MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,292
COMMITMENTS
   3,020    2,206    1,234   14,280   14,195   18,534   17,635    5,758    6,657

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        877)
     -75       15      188      903      452    1,016      655     -139      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      9.1      5.1     58.8     58.4     76.3     72.6     23.7     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       12       20       16       35       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,292
COMMITMENTS
  16,801   10,903   21,063   42,030   36,206   79,894   68,172   15,398   27,120

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,750)
   1,308    3,623    2,553      -41   -1,025    3,820    5,151      -70   -1,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     11.4     22.1     44.1     38.0     83.8     71.5     16.2     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      42       40       53       21       31       98      107
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,705
COMMITMENTS
     426    1,504      312    1,639      765    2,377    2,581    1,328    1,124

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        717)
     256      536       29       49      -37      334      528      383      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     40.6      8.4     44.2     20.6     64.2     69.7     35.8     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      10       13        5        8        3       20       19
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,633
COMMITMENTS
  45,428   18,159   12,367   67,684   72,913  125,479  103,439   17,154   39,194

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,022)
   4,774    1,587    1,235   -3,029   -1,519    2,980    1,303    1,042    2,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     12.7      8.7     47.5     51.1     88.0     72.5     12.0     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      55       33       33       49       93      126      145
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,444
COMMITMENTS
   1,236      531      113    1,206    2,551    2,555    3,195    1,889    1,249

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        -37)
    -137       93      -46      -59     -236     -242     -189      205      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     11.9      2.5     27.1     57.4     57.5     71.9     42.5     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        7        6       18       12       35       23
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,405
COMMITMENTS
  10,368    3,805    3,379    8,760    6,481   22,507   13,665    4,898   13,740

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        507)
    -212      798       -9      107     -376     -114      413      621       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     13.9     12.3     32.0     23.6     82.1     49.9     17.9     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      49       25       23       32       48       94       88
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       85,837
COMMITMENTS
  13,776   38,495      586   46,257   28,509   60,619   67,590   25,218   18,247

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      9,066)
    -129    8,232        0    9,543   -1,368    9,414    6,864     -348    2,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     44.8      0.7     53.9     33.2     70.6     78.7     29.4     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      16       16        2       26       19       43       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       34,396
COMMITMENTS
   3,504   12,129        1   21,121    7,719   24,626   19,849    9,770   14,547

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,426)
     -81   -3,177        0   -1,584    1,107   -1,665   -2,070      239      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     35.3      0.0     61.4     22.4     71.6     57.7     28.4     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        7        1       10        8       16       15
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       98,729
COMMITMENTS
  71,259    4,917        0   19,169   91,147   90,428   96,064    8,301    2,665

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      6,270)
   6,436    1,028        0     -504    4,860    5,932    5,888      338      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2      5.0      0.0     19.4     92.3     91.6     97.3      8.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      53       15        0       16       17       69       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       85,465
COMMITMENTS
  29,282    5,571        1   33,392   70,335   62,675   75,907   22,790    9,558

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,084)
  -4,535   -1,448      -28     -287    1,575   -4,850       99    3,766   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      6.5      0.0     39.1     82.3     73.3     88.8     26.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      21       10        1       16       15       38       25
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      138,788
COMMITMENTS
  11,215   43,717      753  102,423   71,356  114,391  115,826   24,397   22,962

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -4,390)
   4,288  -17,907      -14   -8,801   16,642   -4,527   -1,279      137   -3,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     31.5      0.5     73.8     51.4     82.4     83.5     17.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      14       25        2       29       23       44       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      133,030
COMMITMENTS
  23,524   19,305    1,194   63,574   69,751   88,292   90,250   44,738   42,780

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     14,449)
     -89      713      837    8,764    4,209    9,512    5,759    4,937    8,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     14.5      0.9     47.8     52.4     66.4     67.8     33.6     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      30       22        6       26       24       60       48
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       75,436
COMMITMENTS
  31,384    6,000      168   41,254   62,100   72,806   68,268    2,630    7,168

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      7,888)
     327    6,000      110    7,860    1,330    8,297    7,440     -409      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      8.0      0.2     54.7     82.3     96.5     90.5      3.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       14       18       18       22
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,302,013
COMMITMENTS
 687,554  920,284  862,060  5689166  4875542  7238780  6657886  1063233  1644127

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    219,368)
  20,965   49,058  -11,451  140,847   81,343  150,361  118,950   69,007  100,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     11.1     10.4     68.5     58.7     87.2     80.2     12.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      50       62       87      122      134      223      242
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      690,337
COMMITMENTS
  61,084   72,398    9,565  483,691  499,919  554,340  581,882  135,997  108,455

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     17,114)
  -2,478   -4,843    1,205    4,794   10,044    3,521    6,406   13,593   10,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     10.5      1.4     70.1     72.4     80.3     84.3     19.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       35       17       95       62      143      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      960,079
COMMITMENTS
 209,318  211,009   13,825  441,747  631,567  664,890  856,401  295,189  103,678

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -14,800)
   3,738   -9,036     -871     -340   -7,932    2,527  -17,839  -17,327    3,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     22.0      1.4     46.0     65.8     69.3     89.2     30.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      41       53       16       52       62      104      120
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,848
COMMITMENTS
     725    1,238        0    5,444    9,263    6,169   10,501    5,679    1,347

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         34)
       0      -33        0     -353      -29     -353      -62      387       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     10.4      0.0     45.9     78.2     52.1     88.6     47.9     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       10       13       11       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,269
COMMITMENTS
   7,315      765       82   16,579   17,928   23,976   18,775    3,293    8,494

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -143)
   1,682      270      -17     -901     -146      764      107     -907     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      2.8      0.3     60.8     65.7     87.9     68.9     12.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        2       19       18       26       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,963
COMMITMENTS
   6,844   20,407        1   35,894   27,784   42,739   48,192   18,224   12,771

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,236)
   1,512    2,029      -44      -59    1,765    1,409    3,750    1,827     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     33.5      0.0     58.9     45.6     70.1     79.1     29.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       23        1       33       31       50       55
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      341,508
COMMITMENTS
  79,223  146,939    1,362  220,926  126,807  301,511  275,108   39,997   66,400

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     14,432)
    -716   -1,606      113   24,244   -1,554   23,641   -3,047   -9,209   17,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     43.0      0.4     64.7     37.1     88.3     80.6     11.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       84        6       45       36       87      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,273
COMMITMENTS
  33,986    6,692        0   32,727   73,094   66,713   79,786   22,560    9,487

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      3,696)
   8,741     -230        0   -5,450    8,698    3,291    8,468      405   -4,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1      7.5      0.0     36.7     81.9     74.7     89.4     25.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        7        0       16       18       33       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       34,496
COMMITMENTS
   1,121   13,276        5   28,030   16,619   29,156   29,900    5,340    4,596

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,501)
       0      812        0      715    1,211      715    2,023      786     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     38.5      0.0     81.3     48.2     84.5     86.7     15.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2       14        1       26       28       29       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      217,677
COMMITMENTS
  56,240   28,765    1,464  147,635  169,136  205,339  199,365   12,338   18,312

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     21,824)
   5,605      110       49   11,195   14,683   16,849   14,842    4,975    6,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.2      0.7     67.8     77.7     94.3     91.6      5.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      19       38        8       30       42       53       84
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,069
COMMITMENTS
  10,470    6,697       35   14,332   21,017   24,837   27,749   12,232    9,320

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -316)
     201   -1,592        0     -938      120     -737   -1,472      421    1,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     18.1      0.1     38.7     56.7     67.0     74.9     33.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      24       13        1       17       25       42       38
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,672
COMMITMENTS
   8,452      666       15   13,779    1,719   22,246    2,400    5,426   25,272

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:         40)
    -537     -238        0    1,036       93      499     -145     -459      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      2.4      0.1     49.8      6.2     80.4      8.7     19.6     91.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        2        1        9        4       18        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       69,239
COMMITMENTS
   3,576    4,144      443   52,024   24,062   56,043   28,649   13,196   40,590

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -394)
  -2,091        0     -136      121    1,289   -2,106    1,153    1,712   -1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      6.0      0.6     75.1     34.8     80.9     41.4     19.1     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       12        1       19       27       23       40
 

Updated April 29, 2005