MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       20,694
COMMITMENTS
   1,658    2,427      643   14,054   11,412   16,355   14,482    4,339    6,212

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        482)
    -101      172      126      269       91      294      389      188       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     11.7      3.1     67.9     55.1     79.0     70.0     21.0     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        9       12       22       16       38       31
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,485
COMMITMENTS
  15,059   22,419   19,248   47,043   26,103   81,350   67,770   15,135   28,715

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      6,341)
   1,116   -1,091    2,543   -1,006    1,716    2,653    3,168    3,688    3,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     23.2     19.9     48.8     27.1     84.3     70.2     15.7     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      32       45       42       23       32       91       96
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      134,147
COMMITMENTS
  34,885   38,355   12,572   67,081   55,772  114,538  106,699   19,609   27,448

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,577)
    -331   -4,344      708   -2,033    3,065   -1,656     -571    3,233    2,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     28.6      9.4     50.0     41.6     85.4     79.5     14.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      41       64       43       54       82      117      175
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,198
COMMITMENTS
     995    1,831       87    1,165      499    2,247    2,417    1,951    1,781

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:         53)
      17      481     -147       29     -134     -101      200      154     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     43.6      2.1     27.8     11.9     53.5     57.6     46.5     42.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      11       17        5       15       11       27       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,559
COMMITMENTS
  11,781    4,993    4,246    8,066    8,442   24,093   17,681    5,466   11,878

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        100)
   1,147     -107      185     -954      581      378      659     -278     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     16.9     14.4     27.3     28.6     81.5     59.8     18.5     40.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      43       25       34       34       41       99       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      107,851
COMMITMENTS
  41,543   17,000      719   33,159   75,499   75,421   93,218   32,430   14,633

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -1,654)
  -2,499     -995      179    2,322     -808        2   -1,624   -1,656      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     15.8      0.7     30.7     70.0     69.9     86.4     30.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       11        2       21       27       48       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       67,995
COMMITMENTS
   3,165   40,709       34   55,438   10,104   58,637   50,847    9,358   17,148

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,105)
  -3,320    6,602     -373    6,610   -5,239    2,917      990   -1,812      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     59.9      0.1     81.5     14.9     86.2     74.8     13.8     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       19        1        8       10       11       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       81,261
COMMITMENTS
  54,579    9,279      406   19,537   64,466   74,522   74,151    6,739    7,110

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -17,559)
 -20,343    8,409      156    4,510  -27,709  -15,677  -19,144   -1,882    1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2     11.4      0.5     24.0     79.3     91.7     91.3      8.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      42       11        2       17       15       61       26
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       74,604
COMMITMENTS
  21,708   16,210       48   34,611   41,919   56,367   58,177   18,237   16,427

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      1,818)
   1,249   -1,891        1      526    5,927    1,776    4,037       42   -2,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     21.7      0.1     46.4     56.2     75.6     78.0     24.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       14        3       17       26       34       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      166,538
COMMITMENTS
   9,358   40,724      926  128,914  101,140  139,198  142,790   27,340   23,748

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:       -385)
  -3,065    1,916       -1    3,158   -1,830       92       85     -477     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     24.5      0.6     77.4     60.7     83.6     85.7     16.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       28        4       25       27       41       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      145,089
COMMITMENTS
  24,238   30,004    1,018   77,787   73,001  103,043  104,023   42,046   41,066

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     -3,329)
  -3,051    3,299      107    4,216   -4,536    1,272   -1,130   -4,601   -2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     20.7      0.7     53.6     50.3     71.0     71.7     29.0     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      27       29       10       26       25       56       61
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,143,069
COMMITMENTS
 922,284  987,072  852,246  5466841  4733023  7241371  6572341  901,698  1570728

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    122,710)
 105,625  -49,700  -26,400    7,729  209,157   86,954  133,057   35,756  -10,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     12.1     10.5     67.1     58.1     88.9     80.7     11.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      53       68       92      125      143      228      257
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      655,907
COMMITMENTS
  51,108   54,340    6,340  468,664  505,067  526,112  565,747  129,795   90,160

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        677)
  -3,249    3,508       44    5,627     -127    2,422    3,425   -1,745   -2,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      8.3      1.0     71.5     77.0     80.2     86.3     19.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      32       33       18       87       62      132      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,327
COMMITMENTS
 193,366  324,516   24,957  612,446  637,245  830,769  986,718  260,558  104,609

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     45,940)
  -6,263  -13,096    9,376   40,464   22,088   43,577   18,368    2,363   27,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.7      2.3     56.1     58.4     76.1     90.4     23.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      42       57       21       58       65      114      129
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,331
COMMITMENTS
   1,259        0        0    6,428   10,555    7,687   10,555    4,644    1,776

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:          8)
     206        0        0      -11        4      195        4     -187        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.0     52.1     85.6     62.3     85.6     37.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        0       15       15       18       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,095
COMMITMENTS
   6,629    1,622        0   19,623   28,928   26,252   30,550    6,843    2,545

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:        698)
    -637       18        0      952    1,191      315    1,209      383     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      4.9      0.0     59.3     87.4     79.3     92.3     20.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        4        0       16       20       20       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,853
COMMITMENTS
   6,240   13,600        0   30,653   34,455   36,893   48,055   19,960    8,798

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,900)
    -936    2,718        0    1,374       45      438    2,763    2,462      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     23.9      0.0     53.9     60.6     64.9     84.5     35.1     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      11       18        0       33       27       44       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      337,815
COMMITMENTS
 120,104   74,181    2,528  195,275  201,247  317,907  277,956   19,908   59,859

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     13,931)
   3,376     -979      -54   10,594    6,566   13,916    5,533       15    8,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     22.0      0.7     57.8     59.6     94.1     82.3      5.9     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      69       61       13       42       36      118      103
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       60,188
COMMITMENTS
  14,661    2,791        0   26,984   46,249   41,645   49,040   18,543   11,148

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:    -13,613)
 -12,429    2,005        0    3,207  -18,755   -9,222  -16,750   -4,391    3,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      4.6      0.0     44.8     76.8     69.2     81.5     30.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        4        0       15       17       26       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       36,107
COMMITMENTS
     220    5,163        0   30,820   25,208   31,040   30,371    5,067    5,736

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      4,109)
       0      825        0    3,085    2,995    3,085    3,820    1,024      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     14.3      0.0     85.4     69.8     86.0     84.1     14.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1       12        0       30       25       31       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      244,708
COMMITMENTS
  12,781   48,390      654  220,775  184,151  234,210  233,195   10,498   11,513

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:     17,585)
    -774    1,328       30   19,731   15,102   18,987   16,460   -1,402    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     19.8      0.3     90.2     75.3     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       41        4       35       50       52       92
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       56,623
COMMITMENTS
  20,648   11,770      461   19,130   31,967   40,239   44,198   16,384   12,425

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      6,597)
   1,506    1,946      -37    2,889    2,781    4,358    4,690    2,239    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     20.8      0.8     33.8     56.5     71.1     78.1     28.9     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      27       18        3       22       23       51       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       30,684
COMMITMENTS
   7,288      891      239   18,584   10,978   26,111   12,108    4,573   18,576

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,095)
     689      623      239    1,107    1,541    2,035    2,403       60     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      2.9      0.8     60.6     35.8     85.1     39.5     14.9     60.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        2        3       10        9       21       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 08/23/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       38,577
COMMITMENTS
   1,253    2,502        0   18,843   25,371   20,096   27,873   18,481   10,704

CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST:      2,968)
    -965        0        0    2,418    1,131    1,453    1,131    1,515    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      6.5      0.0     48.8     65.8     52.1     72.3     47.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        9        0       16       22       19       31
 

Updated August 26, 2005