MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,479
COMMITMENTS
   2,617    2,532    6,324   19,675   18,431   28,616   27,287    5,862    7,192

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,683)
     815      -70      851      367    1,025    2,034    1,806     -351     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.3     18.3     57.1     53.5     83.0     79.1     17.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15        7       18       25       23       46       42
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      108,898
COMMITMENTS
  22,848    6,044   23,725   41,972   44,272   88,545   74,040   20,353   34,858

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     10,778)
   5,093       84    2,554    1,966    6,421    9,613    9,060    1,165    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      5.5     21.8     38.5     40.7     81.3     68.0     18.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      57       30       50       31       39      128       96
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,054
COMMITMENTS
     258    1,476      104    1,654      399    2,016    1,979    1,038    1,075

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -523)
     -15      204     -527      -71      -66     -614     -390       90     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     48.3      3.4     54.2     13.1     66.0     64.8     34.0     35.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6       18        5        7        2       17       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      142,943
COMMITMENTS
  39,120   11,899   20,424   69,318   73,549  128,862  105,872   14,081   37,071

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -2,452)
     117      861   -1,253      243      607     -892      216   -1,559   -2,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      8.3     14.3     48.5     51.5     90.1     74.1      9.9     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      55       36       46       61       91      136      157
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,673
COMMITMENTS
   2,169      184      464      868    3,496    3,501    4,144    2,172    1,529

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -160)
     107      -13      -48      192      114      252       54     -411     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      3.2      8.2     15.3     61.6     61.7     73.0     38.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        5        9       13       17       42       29
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,442
COMMITMENTS
   7,212    1,983    6,358    9,419    5,819   22,990   14,159    4,452   13,282

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -210)
     384       39     -291     -352      362     -259      110       49     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      7.2     23.2     34.3     21.2     83.8     51.6     16.2     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      36       16       28       42       45       90       82
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      105,196
COMMITMENTS
  12,116   19,636    2,419   60,194   63,462   74,730   85,517   30,466   19,679

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      7,923)
     997    5,166     -444    6,137    1,031    6,690    5,753    1,233    2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     18.7      2.3     57.2     60.3     71.0     81.3     29.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       15        6       25       22       43       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       63,228
COMMITMENTS
   7,298    9,216      404   36,802   39,778   44,503   49,398   18,725   13,830

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      7,795)
   2,459      976     -419    6,329    9,713    8,368   10,270     -574   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     14.6      0.6     58.2     62.9     70.4     78.1     29.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        5        2       13       11       20       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,657
COMMITMENTS
  70,999    8,886      256   20,538   89,305   91,793   98,447   10,864    4,210

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,688)
    -257      389     -215    6,412    6,201    5,940    6,375   -1,252   -1,688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.2      8.7      0.2     20.0     87.0     89.4     95.9     10.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      55       11        3       17       23       74       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       82,886
COMMITMENTS
  37,981    4,551      602   16,178   62,980   54,762   68,133   28,124   14,752

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        827)
   8,612      235      263  -10,401     -170   -1,526      328    2,352      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      5.5      0.7     19.5     76.0     66.1     82.2     33.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24        9        3        9       15       36       24
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      180,787
COMMITMENTS
  13,327   20,027    2,876  129,949  134,817  146,153  157,720   34,635   23,067

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -778)
    -300  -19,227   -1,012      975   22,706     -337    2,467     -442   -3,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4     11.1      1.6     71.9     74.6     80.8     87.2     19.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      14       20        7       24       26       42       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      211,531
COMMITMENTS
  42,700   10,669   21,175   76,944  121,099  140,818  152,943   70,713   58,588

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      2,436)
  16,565  -13,856       52  -12,145   28,597    4,472   14,794   -2,036  -12,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      5.0     10.0     36.4     57.2     66.6     72.3     33.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      35       23       25       35       32       79       71
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       33,775
COMMITMENTS
  10,366    1,640      250   18,430   26,154   29,046   28,044    4,729    5,731

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,830)
       0        0        0    1,042      -38    1,042      -38      788    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7      4.9      0.7     54.6     77.4     86.0     83.0     14.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        7       17        9       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,346,466
COMMITMENTS
 703,646  1148757  3980726  7621990  6531653 12306363 11661136  1040103  1685330

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    913,886)
   5,490  105,089  419,509  454,806  390,058  879,805  914,656   34,081     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.6     29.8     57.1     48.9     92.2     87.4      7.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      51       72       95      131      145      237      261
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      765,350
COMMITMENTS
  66,871   82,780   34,039  503,186  522,770  604,096  639,590  161,254  125,760

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     22,198)
   4,421    1,522    4,233   14,040    3,664   22,694    9,420     -496   12,778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     10.8      4.4     65.7     68.3     78.9     83.6     21.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      52       33       48       99       68      175      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,027,245
COMMITMENTS
 208,468  263,778   22,522  448,692  639,127  679,682  925,427  347,563  101,818

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    105,552)
     415   21,990    7,262   58,034   84,517   65,711  113,768   39,841   -8,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     25.7      2.2     43.7     62.2     66.2     90.1     33.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      39       60       27       57       58      117      125
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,913
COMMITMENTS
   1,567      523       56    6,836   11,712    8,459   12,291    5,454    1,622

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        592)
     -43      283       56      838      187      851      526     -259       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      3.8      0.4     49.1     84.2     60.8     88.3     39.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       17       11       20       14
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,445
COMMITMENTS
   4,558    6,171      273   21,560   18,650   26,391   25,094    6,054    7,351

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,324)
   2,071      299        4   -2,221      686     -146      989    1,470      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     19.0      0.8     66.5     57.5     81.3     77.3     18.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        2       18       19       23       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,128
COMMITMENTS
   4,519   20,012      185   40,645   57,703   45,349   77,900   44,779   12,228

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      2,622)
    -125      670     -208    3,704    4,085    3,370    4,546     -749   -1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     22.2      0.2     45.1     64.0     50.3     86.4     49.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14       23        3       39       33       56       56
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      458,473
COMMITMENTS
 114,939   99,353    3,045  306,129  169,395  424,114  271,793   34,360  186,680

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -16,630)
      84   -7,196     -813   -5,670    5,402   -6,399   -2,608  -10,231  -14,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     21.7      0.7     66.8     36.9     92.5     59.3      7.5     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      46       58       14       47       34      101       98
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      106,675
COMMITMENTS
  55,610      871    2,341   17,098   95,505   75,049   98,718   31,626    7,958

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      9,271)
   5,989   -3,128      731    2,293   12,939    9,013   10,542      258   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.1      0.8      2.2     16.0     89.5     70.4     92.5     29.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        3        3       12       25       34       30
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,787
COMMITMENTS
   1,503   14,550      310   27,658   16,433   29,471   31,294    6,316    4,493

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,121)
     128    1,055       50    4,061    2,954    4,239    4,059     -117       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     40.7      0.9     77.3     45.9     82.4     87.4     17.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5       12        3       28       21       35       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      212,431
COMMITMENTS
  61,338   35,335    1,532  136,250  160,845  199,120  197,712   13,311   14,719

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     12,409)
  11,531    3,133      102       79    8,033   11,712   11,268      697    1,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     16.6      0.7     64.1     75.7     93.7     93.1      6.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      18       30        7       30       42       53       74
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,021
COMMITMENTS
  10,948    8,498    1,054   16,694   23,908   28,696   33,460   12,325    7,561

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,790)
     634    1,124       26    2,268      513    2,928    1,663   -1,138      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     20.7      2.6     40.7     58.3     70.0     81.6     30.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       17        5       19       22       43       42
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      118,575
COMMITMENTS
     100   10,511    2,618   58,189   75,322   60,907   88,451   57,668   30,124

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -942)
    -190    3,601       87    1,847   -2,193    1,744    1,495   -2,686   -2,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.9      2.2     49.1     63.5     51.4     74.6     48.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       18        5       22       28       28       47
 

Updated March 4, 2005