MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,796
COMMITMENTS
   1,802    2,602    5,473   19,308   17,406   26,583   25,480    6,213    7,316

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        659)
    -312       85       53      701      233      442      370      217      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      7.9     16.7     58.9     53.1     81.1     77.7     18.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14        6       17       26       25       45       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       98,120
COMMITMENTS
  17,756    5,960   21,170   40,006   37,850   78,932   64,980   19,188   33,139

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -2,255)
      69   -1,193   -1,725     -197     -489   -1,853   -3,406     -402    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      6.1     21.6     40.8     38.6     80.4     66.2     19.6     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      47       33       51       30       35      118       97
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,578
COMMITMENTS
     274    1,273      631    1,725      465    2,630    2,369      948    1,209

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        249)
      90      140        2       35       47      127      190      123       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     35.6     17.6     48.2     13.0     73.5     66.2     26.5     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       16        8        9        3       22       22
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      145,394
COMMITMENTS
  39,003   11,037   21,677   69,074   72,942  129,754  105,657   15,640   39,738

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -8,359)
  -4,691     -574     -523     -489   -5,657   -5,703   -6,754   -2,656   -1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      7.6     14.9     47.5     50.2     89.2     72.7     10.8     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      47       44       45       66       95      138      165
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,832
COMMITMENTS
   2,062      197      512      676    3,382    3,249    4,090    2,583    1,742

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -62)
    -128        9      -29      -73     -120     -229     -139      166       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4      3.4      8.8     11.6     58.0     55.7     70.1     44.3     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        7        8       12       17       38       28
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,652
COMMITMENTS
   6,829    1,943    6,649    9,771    5,456   23,249   14,049    4,403   13,603

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        151)
      64      278       70      452     -310      586       38     -435      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7      7.0     24.0     35.3     19.7     84.1     50.8     15.9     49.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      33       18       27       45       49       92       84
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       97,273
COMMITMENTS
  11,119   14,470    2,863   54,058   62,430   68,040   79,764   29,233   17,509

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      5,453)
     192   -2,138      563    4,680    8,993    5,435    7,418       18   -1,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     14.9      2.9     55.6     64.2     69.9     82.0     30.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       13        6       25       21       42       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       55,434
COMMITMENTS
   4,839    8,240      823   30,473   30,065   36,135   39,128   19,299   16,305

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,863)
     994   -6,866      -13   -7,323    9,050   -6,343    2,171    8,206     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     14.9      1.5     55.0     54.2     65.2     70.6     34.8     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        2       12        8       18       15
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,970
COMMITMENTS
  71,256    8,496      471   14,126   83,104   85,854   92,072   12,116    5,898

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      8,490)
   7,149      230      155     -106    6,972    7,198    7,357    1,292    1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.7      8.7      0.5     14.4     84.8     87.6     94.0     12.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      58       10        2       17       24       76       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       82,059
COMMITMENTS
  29,369    4,316      339   26,579   63,150   56,287   67,805   25,772   14,254

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      6,474)
   2,393     -433     -627    1,308    6,512    3,074    5,452    3,399    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.8      5.3      0.4     32.4     77.0     68.6     82.6     31.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22        8        2       13       17       36       26
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      181,565
COMMITMENTS
  13,628   39,254    3,888  128,974  112,111  146,489  155,253   35,076   26,313

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      2,002)
     969    2,886      136   -3,035   -2,627   -1,930      394    3,931    1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     21.6      2.1     71.0     61.7     80.7     85.5     19.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      17       19        8       25       27       45       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      209,095
COMMITMENTS
  26,135   24,525   21,123   89,089   92,502  136,346  138,149   72,748   70,945

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     21,191)
   1,340   -3,910    4,394    1,299    5,576    7,033    6,060   14,159   15,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     11.7     10.1     42.6     44.2     65.2     66.1     34.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      25       36       28       34       29       77       75
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       31,945
COMMITMENTS
  10,366    1,640      250   17,388   26,192   28,004   28,082    3,941    3,863

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -14,674)
  -1,082    1,640      107  -14,670  -14,412  -15,645  -12,665      971   -2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      5.1      0.8     54.4     82.0     87.7     87.9     12.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        8       17       10       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,432,581
COMMITMENTS
 698,156  1043668  3561218  7167184  6141595 11426558 10746480  1006023  1686101

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    760,802)
  48,878  176,475  386,969  262,119   92,188  697,966  655,632   62,836  105,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      8.4     28.6     57.6     49.4     91.9     86.4      8.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      53       68       97      131      142      238      259
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      743,152
COMMITMENTS
  62,450   81,258   29,806  489,147  519,106  581,402  630,170  161,749  112,982

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,482)
  -1,373    1,943   -5,185     -940    5,524   -7,498    2,282    8,980     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     10.9      4.0     65.8     69.9     78.2     84.8     21.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      49       30       44      100       69      170      122
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      921,693
COMMITMENTS
 208,053  241,788   15,260  390,658  554,610  613,970  811,658  307,723  110,035

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -36,074)
  18,673   49,330    2,162  -31,735 -100,750  -10,900  -49,259  -25,174   13,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     26.2      1.7     42.4     60.2     66.6     88.1     33.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      36       63       26       55       54      110      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,321
COMMITMENTS
   1,610      240        0    5,998   11,525    7,608   11,765    5,713    1,556

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         16)
       3      240        0      158     -222      161       18     -145       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1      1.8      0.0     45.0     86.5     57.1     88.3     42.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       15       11       18       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       31,121
COMMITMENTS
   2,487    5,872      269   23,781   17,964   26,537   24,105    4,584    7,016

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        742)
    -327      222       43      883     -553      599     -288      143    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     18.9      0.9     76.4     57.7     85.3     77.5     14.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        2       20       18       24       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,506
COMMITMENTS
   4,644   19,342      393   36,942   53,618   41,979   73,353   45,527   14,153

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      7,860)
  -1,734    2,058     -217    3,035    3,428    1,083    5,269    6,777    2,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     22.1      0.4     42.2     61.3     48.0     83.8     52.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14       24        6       35       29       54       54
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      475,103
COMMITMENTS
 114,855  106,549    3,859  311,799  163,993  430,512  274,401   44,591  200,702

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     56,490)
  12,974   11,405     -653   31,378    7,089   43,699   17,841   12,791   38,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     22.4      0.8     65.6     34.5     90.6     57.8      9.4     42.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       71       15       44       37      100      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       97,405
COMMITMENTS
  49,621    3,999    1,610   14,805   82,566   66,036   88,176   31,369    9,229

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      6,428)
   5,272   -3,920    1,032     -843    9,014    5,460    6,126      969      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9      4.1      1.7     15.2     84.8     67.8     90.5     32.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      21        3        3       10       23       33       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,666
COMMITMENTS
   1,375   13,495      260   23,598   13,479   25,233   27,234    6,433    4,431

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,324)
     111    2,683      186    4,812    1,274    5,109    4,143     -785      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     42.6      0.8     74.5     42.6     79.7     86.0     20.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5       13        3       29       19       36       33
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      200,022
COMMITMENTS
  49,807   32,202    1,430  136,171  152,812  187,408  186,444   12,614   13,578

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     22,149)
  10,339    3,779      819   10,971   18,311   22,130   22,909       19     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     16.1      0.7     68.1     76.4     93.7     93.2      6.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       33        6       26       40       46       74
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       39,231
COMMITMENTS
  10,314    7,374    1,028   14,426   23,395   25,768   31,797   13,463    7,434

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -39)
     459   -1,855       18     -922      969     -445     -868      406      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     18.8      2.6     36.8     59.6     65.7     81.1     34.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       15        4       16       22       38       40
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,517
COMMITMENTS
     290    6,910    2,531   56,342   77,515   59,163   86,956   60,354   32,561

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -395)
    -110       -5       10   -3,019   -1,434   -3,119   -1,429    2,724    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.8      2.1     47.1     64.9     49.5     72.8     50.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       15        4       20       26       25       43
 

Updated February 25, 2005