MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,212
COMMITMENTS
   1,759    2,255      517   13,785   11,321   16,061   14,093    4,151    6,119

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        296)
      78      222      -92      369      120      355      250      -59       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     11.2      2.6     68.2     56.0     79.5     69.7     20.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        9        9       22       16       35       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       90,144
COMMITMENTS
  13,943   23,510   16,705   48,049   24,387   78,697   64,602   11,447   25,542

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -5,025)
  -1,446      699   -1,313     -591   -1,527   -3,350   -2,141   -1,675   -2,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     26.1     18.5     53.3     27.1     87.3     71.7     12.7     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       44       38       21       31       84       94
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      132,570
COMMITMENTS
  35,216   42,699   11,864   69,114   52,707  116,194  107,270   16,376   25,300

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,876)
   1,257    4,647   -1,211      258   -1,030      304    2,406    1,572     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     32.2      8.9     52.1     39.8     87.6     80.9     12.4     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      48       69       44       47       73      117      171
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,145
COMMITMENTS
     978    1,350      234    1,136      633    2,348    2,217    1,797    1,928

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        -55)
    -124      218      -51       73     -318     -102     -151       47       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     32.6      5.6     27.4     15.3     56.6     53.5     43.4     46.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      11       18        5       15       11       28       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,459
COMMITMENTS
  10,634    5,100    4,061    9,020    7,861   23,715   17,022    5,744   12,437

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,666)
   1,415    1,182       32     -131      527    1,316    1,741      350      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     17.3     13.8     30.6     26.7     80.5     57.8     19.5     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      35       25       28       40       42       95       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      109,505
COMMITMENTS
  44,042   17,995      540   30,837   76,307   75,419   94,842   34,086   14,663

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     16,920)
  10,455   -1,378        0    2,859   17,646   13,314   16,268    3,606      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2     16.4      0.5     28.2     69.7     68.9     86.6     31.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      26       13        1       23       25       49       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       66,890
COMMITMENTS
   6,485   34,107      407   48,828   15,343   55,720   49,857   11,170   17,033

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -4,387)
     440   -4,149      373   -7,391    2,936   -6,578     -840    2,191   -3,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     51.0      0.6     73.0     22.9     83.3     74.5     16.7     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4       16        2        7       11       13       27
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       98,820
COMMITMENTS
  74,922      870      250   15,027   92,175   90,199   93,295    8,621    5,525

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,620)
    -698     -541     -106    1,595    1,917      791    1,270      829      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.8      0.9      0.3     15.2     93.3     91.3     94.4      8.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      62        6        2       17       14       80       21
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       72,786
COMMITMENTS
  20,459   18,101       47   34,085   35,992   54,591   54,140   18,195   18,646

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        325)
   9,369   -8,498      -66  -10,382   11,669   -1,079    3,105    1,404   -2,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     24.9      0.1     46.8     49.4     75.0     74.4     25.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       16        2       16       24       31       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      166,923
COMMITMENTS
  12,423   38,808      927  125,756  102,970  139,106  142,705   27,817   24,218

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    -11,071)
    -345  -22,620      158  -13,779   18,984  -13,966   -3,478    2,895   -7,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     23.2      0.6     75.3     61.7     83.3     85.5     16.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       27        3       25       26       39       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,418
COMMITMENTS
  27,289   26,705      911   73,571   77,537  101,771  105,153   46,647   43,265

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,659)
  -1,218    2,429     -237    3,030    2,878    1,575    5,070    1,084   -2,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     18.0      0.6     49.6     52.2     68.6     70.8     31.4     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      30       29        8       26       25       60       58
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,004
COMMITMENTS
   4,581        0        0    3,125    8,020    7,706    8,020    1,298      984

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9      0.0      0.0     34.7     89.1     85.6     89.1     14.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        0        0        5       10       12       10
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,020,359
COMMITMENTS
 816,659  1036772  878,646  5459112  4523866  7154417  6439284  865,942  1581075

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    150,533)
  17,263 -101,211   77,697  109,620  196,832  204,580  173,318  -54,047  -22,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     12.9     11.0     68.1     56.4     89.2     80.3     10.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      50       66       92      126      140      229      253
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      655,230
COMMITMENTS
  54,357   50,832    6,296  463,037  505,194  523,690  562,322  131,540   92,908

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,469)
   1,653    2,285    1,372     -242    1,258    2,783    4,915    1,686     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      7.8      1.0     70.7     77.1     79.9     85.8     20.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      35       33       20       88       65      136      106
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,045,387
COMMITMENTS
 199,629  337,612   15,581  571,982  615,157  787,192  968,350  258,195   77,037

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     23,311)
   7,340   53,024    2,327   50,361    9,058   60,028   64,409  -36,717  -41,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     32.3      1.5     54.7     58.8     75.3     92.6     24.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      44       61       19       60       61      114      131
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,323
COMMITMENTS
   1,053        0        0    6,439   10,551    7,492   10,551    4,831    1,772

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        125)
       0        0        0     -491       -1     -491       -1      616      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     52.3     85.6     60.8     85.6     39.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       15       15       17       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,397
COMMITMENTS
   7,266    1,604        0   18,671   27,737   25,937   29,341    6,460    3,056

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:       -640)
     -58     -255       -5   -1,004     -434   -1,067     -694      427       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      5.0      0.0     57.6     85.6     80.1     90.6     19.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        0       15       19       19       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,953
COMMITMENTS
   7,176   10,882        0   29,279   34,410   36,455   45,292   17,498    8,661

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,667)
       8    2,258        0    2,216    2,681    2,224    4,939    3,443      728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     20.2      0.0     54.3     63.8     67.6     83.9     32.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13       16        0       32       24       45       40
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      323,884
COMMITMENTS
 116,728   75,160    2,582  184,681  194,681  303,991  272,423   19,893   51,461

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,294)
 -16,555   10,868      662   24,836  -24,426    8,943  -12,896   -3,649   18,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     23.2      0.8     57.0     60.1     93.9     84.1      6.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      60       63       15       43       38      112      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       73,801
COMMITMENTS
  27,090      786        0   23,777   65,004   50,867   65,790   22,934    8,011

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,305)
  -2,957   -1,243        0      881    3,859   -2,076    2,616    3,381   -1,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      1.1      0.0     32.2     88.1     68.9     89.1     31.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        1        0       12       21       27       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,998
COMMITMENTS
     220    4,338        0   27,735   22,213   27,955   26,551    4,043    5,447

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,187)
    -232      209        0    2,350    1,630    2,118    1,839     -931     -652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     13.6      0.0     86.7     69.4     87.4     83.0     12.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1       10        0       30       26       31       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      227,123
COMMITMENTS
  13,555   47,062      624  201,044  169,049  215,223  216,735   11,900   10,388

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      6,419)
  -1,308    3,021       39   10,219    2,577    8,950    5,637   -2,531      782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     20.7      0.3     88.5     74.4     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      17       41        6       34       50       54       94
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       50,026
COMMITMENTS
  19,142    9,824      498   16,241   29,186   35,881   39,508   14,145   10,518

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      5,343)
   3,864    2,811      -73    1,339    3,341    5,130    6,079      213     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.3     19.6      1.0     32.5     58.3     71.7     79.0     28.3     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      30       16        2       20       20       51       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,589
COMMITMENTS
   6,599      268        0   17,477    9,437   24,076    9,705    4,513   18,884

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,081)
     276      -17        0    1,948      722    2,224      705     -143    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      0.9      0.0     61.1     33.0     84.2     33.9     15.8     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        1        0        9        8       18        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       35,609
COMMITMENTS
   2,218    2,502        0   16,425   24,240   18,643   26,742   16,966    8,867

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      2,131)
     715     -494      -29      462     -356    1,148     -879      983    3,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      7.0      0.0     46.1     68.1     52.4     75.1     47.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        9        0       15       20       18       29
 

Updated August 19, 2005