MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,662
COMMITMENTS
   3,149    2,766    1,287   16,096   15,403   20,532   19,456    5,130    6,206

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      1,264)
     348      164      260      505      891    1,113    1,315      151      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     10.8      5.0     62.7     60.0     80.0     75.8     20.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12        8       12       21       19       37       35
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,117
COMMITMENTS
  17,682   10,027   18,171   39,746   35,799   75,599   63,997   18,518   30,120

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -6,493)
  -4,555      518   -1,188      630   -4,693   -5,113   -5,363   -1,380   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     10.7     19.3     42.2     38.0     80.3     68.0     19.7     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      49       38       47       25       36      108       99
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,289
COMMITMENTS
     169    1,132      629    1,690      418    2,488    2,179      801    1,110

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        615)
     -84      124      211      398       62      525      397       90      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     34.4     19.1     51.4     12.7     75.6     66.3     24.4     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2       17        7        9        3       18       23
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      141,651
COMMITMENTS
  43,250   18,030   13,628   67,865   72,799  124,743  104,457   16,908   37,194

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -8,196)
  -3,155    2,521   -3,121      731   -3,782   -5,545   -4,382   -2,651   -3,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     12.7      9.6     47.9     51.4     88.1     73.7     11.9     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      50       43       42       59       97      131      163
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,325
COMMITMENTS
   2,157      394      184      740    3,347    3,081    3,925    2,244    1,400

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:         30)
     -68      -81       42      173      291      147      252     -117     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      7.4      3.5     13.9     62.9     57.9     73.7     42.1     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        7       15       19       40       30
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,115
COMMITMENTS
   6,673    3,551    4,071    8,956    4,553   19,700   12,175    4,415   11,940

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      2,189)
     769      273      581      934      356    2,284    1,210      -95      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     14.7     16.9     37.1     18.9     81.7     50.5     18.3     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      29       20       21       37       43       80       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       83,368
COMMITMENTS
  10,760   16,067      997   46,093   50,568   57,850   67,632   25,518   15,736

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        698)
     154   -1,904      348     -353    3,929      149    2,373      549   -1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     19.3      1.2     55.3     60.7     69.4     81.1     30.6     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       13        4       24       18       40       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       52,852
COMMITMENTS
   3,837   15,106      734   37,796   21,015   42,367   36,855   10,485   15,997

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -4,009)
     466   -5,439      322   -3,942    3,034   -3,154   -2,083     -855   -1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     28.6      1.4     71.5     39.8     80.2     69.7     19.8     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        1       15        7       22       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       89,095
COMMITMENTS
  64,195    8,031      216   13,902   76,120   78,313   84,367   10,782    4,728

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      6,316)
   5,680    1,464       49     -516    3,934    5,213    5,447    1,103      869

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.1      9.0      0.2     15.6     85.4     87.9     94.7     12.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      56       10        1       15       22       72       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       73,291
COMMITMENTS
  26,973    4,734      655   25,016   56,475   52,644   61,864   20,647   11,427

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      8,605)
  11,783     -347      286   -3,983   10,614    8,086   10,553      519   -1,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      6.5      0.9     34.1     77.1     71.8     84.4     28.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        9        2       12       14       34       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      151,987
COMMITMENTS
  13,017   36,710      961  109,138   92,564  123,116  130,235   28,871   21,752

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -3,565)
  -6,781    2,622      955    7,935   -5,832    2,109   -2,255   -5,674   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     24.2      0.6     71.8     60.9     81.0     85.7     19.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       16        4       24       22       41       40
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      148,131
COMMITMENTS
  28,112   28,357      818   68,660   71,807   97,590  100,982   50,541   47,149

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     -4,246)
   1,927    1,541      110    5,659    1,654    7,696    3,305  -11,942   -7,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     19.1      0.6     46.4     48.5     65.9     68.2     34.1     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      28       22        5       31       22       60       48
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,745,755
COMMITMENTS
 658,949  1095392  783,198  5447183  4396439  6889330  6275029  856,425  1470726

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     23,635)
 -34,829   59,555  -43,134  119,819   14,692   41,856   31,113  -18,221   -7,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     14.1     10.1     70.3     56.8     88.9     81.0     11.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      39       63       75      118      132      204      232
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      686,800
COMMITMENTS
  63,046   80,380    8,099  473,742  498,692  544,887  587,171  141,913   99,629

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      5,602)
     695   -1,187    2,988    5,558    3,580    9,241    5,381   -3,639      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     11.7      1.2     69.0     72.6     79.3     85.5     20.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      39       34       19       89       64      140      105
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      933,078
COMMITMENTS
 187,441  189,388    7,894  407,624  643,454  602,959  840,736  330,119   92,342

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     64,159)
  11,206    2,942    2,956   22,053   53,786   36,215   59,684   27,944    4,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     20.3      0.8     43.7     69.0     64.6     90.1     35.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       53       14       54       53      100      109
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,305
COMMITMENTS
   1,607        0        0    5,840   11,747    7,447   11,747    5,858    1,558

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        -33)
    -162        0        0      -67      -82     -229      -82      196       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      0.0     43.9     88.3     56.0     88.3     44.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       14       12       17       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,379
COMMITMENTS
   2,814    5,650      226   22,898   18,517   25,938   24,393    4,441    5,986

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:       -162)
    -221      155       15     -139   -1,030     -345     -860      183      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     18.6      0.7     75.4     61.0     85.4     80.3     14.6     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        6        2       18       17       23       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       79,272
COMMITMENTS
   6,543   17,384      230   33,780   50,143   40,553   67,757   38,719   11,515

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:        549)
     913    1,137       87      358     -283    1,358      941     -809     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     21.9      0.3     42.6     63.3     51.2     85.5     48.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      17       20        3       35       27       53       49
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      417,066
COMMITMENTS
 101,855   95,144    3,976  279,663  156,212  385,494  255,332   31,572  161,734

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     34,601)
  16,408  -18,123    1,773   15,085   42,724   33,266   26,374    1,335    8,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     22.8      1.0     67.1     37.5     92.4     61.2      7.6     38.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      60       60       12       45       37      112      102
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,106
COMMITMENTS
  44,618    7,919       99   15,181   73,102   59,898   81,120   29,208    7,986

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     12,262)
   8,568     -532     -112   -1,444   12,478    7,012   11,834    5,250      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      8.9      0.1     17.0     82.0     67.2     91.0     32.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      19        3        2       10       21       29       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       27,263
COMMITMENTS
   1,264   10,812       74   18,778   12,205   20,116   23,091    7,147    4,172

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      2,449)
     331    1,300       74    1,882    1,023    2,287    2,397      162       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     39.7      0.3     68.9     44.8     73.8     84.7     26.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       12        1       27       17       32       29
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      177,766
COMMITMENTS
  39,468   28,423      611  125,094  134,500  165,173  163,534   12,593   14,232

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:     15,832)
   6,165    1,938     -101    5,664   15,361   11,728   17,198    4,104   -1,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     16.0      0.3     70.4     75.7     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       28        4       29       38       48       67
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,314
COMMITMENTS
  10,755    9,229      110   14,398   22,426   25,263   31,765   13,051    6,549

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:      1,482)
     377    1,202        0    1,517      233    1,894    1,435     -412       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     24.1      0.3     37.6     58.5     65.9     82.9     34.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       17        2       15       20       36       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,884
COMMITMENTS
     400    6,915    2,521   59,333   78,949   62,254   88,385   57,630   31,499

CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST:         20)
     -37      579     -396     -304    5,558     -737    5,741      757   -5,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.8      2.1     49.5     65.9     51.9     73.7     48.1     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2       16        4       20       28       26       45
 

Updated February 18, 2005