MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,101
COMMITMENTS
   3,030    2,051    1,085   14,795   13,077   18,910   16,213    4,191    6,888

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        287)
    -633      102       51      768       79      186      232      101       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.9      4.7     64.0     56.6     81.9     70.2     18.1     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        6       10       21       18       34       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,007
COMMITMENTS
  11,919   16,247   24,658   44,721   28,516   81,298   69,421   14,709   26,586

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -506)
    -213    4,955    4,437      543   -4,625    4,767    4,767   -5,273   -5,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     16.9     25.7     46.6     29.7     84.7     72.3     15.3     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      39       53       54       20       33       92      122
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,913
COMMITMENTS
     605    1,708      271    1,508      782    2,384    2,761    1,529    1,152

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        308)
     189      272     -115       -7       11       67      168      241      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     43.6      6.9     38.5     20.0     60.9     70.6     39.1     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10       16        4        8        4       22       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      144,146
COMMITMENTS
  40,842   16,105   14,717   69,629   75,020  125,188  105,842   18,958   38,304

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -9,819)
  -9,365   -1,875   -2,143    2,682   -3,977   -8,826   -7,995     -993   -1,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     11.2     10.2     48.3     52.0     86.8     73.4     13.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      56       30       43       66      103      147      162
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,408
COMMITMENTS
   1,178      464      130      942    1,807    2,250    2,401    1,158    1,007

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        143)
      18       79       65      183       59      266      203     -123      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     13.6      3.8     27.6     53.0     66.0     70.5     34.0     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9       11        4       16       15       28       27
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,508
COMMITMENTS
  10,855    4,184    1,565    7,357    4,392   19,777   10,141    4,731   14,367

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -231)
    -611       36      264       13     -724     -334     -424      103      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     17.1      6.4     30.0     17.9     80.7     41.4     19.3     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      36       30       18       30       45       80       81
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       96,833
COMMITMENTS
   9,806   42,690      587   63,398   30,943   73,791   74,220   23,042   22,613

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -2,256)
  -1,856   -2,464     -684      565    2,823   -1,975     -325     -281   -1,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     44.1      0.6     65.5     32.0     76.2     76.6     23.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       23        3       30       22       42       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,873
COMMITMENTS
   1,762   39,433       57   59,616    7,279   61,435   46,769    8,438   23,104

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      8,915)
    -180    9,113       45   10,825     -423   10,690    8,735   -1,775      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     56.4      0.1     85.3     10.4     87.9     66.9     12.1     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       24        2       18        7       22       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      101,704
COMMITMENTS
  77,044    3,599      340   16,026   93,248   93,410   97,187    8,294    4,517

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -3,325)
  -1,373      743      114   -2,407   -4,599   -3,666   -3,742      341      417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8      3.5      0.3     15.8     91.7     91.8     95.6      8.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      59       14        3       15       18       76       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       86,387
COMMITMENTS
  14,760   22,170      805   52,624   45,652   68,189   68,627   18,198   17,760

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      4,897)
  -2,855    4,989      125    9,286   -2,028    6,556    3,086   -1,659    1,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     25.7      0.9     60.9     52.8     78.9     79.4     21.1     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       20        2       23       15       39       36
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      184,022
COMMITMENTS
  10,629   49,460      824  150,228  110,349  161,681  160,633   22,341   23,389

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -5,010)
  -1,034  -10,086      823   -3,395      356   -3,606   -8,907   -1,404    3,897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     26.9      0.4     81.6     60.0     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      18       23        3       32       28       52       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      162,145
COMMITMENTS
  24,631   39,952    1,274   92,321   68,523  118,226  109,749   43,919   52,396

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      5,285)
   2,399    4,232      216    4,270   -1,429    6,885    3,019   -1,600    2,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     24.6      0.8     56.9     42.3     72.9     67.7     27.1     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      31       31        8       28       29       62       65
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,696,401
COMMITMENTS
 793,964  765,172  1063152  5840381  5298247  7697497  7126571  998,904  1569830

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     62,086)
   8,345   18,755    7,069   58,623   20,447   74,037   46,271  -11,951   15,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.8     12.2     67.2     60.9     88.5     81.9     11.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      57       61       94      127      137      237      248
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      703,597
COMMITMENTS
  59,773   69,269   15,869  490,425  494,838  566,067  579,976  137,530  123,621

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        931)
   2,264   -9,091      125    2,826    1,374    5,215   -7,592   -4,284    8,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.8      2.3     69.7     70.3     80.5     82.4     19.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       31       18       95       63      143       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,049,050
COMMITMENTS
 180,992  241,162   12,739  497,017  695,964  690,748  949,865  358,302   99,185

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     48,482)
   6,162   31,810   -6,223   27,532   23,110   27,471   48,697   21,011     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     23.0      1.2     47.4     66.3     65.8     90.5     34.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      44       55       19       53       59      110      120
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,515
COMMITMENTS
     725    1,306        0    5,426    9,871    6,151   11,177    5,364      338

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -168)
       0     -203        0       81      595       81      392     -249     -560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     11.3      0.0     47.1     85.7     53.4     97.1     46.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       11       14       12       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,492
COMMITMENTS
  10,998    6,172        0   14,395   17,843   25,393   24,015    4,099    5,477

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        800)
     -67    1,638        0      360    1,512      293    3,150      507   -2,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     20.9      0.0     48.8     60.5     86.1     81.4     13.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        5        0       16       17       24       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,457
COMMITMENTS
   7,570   17,683        7   37,032   25,515   44,609   43,205    9,848   11,252

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -3,875)
   2,881   -2,689        1   -1,799   -1,771    1,083   -4,459   -4,958      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     32.5      0.0     68.0     46.9     81.9     79.3     18.1     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       18        1       33       28       49       47
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      315,054
COMMITMENTS
  89,725  115,503    6,169  190,434  159,804  286,328  281,476   28,726   33,578

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:    -16,727)
  12,408  -29,529    3,807  -35,097   19,255  -18,882   -6,467    2,155  -10,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     36.7      2.0     60.4     50.7     90.9     89.3      9.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      54       81       10       40       37      100      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       85,299
COMMITMENTS
  21,939    8,632        6   44,079   61,188   66,024   69,826   19,275   15,473

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:        857)
  -2,282     -354     -457    2,075     -548     -664   -1,359    1,521    2,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     10.1      0.0     51.7     71.7     77.4     81.9     22.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        9        1       20       15       30       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,652
COMMITMENTS
     777   13,017      111   29,970   18,519   30,858   31,647    5,794    5,005

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:       -308)
    -344       15      106     -251     -121     -489        0      181     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     35.5      0.3     81.8     50.5     84.2     86.3     15.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       12        3       27       26       32       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      242,112
COMMITMENTS
  51,671   36,029    1,754  178,440  189,046  231,865  226,829   10,247   15,283

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:     -5,457)
  -1,013   -3,957      -14   -5,205     -922   -6,232   -4,893      775     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     14.9      0.7     73.7     78.1     95.8     93.7      4.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      15       37        6       34       47       53       86
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,339
COMMITMENTS
  13,540    6,554       76   14,303   22,824   27,919   29,454   14,420   12,885

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,633)
   3,350      665       10   -3,213   -1,874      147   -1,199    1,486    2,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     15.5      0.2     33.8     53.9     65.9     69.6     34.1     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       14        2       18       27       49       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       29,330
COMMITMENTS
   7,160      350       42   15,964    2,397   23,166    2,789    6,164   26,541

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,972)
     409     -573       25      114     -256      548     -804    1,424    2,776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      1.2      0.1     54.4      8.2     79.0      9.5     21.0     90.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      11        1        2       11        4       22        7
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       75,849
COMMITMENTS
   4,466    5,718      445   51,633   28,469   56,544   34,632   19,305   41,217

CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST:      1,489)
   1,320    1,335     -146       95       39    1,269    1,228      220      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      7.5      0.6     68.1     37.5     74.5     45.7     25.5     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4       14        2       19       29       24       45
 

Updated May 27, 2005