MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,691
COMMITMENTS
   2,649    1,863      967   13,985   11,920   17,601   14,750    4,090    6,941

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        533)
     186      -67       61      323      414      570      408      -37      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.6      4.5     64.5     55.0     81.1     68.0     18.9     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        6        8       22       16       34       27
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       92,540
COMMITMENTS
  10,607   24,227   15,069   50,907   25,812   76,583   65,108   15,957   27,432

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,911)
     274    2,776   -4,454    2,003   -1,006   -2,177   -2,684      266      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5     26.2     16.3     55.0     27.9     82.8     70.4     17.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      30       58       37       29       32       82      108
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,992
COMMITMENTS
     694    1,597      485    1,227      744    2,406    2,826    1,586    1,166

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:         86)
     129     -106      -26      -87       28       16     -104       70      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     40.0     12.1     30.7     18.6     60.3     70.8     39.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       14       10        6        5       23       26
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      133,331
COMMITMENTS
  30,832   21,561   16,530   70,017   63,749  117,379  101,840   15,952   31,491

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -8,012)
  -4,408    5,277   -1,413      684   -7,474   -5,137   -3,610   -2,875   -4,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     16.2     12.4     52.5     47.8     88.0     76.4     12.0     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      46       55       41       57       82      128      162
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,640
COMMITMENTS
   1,176      655      129    1,217    1,689    2,522    2,473    1,118    1,167

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        221)
     -57      154       15      121     -147       79       22      142      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     18.0      3.5     33.4     46.4     69.3     67.9     30.7     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        9        5       18       16       33       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,853
COMMITMENTS
   8,346    3,726    1,371    7,289    3,729   17,006    8,826    4,847   13,027

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,445)
  -1,570     -786       -5      263      424   -1,312     -367     -133   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     17.1      6.3     33.4     17.1     77.8     40.4     22.2     59.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       23       17       27       37       74       66
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       63,187
COMMITMENTS
  10,932   28,521      647   26,421   15,297   38,000   44,465   25,187   18,722

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -30,999)
   1,257   -7,715       52  -30,511  -20,903  -29,202  -28,566   -1,797   -2,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     45.1      1.0     41.8     24.2     60.1     70.4     39.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      13       19        4       25       20       40       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,534
COMMITMENTS
   2,905   46,486        0   64,004    4,362   66,909   50,848    6,625   22,686

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -16,486)
     962     -769       -1  -14,427  -14,649  -13,466  -15,419   -3,020   -1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     63.2      0.0     87.0      5.9     91.0     69.1      9.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       26        0       12        3       14       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,424
COMMITMENTS
  82,315    4,367      121   10,557   92,040   92,993   96,528    9,431    5,896

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -18,456)
   1,817    1,127   -2,743  -16,831  -17,515  -17,757  -19,131     -699      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4      4.3      0.1     10.3     89.9     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      62        7        1       11       18       74       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,775
COMMITMENTS
  14,197   31,146      543   36,280   18,422   51,020   50,111   17,755   18,664

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -32,745)
    -471    7,903     -180  -25,775  -38,822  -26,426  -31,099   -6,319   -1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     45.3      0.8     52.8     26.8     74.2     72.9     25.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       21        2       16       13       29       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      144,048
COMMITMENTS
   8,991   61,022      929  112,210   53,702  122,130  115,653   21,918   28,395

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -41,940)
   3,696   18,616       93  -39,766  -63,335  -35,977  -44,626   -5,963    2,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     42.4      0.6     77.9     37.3     84.8     80.3     15.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       30        4       32       17       48       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,233
COMMITMENTS
  26,335   46,000    1,613   65,262   42,453   93,210   90,066   47,023   50,167

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -53,474)
   3,396    5,290      984  -59,982  -62,855  -55,602  -56,581    2,128    3,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     32.8      1.2     46.5     30.3     66.5     64.2     33.5     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       37        9       26       24       61       65
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,409,695
COMMITMENTS
 656,463  669,270  802,568  5005162  4420553  6464193  5892391  945,502  1517304

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,543,793)
-329,447  -73,851 -238,500 -857,599 -1179229 -1425546 -1491580 -118,247  -52,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      9.0     10.8     67.5     59.7     87.2     79.5     12.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      43       58       77      115      128      203      223
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      772,296
COMMITMENTS
  54,950   69,092   13,260  551,924  565,178  620,134  647,530  152,162  124,766

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     57,501)
  -3,917    3,614   -1,971   57,995   53,445   52,107   55,088    5,394    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      8.9      1.7     71.5     73.2     80.3     83.8     19.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      38       30       28      101       68      154      111
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,211,683
COMMITMENTS
 202,817  211,222   54,392  592,365  824,970  849,574  1090584  362,109  121,099

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    122,268)
   3,700   -2,620   26,541   69,288   75,763   99,529   99,684   22,739   22,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.4      4.5     48.9     68.1     70.1     90.0     29.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      53       48       38       70       62      139      132
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       16,980
COMMITMENTS
   1,011    3,759      113    9,329   11,353   10,453   15,225    6,527    1,755

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,329)
       0       52       82      478      655      560      789      769      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     22.1      0.7     54.9     66.9     61.6     89.7     38.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       15       15       18       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       43,113
COMMITMENTS
  10,712    5,646    1,091   25,757   32,098   37,560   38,835    5,553    4,278

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,125)
     416    2,153      749    7,382    8,541    8,547   11,443    1,578   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     13.1      2.5     59.7     74.5     87.1     90.1     12.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        6       18       21       27       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,607
COMMITMENTS
   8,969   11,637    1,828   43,768   36,571   54,565   50,036   21,042   25,571

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     19,012)
    -288      164    1,784    7,534   10,121    9,030   12,069    9,982    6,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     15.4      2.4     57.9     48.4     72.2     66.2     27.8     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       18        5       43       38       61       61
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      404,856
COMMITMENTS
  86,234  110,228   15,779  198,864  220,464  300,877  346,471  103,979   58,385

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     86,243)
   6,364   -1,099    8,448   37,390   41,829   52,202   49,178   34,041   37,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     27.2      3.9     49.1     54.5     74.3     85.6     25.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       54       22       52       41      118      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       59,436
COMMITMENTS
  19,846    4,587      564   20,750   44,750   41,160   49,901   18,276    9,535

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -28,142)
   4,318    1,908     -386  -30,999  -25,619  -27,067  -24,097   -1,075   -4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      7.7      0.9     34.9     75.3     69.3     84.0     30.7     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        7        2       11       17       21       24
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,504
COMMITMENTS
     555   14,438      886   35,440   25,523   36,881   40,847    8,623    4,657

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,558)
    -494      558      441    5,278    5,981    5,225    6,980    1,333     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     31.7      1.9     77.9     56.1     81.1     89.8     18.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       14        4       31       27       37       42
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      305,120
COMMITMENTS
  48,353   36,596   21,728  207,352  211,031  277,433  269,355   27,687   35,765

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     56,383)
    -605    3,471   18,006   21,206   19,037   38,607   40,514   17,776   15,869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     12.0      7.1     68.0     69.2     90.9     88.3      9.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      20       38       19       43       50       75       96
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,741
COMMITMENTS
   9,951    7,215       88    9,125   14,537   19,164   21,840   11,577    8,901

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,574)
  -4,252      667   -2,520   -7,459  -11,526  -14,231  -13,379   -7,343   -8,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     23.5      0.3     29.7     47.3     62.3     71.0     37.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      22       12        1       13       15       35       28
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,867
COMMITMENTS
   1,832    3,844      693   12,060   22,336   14,585   26,873   15,282    2,994

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,271)
  -2,820   -1,884      -76  -40,774   -7,132  -43,670   -9,092   -2,601  -37,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     12.9      2.3     40.4     74.8     48.8     90.0     51.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       12        3       15       21       20       36
 

Updated June 17, 2005