MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,121
COMMITMENTS
   2,671    2,621    1,192   15,767   15,416   19,630   19,229    5,491    5,892

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        257)
     315       31      -99       -5      239      211      171       46       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.4      4.7     62.8     61.4     78.1     76.5     21.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        6       14       19       18       36       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       89,828
COMMITMENTS
  17,885    7,024   12,357   44,021   40,149   74,263   59,530   15,565   30,298

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,216)
    -409       30     -662     -209     -784   -1,280   -1,416       64      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      7.8     13.8     49.0     44.7     82.7     66.3     17.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      54       26       49       22       33      100       98
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,513
COMMITMENTS
      95      605       74    1,718      611    1,887    1,290      626    1,223

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -204)
     -31     -256      -48      -26      128     -105     -176      -99      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     24.1      2.9     68.4     24.3     75.1     51.3     24.9     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        9        2       10        3       14       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,910
COMMITMENTS
  46,067   17,604   13,842   73,291   80,960  133,200  112,406   20,710   41,504

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,371)
    -639    1,824      683      255     -525      299    1,982    1,072     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     11.4      9.0     47.6     52.6     86.5     73.0     13.5     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      62       32       41       71      115      159      172
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,023
COMMITMENTS
   1,983      512       84    1,059    3,346    3,126    3,942    1,897    1,081

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          1)
      92       -7      -11        9      111       90       93      -89      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     10.2      1.7     21.1     66.6     62.2     78.5     37.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        7        5       16       16       40       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,454
COMMITMENTS
   9,733    2,354    5,749    6,780    6,442   22,262   14,545    4,192   11,909

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -435)
    -934     -431      479     -144        2     -599       50      164     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      8.9     21.7     25.6     24.4     84.2     55.0     15.8     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      47       15       16       25       43       79       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       81,193
COMMITMENTS
  35,455    8,765      630   14,226   56,091   50,311   65,486   30,882   15,707

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -8,651)
  -7,688   -2,831        5     -459   -6,666   -8,142   -9,492     -509      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     10.8      0.8     17.5     69.1     62.0     80.7     38.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24        9        2       15       21       40       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       42,256
COMMITMENTS
   2,168   16,210        1   30,785   11,683   32,954   27,894    9,302   14,362

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      3,978)
  -3,074     -388        0   10,819     -113    7,745     -501   -3,767    4,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     38.4      0.0     72.9     27.6     78.0     66.0     22.0     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        1       13        4       18       12
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       60,526
COMMITMENTS
  32,692    8,860      300   20,465   47,469   53,457   56,629    7,069    3,897

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,258)
  -4,970    4,209       40    3,672   -8,984   -1,258   -4,735   -4,000     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     14.6      0.5     33.8     78.4     88.3     93.6     11.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40       15        2       14       17       56       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,380
COMMITMENTS
  18,587    6,713        1   27,558   47,831   46,146   54,545   20,234   11,835

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,389)
 -12,745    2,036      -86   11,321   -9,127   -1,510   -7,177   -3,879    1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.1      0.0     41.5     72.1     69.5     82.2     30.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        9        1       15       12       35       21
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      114,268
COMMITMENTS
  11,033   41,222      680   76,938   47,486   88,651   89,388   25,617   24,880

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      5,403)
  -4,642   13,644      607   11,032  -12,121    6,997    2,130   -1,594    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     36.1      0.6     67.3     41.6     77.6     78.2     22.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       25        3       25       18       43       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      116,888
COMMITMENTS
  30,250   12,497      218   39,394   63,903   69,862   76,618   47,026   40,270

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,817)
  -6,717    2,729       35   12,319      518    5,637    3,282   -3,820   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     10.7      0.2     33.7     54.7     59.8     65.5     40.2     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       19        6       28       22       61       46
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       10,026
COMMITMENTS
   6,097      705        0    2,303    8,695    8,400    9,400    1,626      626

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8      7.0      0.0     23.0     86.7     83.8     93.8     16.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        7        8       12       10
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       79,158
COMMITMENTS
  29,932    1,522        0   44,276   69,963   74,208   71,485    4,950    7,673

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,412)
    -467   -1,739        0    5,600    5,703    5,133    3,964     -721      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      1.9      0.0     55.9     88.4     93.7     90.3      6.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       18       20       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,023,087
COMMITMENTS
 812,993  1327291  867,841  5504548  4325777  7185382  6520909  837,705  1502178

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -50,639)
  35,996 -188,059  101,615  -41,011  132,211   96,600   45,767 -147,239  -96,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     16.5     10.8     68.6     53.9     89.6     81.3     10.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      47       70       73      112      126      202      229
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,431
COMMITMENTS
  54,797   78,872    7,203  474,727  484,816  536,727  570,891  135,704  101,540

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          8)
    -957   -5,569    1,339     -903    4,093     -521     -137      529      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     11.7      1.1     70.6     72.1     79.8     84.9     20.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       35       12       89       62      129       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      864,119
COMMITMENTS
 145,794  165,678   16,573  378,934  571,317  541,301  753,568  322,818  110,551

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     20,478)
  -5,657      187    5,141   23,472    2,805   22,956    8,133   -2,478   12,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     19.2      1.9     43.9     66.1     62.6     87.2     37.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      36       50       14       44       51       86      109
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,750
COMMITMENTS
     725    2,015        0    6,619    8,687    7,344   10,702    4,406    1,048

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:         45)
    -739      -98        0      550      151     -189       53      234       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     17.1      0.0     56.3     73.9     62.5     91.1     37.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        0       14       12       15       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,341
COMMITMENTS
   9,559    1,551       25   10,207   17,547   19,791   19,123    5,550    6,218

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,778)
   1,870      -63       23      591    2,382    2,484    2,342      294      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      6.1      0.1     40.3     69.2     78.1     75.5     21.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        1       12       18       21       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,775
COMMITMENTS
   3,986   17,416        5   36,052   27,784   40,043   45,205   15,732   10,570

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,087)
  -1,155     -318        5    1,809      681      659      368    1,428    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     31.2      0.0     64.6     49.8     71.8     81.0     28.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10       22        1       35       28       46       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      280,671
COMMITMENTS
  74,661  116,377    3,612  170,944  114,699  249,217  234,688   31,454   45,983

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     12,098)
  -2,916   -3,674      738   18,775   14,730   16,597   11,794   -4,499      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     41.5      1.3     60.9     40.9     88.8     83.6     11.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       68        9       37       36       79      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       81,324
COMMITMENTS
  30,819    4,195        0   28,694   69,175   59,513   73,370   21,811    7,954

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -24,522)
 -28,154      213      -17    9,714  -25,191  -18,457  -24,995   -6,065      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      5.2      0.0     35.3     85.1     73.2     90.2     26.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        4        0       19       14       33       18
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,258
COMMITMENTS
   1,190   10,246        0   24,336   14,088   25,526   24,334    4,732    5,924

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,434)
       0       25        0    1,588    1,949    1,588    1,974     -154     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     33.9      0.0     80.4     46.6     84.4     80.4     15.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       12        0       26       23       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      162,134
COMMITMENTS
  33,253   31,373    1,129  110,537  116,900  144,919  149,402   17,215   12,732

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      7,482)
  -4,211      255       66   12,668    6,915    8,523    7,236   -1,041      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     19.4      0.7     68.2     72.1     89.4     92.1     10.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      21       37        5       28       40       51       80
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,850
COMMITMENTS
  12,340   11,531      151   12,130   16,222   24,621   27,904   12,229    8,946

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,060)
    -412      321       79    2,884    1,682    2,551    2,082    1,509    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     31.3      0.4     32.9     44.0     66.8     75.7     33.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       15        2       15       20       39       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,064
COMMITMENTS
  10,400      350        0   12,144    1,754   22,544    2,104    4,520   24,960

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      1.3      0.0     44.9      6.5     83.3      7.8     16.7     92.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        1        0        8        3       18        4
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,186
COMMITMENTS
   3,246    7,728      250   49,123   25,570   52,619   33,548   14,567   33,638

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -534)
       0      100      250      798     -240    1,048      110   -1,582     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.5      0.4     73.1     38.1     78.3     49.9     21.7     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       14        1       19       28       23       43

 

Updated April 1, 2005