MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       35,375
COMMITMENTS
       0    1,425    3,999   26,802   16,441   30,800   21,865    4,574   13,510

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,555)
     -24      790      884    2,104      795    2,964    2,469     -409       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0     11.3     75.8     46.5     87.1     61.8     12.9     38.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0       10        9       21       17       30       27
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      154,057
COMMITMENTS
  19,250   26,512   37,531   75,172   54,903  131,953  118,946   22,105   35,111

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,877)
   1,317   -4,365    4,406   -1,715    3,544    4,007    3,585   -1,131     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     17.2     24.4     48.8     35.6     85.7     77.2     14.3     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      56       70       80       36       40      141      159
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,666
COMMITMENTS
     257      800      333    1,231      568    1,820    1,701      846      965

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:          3)
     -81     -363       40       65      316       24       -7      -21       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     30.0     12.5     46.2     21.3     68.3     63.8     31.7     36.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7       11        6        8        3       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,128
COMMITMENTS
  45,548   15,811   56,360  107,283  101,147  209,191  173,319   31,937   67,809

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -7,436)
  -4,541   -1,719     -103   -2,335   -2,623   -6,978   -4,445     -457   -2,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      6.6     23.4     44.5     41.9     86.8     71.9     13.2     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      71       62       90       90      127      224      240
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,783
COMMITMENTS
   1,769      299      775    1,055    3,017    3,599    4,091    2,185    1,692

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -303)
    -173       41      231       97     -399      154     -127     -458     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      5.2     13.4     18.2     52.2     62.2     70.7     37.8     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      22        9       12       12       21       38       38
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,409
COMMITMENTS
  11,959    2,977    6,689   14,135   11,348   32,783   21,014    6,626   18,395

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      1,211)
     -89      497      399    1,706      673    2,016    1,570     -805     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      7.6     17.0     35.9     28.8     83.2     53.3     16.8     46.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      37       28       34       63       66      123      115
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      125,446
COMMITMENTS
  52,687   12,053    3,819   28,898   90,892   85,405  106,765   40,042   18,682

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -3,641)
  -4,007      400     -264    2,485   -3,789   -1,786   -3,654   -1,855       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.0      9.6      3.0     23.0     72.5     68.1     85.1     31.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      32       15        6       23       23       58       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      109,376
COMMITMENTS
  21,713   52,800      359   77,521   33,516   99,593   86,675    9,783   22,701

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     16,396)
  -2,071   14,486      208   17,209   -1,833   15,346   12,861    1,050    3,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     48.3      0.3     70.9     30.6     91.1     79.2      8.9     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       27        2       14       12       22       40
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      120,107
COMMITMENTS
  70,463    3,987      389   41,721  112,550  112,573  116,926    7,533    3,181

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,475)
   2,866   -2,637       -6     -114    5,425    2,746    2,782     -271     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.7      3.3      0.3     34.7     93.7     93.7     97.4      6.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      60        7        2       17       15       77       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      102,644
COMMITMENTS
  11,983   36,789      906   72,552   38,808   85,441   76,504   17,203   26,141

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      6,375)
  -3,469    7,255      235    9,136   -4,906    5,902    2,584      473    3,792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     35.8      0.9     70.7     37.8     83.2     74.5     16.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       18        5       22       19       37       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      238,347
COMMITMENTS
  24,896   82,605    4,475  179,471  116,013  208,842  203,093   29,505   35,254

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,892)
  -3,564   -4,958     -222      212    1,120   -3,575   -4,060    1,683    2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     34.7      1.9     75.3     48.7     87.6     85.2     12.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      17       39        6       24       24       43       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      161,568
COMMITMENTS
  42,189   33,257   12,805   53,779   72,041  108,773  118,103   52,795   43,466

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      3,798)
  -2,145    5,228    1,152    6,444   -5,022    5,451    1,358   -1,653    2,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     20.6      7.9     33.3     44.6     67.3     73.1     32.7     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      43       43       33       26       31       85       91
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       11,225
COMMITMENTS
   4,622      611      118    5,033    9,271    9,773   10,000    1,452    1,225

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -3,975)
  -4,498   -4,408      118      195      322   -4,185   -3,968      210       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      5.4      1.1     44.8     82.6     87.1     89.1     12.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        2        1        9        9       15       12
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       34,526
COMMITMENTS
   6,114    1,721      684   24,121   28,568   30,919   30,973    3,607    3,553

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    -10,999)
     745      -84      650   -8,293   -8,929   -6,898   -8,363   -4,101   -2,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      5.0      2.0     69.9     82.7     89.6     89.7     10.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        2       11       10       16       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   16,285,944
COMMITMENTS
 748,173  1071652  5844297  8675791  7827552 15268260 14743501  1017685  1542444

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    501,592)
   9,560   11,573  307,908  231,137  256,567  548,606  576,048  -47,014  -74,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.6     35.9     53.3     48.1     93.8     90.5      6.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
      74       81      129      150      156      295      304
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      736,648
COMMITMENTS
  72,094   38,073   37,499  478,201  525,755  587,795  601,327  148,853  135,320

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -3,129)
  -2,314   -5,373      914    3,334    3,595    1,934     -864   -5,063   -2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      5.2      5.1     64.9     71.4     79.8     81.6     20.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      49       46       57       94       69      179      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,207,597
COMMITMENTS
 221,887  414,512   42,297  602,089  636,675  866,273  1093484  341,323  114,112

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    -27,380)
 -17,479  -23,518    5,078    2,432   -2,306   -9,969  -20,747  -17,411   -6,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     34.3      3.5     49.9     52.7     71.7     90.6     28.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      60       68       46       74       69      166      151
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,897
COMMITMENTS
   2,476      733        0    5,754   10,011    8,230   10,744    3,667    1,153

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        -84)
     427        0        0     -163      -27      264      -27     -348      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      6.2      0.0     48.4     84.1     69.2     90.3     30.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        1       14       13       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       48,463
COMMITMENTS
   7,172   10,620        0   35,462   35,203   42,634   45,823    5,829    2,640

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -496)
     471      170        0     -336     -567      135     -397     -631      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     21.9      0.0     73.2     72.6     88.0     94.6     12.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        6        0       24       22       33       28
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        8,325
COMMITMENTS
   2,088    1,746      633    4,958    5,384    7,679    7,764      646      561

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -856)
  -2,116      -54      -43      802   -1,074   -1,358   -1,171      501      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     21.0      7.6     59.6     64.7     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        5        8        9       14       20
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,110
COMMITMENTS
  12,946    8,700      356   31,121   45,623   44,423   54,679   16,687    6,431

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -133)
  -1,601     -318      130      860      804     -611      616      478     -749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     14.2      0.6     50.9     74.7     72.7     89.5     27.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       16        3       37       27       55       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      354,141
COMMITMENTS
 105,873  103,591    6,567  216,630  200,895  329,070  311,053   25,071   43,088

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -9,734)
  -6,340    7,852    2,731   -7,147  -19,355  -10,755   -8,772    1,021     -963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     29.3      1.9     61.2     56.7     92.9     87.8      7.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      74       64       15       47       39      130      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       63,985
COMMITMENTS
  22,669   14,618        3   25,417   33,294   48,089   47,915   15,896   16,069

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -5,595)
  -8,640    4,090        3    6,303  -10,871   -2,334   -6,778   -3,261    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.4     22.8      0.0     39.7     52.0     75.2     74.9     24.8     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13       10        1       13       16       27       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,690
COMMITMENTS
   5,368    6,276        2   19,784   17,282   25,154   23,561    6,536    8,129

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      2,281)
     273      180        0       76      853      349    1,033    1,931    1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     19.8      0.0     62.4     54.5     79.4     74.3     20.6     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       14        1       29       22       33       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      278,230
COMMITMENTS
  37,952   61,330    4,414  213,265  202,178  255,631  267,921   22,599   10,309

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      1,391)
  -6,771    1,198      630    4,548    1,830   -1,592    3,658    2,984   -2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     22.0      1.6     76.7     72.7     91.9     96.3      8.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      38       66       32       34       60       91      139
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       67,002
COMMITMENTS
  14,956   15,605    4,531   34,199   36,964   53,686   57,100   13,316    9,902

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      1,852)
   1,081     -160      -40      125    2,167    1,166    1,967      686     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     23.3      6.8     51.0     55.2     80.1     85.2     19.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      26       21        7       20       28       53       54
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       35,210
COMMITMENTS
  11,059    7,591        0   18,480   21,579   29,539   29,170    5,671    6,040

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,554)
  -1,229      199      -12    1,192    2,546      -49    2,733   -1,505   -4,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     21.6      0.0     52.5     61.3     83.9     82.8     16.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       10        0       17       11       29       21
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,210
COMMITMENTS
   2,650    2,697      331   14,403   33,090   17,384   36,118   21,826    3,092

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -2,851)
     -10     -224       -3     -174   -1,697     -187   -1,924   -2,664     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      6.9      0.8     36.7     84.4     44.3     92.1     55.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       10        4       19       27       27       39
 

Updated February 17, 2006