MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,137
COMMITMENTS
   2,114    2,516    5,421   18,606   17,173   26,141   25,110    5,996    7,027

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      1,545)
      39      134      524      732      965    1,295    1,623      250      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.8     16.9     57.9     53.4     81.3     78.1     18.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      14        6       15       25       24       44       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      100,375
COMMITMENTS
  17,686    7,152   22,895   40,203   38,339   80,784   68,387   19,590   31,988

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -6,071)
  -4,534      243     -690      565   -4,377   -4,659   -4,823   -1,413   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      7.1     22.8     40.1     38.2     80.5     68.1     19.5     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      50       38       52       32       39      120      103
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,328
COMMITMENTS
     184    1,132      629    1,690      418    2,503    2,179      825    1,149

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        630)
     -69      124      211      398       62      540      397       90      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     34.0     18.9     50.8     12.6     75.2     65.5     24.8     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       17        7        9        3       19       23
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,753
COMMITMENTS
  43,694   11,611   22,200   69,564   78,600  135,457  112,411   18,296   41,342

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -7,650)
  -3,620    1,746   -2,275      680   -3,385   -5,214   -3,914   -2,436   -3,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      7.6     14.4     45.2     51.1     88.1     73.1     11.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      57       39       49       74      101      154      169
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,895
COMMITMENTS
   2,189      188      540      748    3,501    3,478    4,230    2,417    1,665

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        -35)
     -89      -45       28      171      294      110      277     -145     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      3.2      9.2     12.7     59.4     59.0     71.8     41.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      25        6        9       15       21       42       34
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,501
COMMITMENTS
   6,765    1,666    6,580    9,319    5,766   22,663   14,011    4,838   13,490

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      2,324)
     754      232      680      970      380    2,404    1,292      -80    1,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      6.1     23.9     33.9     21.0     82.4     50.9     17.6     49.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      35       18       28       44       49       96       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,820
COMMITMENTS
  10,928   16,608    2,300   49,377   53,437   62,605   72,345   29,215   19,475

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        305)
     -31   -2,285      664     -299    3,645      334    2,023      -28   -1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     18.1      2.5     53.8     58.2     68.2     78.8     31.8     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       13        5       24       21       41       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       53,571
COMMITMENTS
   3,845   15,106      837   37,796   21,015   42,478   36,958   11,093   16,613

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -4,069)
     481   -5,439      305   -3,942    3,034   -3,155   -2,100     -914   -1,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     28.2      1.6     70.6     39.2     79.3     69.0     20.7     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        2       15        7       22       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       89,480
COMMITMENTS
  64,107    8,266      316   14,232   76,132   78,655   84,715   10,824    4,765

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      6,285)
   5,768    1,534      -43     -539    3,930    5,186    5,421    1,099      865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6      9.2      0.4     15.9     85.1     87.9     94.7     12.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      55       12        3       17       23       75       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       75,585
COMMITMENTS
  26,976    4,749      966   25,271   56,638   53,213   62,353   22,372   13,232

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      8,849)
  11,786     -332      597   -3,728   10,777    8,655   11,042      194   -2,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      6.3      1.3     33.4     74.9     70.4     82.5     29.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        9        3       13       14       36       24
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      179,564
COMMITMENTS
  12,658   36,368    3,752  132,009  114,738  148,419  154,858   31,145   24,705

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -3,621)
  -7,221    2,145    1,498    7,904   -6,075    2,180   -2,432   -5,801   -1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0     20.3      2.1     73.5     63.9     82.7     86.2     17.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      15       18        8       25       25       44       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      187,903
COMMITMENTS
  24,795   28,434   16,729   87,790   86,926  129,314  132,089   58,590   55,814

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:       -647)
     -48     -351    5,105    6,306      362   11,363    5,117  -12,010   -5,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.1      8.9     46.7     46.3     68.8     70.3     31.2     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      24       34       22       34       28       73       69
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,671,779
COMMITMENTS
 649,278  867,192  3174249  6905066  6049407 10728592 10090848  943,186  1580931

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:    249,923)
 -48,543   -1,662  107,064  206,773  146,655  265,294  252,056  -15,371   -2,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.4     27.2     59.2     51.8     91.9     86.5      8.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      52       64       95      130      140      234      251
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      741,669
COMMITMENTS
  63,822   79,315   34,991  490,087  513,582  588,900  627,888  152,769  113,781

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     10,619)
     784   -1,284    5,537    7,822    4,769   14,142    9,022   -3,523    1,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     10.7      4.7     66.1     69.2     79.4     84.7     20.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      50       40       53       99       70      179      133
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      957,767
COMMITMENTS
 189,380  192,458   13,098  422,393  655,361  624,871  860,917  332,896   96,850

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     66,776)
  11,737    3,281    1,294   26,200   57,568   39,231   62,143   27,545    4,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     20.1      1.4     44.1     68.4     65.2     89.9     34.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      36       55       23       57       56      111      116
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,305
COMMITMENTS
   1,607        0        0    5,840   11,747    7,447   11,747    5,858    1,558

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        -33)
    -162        0        0      -67      -82     -229      -82      196       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      0.0      0.0     43.9     88.3     56.0     88.3     44.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       14       12       17       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,379
COMMITMENTS
   2,814    5,650      226   22,898   18,517   25,938   24,393    4,441    5,986

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:       -162)
    -221      155       15     -139   -1,030     -345     -860      183      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     18.6      0.7     75.4     61.0     85.4     80.3     14.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        2       18       17       23       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       79,646
COMMITMENTS
   6,378   17,284      610   33,907   50,190   40,895   68,084   38,750   11,562

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        137)
   1,195    1,234     -409      168     -303      955      522     -818     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     21.7      0.8     42.6     63.0     51.3     85.5     48.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      17       21        8       38       28       59       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      418,613
COMMITMENTS
 101,881   95,144    4,511  280,421  156,905  386,813  256,560   31,799  162,053

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     35,109)
  16,344  -18,123    2,031   15,493   42,924   33,868   26,832    1,241    8,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     22.7      1.1     67.0     37.5     92.4     61.3      7.6     38.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      60       60       16       47       39      114      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       90,976
COMMITMENTS
  44,349    7,919      579   15,648   73,553   60,576   82,050   30,400    8,926

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     12,219)
   8,354     -653       39   -1,339   12,551    7,054   11,937    5,165      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7      8.7      0.6     17.2     80.8     66.6     90.2     33.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        3        2       10       21       29       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       27,342
COMMITMENTS
   1,264   10,812       74   18,786   12,205   20,124   23,091    7,218    4,250

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      2,502)
     331    1,300       74    1,881    1,023    2,286    2,397      216      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     39.5      0.3     68.7     44.6     73.6     84.5     26.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       13        1       27       18       32       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      177,873
COMMITMENTS
  39,468   28,423      611  125,200  134,501  165,279  163,535   12,594   14,338

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     15,939)
   6,165    1,938     -101    5,770   15,362   11,834   17,199    4,105   -1,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     16.0      0.3     70.4     75.6     92.9     91.9      7.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       28        4       29       39       48       68
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,270
COMMITMENTS
   9,855    9,229    1,010   15,348   22,426   26,213   32,665   13,057    6,605

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      1,483)
     377    1,202        0    1,517      233    1,894    1,435     -411       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     23.5      2.6     39.1     57.1     66.8     83.2     33.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       17        4       15       20       36       40
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,912
COMMITMENTS
     400    6,915    2,521   59,361   78,949   62,282   88,385   57,630   31,527

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:         20)
     -37      579     -396     -304    5,558     -737    5,741      757   -5,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.8      2.1     49.5     65.8     51.9     73.7     48.1     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       16        4       21       28       27       45
 

Updated February 18, 2005