230     33,780     50,143     40,553     67,757:    38,719     11,515
Old  :    79,272:     6,543     17,384        230     33,780     50,143     40,553     67,757:    38,719     11,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :       549:       913      1,137         87        358       -283      1,358        941:      -809       -392
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       21.9        0.3       42.6       63.3       51.2       85.5:      48.8       14.5
Old  :     100.0:       8.3       21.9        0.3       42.6       63.3       51.2       85.5:      48.8       14.5
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  :        86:        17         20          3         35         27         53         49:
Old  :        86:        17         20          3         35         27         53         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  :                 17.5       45.3       26.0       58.9       17.5       43.9       24.7       55.8
Old  :                 17.5       45.3       26.0       58.9       17.5       43.9       24.7       55.8
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, February 15, 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  :   417,066:   101,855     95,144      3,976    279,663    156,212    385,494    255,332:    31,572    161,734
Old  :   417,066:   101,855     95,144      3,976    279,663    156,212    385,494    255,332:    31,572    161,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    34,601:    16,408    -18,123      1,773     15,085     42,724     33,266     26,374:     1,335      8,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       22.8        1.0       67.1       37.5       92.4       61.2:       7.6       38.8
Old  :     100.0:      24.4       22.8        1.0       67.1       37.5       92.4       61.2:       7.6       38.8
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  :       189:        60         60         12         45         37        112        102:
Old  :       189:        60         60         12         45         37        112        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  :                 46.5       25.9       64.7       35.1       41.4       22.1       58.7       27.5
Old  :                 46.5       25.9       64.7       35.1       41.4       22.1       58.7       27.5
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, February 15, 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  :    89,106:    44,618      7,919         99     15,181     73,102     59,898     81,120:    29,208      7,986
Old  :    89,106:    44,618      7,919         99     15,181     73,102     59,898     81,120:    29,208      7,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    12,262:     8,568       -532       -112     -1,444     12,478      7,012     11,834:     5,250        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.1        8.9        0.1       17.0       82.0       67.2       91.0:      32.8        9.0
Old  :     100.0:      50.1        8.9        0.1       17.0       82.0       67.2       91.0:      32.8        9.0
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  :        47:        19          3          2         10         21         29         26:
Old  :        47:        19          3          2         10         21         29         26:
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  :                 34.5       51.4       47.8       73.5       34.5       51.4       47.8       73.3
Old  :                 34.5       51.4       47.8       73.5       34.5       51.4       47.8       73.3
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, February 15, 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  :    27,263:     1,264     10,812         74     18,778     12,205     20,116     23,091:     7,147      4,172
Old  :    27,263:     1,264     10,812         74     18,778     12,205     20,116     23,091:     7,147      4,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     2,449:       331      1,300         74      1,882      1,023      2,287      2,397:       162         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       39.7        0.3       68.9       44.8       73.8       84.7:      26.2       15.3
Old  :     100.0:       4.6       39.7        0.3       68.9       44.8       73.8       84.7:      26.2       15.3
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  :        54:         4         12          1         27         17         32         29:
Old  :        54:         4         12          1         27         17         32         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  :                 34.5       48.3       46.7       58.7       25.2       41.5       37.2       51.1
Old  :                 34.5       48.3       46.7       58.7       25.2       41.5       37.2       51.1
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, February 15, 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  :   177,766:    39,468     28,423        611    125,094    134,500    165,173    163,534:    12,593     14,232
Old  :   177,766:    39,468     28,423        611    125,094    134,500    165,173    163,534:    12,593     14,232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :    15,832:     6,165      1,938       -101      5,664     15,361     11,728     17,198:     4,104     -1,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       16.0        0.3       70.4       75.7       92.9       92.0:       7.1        8.0
Old  :     100.0:      22.2       16.0        0.3       70.4       75.7       92.9       92.0:       7.1        8.0
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  :        97:        16         28          4         29         38         48         67:
Old  :        97:        16         28          4         29         38         48         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  :                 58.3       40.5       72.5       55.5       54.3       39.7       67.7       53.6
Old  :                 58.3       40.5       72.5       55.5       54.3       39.7       67.7       53.6
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, February 15, 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  :    38,314:    10,755      9,229        110     14,398     22,426     25,263     31,765:    13,051      6,549
Old  :    38,314:    10,755      9,229        110     14,398     22,426     25,263     31,765:    13,051      6,549
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :     1,482:       377      1,202          0      1,517        233      1,894      1,435:      -412         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       24.1        0.3       37.6       58.5       65.9       82.9:      34.1       17.1
Old  :     100.0:      28.1       24.1        0.3       37.6       58.5       65.9       82.9:      34.1       17.1
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  :        69:        20         17          2         15         20         36         38:
Old  :        69:        20         17          2         15         20         36         38:
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  :                 21.1       31.7       33.6       47.9       18.1       30.7       29.2       43.7
Old  :                 21.1       31.7       33.6       47.9       18.1       30.7       29.2       43.7
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, February 15, 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  :   119,884:       400      6,915      2,521     59,333     78,949     62,254     88,385:    57,630     31,499
Old  :   119,884:       400      6,915      2,521     59,333     78,949     62,254     88,385:    57,630     31,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 8, 2005                     :
     :        20:       -37        579       -396       -304      5,558       -737      5,741:       757     -5,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.8        2.1       49.5       65.9       51.9       73.7:      48.1       26.3
Old  :     100.0:       0.3        5.8        2.1       49.5       65.9       51.9       73.7:      48.1       26.3
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  :        50:         2         16          4         20         28         26         45:
Old  :        50:         2         16          4         20         28         26         45:
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  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
Old  :                 41.3       51.9       46.6       58.9        5.7       18.2        7.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 18, 2005