MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    20,806:     1,686      1,937      1,066     15,969     14,041     18,721     17,044:     2,085      3,762
Old  :    20,806:     1,686      1,937      1,066     15,969     14,041     18,721     17,044:     2,085      3,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -3,324:    -2,520       -219        -79       -707     -2,522     -3,306     -2,820:       -18       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.3        5.1       76.8       67.5       90.0       81.9:      10.0       18.1
Old  :     100.0:       8.1        9.3        5.1       76.8       67.5       90.0       81.9:      10.0       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        15         10         12         30         32         51         48:
Old  :        76:        15         10         12         30         32         51         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       30.7       67.3       47.2       55.9       30.3       64.3       45.9
Old  :                 55.9       30.7       67.3       47.2       55.9       30.3       64.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   105,414:    28,157      7,804     17,456     39,031     43,762     84,644     69,022:    20,770     36,392
Old  :   104,907:    28,191      7,804     17,422     38,853     43,646     84,466     68,872:    20,441     36,035
Other:       507:         0         34          0        178        116        178        150:       329        357
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     9,322:     3,787        612      2,779        943      2,216      7,509      5,607:     1,813      3,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.4       16.6       37.0       41.5       80.3       65.5:      19.7       34.5
Old  :     100.0:      26.9        7.4       16.6       37.0       41.6       80.5       65.7:      19.5       34.3
Other:     100.0:       0.0        6.7        0.0       35.1       22.9       35.1       29.6:      64.9       70.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        59         33         46         25         36        121         89:
Old  :       151:        59         33         46         24         36        120         89:
Other:         8:         0          1          0          5          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       23.7       34.5       31.9       24.2       22.8       34.0       29.9
Old  :                 24.4       23.9       34.7       32.1       24.4       23.1       34.2       30.2
Other:                 34.9       29.6       35.1       29.6       32.5       27.2       32.7       27.2
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     1,980:       439        543        108        874        351      1,421      1,002:       559        978
Old  :     1,980:       439        543        108        874        351      1,421      1,002:       559        978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        27:      -112        121        -42        149         39         -5        118:        32        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       27.4        5.5       44.1       17.7       71.8       50.6:      28.2       49.4
Old  :     100.0:      22.2       27.4        5.5       44.1       17.7       71.8       50.6:      28.2       49.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         13          2          7          3         14         16:
Old  :        26:         5         13          2          7          3         14         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       27.4       64.1       40.8       46.5       24.3       57.2       32.6
Old  :                 46.7       27.4       64.1       40.8       46.5       24.3       57.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   136,358:    36,088     15,084     18,419     66,592     74,233    121,099    107,736:    15,259     28,622
Old  :   136,358:    36,088     15,084     18,419     66,592     74,233    121,099    107,736:    15,259     28,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     2,462:    -2,909       -354      2,234      2,855      3,289      2,180      5,169:       282     -2,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       11.1       13.5       48.8       54.4       88.8       79.0:      11.2       21.0
Old  :     100.0:      26.5       11.1       13.5       48.8       54.4       88.8       79.0:      11.2       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        51         37         38         40         95        110        154:
Old  :       195:        51         37         38         40         95        110        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       15.8       44.0       26.3       22.1       10.8       35.1       18.7
Old  :                 25.2       15.8       44.0       26.3       22.1       10.8       35.1       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,628:     1,238        625        138        507      1,801      1,883      2,564:     1,745      1,064
Old  :     3,628:     1,238        625        138        507      1,801      1,883      2,564:     1,745      1,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -247:       424        -67        -71       -301        245         52        107:      -299       -354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       17.2        3.8       14.0       49.6       51.9       70.7:      48.1       29.3
Old  :     100.0:      34.1       17.2        3.8       14.0       49.6       51.9       70.7:      48.1       29.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        19          4          7          9         14         30         24:
Old  :        40:        19          4          7          9         14         30         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       45.5       28.9       56.9       17.3       45.5       27.3       56.5
Old  :                 18.3       45.5       28.9       56.9       17.3       45.5       27.3       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    16,972:     4,590      3,075      1,556      6,750      3,433     12,896      8,064:     4,076      8,908
Old  :    16,972:     4,590      3,075      1,556      6,750      3,433     12,896      8,064:     4,076      8,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       945:       922        374         91        229        572      1,242      1,037:      -297        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.1        9.2       39.8       20.2       76.0       47.5:      24.0       52.5
Old  :     100.0:      27.0       18.1        9.2       39.8       20.2       76.0       47.5:      24.0       52.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        21         22         14         29         29         59         58:
Old  :        91:        21         22         14         29         29         59         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       14.2       36.2       21.9       22.6       11.7       33.1       16.9
Old  :                 22.7       14.2       36.2       21.9       22.6       11.7       33.1       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :    71,055:    20,448     10,786        341     20,814     47,151     41,603     58,278:    29,452     12,777
Old  :    71,055:    20,448     10,786        341     20,814     47,151     41,603     58,278:    29,452     12,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     4,884:     1,233     -2,295        -25      3,215      5,926      4,423      3,606:       461      1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       15.2        0.5       29.3       66.4       58.6       82.0:      41.4       18.0
Old  :     100.0:      28.8       15.2        0.5       29.3       66.4       58.6       82.0:      41.4       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        19          9          1         19         16         38         26:
Old  :        55:        19          9          1         19         16         38         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       46.0       32.7       62.4       19.6       46.0       30.9       62.0
Old  :                 20.3       46.0       32.7       62.4       19.6       46.0       30.9       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    50,988:    19,388      7,893          2     12,266     33,078     31,656     40,973:    19,332     10,015
Old  :    50,988:    19,388      7,893          2     12,266     33,078     31,656     40,973:    19,332     10,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -9,294:   -14,340       -846          2      4,311    -11,497    -10,027    -12,341:       733      3,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       15.5        0.0       24.1       64.9       62.1       80.4:      37.9       19.6
Old  :     100.0:      38.0       15.5        0.0       24.1       64.9       62.1       80.4:      37.9       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        14          3          1         12          6         26         10:
Old  :        32:        14          3          1         12          6         26         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       63.3       34.0       79.6       20.4       63.3       34.0       79.5
Old  :                 20.4       63.3       34.0       79.6       20.4       63.3       34.0       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    74,868:    42,781      9,870        611     21,367     57,261     64,759     67,742:    10,109      7,126
Old  :    74,868:    42,781      9,870        611     21,367     57,261     64,759     67,742:    10,109      7,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   -10,737:   -11,339      3,817        -55        527    -15,431    -10,867    -11,669:       130        932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       13.2        0.8       28.5       76.5       86.5       90.5:      13.5        9.5
Old  :     100.0:      57.1       13.2        0.8       28.5       76.5       86.5       90.5:      13.5        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        43         11          3         16         15         62         27:
Old  :        83:        43         11          3         16         15         62         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       59.0       49.6       73.7       34.0       58.1       49.6       72.8
Old  :                 34.0       59.0       49.6       73.7       34.0       58.1       49.6       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    75,999:    24,458     11,935         13     27,277     51,423     51,748     63,371:    24,251     12,628
Old  :    75,999:    24,458     11,935         13     27,277     51,423     51,748     63,371:    24,251     12,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,645:    -8,673     -1,045         13      7,692     -2,152       -968     -3,184:      -677      1,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       15.7        0.0       35.9       67.7       68.1       83.4:      31.9       16.6
Old  :     100.0:      32.2       15.7        0.0       35.9       67.7       68.1       83.4:      31.9       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          6          1         12         13         34         20:
Old  :        48:        22          6          1         12         13         34         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       55.6       39.2       77.1       26.6       55.6       38.3       74.1
Old  :                 26.6       55.6       39.2       77.1       26.6       55.6       38.3       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   155,870:    33,972     11,252        125     88,489    126,703    122,586    138,080:    33,284     17,790
Old  :   155,870:    33,972     11,252        125     88,489    126,703    122,586    138,080:    33,284     17,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,382:    -5,268       -235        -52     14,201      2,521      8,881      2,234:    -3,499      3,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.2        0.1       56.8       81.3       78.6       88.6:      21.4       11.4
Old  :     100.0:      21.8        7.2        0.1       56.8       81.3       78.6       88.6:      21.4       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        30         13          2         21         18         51         33:
Old  :        71:        30         13          2         21         18         51         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       64.6       54.8       75.6       33.8       53.4       42.7       61.5
Old  :                 41.6       64.6       54.8       75.6       33.8       53.4       42.7       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   141,191:    35,806     24,735      1,315     37,380     63,543     74,501     89,593:    66,690     51,598
Old  :   141,191:    35,806     24,735      1,315     37,380     63,543     74,501     89,593:    66,690     51,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -6,496:    -8,720     -2,977        -32     -5,245     -2,456    -13,997     -5,465:     7,501     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       17.5        0.9       26.5       45.0       52.8       63.5:      47.2       36.5
Old  :     100.0:      25.4       17.5        0.9       26.5       45.0       52.8       63.5:      47.2       36.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        36         21          6         28         20         67         44:
Old  :        93:        36         21          6         28         20         67         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       30.5       21.2       46.2       13.1       30.0       20.9       43.0
Old  :                 13.1       30.5       21.2       46.2       13.1       30.0       20.9       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                              
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Old  :    44,005:     9,405          0        575     32,159     39,754     42,139     40,329:     1,866      3,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,348:      -781          0        475      3,945      2,872      3,639      3,347:      -291          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Old  :     100.0:      21.4        0.0        1.3       73.1       90.3       95.8       91.6:       4.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          0          1         19         25         22         26:
Old  :        38:         3          0          1         19         25         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Old  :                 50.9       40.0       72.6       57.1       49.1       31.0       61.0       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 6,781,109:   601,088  1,054,903    874,987  4,862,607  4,159,113  6,338,682  6,089,003:   442,427    692,106
Old  : 6,781,109:   601,088  1,054,903    874,987  4,862,607  4,159,113  6,338,682  6,089,003:   442,427    692,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :   154,166:     7,460    103,822    -79,085    178,683     89,524    107,058    114,261:    47,108     39,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.6       12.9       71.7       61.3       93.5       89.8:       6.5       10.2
Old  :     100.0:       8.9       15.6       12.9       71.7       61.3       93.5       89.8:       6.5       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:        67        104        117        170        195        306        363:
Old  :       395:        67        104        117        170        195        306        363:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       13.9       48.1       22.8       27.8       12.3       41.4       18.7
Old  :                 30.4       13.9       48.1       22.8       27.8       12.3       41.4       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   680,110:    60,758     59,268      3,900    456,255    505,042    520,913    568,210:   159,197    111,900
Old  :   680,110:    60,758     59,268      3,900    456,255    505,042    520,913    568,210:   159,197    111,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    12,899:     4,431       -723      1,349      2,371      1,377      8,151      2,003:     4,748     10,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        8.7        0.6       67.1       74.3       76.6       83.5:      23.4       16.5
Old  :     100.0:       8.9        8.7        0.6       67.1       74.3       76.6       83.5:      23.4       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        34         35         11         88         66        129        105:
Old  :       185:        34         35         11         88         66        129        105:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       31.4       30.3       45.7       20.0       31.4       29.3       45.6
Old  :                 20.8       31.4       30.3       45.7       20.0       31.4       29.3       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  :   800,333:   205,452     95,155     13,268    302,339    620,759    521,059    729,182:   279,274     71,151
Old  :   800,333:   205,452     95,155     13,268    302,339    620,759    521,059    729,182:   279,274     71,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    72,511:    16,865     16,639      6,066      1,781     34,473     24,712     57,178:    47,799     15,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       11.9        1.7       37.8       77.6       65.1       91.1:      34.9        8.9
Old  :     100.0:      25.7       11.9        1.7       37.8       77.6       65.1       91.1:      34.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        90         65         21         66         68        167        143:
Old  :       259:        90         65         21         66         68        167        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       40.0       29.2       56.0       19.2       36.6       27.7       51.1
Old  :                 19.2       40.0       29.2       56.0       19.2       36.6       27.7       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Old  :    13,230:     1,802        140          0      8,406     11,890     10,208     12,030:     3,022      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       108:        56       -116          0       -337        286       -281        170:       389        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Old  :     100.0:      13.6        1.1        0.0       63.5       89.9       77.2       90.9:      22.8        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          1          0         24         17         30         18:
Old  :        46:         6          1          0         24         17         30         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Old  :                 25.9       43.7       44.2       69.0       25.9       43.7       44.2       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Old  :    23,589:     1,992      4,125        289     18,954     15,578     21,235     19,992:     2,354      3,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,459:      -797        460        148      2,600       -119      1,951        489:      -492        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Old  :     100.0:       8.4       17.5        1.2       80.4       66.0       90.0       84.8:      10.0       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          7          3         25         17         35         24:
Old  :        51:         7          7          3         25         17         35         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Old  :                 47.8       39.4       61.1       62.5       47.8       37.1       60.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    63,620:    14,027     10,587        140     27,226     44,600     41,393     55,327:    22,227      8,293
Old  :    63,620:    14,027     10,587        140     27,226     44,600     41,393     55,327:    22,227      8,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,395:       775     -2,510          1     -4,953        716     -4,177     -1,793:     2,782        398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       16.6        0.2       42.8       70.1       65.1       87.0:      34.9       13.0
Old  :     100.0:      22.0       16.6        0.2       42.8       70.1       65.1       87.0:      34.9       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        30         34          1         43         31         73         66:
Old  :       127:        30         34          1         43         31         73         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       45.5       28.6       57.9       18.2       43.8       27.7       55.9
Old  :                 18.4       45.5       28.6       57.9       18.2       43.8       27.7       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                   
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   306,197:   126,340     73,851      7,675    139,680    140,417    273,695    221,943:    32,502     84,254
Old  :   306,197:   126,340     73,851      7,675    139,680    140,417    273,695    221,943:    32,502     84,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    40,299:    -7,281     35,344      4,613     36,145    -13,774     33,477     26,183:     6,822     14,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3       24.1        2.5       45.6       45.9       89.4       72.5:      10.6       27.5
Old  :     100.0:      41.3       24.1        2.5       45.6       45.9       89.4       72.5:      10.6       27.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        90         69         11         42         45        139        118:
Old  :       235:        90         69         11         42         45        139        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       24.8       52.1       37.1       34.3       23.5       46.7       33.3
Old  :                 37.2       24.8       52.1       37.1       34.3       23.5       46.7       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    66,759:    32,283      1,670        166     10,887     55,491     43,336     57,327:    23,423      9,432
Old  :    66,759:    32,283      1,670        166     10,887     55,491     43,336     57,327:    23,423      9,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     5,782:     1,953      1,597         91      2,459      3,871      4,503      5,559:     1,279        223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.4        2.5        0.2       16.3       83.1       64.9       85.9:      35.1       14.1
Old  :     100.0:      48.4        2.5        0.2       16.3       83.1       64.9       85.9:      35.1       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        20          2          1          9         16         29         19:
Old  :        42:        20          2          1          9         16         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       52.6       39.1       73.2       24.7       52.4       39.1       73.0
Old  :                 24.7       52.6       39.1       73.2       24.7       52.4       39.1       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    20,414:     1,813      5,651        111     14,533     11,345     16,457     17,107:     3,957      3,307
Old  :    20,414:     1,813      5,651        111     14,533     11,345     16,457     17,107:     3,957      3,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -155:         2        265         90       -300       -723       -208       -368:        53        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       27.7        0.5       71.2       55.6       80.6       83.8:      19.4       16.2
Old  :     100.0:       8.9       27.7        0.5       71.2       55.6       80.6       83.8:      19.4       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:         7         20          3         37         20         46         41:
Old  :        80:         7         20          3         37         20         46         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       33.6       40.2       45.8       26.9       33.6       40.0       45.8
Old  :                 27.1       33.6       40.2       45.8       26.9       33.6       40.0       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Old  :   108,528:    13,282     13,320      1,361     81,305     85,186     95,948     99,867:    12,580      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     7,147:    -5,074     -4,841        793      9,487      7,402      5,206      3,354:     1,941      3,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Old  :     100.0:      12.2       12.3        1.3       74.9       78.5       88.4       92.0:      11.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        23         30          8         37         36         65         70:
Old  :       113:        23         30          8         37         36         65         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Old  :                 38.6       43.3       55.4       56.2       36.7       43.3       50.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    32,220:    12,841      8,879         87      9,474     17,516     22,402     26,482:     9,818      5,738
Old  :    32,220:    12,841      8,879         87      9,474     17,516     22,402     26,482:     9,818      5,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,622:       524        -96          0        314      1,784        838      1,688:     2,784      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       27.6        0.3       29.4       54.4       69.5       82.2:      30.5       17.8
Old  :     100.0:      39.9       27.6        0.3       29.4       54.4       69.5       82.2:      30.5       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        37         19          2         26         23         64         43:
Old  :       100:        37         19          2         26         23         64         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       30.4       23.9       47.5       13.8       29.7       23.1       44.5
Old  :                 14.1       30.4       23.9       47.5       13.8       29.7       23.1       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Old  :     8,193:     3,468        451          0      2,174      1,583      5,642      2,034:     2,551      6,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     1,011:       434       -432          0        407      1,293        841        861:       170        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Old  :     100.0:      42.3        5.5        0.0       26.5       19.3       68.9       24.8:      31.1       75.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          2          0          4          8         11         10:
Old  :        20:         7          2          0          4          8         11         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Old  :                 54.1       12.9       64.0       22.0       52.8       12.9       62.7       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, January 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :   111,240:       449      6,100      2,882     46,008     79,060     49,339     88,042:    61,901     23,198
Old  :   111,240:       449      6,100      2,882     46,008     79,060     49,339     88,042:    61,901     23,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -1,328:        17       -493        308        -79      1,111        246        926:    -1,574     -2,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        5.5        2.6       41.4       71.1       44.4       79.1:      55.6       20.9
Old  :     100.0:       0.4        5.5        2.6       41.4       71.1       44.4       79.1:      55.6       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3         14          4         13         24         19         40:
Old  :        45:         3         14          4         13         24         19         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       58.7       42.4       67.8        5.1       29.9        5.8       35.2
Old  :                 38.8       58.7       42.4       67.8        5.1       29.9        5.8       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2005