MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,814
COMMITMENTS
   3,663    1,949    1,034   14,027   12,998   18,724   15,981    4,090    6,833

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        769)
   1,097       94     -295      459      462    1,261      261     -492      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      8.5      4.5     61.5     57.0     82.1     70.0     17.9     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        6       13       20       18       36       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,513
COMMITMENTS
  12,132   11,292   20,221   44,178   33,141   76,531   64,654   19,982   31,859

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        336)
  -2,397     -576    1,560     -145   -2,261     -982   -1,277    1,318    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     11.7     21.0     45.8     34.3     79.3     67.0     20.7     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       42       43       22       33       88      102
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,605
COMMITMENTS
     416    1,436      386    1,515      771    2,317    2,593    1,288    1,012

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -126)
      19      -48       10      -22      -35        7      -73     -133      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     39.8     10.7     42.0     21.4     64.3     71.9     35.7     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9       10        5        8        4       20       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,965
COMMITMENTS
  50,207   17,980   16,860   66,947   78,997  134,014  113,837   19,951   40,128

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,666)
   4,758      168    2,881    3,605    6,932   11,244    9,981    1,422    2,685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     11.7     11.0     43.5     51.3     87.0     73.9     13.0     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      70       34       46       63      101      160      165
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,265
COMMITMENTS
   1,160      385       65      759    1,748    1,984    2,198    1,281    1,067

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -134)
      85       63        9     -117     -218      -23     -146     -111       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     11.8      2.0     23.2     53.5     60.8     67.3     39.2     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        7        7       15       12       32       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,739
COMMITMENTS
  11,466    4,148    1,301    7,344    5,116   20,111   10,565    4,628   14,174

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -108)
   1,454      687     -964     -389       -3      101     -280     -209      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     16.8      5.3     29.7     20.7     81.3     42.7     18.7     57.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       29       17       32       44       85       78
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       99,089
COMMITMENTS
  11,662   45,154    1,271   62,833   28,120   75,766   74,545   23,323   24,544

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,223)
      11    5,708      654   12,727    3,432   13,392    9,794   -1,169    2,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     45.6      1.3     63.4     28.4     76.5     75.2     23.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       22        5       31       18       48       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       60,958
COMMITMENTS
   1,942   30,320       12   48,791    7,702   50,745   38,034   10,213   22,924

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     16,981)
    -272   10,682      -17   16,053       61   15,764   10,726    1,217    6,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     49.7      0.0     80.0     12.6     83.2     62.4     16.8     37.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4       19        2       16        9       21       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      105,029
COMMITMENTS
  78,417    2,856      226   18,433   97,847   97,076  100,929    7,953    4,100

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -2,047)
  -1,162   -1,287       -5     -689     -529   -1,856   -1,821     -191     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7      2.7      0.2     17.6     93.2     92.4     96.1      7.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      63       11        2       15       20       79       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       81,490
COMMITMENTS
  17,615   17,181      680   43,338   47,680   61,633   65,541   19,857   15,949

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -7,748)
  -8,292   11,372      665    2,741  -23,216   -4,886  -11,179   -2,862    3,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     21.1      0.8     53.2     58.5     75.6     80.4     24.4     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      17       16        2       20       15       37       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      189,032
COMMITMENTS
  11,663   59,546        1  153,623  109,993  165,287  169,540   23,745   19,492

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     28,196)
  -9,108   29,212     -676   44,250     -565   34,466   27,971   -6,270      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     31.5      0.0     81.3     58.2     87.4     89.7     12.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       23        1       30       26       47       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      156,860
COMMITMENTS
  22,232   35,720    1,058   88,051   69,952  111,341  106,730   45,519   50,130

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      8,129)
  -5,103    6,841      308   14,866     -895   10,071    6,254   -1,942    1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     22.8      0.7     56.1     44.6     71.0     68.0     29.0     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      29       29        5       30       28       62       59
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,634,315
COMMITMENTS
 785,619  746,417  1056083  5781758  5277800  7623460  7080300  1010855  1554015

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    151,321)
  63,023 -188,633   25,938  -11,597  277,334   77,364  114,639   73,957   36,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.6     12.2     67.0     61.1     88.3     82.0     11.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      53       64      100      128      136      241      249
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      702,666
COMMITMENTS
  57,509   78,360   15,744  487,599  493,464  560,852  587,568  141,814  115,098

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      6,198)
  -2,518    5,599    1,208    2,820   -1,318    1,510    5,489    4,688      709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     11.2      2.2     69.4     70.2     79.8     83.6     20.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      34       39       17       97       63      144      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,000,568
COMMITMENTS
 174,830  209,352   18,962  469,485  672,854  663,277  901,168  337,291   99,400

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -19,415)
 -21,727  -42,249    2,051  -13,875   37,836  -33,551   -2,362   14,136  -17,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     20.9      1.9     46.9     67.2     66.3     90.1     33.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      43       61       19       54       57      109      125
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,683
COMMITMENTS
     725    1,509        0    5,345    9,276    6,070   10,785    5,613      898

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:       -154)
       0       80        0      -43       13      -43       93     -111     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     12.9      0.0     45.8     79.4     52.0     92.3     48.0      7.7

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 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,692
COMMITMENTS
  11,065    4,534        0   14,035   16,331   25,100   20,865    3,592    7,827

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        773)
   1,652      925      -27   -1,277      -14      348      884      425     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     15.8      0.0     48.9     56.9     87.5     72.7     12.5     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        6        0       17       18       23       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,332
COMMITMENTS
   4,689   20,372        6   38,831   27,286   43,526   47,664   14,806   10,668

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:        503)
     187    2,144        0    3,441   -1,384    3,628      760   -3,125     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     34.9      0.0     66.6     46.8     74.6     81.7     25.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      12       23        2       34       31       47       55
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      331,781
COMMITMENTS
  77,317  145,032    2,362  225,531  140,549  305,210  287,943   26,571   43,838

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:    -29,071)
     354  -18,344      708  -23,067    9,754  -22,005   -7,882   -7,066  -21,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     43.7      0.7     68.0     42.4     92.0     86.8      8.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      42       81       10       42       39       88      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       84,442
COMMITMENTS
  24,221    8,986      463   42,004   61,736   66,688   71,185   17,754   13,257

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -4,840)
 -11,957    3,634      463   11,024  -11,782     -470   -7,685   -4,370    2,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     10.6      0.5     49.7     73.1     79.0     84.3     21.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        2       18       14       32       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,960
COMMITMENTS
   1,121   13,002        5   30,221   18,640   31,347   31,647    5,613    5,313

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,582)
       0     -159        0    1,528    1,915    1,528    1,756       54     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     35.2      0.0     81.8     50.4     84.8     85.6     15.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2       12        1       27       27       30       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      247,569
COMMITMENTS
  52,684   39,986    1,768  183,645  189,968  238,097  231,722    9,472   15,847

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     12,635)
  -2,029    6,304      356   11,734    6,802   10,061   13,462    2,574     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     16.2      0.7     74.2     76.7     96.2     93.6      3.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      17       38        7       32       46       53       87
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,706
COMMITMENTS
  10,190    5,889       66   17,516   24,698   27,772   30,653   12,934   10,053

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,315)
      19      481     -383    1,591      897    1,227      995       88      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     14.5      0.2     43.0     60.7     68.2     75.3     31.8     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       15        2       20       30       47       45
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,358
COMMITMENTS
   6,751      923       17   15,850    2,653   22,618    3,593    4,740   23,765

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:     -2,746)
    -232       -7        2       66      405     -164      400   -2,582   -3,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      3.4      0.1     57.9      9.7     82.7     13.1     17.3     86.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        2       10        5       19       10
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,360
COMMITMENTS
   3,146    4,383      591   51,538   28,430   55,275   33,404   19,085   40,956

CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST:      1,941)
     -30      148       68      -97      604      -59      820    2,000    1,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.9      0.8     69.3     38.2     74.3     44.9     25.7     55.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2       14        3       19       28       24       43
 

Updated May 20, 2005