MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,443
COMMITMENTS
   2,478    1,989    3,822   17,090   14,447   23,390   20,258    5,053    8,185

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        593)
     384      121     -113      201      370      473      378      120      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.0     13.4     60.1     50.8     82.2     71.2     17.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        7       13       24       19       39       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      104,066
COMMITMENTS
  11,024   16,723   29,627   47,319   29,860   87,971   76,210   16,096   27,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,516)
    -953    1,598    1,530    2,167      335    2,744    3,463     -228     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     16.1     28.5     45.5     28.7     84.5     73.2     15.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      36       57       62       27       34      104      131
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,055
COMMITMENTS
     505    1,674      357    1,456      744    2,318    2,775    1,737    1,280

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         42)
     -93      -43       53      -52      -38      -92      -28      134       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     41.3      8.8     35.9     18.3     57.2     68.4     42.8     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       15        9        7        4       24       24
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,693
COMMITMENTS
  40,567   11,253   24,921   74,714   83,905  140,202  120,080   21,491   41,614

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,419)
    -638      430    1,660    1,407    2,200    2,428    4,290      990     -871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      7.0     15.4     46.2     51.9     86.7     74.3     13.3     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      65       37       62       79      107      180      183
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,855
COMMITMENTS
   1,245      358      314    1,045    2,048    2,605    2,720    1,250    1,135

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        143)
      80      -89       45       81      165      206      121      -63       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      9.3      8.1     27.1     53.1     67.6     70.6     32.4     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        8       17       19       33       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,895
COMMITMENTS
  10,378    2,521    3,052    6,429    4,281   19,860    9,854    5,035   15,041

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,701)
    -586     -274   -1,203   -1,504   -1,168   -3,293   -2,644     -408   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     10.1     12.3     25.8     17.2     79.8     39.6     20.2     60.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      42       27       18       36       40       90       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      103,289
COMMITMENTS
  10,915   41,392    3,011   63,175   34,872   77,101   79,275   26,188   24,014

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,149)
     770     -885     -210   -2,664      -27   -2,103   -1,121      -46   -1,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6     40.1      2.9     61.2     33.8     74.6     76.8     25.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       26        9       30       25       47       52
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       70,733
COMMITMENTS
   1,673   40,249      126   58,759    7,716   60,558   48,091   10,175   22,642

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -432)
    -622      816      -10     -857      -89   -1,489      718    1,057   -1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     56.9      0.2     83.1     10.9     85.6     68.0     14.4     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       24        2       20        8       23       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      110,178
COMMITMENTS
  83,830    3,568      725   16,642  101,612  101,198  105,906    8,980    4,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,142)
   6,786     -196      305      460    8,364    7,551    8,473      591     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.1      3.2      0.7     15.1     92.2     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      62       12        5       16       19       82       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      100,386
COMMITMENTS
  14,376   25,444    2,597   62,026   50,200   78,999   78,241   21,387   22,145

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,448)
    -347    3,223      213    8,914    3,164    8,780    6,601      668    2,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     25.3      2.6     61.8     50.0     78.7     77.9     21.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       21        8       23       16       44       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      211,146
COMMITMENTS
   6,033   54,823    4,234  172,392  122,232  182,659  181,290   28,487   29,856

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -294)
  -3,737    5,858     -586      513   -9,645   -3,810   -4,373    3,516    4,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     26.0      2.0     81.6     57.9     86.5     85.9     13.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9       33        8       32       31       47       66
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      242,572
COMMITMENTS
  27,374   42,004   24,017  115,786  103,322  167,177  169,343   75,395   73,229

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     40,104)
      44    3,694    3,413   13,944   19,778   17,401   26,885   22,703   13,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     17.3      9.9     47.7     42.6     68.9     69.8     31.1     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       35       25       34       33       80       83
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       55,632
COMMITMENTS
   9,572    3,191      589   40,073   44,970   50,234   48,750    5,398    6,882

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      5.7      1.1     72.0     80.8     90.3     87.6      9.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       13       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,657,561
COMMITMENTS
 718,811  605,143  4023998  7811927  7352753 12554736 11981895  1102825  1675666

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    156,874)
  47,412  -36,094   88,750   26,611  117,957  162,774  170,614   -5,900  -13,740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.4     29.5     57.2     53.8     91.9     87.7      8.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      57       75      113      145      143      272      267
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      768,141
COMMITMENTS
  58,634   67,934   51,753  497,504  510,951  607,891  630,638  160,251  137,503

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,079)
  -2,565     -570     -108   -8,971    1,152  -11,643      474    9,564   -2,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      8.8      6.7     64.8     66.5     79.1     82.1     20.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      42       41       51       96       66      170      126
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,744
COMMITMENTS
 188,975  225,117   24,024  534,637  744,810  747,636  993,951  344,109   97,794

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     19,014)
   7,720  -18,007    4,607   24,274   38,958   36,601   25,557  -17,587   -6,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     20.6      2.2     49.0     68.2     68.5     91.0     31.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      45       54       25       60       62      122      124
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,144
COMMITMENTS
     725    1,281       19    5,920    9,592    6,664   10,892    5,480    1,252

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        629)
       0      -25       19      494     -279      513     -285      116      914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     10.5      0.2     48.7     79.0     54.9     89.7     45.1     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        1       12       13       14       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       29,538
COMMITMENTS
   9,798    5,314      144   16,035   19,377   25,977   24,835    3,561    4,703

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         46)
  -1,200     -858      144    1,640    1,534      584      820     -538     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     18.0      0.5     54.3     65.6     87.9     84.1     12.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       15       17       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,943
COMMITMENTS
   9,403   12,955       15   36,608   25,791   46,026   38,761    9,917   17,182

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,237)
   1,833   -4,711      -10     -494      205    1,329   -4,516      -92    5,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     23.2      0.0     65.4     46.1     82.3     69.3     17.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       18        2       32       29       52       48
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,814
COMMITMENTS
  71,693  112,058    7,058  167,234  162,379  245,984  281,496   61,830   26,319

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -7,783)
 -18,035   -3,446      755  -23,454    2,321  -40,733     -370   32,950   -7,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     36.4      2.3     54.3     52.8     79.9     91.4     20.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      54       69       12       46       34      107      108
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       91,827
COMMITMENTS
  15,892   10,754    3,469   52,534   60,842   71,895   75,065   19,931   16,762

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,103)
  -4,518    1,716     -776    4,715   -2,193     -580   -1,253     -523      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     11.7      3.8     57.2     66.3     78.3     81.7     21.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       11        4       22       14       30       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,829
COMMITMENTS
   1,008   13,657      108   31,709   18,605   32,825   32,370    5,004    5,459

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,174)
     232      640       -4    1,737       86    1,965      722     -791      452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     36.1      0.3     83.8     49.2     86.8     85.6     13.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       12        2       28       26       33       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,010
COMMITMENTS
  52,611   35,508    3,278  182,210  192,575  238,099  231,361   10,911   17,649

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,918)
     798     -666    1,311    3,345    3,274    5,454    3,919      464    1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     14.3      1.3     73.2     77.3     95.6     92.9      4.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       40       11       35       48       58       91
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,764
COMMITMENTS
  13,567    5,556      143   14,329   23,914   28,039   29,613   13,725   12,151

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,525)
     227     -998     -133     -924      590     -830     -541     -695     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     13.3      0.3     34.3     57.3     67.1     70.9     32.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       13        3       18       28       49       42
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       28,334
COMMITMENTS
   7,117      560      103   16,663    2,399   23,883    3,062    4,451   25,272

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -996)
     -43      210       61      699        2      717      273   -1,713   -1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.0      0.4     58.8      8.5     84.3     10.8     15.7     89.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        3       11        4       21        9
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       74,526
COMMITMENTS
   4,449    5,762      599   52,583   28,063   57,631   34,424   16,895   40,102

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,323)
     -17       44      154      950     -406    1,087     -208   -2,410   -1,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      7.7      0.8     70.6     37.7     77.3     46.2     22.7     53.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5       14        3       19       29       26       45
 

Updated June 3, 2005