MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,143
COMMITMENTS
   2,376    2,452    1,067   14,609   14,234   18,052   17,753    5,091    5,390

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -135)
      56      109     -265      259      217       50       61     -185     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.6      4.6     63.1     61.5     78.0     76.7     22.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        6       11       20       18       33       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       89,791
COMMITMENTS
  18,711    8,282   11,444   42,911   39,931   73,066   59,657   16,725   30,134

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -14,441)
  -7,821     -152   -4,945      455   -5,723  -12,311  -10,820   -2,130   -3,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      9.2     12.7     47.8     44.5     81.4     66.4     18.6     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      51       28       38       23       38       99       88
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,001
COMMITMENTS
     339    1,366      155    1,757      418    2,251    1,939      750    1,062

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:         35)
      23      -71       10       60       45       93      -16      -58       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     45.5      5.2     58.5     13.9     75.0     64.6     25.0     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       16        4        8        2       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      149,496
COMMITMENTS
  53,212   17,524   10,346   67,333   78,889  130,891  106,759   18,605   42,737

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     13,243)
   8,452      555      -18    1,174    8,533    9,608    9,070    3,635    4,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     11.7      6.9     45.0     52.8     87.6     71.4     12.4     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      64       34       36       59      113      148      167
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,824
COMMITMENTS
   1,985      438      107      754    3,044    2,846    3,589    1,978    1,235

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -280)
     -49       34      -41     -122     -197     -212     -204      -68      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      9.1      2.2     15.6     63.1     59.0     74.4     41.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        8        6       12       16       36       27
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,118
COMMITMENTS
  10,350    2,749    4,665    7,040    6,059   22,055   13,473    4,063   12,645

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,102)
   1,805     -411    1,004   -1,815      267      994      860      108      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     10.5     17.9     27.0     23.2     84.4     51.6     15.6     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       17       19       25       42       77       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      125,191
COMMITMENTS
  36,259   10,109      904   52,191   77,424   89,354   88,437   35,837   36,754

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     19,271)
  18,696   -4,125      285   -8,057    1,094   10,924   -2,746    8,347   22,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.1      0.7     41.7     61.8     71.4     70.6     28.6     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       11        4       24       28       50       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       41,804
COMMITMENTS
  10,655   10,495        1   14,830   22,524   25,486   33,020   16,318    8,784

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -25,708)
   3,181       -6   -1,345  -24,726  -21,034  -22,890  -22,385   -2,818   -3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     25.1      0.0     35.5     53.9     61.0     79.0     39.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        8        9       18       13
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       71,963
COMMITMENTS
  49,610    5,015      251   14,035   63,546   63,896   68,812    8,067    3,151

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -53,449)
 -23,607   -3,203   -1,528  -21,759  -43,635  -46,894  -48,366   -6,555   -5,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9      7.0      0.3     19.5     88.3     88.8     95.6     11.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      53       11        2       13       16       67       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,439
COMMITMENTS
  42,006    4,182       32    9,867   65,961   51,905   70,175   27,534    9,264

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -20,144)
  -4,445   -1,142   -1,537  -11,254  -14,641  -17,236  -17,320   -2,908   -2,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9      5.3      0.0     12.4     83.0     65.3     88.3     34.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      27        7        2        7       16       36       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      107,434
COMMITMENTS
  13,944   19,290       73   64,255   70,141   78,272   89,504   29,162   17,930

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -63,675)
     594   -3,846   -3,788  -55,942  -51,849  -59,136  -59,483   -4,539   -4,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.0      0.1     59.8     65.3     72.9     83.3     27.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       13        2       18       15       35       29
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      122,371
COMMITMENTS
  42,647   12,735      227   26,959   68,607   69,833   81,569   52,538   40,802

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -46,790)
   5,531   -1,791     -323  -43,150  -39,550  -37,942  -41,664   -8,848   -5,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     10.4      0.2     22.0     56.1     57.1     66.7     42.9     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       15        4       25       23       60       42
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       63,246
COMMITMENTS
  20,278    3,161        0   38,199   54,637   58,477   57,798    4,769    5,448

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,389)
   5,705    1,255      -62   -2,334    3,717    3,309    4,910     -920   -2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.0      0.0     60.4     86.4     92.5     91.4      7.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       14       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,682,587
COMMITMENTS
 722,335  1444050  676,671  5337030  4010356  6736036  6131077  946,551  1551510

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:   -788,654)
 -23,024   90,553 -333,633 -484,753 -561,896 -841,410 -804,976   52,756   16,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     18.8      8.8     69.5     52.2     87.7     79.8     12.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      41       74       77      107      122      199      228
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      795,257
COMMITMENTS
  66,879  103,839   12,755  541,098  566,759  620,732  683,353  174,525  111,904

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     70,932)
  -1,531   17,222    1,403   41,036   43,477   40,908   62,102   30,024    8,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.1      1.6     68.0     71.3     78.1     85.9     21.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      41       35       32      103       71      162      120
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,226,408
COMMITMENTS
 276,083  227,548   57,921  585,779  746,829  919,783  1032298  306,625  194,110

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    166,423)
  49,513  -36,267   32,715  104,210   64,971  186,438   61,419  -20,015  105,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     18.6      4.7     47.8     60.9     75.0     84.2     25.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      44       55       45       67       61      138      134
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       19,787
COMMITMENTS
   2,710      608    1,287    8,878   14,671   12,875   16,566    6,912    3,221

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,429)
     915      130      670    1,750    2,274    3,335    3,074    1,094    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      3.1      6.5     44.9     74.1     65.1     83.7     34.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        3       20       16       26       21
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       47,874
COMMITMENTS
   3,886    6,008    5,246   28,901   21,824   38,033   33,078    9,841   14,796

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     14,708)
     -26        0    3,749    6,807    3,843   10,530    7,592    4,178    7,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     12.5     11.0     60.4     45.6     79.4     69.1     20.6     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        7       21       23       29       30
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      103,755
COMMITMENTS
   4,225   17,342    3,847   54,475   70,392   62,547   91,581   41,208   12,174

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     18,145)
    -744    3,998    3,027    9,413    9,888   11,696   16,913    6,449    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     16.7      3.7     52.5     67.8     60.3     88.3     39.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       25       11       44       43       63       75
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      489,245
COMMITMENTS
  88,081  107,512   10,257  353,310  205,313  451,648  323,082   37,597  166,163

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     98,060)
   5,856    6,281    8,007   74,630   49,418   88,493   63,706    9,567   34,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.0      2.1     72.2     42.0     92.3     66.0      7.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      41       68       25       51       51      105      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      102,848
COMMITMENTS
  57,410    3,269        0   17,468   93,058   74,878   96,327   27,970    6,521

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -27,383)
   1,594     -594     -511  -20,679  -21,015  -19,596  -22,120   -7,787   -5,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      3.2      0.0     17.0     90.5     72.8     93.7     27.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22        3        0       11       16       33       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       49,123
COMMITMENTS
   1,694   18,788    1,607   35,556   23,526   38,857   43,921   10,266    5,202

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,165)
      42    3,094    1,383    3,983    4,247    5,408    8,724    3,757      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     38.2      3.3     72.4     47.9     79.1     89.4     20.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5       12        6       34       30       43       45
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,573
COMMITMENTS
  74,260   38,254   14,158  151,854  160,875  240,272  213,287    9,301   36,286

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     36,847)
   7,710    1,742    9,872   21,042      580   38,624   12,194   -1,777   24,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     15.3      5.7     60.8     64.5     96.3     85.5      3.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      18       35       16       33       46       60       88
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,177
COMMITMENTS
  11,784   10,666       36    8,883   12,932   20,703   23,634   10,474    7,543

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -22,191)
    -748    2,419   -7,098   -6,460  -12,277  -14,306  -16,956   -7,885   -5,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     34.2      0.1     28.5     41.5     66.4     75.8     33.6     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       13        1       13       16       35       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,478
COMMITMENTS
   3,476    7,628        0   47,979   26,271   51,455   33,899   16,023   33,579

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -47,892)
   3,276   -1,971   -2,219   -8,534  -45,734   -7,477  -49,924  -40,415    2,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.3      0.0     71.1     38.9     76.3     50.2     23.7     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       13        0       19       28       22       41
 

Updated March 18, 2005