MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,045
COMMITMENTS
   2,566    1,855    1,329   13,568   12,536   17,463   15,720    4,582    6,325

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        638)
     451       24      202      575       68    1,228      294     -590      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      8.4      6.0     61.5     56.9     79.2     71.3     20.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        5       11       20       17       34       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,177
COMMITMENTS
  14,529   11,868   18,661   44,323   35,402   77,513   65,931   18,664   30,246

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,334)
  -2,286    1,657   -2,105      440   -3,207   -3,951   -3,655    1,617    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.3     19.4     46.1     36.8     80.6     68.6     19.4     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      36       45       43       21       30       85       99
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,731
COMMITMENTS
     397    1,484      376    1,537      806    2,310    2,666    1,421    1,065

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        130)
    -213       13      123       76       12      -14      148      144      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     39.8     10.1     41.2     21.6     61.9     71.5     38.1     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8       12        6        7        4       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,299
COMMITMENTS
  45,449   17,812   13,979   63,342   72,065  122,770  103,856   18,529   37,443

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,935)
   1,532     -472    1,858   -2,735      -27      655    1,359    1,280      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     12.6      9.9     44.8     51.0     86.9     73.5     13.1     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      57       37       40       51       94      135      152
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,399
COMMITMENTS
   1,075      322       56      876    1,966    2,007    2,344    1,392    1,055

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -533)
    -163      -49        1      -56     -407     -218     -455     -315      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      9.5      1.6     25.8     57.8     59.0     69.0     41.0     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        6        3       13       16       26       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,847
COMMITMENTS
  10,012    3,461    2,265    7,733    5,119   20,010   10,845    4,837   14,002

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        245)
     136     -274      199     -145     -516      190     -591       55      836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     13.9      9.1     31.1     20.6     80.5     43.6     19.5     56.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       27       23       33       45       92       80
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,866
COMMITMENTS
  11,651   39,446      617   50,106   24,688   62,374   64,751   24,492   22,115

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -6,412)
    -783   -6,309       29   -6,403      970   -7,157   -5,310      745   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     45.4      0.7     57.7     28.4     71.8     74.5     28.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       20        4       28       18       44       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       43,977
COMMITMENTS
   2,214   19,638       29   32,738    7,641   34,981   27,308    8,996   16,669

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      5,393)
  -2,675    3,419       28    7,986     -643    5,339    2,804       54    2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     44.7      0.1     74.4     17.4     79.5     62.1     20.5     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4       14        2       13        8       19       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      107,076
COMMITMENTS
  79,579    4,143      231   19,122   98,376   98,932  102,750    8,144    4,326

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     -2,023)
  -1,175     -289      231     -363   -3,846   -1,307   -3,904     -716    1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3      3.9      0.2     17.9     91.9     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      58       15        2       17       19       76       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       89,238
COMMITMENTS
  25,907    5,809       15   40,597   70,896   66,519   76,720   22,719   12,518

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        297)
      62     -158       14    1,780   -2,565    1,856   -2,709   -1,559    3,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      6.5      0.0     45.5     79.4     74.5     86.0     25.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      22       11        1       17       17       39       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      160,836
COMMITMENTS
  20,771   30,334      677  109,373  110,558  130,821  141,569   30,015   19,267

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        651)
  -1,061   -5,629      -37     -659    7,262   -1,757    1,596    2,408     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     18.9      0.4     68.0     68.7     81.3     88.0     18.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       15        4       27       27       49       45
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,731
COMMITMENTS
  27,335   28,879      750   73,185   70,847  101,270  100,476   47,461   48,255

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     10,713)
   1,265    7,684      187    7,216   -2,174    8,668    5,697    2,045    5,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     19.4      0.5     49.2     47.6     68.1     67.6     31.9     32.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       28        7       25       28       54       59
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       92,531
COMMITMENTS
  29,644    6,000      758   58,431   79,012   88,833   85,770    3,698    6,761

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     17,511)
    -740        0      140   17,900   17,638   17,300   17,778      211     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.5      0.8     63.1     85.4     96.0     92.7      4.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       16       21       20       26
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,482,994
COMMITMENTS
 722,596  935,050  1030145  5793355  5000466  7546096  6965661  936,898  1517333

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:    -67,040)
 -24,357   39,197   82,345   33,973   -1,034   91,961  120,508 -159,001 -187,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     11.0     12.1     68.3     58.9     89.0     82.1     11.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      50       66       90      132      141      236      253
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      696,468
COMMITMENTS
  60,027   72,761   14,536  484,779  494,782  559,342  582,079  137,126  114,389

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      6,497)
     631      160    2,662     -148   -2,084    3,145      738    3,352    5,759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.4      2.1     69.6     71.0     80.3     83.6     19.7     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      35       39       17       96       62      144      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,019,983
COMMITMENTS
 196,557  251,601   16,911  483,360  635,018  696,828  903,530  323,155  116,453

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     47,432)
  13,504   45,282      743   19,415   -1,644   33,662   44,381   13,770    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     24.7      1.7     47.4     62.3     68.3     88.6     31.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      37       67       20       58       58      109      131
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,837
COMMITMENTS
     725    1,429        0    5,388    9,263    6,113   10,692    5,724    1,145

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:         96)
       0      197        0     -439        0     -439      197      535     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.1      0.0     45.5     78.3     51.6     90.3     48.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       10       13       11       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       27,919
COMMITMENTS
   9,413    3,609       27   15,312   16,345   24,752   19,981    3,167    7,938

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      2,802)
     748    1,555       27    2,179     -154    2,954    1,428     -152    1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     12.9      0.1     54.8     58.5     88.7     71.6     11.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        1       18       18       25       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,829
COMMITMENTS
   4,502   18,228        6   35,390   28,670   39,898   46,904   17,931   10,925

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -374)
    -288     -936        1     -494    1,288     -781      353      407     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     31.5      0.0     61.2     49.6     69.0     81.1     31.0     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      12       24        2       33       31       46       56
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      360,852
COMMITMENTS
  76,963  163,376    1,654  248,598  130,795  327,215  295,825   33,637   65,027

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:     21,422)
  10,907   19,269     -134   22,879    2,346   33,652   21,481  -12,230      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     45.3      0.5     68.9     36.2     90.7     82.0      9.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      32       80        7       46       36       80      121
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,282
COMMITMENTS
  36,178    5,352        0   30,980   73,518   67,158   78,870   22,124   10,412

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:       -266)
   2,191      730      -20   -3,423     -623   -1,252       87      986     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      6.0      0.0     34.7     82.3     75.2     88.3     24.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17        4        0       17       16       34       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,378
COMMITMENTS
   1,121   13,161        5   28,693   16,725   29,819   29,891    5,559    5,487

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:        121)
       0     -407        0       32     -203       32     -610       89      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     37.2      0.0     81.1     47.3     84.3     84.5     15.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2       13        1       26       26       29       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      234,934
COMMITMENTS
  54,713   33,682    1,412  171,911  183,166  228,036  218,260    6,898   16,674

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,000)
  -5,404   -1,531      -34    6,874    1,006    1,436     -559     -436    1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     14.3      0.6     73.2     78.0     97.1     92.9      2.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      16       36        6       32       46       50       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,391
COMMITMENTS
  10,171    5,408      449   15,925   23,801   26,545   29,658   12,846    9,733

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,851)
    -244     -420       98    1,641    1,049    1,495      727      356    1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     13.7      1.1     40.4     60.4     67.4     75.3     32.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24       16        2       17       26       43       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       30,104
COMMITMENTS
   6,983      930       15   15,784    2,248   22,782    3,193    7,322   26,911

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      4,765)
    -339      270       -5    1,209      223      865      488    3,900    4,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2      3.1      0.0     52.4      7.5     75.7     10.6     24.3     89.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        3        1        9        4       18        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       72,419
COMMITMENTS
   3,176    4,235      523   51,635   27,826   55,334   32,584   17,085   39,835

CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST:      1,292)
    -402       91       80      160      976     -162    1,147    1,454      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.8      0.7     71.3     38.4     76.4     45.0     23.6     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       13        3       19       30       24       45
 

Updated May 13, 2005