MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,965:       893      2,239      1,796     13,168     10,593     15,857     14,628:     5,108      6,337
Old  :    20,965:       893      2,239      1,796     13,168     10,593     15,857     14,628:     5,108      6,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -3,076:      -296       -196       -387     -2,076     -1,751     -2,759     -2,333:      -317       -743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       10.7        8.6       62.8       50.5       75.6       69.8:      24.4       30.2
Old  :     100.0:       4.3       10.7        8.6       62.8       50.5       75.6       69.8:      24.4       30.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         9          4         11         21         18         33         30:
Old  :        37:         9          4         11         21         18         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       30.7       56.2       49.0       38.8       28.4       54.5       43.2
Old  :                 38.8       30.7       56.2       49.0       38.8       28.4       54.5       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   112,600:    20,557     18,294     27,456     48,431     32,025     96,444     77,775:    16,156     34,826
Old  :    60,663:    17,583     33,850      2,732     34,267     10,195     54,583     46,777:     6,080     13,886
Other:    51,937:    22,059      3,530      5,639     14,164     21,829     41,861     30,998:    10,076     20,939
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,304:     2,374     -1,417      1,009       -879      2,095      2,504      1,686:       800      1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       16.2       24.4       43.0       28.4       85.7       69.1:      14.3       30.9
Old  :     100.0:      29.0       55.8        4.5       56.5       16.8       90.0       77.1:      10.0       22.9
Other:     100.0:      42.5        6.8       10.9       27.3       42.0       80.6       59.7:      19.4       40.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        46         43         58         27         34        119        101:
Old  :       141:        45         51         16         20         30         76         86:
Other:       113:        52         17         29         22         30         84         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       18.0       38.2       30.0       26.5       14.7       37.0       22.2
Old  :                 39.0       30.8       57.1       43.9       39.0       30.8       56.8       43.9
Other:                 21.3       19.7       37.7       26.9       20.9       19.1       35.9       26.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   153,261:    37,098     33,509     21,038     74,551     62,507    132,686    117,054:    20,574     36,207
Old  :   153,261:    37,098     33,509     21,038     74,551     62,507    132,686    117,054:    20,574     36,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,271:     2,005     -1,645        559     -2,181        126        383       -959:       888      2,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       21.9       13.7       48.6       40.8       86.6       76.4:      13.4       23.6
Old  :     100.0:      24.2       21.9       13.7       48.6       40.8       86.6       76.4:      13.4       23.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        44         66         54         70         93        149        185:
Old  :       223:        44         66         54         70         93        149        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       13.1       38.7       21.1       23.3       10.8       37.1       18.6
Old  :                 23.3       13.1       38.7       21.1       23.3       10.8       37.1       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,477:       971      1,598        374        863        632      2,208      2,604:     2,269      1,873
Old  :     4,477:       971      1,598        374        863        632      2,208      2,604:     2,269      1,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -378:       -22       -305         96       -352        -80       -278       -290:       -99        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       35.7        8.3       19.3       14.1       49.3       58.2:      50.7       41.8
Old  :     100.0:      21.7       35.7        8.3       19.3       14.1       49.3       58.2:      50.7       41.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        16         12          8         13         12         30         31:
Old  :        45:        16         12          8         13         12         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       26.5       32.9       36.8       19.9       26.5       28.7       35.8
Old  :                 21.7       26.5       32.9       36.8       19.9       26.5       28.7       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    29,377:    12,443      3,440      4,912      7,052      8,945     24,407     17,297:     4,970     12,080
Old  :    29,377:    12,443      3,440      4,912      7,052      8,945     24,407     17,297:     4,970     12,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       100:       475       -614       -212       -208        485         55       -342:        44        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4       11.7       16.7       24.0       30.5       83.1       58.9:      16.9       41.1
Old  :     100.0:      42.4       11.7       16.7       24.0       30.5       83.1       58.9:      16.9       41.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        46         20         31         37         35        105         70:
Old  :       128:        46         20         31         37         35        105         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       26.1       28.0       32.7       16.3       23.9       26.2       28.5
Old  :                 17.4       26.1       28.0       32.7       16.3       23.9       26.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   126,451:    47,550     16,892      2,802     44,619     89,886     94,971    109,580:    31,480     16,871
Old  :   126,451:    47,550     16,892      2,802     44,619     89,886     94,971    109,580:    31,480     16,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     6,812:     1,172        127      1,489      3,600      6,561      6,261      8,177:       551     -1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       13.4        2.2       35.3       71.1       75.1       86.7:      24.9       13.3
Old  :     100.0:      37.6       13.4        2.2       35.3       71.1       75.1       86.7:      24.9       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        28         15         10         26         26         61         44:
Old  :        83:        28         15         10         26         26         61         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       28.8       37.2       51.2       22.3       28.6       32.0       49.3
Old  :                 23.3       28.8       37.2       51.2       22.3       28.6       32.0       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    62,100:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,735      8,398
Old  :    62,100:    14,944     15,729        522     36,899     37,451     52,365     53,702:     9,735      8,398
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -6,165:    10,936    -20,155        521    -26,682     14,716    -15,225     -4,918:     9,060     -1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.3        0.8       59.4       60.3       84.3       86.5:      15.7       13.5
Old  :     100.0:      24.1       25.3        0.8       59.4       60.3       84.3       86.5:      15.7       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         9         12          2          7         16         17         29:
Old  :        39:         9         12          2          7         16         17         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       41.8       73.5       56.5       43.3       27.6       56.4       39.6
Old  :                 56.3       41.8       73.5       56.5       43.3       27.6       56.4       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    75,882:    45,022      1,944        687     26,283     66,784     71,993     69,415:     3,890      6,467
Old  :    75,882:    45,022      1,944        687     26,283     66,784     71,993     69,415:     3,890      6,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     5,040:     5,247     -2,951        194     -1,327      8,373      4,114      5,616:       926       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.3        2.6        0.9       34.6       88.0       94.9       91.5:       5.1        8.5
Old  :     100.0:      59.3        2.6        0.9       34.6       88.0       94.9       91.5:       5.1        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        43          9          5         19         16         64         28:
Old  :        81:        43          9          5         19         16         64         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       68.2       47.8       81.4       30.0       65.4       47.2       78.0
Old  :                 30.0       68.2       47.8       81.4       30.0       65.4       47.2       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    84,622:    25,861     14,842      1,564     38,817     62,622     66,242     79,028:    18,380      5,594
Old  :    84,622:    25,861     14,842      1,564     38,817     62,622     66,242     79,028:    18,380      5,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     4,213:     7,492     -6,019        880     -6,650     14,809      1,722      9,670:     2,490     -5,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       17.5        1.8       45.9       74.0       78.3       93.4:      21.7        6.6
Old  :     100.0:      30.6       17.5        1.8       45.9       74.0       78.3       93.4:      21.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        16         18          6         20         24         41         43:
Old  :        65:        16         18          6         20         24         41         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       37.8       51.1       56.5       21.1       27.6       34.3       42.1
Old  :                 35.5       37.8       51.1       56.5       21.1       27.6       34.3       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   204,091:     6,334     42,715      5,718    174,048    141,357    186,100    189,789:    17,991     14,301
Old  :   204,091:     6,334     42,715      5,718    174,048    141,357    186,100    189,789:    17,991     14,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -1,413:       350    -13,567        377     -4,846     14,691     -4,120      1,500:     2,707     -2,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1       20.9        2.8       85.3       69.3       91.2       93.0:       8.8        7.0
Old  :     100.0:       3.1       20.9        2.8       85.3       69.3       91.2       93.0:       8.8        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        12         30          9         28         35         46         68:
Old  :        85:        12         30          9         28         35         46         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       44.6       68.7       59.6       35.6       28.9       49.0       36.5
Old  :                 46.9       44.6       68.7       59.6       35.6       28.9       49.0       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   193,835:    38,968     15,060     16,820     87,970    116,549    143,758    148,430:    50,077     45,405
Old  :   193,835:    38,968     15,060     16,820     87,970    116,549    143,758    148,430:    50,077     45,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,455:    13,501    -15,405      2,691     -9,743     21,814      6,449      9,099:     6,006      3,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.8        8.7       45.4       60.1       74.2       76.6:      25.8       23.4
Old  :     100.0:      20.1        7.8        8.7       45.4       60.1       74.2       76.6:      25.8       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        43         25         32         32         31         89         74:
Old  :       107:        43         25         32         32         31         89         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       30.4       33.1       43.4       18.2       26.8       27.0       36.4
Old  :                 22.3       30.4       33.1       43.4       18.2       26.8       27.0       36.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Old  :     9,596:     5,251          0          0      3,051      8,610      8,302      8,610:     1,294        986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       186:       374          0          0       -201        415        173        415:        13       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       10.3
Old  :     100.0:      54.7        0.0        0.0       31.8       89.7       86.5       89.7:      13.5       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          0          0          5         10         12         10:
Old  :        20:         7          0          0          5         10         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Old  :                 68.0       71.1       81.0       87.0       63.5       71.1       76.5       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :14,067,830:   980,159    734,213  4,705,793  7,158,314  6,810,125 12,844,266 12,250,131: 1,223,564  1,817,699
Old  :14,067,830:   980,159    734,213  4,705,793  7,158,314  6,810,125 12,844,266 12,250,131: 1,223,564  1,817,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   138,477:   142,171   -327,860    442,474   -533,117      1,696     51,529    116,310:    86,948     22,167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        5.2       33.5       50.9       48.4       91.3       87.1:       8.7       12.9
Old  :     100.0:       7.0        5.2       33.5       50.9       48.4       91.3       87.1:       8.7       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        61         67        107        154        154        271        275:
Old  :       295:        61         67        107        154        154        271        275:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       14.0       33.1       24.0       18.0        6.7       23.7       11.0
Old  :                 19.7       14.0       33.1       24.0       18.0        6.7       23.7       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   754,759:    46,392     58,867     49,959    499,849    527,987    596,201    636,813:   158,559    117,946
Old  :   754,759:    46,392     58,867     49,959    499,849    527,987    596,201    636,813:   158,559    117,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    22,436:    -4,891     -3,813      1,402     18,256     14,224     14,767     11,813:     7,669     10,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.8        6.6       66.2       70.0       79.0       84.4:      21.0       15.6
Old  :     100.0:       6.1        7.8        6.6       66.2       70.0       79.0       84.4:      21.0       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        45         46         63         91         70        174        142:
Old  :       207:        45         46         63         91         70        174        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       30.0       26.7       42.6       18.0       28.0       26.3       40.4
Old  :                 18.1       30.0       26.7       42.6       18.0       28.0       26.3       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,237,813:   208,712    359,203     69,030    690,012    699,708    967,753  1,127,940:   270,061    109,873
Old  : 1,237,813:   208,712    359,203     69,030    690,012    699,708    967,753  1,127,940:   270,061    109,873
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   100,330:    23,591     36,073     27,185     21,885     43,094     72,661    106,353:    27,669     -6,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       29.0        5.6       55.7       56.5       78.2       91.1:      21.8        8.9
Old  :     100.0:      16.9       29.0        5.6       55.7       56.5       78.2       91.1:      21.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        45         70         38         66         72        141        150:
Old  :       217:        45         70         38         66         72        141        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       18.9       35.3       31.8       17.6       14.5       27.0       23.0
Old  :                 22.0       18.9       35.3       31.8       17.6       14.5       27.0       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Old  :    13,498:     1,439        530          0      7,579     10,344      9,018     10,874:     4,480      2,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       664:       410          0          0        728        119      1,138        119:      -474        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
Old  :     100.0:      10.7        3.9        0.0       56.1       76.6       66.8       80.6:      33.2       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          1          0         18         14         22         15:
Old  :        32:         4          1          0         18         14         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
Old  :                 25.8       35.0       41.1       60.1       25.4       34.2       38.0       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Old  :    35,682:     7,610      1,751        116     18,016     31,618     25,742     33,485:     9,940      2,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,186:       171       -416        115     -1,128      1,525       -842      1,224:     2,028        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        6.2
Old  :     100.0:      21.3        4.9        0.3       50.5       88.6       72.1       93.8:      27.9        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          4          2         20         17         26         22:
Old  :        39:         5          4          2         20         17         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Old  :                 40.8       59.6       55.7       80.4       40.6       58.4       53.0       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    58,947:     6,429     16,164        433     34,433     33,722     41,295     50,318:    17,652      8,629
Old  :    58,947:     6,429     16,164        433     34,433     33,722     41,295     50,318:    17,652      8,629
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       384:       365        107         42      3,646        494      4,053        643:    -3,670       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       27.4        0.7       58.4       57.2       70.1       85.4:      29.9       14.6
Old  :     100.0:      10.9       27.4        0.7       58.4       57.2       70.1       85.4:      29.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        12         21          2         35         31         48         53:
Old  :        83:        12         21          2         35         31         48         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       30.1       37.1       48.1       23.9       24.4       32.9       40.5
Old  :                 26.8       30.1       37.1       48.1       23.9       24.4       32.9       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   335,346:   114,184     79,329      3,399    197,324    196,425    314,907    279,152:    20,440     56,194
Old  :   335,346:   114,184     79,329      3,399    197,324    196,425    314,907    279,152:    20,440     56,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       -55:     7,819    -12,164      1,729    -14,032     22,328     -4,484     11,893:     4,429    -11,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       23.7        1.0       58.8       58.6       93.9       83.2:       6.1       16.8
Old  :     100.0:      34.0       23.7        1.0       58.8       58.6       93.9       83.2:       6.1       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        70         57         15         44         41        123        105:
Old  :       199:        70         57         15         44         41        123        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       29.0       55.2       40.2       29.9       17.7       40.7       25.9
Old  :                 39.9       29.0       55.2       40.2       29.9       17.7       40.7       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    66,254:    20,798      1,465          0     31,270     56,690     52,068     58,155:    14,186      8,099
Old  :    66,254:    20,798      1,465          0     31,270     56,690     52,068     58,155:    14,186      8,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,673:     6,656     -1,812          0     -4,059      6,584      2,597      4,772:     1,076     -1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        2.2        0.0       47.2       85.6       78.6       87.8:      21.4       12.2
Old  :     100.0:      31.4        2.2        0.0       47.2       85.6       78.6       87.8:      21.4       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14          2          0         15         19         29         21:
Old  :        42:        14          2          0         15         19         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       42.5       55.0       69.9       31.9       37.1       45.0       60.4
Old  :                 39.0       42.5       55.0       69.9       31.9       37.1       45.0       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    38,156:       221      6,145         55     32,158     25,855     32,434     32,055:     5,722      6,100
Old  :    38,156:       221      6,145         55     32,158     25,855     32,434     32,055:     5,722      6,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :       932:      -559        -77         55        988      1,160        484      1,138:       448       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       16.0
Old  :     100.0:       0.6       16.1        0.1       84.3       67.8       85.0       84.0:      15.0       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         1         15          1         29         28         31         43:
Old  :        58:         1         15          1         29         28         31         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.0
Old  :                 62.5       33.4       69.9       46.8       59.3       32.8       66.7       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   243,437:    19,952     49,184      3,705    205,963    179,112    229,620    232,002:    13,817     11,435
Old  :   243,437:    19,952     49,184      3,705    205,963    179,112    229,620    232,002:    13,817     11,435
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -8,304:     4,001     -4,433      1,186    -15,142     -4,727     -9,954     -7,974:     1,650       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       20.2        1.5       84.6       73.6       94.3       95.3:       5.7        4.7
Old  :     100.0:       8.2       20.2        1.5       84.6       73.6       94.3       95.3:       5.7        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        24         45         21         37         50         75        103:
Old  :       134:        24         45         21         37         50         75        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       36.8       68.8       53.8       54.6       33.8       62.1       47.2
Old  :                 58.7       36.8       68.8       53.8       54.6       33.8       62.1       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    67,196:    19,760     13,132      6,800     22,698     34,741     49,258     54,673:    17,938     12,523
Old  :    67,196:    19,760     13,132      6,800     22,698     34,741     49,258     54,673:    17,938     12,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,164:       369        202      6,293      3,639      3,101     10,301      9,596:     1,863      2,568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       19.5       10.1       33.8       51.7       73.3       81.4:      26.7       18.6
Old  :     100.0:      29.4       19.5       10.1       33.8       51.7       73.3       81.4:      26.7       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        24         20         16         23         28         58         55:
Old  :        86:        24         20         16         23         28         58         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       35.7       29.7       48.4       14.7       35.7       25.6       44.0
Old  :                 17.7       35.7       29.7       48.4       14.7       35.7       25.6       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Old  :    39,046:     6,944      2,485      3,489     20,827     10,982     31,260     16,956:     7,786     22,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     7,513:       388        596      3,310      1,649       -385      5,347      3,521:     2,166      3,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
Old  :     100.0:      17.8        6.4        8.9       53.3       28.1       80.1       43.4:      19.9       56.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13          5          9         13         10         28         23:
Old  :        39:        13          5          9         13         10         28         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
Old  :                 46.6       22.3       57.6       30.7       45.9       21.0       55.2       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    39,488:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,442      8,036
Old  :    39,488:     1,498      2,906          0     19,548     28,546     21,046     31,452:    18,442      8,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,039:      -212       -164        -45        929      3,391        672      3,182:     1,367     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.6:      46.7       20.4
Old  :     100.0:       3.8        7.4        0.0       49.5       72.3       53.3       79.6:      46.7       20.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4         10          0         16         24         20         34:
Old  :        42:         4         10          0         16         24         20         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Old  :                 29.4       41.8       40.6       61.3       14.2       31.2       19.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 9, 2005