MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,806
COMMITMENTS
   1,686    1,937    1,066   15,969   14,041   18,721   17,044    2,085    3,762

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -3,324)
  -2,520     -219      -79     -707   -2,522   -3,306   -2,820      -18     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      9.3      5.1     76.8     67.5     90.0     81.9     10.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      15       10       12       30       32       51       48
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      105,414
COMMITMENTS
  28,157    7,804   17,456   39,031   43,762   84,644   69,022   20,770   36,392

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      9,322)
   3,787      612    2,779      943    2,216    7,509    5,607    1,813    3,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      7.4     16.6     37.0     41.5     80.3     65.5     19.7     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      59       33       46       25       36      121       89
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,980
COMMITMENTS
     439      543      108      874      351    1,421    1,002      559      978

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:         27)
    -112      121      -42      149       39       -5      118       32      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     27.4      5.5     44.1     17.7     71.8     50.6     28.2     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5       13        2        7        3       14       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      136,358
COMMITMENTS
  36,088   15,084   18,419   66,592   74,233  121,099  107,736   15,259   28,622

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      2,462)
  -2,909     -354    2,234    2,855    3,289    2,180    5,169      282   -2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     11.1     13.5     48.8     54.4     88.8     79.0     11.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      51       37       38       40       95      110      154
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,628
COMMITMENTS
   1,238      625      138      507    1,801    1,883    2,564    1,745    1,064

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -247)
     424      -67      -71     -301      245       52      107     -299     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     17.2      3.8     14.0     49.6     51.9     70.7     48.1     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19        4        7        9       14       30       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       16,972
COMMITMENTS
   4,590    3,075    1,556    6,750    3,433   12,896    8,064    4,076    8,908

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        945)
     922      374       91      229      572    1,242    1,037     -297      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     18.1      9.2     39.8     20.2     76.0     47.5     24.0     52.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       22       14       29       29       59       58
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       71,055
COMMITMENTS
  20,448   10,786      341   20,814   47,151   41,603   58,278   29,452   12,777

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      4,884)
   1,233   -2,295      -25    3,215    5,926    4,423    3,606      461    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     15.2      0.5     29.3     66.4     58.6     82.0     41.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        9        1       19       16       38       26
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       50,988
COMMITMENTS
  19,388    7,893        2   12,266   33,078   31,656   40,973   19,332   10,015

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -9,294)
 -14,340     -846        2    4,311  -11,497  -10,027  -12,341      733    3,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0     15.5      0.0     24.1     64.9     62.1     80.4     37.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        3        1       12        6       26       10
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       74,868
COMMITMENTS
  42,781    9,870      611   21,367   57,261   64,759   67,742   10,109    7,126

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    -10,737)
 -11,339    3,817      -55      527  -15,431  -10,867  -11,669      130      932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1     13.2      0.8     28.5     76.5     86.5     90.5     13.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      43       11        3       16       15       62       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       75,999
COMMITMENTS
  24,458   11,935       13   27,277   51,423   51,748   63,371   24,251   12,628

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,645)
  -8,673   -1,045       13    7,692   -2,152     -968   -3,184     -677    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     15.7      0.0     35.9     67.7     68.1     83.4     31.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        6        1       12       13       34       20
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      155,870
COMMITMENTS
  33,972   11,252      125   88,489  126,703  122,586  138,080   33,284   17,790

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,382)
  -5,268     -235      -52   14,201    2,521    8,881    2,234   -3,499    3,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      7.2      0.1     56.8     81.3     78.6     88.6     21.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      30       13        2       21       18       51       33
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      141,191
COMMITMENTS
  35,806   24,735    1,315   37,380   63,543   74,501   89,593   66,690   51,598

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -6,496)
  -8,720   -2,977      -32   -5,245   -2,456  -13,997   -5,465    7,501   -1,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     17.5      0.9     26.5     45.0     52.8     63.5     47.2     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       21        6       28       20       67       44
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       44,005
COMMITMENTS
   9,405        0      575   32,159   39,754   42,139   40,329    1,866    3,676

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,348)
    -781        0      475    3,945    2,872    3,639    3,347     -291        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      0.0      1.3     73.1     90.3     95.8     91.6      4.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       19       25       22       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    6,781,109
COMMITMENTS
 601,088  1054903  874,987  4862607  4159113  6338682  6089003  442,427  692,106

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:    154,166)
   7,460  103,822  -79,085  178,683   89,524  107,058  114,261   47,108   39,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     15.6     12.9     71.7     61.3     93.5     89.8      6.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
      67      104      117      170      195      306      363
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      680,110
COMMITMENTS
  60,758   59,268    3,900  456,255  505,042  520,913  568,210  159,197  111,900

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     12,899)
   4,431     -723    1,349    2,371    1,377    8,151    2,003    4,748   10,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      8.7      0.6     67.1     74.3     76.6     83.5     23.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      34       35       11       88       66      129      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      800,333
COMMITMENTS
 205,452   95,155   13,268  302,339  620,759  521,059  729,182  279,274   71,151

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     72,511)
  16,865   16,639    6,066    1,781   34,473   24,712   57,178   47,799   15,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     11.9      1.7     37.8     77.6     65.1     91.1     34.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      90       65       21       66       68      167      143
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,230
COMMITMENTS
   1,802      140        0    8,406   11,890   10,208   12,030    3,022    1,200

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:        108)
      56     -116        0     -337      286     -281      170      389      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      1.1      0.0     63.5     89.9     77.2     90.9     22.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        0       24       17       30       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       23,589
COMMITMENTS
   1,992    4,125      289   18,954   15,578   21,235   19,992    2,354    3,597

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,459)
    -797      460      148    2,600     -119    1,951      489     -492      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     17.5      1.2     80.4     66.0     90.0     84.8     10.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        7        3       25       17       35       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       63,620
COMMITMENTS
  14,027   10,587      140   27,226   44,600   41,393   55,327   22,227    8,293

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,395)
     775   -2,510        1   -4,953      716   -4,177   -1,793    2,782      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     16.6      0.2     42.8     70.1     65.1     87.0     34.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      30       34        1       43       31       73       66
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      306,197
COMMITMENTS
 126,340   73,851    7,675  139,680  140,417  273,695  221,943   32,502   84,254

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     40,299)
  -7,281   35,344    4,613   36,145  -13,774   33,477   26,183    6,822   14,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     24.1      2.5     45.6     45.9     89.4     72.5     10.6     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      90       69       11       42       45      139      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       66,759
COMMITMENTS
  32,283    1,670      166   10,887   55,491   43,336   57,327   23,423    9,432

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      5,782)
   1,953    1,597       91    2,459    3,871    4,503    5,559    1,279      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4      2.5      0.2     16.3     83.1     64.9     85.9     35.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      20        2        1        9       16       29       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       20,414
COMMITMENTS
   1,813    5,651      111   14,533   11,345   16,457   17,107    3,957    3,307

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:       -155)
       2      265       90     -300     -723     -208     -368       53      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     27.7      0.5     71.2     55.6     80.6     83.8     19.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
       7       20        3       37       20       46       41
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      108,528
COMMITMENTS
  13,282   13,320    1,361   81,305   85,186   95,948   99,867   12,580    8,661

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      7,147)
  -5,074   -4,841      793    9,487    7,402    5,206    3,354    1,941    3,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     12.3      1.3     74.9     78.5     88.4     92.0     11.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      23       30        8       37       36       65       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,220
COMMITMENTS
  12,841    8,879       87    9,474   17,516   22,402   26,482    9,818    5,738

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      3,622)
     524      -96        0      314    1,784      838    1,688    2,784    1,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     27.6      0.3     29.4     54.4     69.5     82.2     30.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      37       19        2       26       23       64       43
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:        8,193
COMMITMENTS
   3,468      451        0    2,174    1,583    5,642    2,034    2,551    6,159

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:      1,011)
     434     -432        0      407    1,293      841      861      170      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3      5.5      0.0     26.5     19.3     68.9     24.8     31.1     75.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        2        0        4        8       11       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/04/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      111,240
COMMITMENTS
     449    6,100    2,882   46,008   79,060   49,339   88,042   61,901   23,198

CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST:     -1,328)
      17     -493      308      -79    1,111      246      926   -1,574   -2,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.5      2.6     41.4     71.1     44.4     79.1     55.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3       14        4       13       24       19       40
 

Updated January 7, 2005