MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,608
COMMITMENTS
   1,654    1,765      764   14,042   11,671   16,460   14,200    4,148    6,408

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        553)
     219       57      -14      176    1,024      381    1,067      172     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      8.6      3.7     68.1     56.6     79.9     68.9     20.1     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        7        7       24       15       32       26
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,971
COMMITMENTS
  12,512   26,526   21,781   48,943   22,310   83,236   70,617   11,735   24,354

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -951)
   1,096      137      897     -394      493    1,599    1,527   -2,550   -2,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     27.9     22.9     51.5     23.5     87.6     74.4     12.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       50       39       18       26       80      104
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,711
COMMITMENTS
     571    1,024       99      722      603    1,392    1,726    1,319      985

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -130)
     -27      135      -72      -60      -35     -159       28       29     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     37.8      3.7     26.6     22.2     51.3     63.7     48.7     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      11       18        6        8        5       24       24
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      134,933
COMMITMENTS
  29,112   37,608   13,685   72,487   54,819  115,284  106,112   19,649   28,821

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     10,280)
    -548    3,458    2,811    3,263      203    5,526    6,472    4,754    3,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     27.9     10.1     53.7     40.6     85.4     78.6     14.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      49       67       56       57       76      134      185
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,596
COMMITMENTS
     877      942      114      982    1,048    1,973    2,104    1,623    1,492

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        188)
     -10      141       12     -222     -384     -220     -231      408      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     26.2      3.2     27.3     29.1     54.9     58.5     45.1     41.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       14        2       14        9       22       24
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,846
COMMITMENTS
   9,950    3,738    2,551    6,923    4,710   19,424   10,999    4,422   12,847

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      1,201)
     932       -4      771     -529       13    1,174      780       27      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     15.7     10.7     29.0     19.8     81.5     46.1     18.5     53.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      43       21       26       30       39       89       73
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,423
COMMITMENTS
  35,282   12,079      540   25,043   62,647   60,865   75,266   30,558   16,157

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     21,349)
  15,918   -3,197        0    2,859   24,629   18,777   21,432    2,572      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     13.2      0.6     27.4     68.5     66.6     82.3     33.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       11        1       22       24       46       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,525
COMMITMENTS
   2,991   40,939        0   57,922    6,205   60,913   47,144    8,612   22,381

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -4,265)
   1,297   -6,295        0   -6,017    1,472   -4,720   -4,823      455      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     58.9      0.0     83.3      8.9     87.6     67.8     12.4     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1       23        0        7        6        8       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      100,344
COMMITMENTS
  79,187    4,891      165   12,371   89,508   91,723   94,564    8,621    5,780

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -4,267)
  -3,329      527        5   -1,319   -5,019   -4,643   -4,487      376      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9      4.9      0.2     12.3     89.2     91.4     94.2      8.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      61        8        1       16       17       78       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       74,117
COMMITMENTS
   9,067   31,648       10   48,017   22,292   57,094   53,950   17,023   20,167

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        899)
  -1,923      244       10    5,954   -1,055    4,041     -801   -3,142    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     42.7      0.0     64.8     30.1     77.0     72.8     23.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6       23        1       18       18       25       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      162,959
COMMITMENTS
  10,830   73,906    1,544  126,369   56,864  138,743  132,314   24,216   30,645

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      6,442)
    -749   10,141      521    6,010   -4,504    5,782    6,158      660      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     45.4      0.9     77.5     34.9     85.1     81.2     14.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16       36        5       25       22       44       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,286
COMMITMENTS
  24,267   32,115      485   72,930   59,128   97,682   91,728   42,604   48,558

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -8,674)
   1,248  -15,776   -1,208     -610   12,982     -570   -4,002   -8,104   -4,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     22.9      0.3     52.0     42.1     69.6     65.4     30.4     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      25       29        5       26       28       53       60
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       85,085
COMMITMENTS
  23,461    1,166       50   53,380   71,746   76,891   72,962    8,194   12,123

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -299)
  -1,587      245     -245      291   -3,814   -1,541   -3,814    1,242    3,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      1.4      0.1     62.7     84.3     90.4     85.8      9.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1        9       15       12       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,330,642
COMMITMENTS
 740,748  732,120  801,677  4869843  4231411  6412268  5765208  918,374  1565434

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:   -229,572)
 -37,702   34,127  -21,322 -148,252 -210,749 -207,276 -197,944  -22,296  -31,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     10.0     10.9     66.4     57.7     87.5     78.6     12.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      43       61       82      122      133      213      234
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      659,119
COMMITMENTS
  53,750   43,354    5,906  474,732  508,549  534,388  557,809  124,731  101,310

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      1,642)
   3,106   -4,192    1,468      269   -4,063    4,843   -6,787   -3,201    8,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      6.6      0.9     72.0     77.2     81.1     84.6     18.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      32       28       18       84       63      128       98
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      950,006
COMMITMENTS
 117,034  250,359   11,762  506,899  587,697  635,695  849,818  314,311  100,188

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     91,839)
 -30,464   50,088      946   65,155   38,750   35,637   89,784   56,202    2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     26.4      1.2     53.4     61.9     66.9     89.5     33.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       60       19       59       59      107      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,270
COMMITMENTS
   1,060      353        0    6,525   10,957    7,585   11,310    4,685      960

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -172)
    -212       -5        0       59       -5     -153      -10      -19     -162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.9      0.0     53.2     89.3     61.8     92.2     38.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       31,570
COMMITMENTS
   8,522    1,292      123   18,415   26,435   27,060   27,850    4,510    3,720

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        442)
    -892      275        0      868      -69      -24      206      466      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      4.1      0.4     58.3     83.7     85.7     88.2     14.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        2        1       16       20       23       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,381
COMMITMENTS
   6,449    8,785        0   26,347   32,795   32,796   41,580   17,585    8,801

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        342)
    -433      719        0      791        2      358      721      -16     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     17.4      0.0     52.3     65.1     65.1     82.5     34.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       11        0       30       22       41       33
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      258,715
COMMITMENTS
  71,634   75,774    3,031  160,829  121,311  235,494  200,116   23,221   58,599

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     18,713)
 -10,003  -33,155    1,208   26,841   44,875   18,046   12,928      667    5,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     29.3      1.2     62.2     46.9     91.0     77.3      9.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      65       56       10       38       40      109      100
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,490
COMMITMENTS
  17,868    9,312        7   29,218   39,583   47,093   48,902   17,397   15,588

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      4,121)
   1,334    1,348        7    3,762     -655    5,103      700     -982    3,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.4      0.0     45.3     61.4     73.0     75.8     27.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        9        1       16       17       25       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,085
COMMITMENTS
     800    4,050        0   23,337   20,897   24,137   24,947    4,948    4,138

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -153)
     -79     -269        0     -128    2,419     -207    2,150       54   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     13.9      0.0     80.2     71.8     83.0     85.8     17.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        9        0       28       22       31       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      227,435
COMMITMENTS
  27,030   43,793    1,067  186,112  169,728  214,209  214,588   13,226   12,847

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -12,765)
   2,844   -1,827       42  -14,880  -13,341  -11,994  -15,126     -771    2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     19.3      0.5     81.8     74.6     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      23       41        6       35       49       61       93
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,164
COMMITMENTS
  12,062    5,937      430   11,348   21,240   23,840   27,607   11,324    7,557

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      3,186)
     479      483       40    1,704    2,055    2,223    2,578      963      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     16.9      1.2     32.3     60.4     67.8     78.5     32.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      24       13        3       16       19       41       34
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       28,335
COMMITMENTS
   1,295    2,311      441   13,308   21,999   15,044   24,751   13,291    3,584

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -583)
       0     -496     -253     -301      192     -554     -557      -29      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      8.2      1.6     47.0     77.6     53.1     87.4     46.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        2       13       19       17       30
 

Updated July 15, 2005