MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,115
COMMITMENTS
   2,639    2,201    4,909   20,086   19,134   27,633   26,244    3,482    4,871

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      2,230)
     706      335      481      929    1,072    2,116    1,887      114      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      7.1     15.8     64.6     61.5     88.8     84.3     11.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      26        7       18       35       39       65       60
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      109,831
COMMITMENTS
  31,048    3,119   19,857   37,168   49,918   88,073   72,894   21,757   36,936

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:         86)
     513     -188     -107   -1,563      385   -1,157       89    1,242       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      2.8     18.1     33.8     45.4     80.2     66.4     19.8     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      66       22       51       31       34      136       91
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,092
COMMITMENTS
     375      480      124      921      403    1,420    1,007      672    1,085

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:         27)
    -137     -126      -17      136       34      -18     -109       45      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     22.9      5.9     44.0     19.3     67.9     48.1     32.1     51.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4       13        6        7        3       17       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      162,583
COMMITMENTS
  45,402    7,979   33,327   64,131   79,339  142,861  120,645   19,723   41,938

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:         47)
   1,602      178    1,513   -2,845   -1,883      270     -192     -223      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      4.9     20.5     39.4     48.8     87.9     74.2     12.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      62       28       49       68      106      154      167
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,822
COMMITMENTS
   1,292      644      160      481    1,956    1,933    2,760    1,889    1,062

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:       -141)
    -137       34      -43      -92      -11     -271      -19      130     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8     16.8      4.2     12.6     51.2     50.6     72.2     49.4     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        5        6       12       20       33       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       22,537
COMMITMENTS
   6,121      542    4,782    7,146    5,139   18,049   10,463    4,489   12,075

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:        961)
     575     -188      507      -69      222    1,013      541      -52      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      2.4     21.2     31.7     22.8     80.1     46.4     19.9     53.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      36       14       27       43       49       94       79
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       86,051
COMMITMENTS
  20,166   14,760    1,860   31,825   51,953   53,852   68,573   32,199   17,478

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      7,998)
     241    4,902      524    7,004    2,114    7,770    7,540      228      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     17.2      2.2     37.0     60.4     62.6     79.7     37.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       13        7       23       19       44       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       53,036
COMMITMENTS
  11,178   12,317      268   27,306   27,276   38,752   39,861   14,285   13,175

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     -1,364)
    -761      494      155    1,493   -2,378      887   -1,729   -2,251      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     23.2      0.5     51.5     51.4     73.1     75.2     26.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        5        4       13        6       26       15
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       72,683
COMMITMENTS
  47,902    5,279      522   14,466   61,835   62,889   67,635    9,794    5,048

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      3,256)
   9,369   -1,277     -188   -2,921    7,350    6,260    5,885   -3,004   -2,629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.9      7.3      0.7     19.9     85.1     86.5     93.1     13.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      48        9        1       16       19       65       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,910
COMMITMENTS
  20,756    2,237      599   21,563   47,502   42,917   50,338   23,993   16,573

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     -1,588)
  -1,984      873      336     -653   -4,164   -2,301   -2,955      713    1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0      3.3      0.9     32.2     71.0     64.1     75.2     35.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        5        4       11       12       33       19
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      195,746
COMMITMENTS
  39,804   31,770    2,386  108,550  139,736  150,741  173,892   45,005   21,854

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      9,360)
   4,881   20,345     -211   -3,961  -10,478      709    9,656    8,651     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.2      1.2     55.5     71.4     77.0     88.8     23.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       14        4       22       21       52       36
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      167,940
COMMITMENTS
  28,839   14,759   21,882   50,868   73,986  101,589  110,626   66,351   57,314

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     -7,313)
  -4,480      623    4,136    6,077   -4,660    5,733       99  -13,047   -7,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      8.8     13.0     30.3     44.1     60.5     65.9     39.5     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       23       25       31       23       72       62
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       50,467
COMMITMENTS
  10,128      700      100   29,271   45,423   39,499   46,223   10,968    4,244

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      3,473)
     -82        0        0   -4,566    3,556   -4,648    3,556    8,121      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.4      0.2     58.0     90.0     78.3     91.6     21.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       17       26       20       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,477,763
COMMITMENTS
 579,218  952,544  2894573  6505982  5819968  9979773  9667085  497,989  810,677

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:    -97,224)
  35,351  -20,721 -162,411   54,489   78,255  -72,571 -104,877  -24,653    7,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      9.1     27.6     62.1     55.5     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
      88      107      149      186      204      350      395
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      728,809
COMMITMENTS
  69,976   56,986   36,938  470,446  524,777  577,359  618,701  151,450  110,108

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     -8,878)
   5,552   -1,871    1,527      388    1,651    7,467    1,306  -16,345  -10,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      7.8      5.1     64.5     72.0     79.2     84.9     20.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      48       38       52       98       73      178      131
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      864,197
COMMITMENTS
 189,158  126,819   15,244  362,962  643,988  567,363  786,051  296,834   78,146

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     23,106)
 -19,839   11,053     -923   27,139    9,599    6,377   19,729   16,728    3,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     14.7      1.8     42.0     74.5     65.7     91.0     34.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      94       83       33       73       73      186      170
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,957
COMMITMENTS
   2,055        0        0    8,145   12,111   10,200   12,111    2,757      846

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:       -114)
     128        0        0     -268       88     -140       88       26     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.0      0.0     62.9     93.5     78.7     93.5     21.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8        0        0       23       18       31       18
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,266
COMMITMENTS
   1,742    4,353      342   20,581   17,650   22,665   22,345    2,601    2,921

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:       -514)
     661      594      -20   -1,491     -463     -850      111      336     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     17.2      1.4     81.5     69.9     89.7     88.4     10.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        2       24       22       29       30
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       74,830
COMMITMENTS
   8,240   14,644      382   33,759   51,123   42,381   66,148   32,449    8,681

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      2,469)
  -4,580      356      171    1,643    1,818   -2,765    2,346    5,234      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     19.6      0.5     45.1     68.3     56.6     88.4     43.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      27       38        5       53       38       83       78
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      343,640
COMMITMENTS
 121,539   65,104    5,074  183,065  151,723  309,678  221,901   33,962  121,739

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     16,348)
    -660   -1,004      125   20,222   11,781   19,688   10,903   -3,339    5,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     18.9      1.5     53.3     44.2     90.1     64.6      9.9     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      89       64       16       52       43      146      118
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       66,429
COMMITMENTS
  27,749      534      257   15,612   54,534   43,618   55,326   22,811   11,104

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      2,425)
   1,255      -51       -4      727    1,385    1,979    1,331      446    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.8      0.8      0.4     23.5     82.1     65.7     83.3     34.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      17        2        1       10       14       28       16
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       22,623
COMMITMENTS
   2,039    8,170      106   16,485   11,289   18,630   19,565    3,993    3,058

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:        954)
     -41      758       11      841      -11      811      758      143      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0     36.1      0.5     72.9     49.9     82.3     86.5     17.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
       9       20        3       41       23       52       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      142,522
COMMITMENTS
  22,737   17,494    1,153  103,256  108,502  127,146  127,149   15,376   15,373

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      7,515)
   1,998       36      -31   -1,570    4,790      397    4,795    7,118    2,720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     12.3      0.8     72.4     76.1     89.2     89.2     10.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      21       31        5       38       37       62       70
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,528
COMMITMENTS
  12,505    6,652      990   11,274   19,874   24,769   27,516    8,759    6,012

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:      1,264)
     372     -547        8    1,155      907    1,535      368     -271      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     19.8      3.0     33.6     59.3     73.9     82.1     26.1     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      40       19        4       26       25       69       47
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      126,468
COMMITMENTS
     299    5,884    2,732   60,970   83,238   64,001   91,854   62,467   34,614

CHANGES FROM 01/11/05 (CHANGE IN OPEN INTEREST:     10,661)
      72     -502     -150    4,616    5,166    4,538    4,514    6,123    6,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.7      2.2     48.2     65.8     50.6     72.6     49.4     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3       12        3       16       24       21       38
 

Updated January 21, 2005