MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,690
COMMITMENTS
   3,287    2,067    1,129   15,032   13,358   19,448   16,554    4,242    7,136

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        589)
     257       16       44      237      281      538      341       51      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      8.7      4.8     63.5     56.4     82.1     69.9     17.9     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       9        7       10       21       17       34       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       98,704
COMMITMENTS
  10,992   17,790   26,237   46,842   28,855   84,071   72,882   14,633   25,822

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,697)
    -927    1,543    1,579    2,121      339    2,773    3,461      -76     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     18.0     26.6     47.5     29.2     85.2     73.8     14.8     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      35       56       58       20       33       93      129
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,904
COMMITMENTS
     534    1,688      265    1,456      744    2,255    2,697    1,649    1,207

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:         -9)
     -71      -20       -6      -52      -38     -129      -64      120       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     43.2      6.8     37.3     19.1     57.8     69.1     42.2     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       14        5        7        4       21       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      147,167
COMMITMENTS
  40,486   16,161   16,313   70,439   77,014  127,238  109,488   19,929   37,679

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      3,021)
    -356       56    1,596      810    1,994    2,050    3,646      971     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     11.0     11.1     47.9     52.3     86.5     74.4     13.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      59       39       51       68       98      159      170
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,509
COMMITMENTS
   1,259      391      133    1,004    1,961    2,396    2,485    1,113    1,024

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        101)
      81      -73        3       62      154      146       84      -45       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     11.1      3.8     28.6     55.9     68.3     70.8     31.7     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        9        5       15       15       30       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,827
COMMITMENTS
  10,334    4,140      823    6,116    3,418   17,273    8,381    4,554   13,446

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,681)
    -521      -44     -742   -1,241     -974   -2,504   -1,760     -177     -921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     19.0      3.8     28.0     15.7     79.1     38.4     20.9     61.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      38       27       15       24       36       73       68
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       94,700
COMMITMENTS
  10,524   41,764      647   60,610   30,914   71,781   73,325   22,919   21,375

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,133)
     718     -926       60   -2,788      -29   -2,010     -895     -123   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     44.1      0.7     64.0     32.6     75.8     77.4     24.2     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       24        5       29       23       43       49
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       69,037
COMMITMENTS
     850   40,249       53   58,759    6,938   59,662   47,240    9,375   21,797

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -836)
    -912      816       -4     -857     -341   -1,773      471      937   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     58.3      0.1     85.1     10.0     86.4     68.4     13.6     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2       24        2       20        7       23       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      109,821
COMMITMENTS
  83,830    3,400      639   16,483  101,612  100,952  105,651    8,869    4,170

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,117)
   6,786     -199      299      457    8,364    7,542    8,464      575     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.3      3.1      0.6     15.0     92.5     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      62       12        4       15       18       80       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       95,073
COMMITMENTS
  14,346   25,417      793   61,489   48,354   76,628   74,564   18,445   20,509

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      8,686)
    -414    3,247      -12    8,865    2,702    8,439    5,937      247    2,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     26.7      0.8     64.7     50.9     80.6     78.4     19.4     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       19        2       23       14       40       34
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      183,593
COMMITMENTS
   6,467   54,902      824  150,941  100,736  158,232  156,462   25,361   27,131

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:       -429)
  -4,162    5,442        0      713   -9,613   -3,449   -4,171    3,020    3,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     29.9      0.4     82.2     54.9     86.2     85.2     13.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       28        3       30       25       44       54
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      190,494
COMMITMENTS
  24,211   42,521    1,043  103,595   83,901  128,849  127,465   61,645   63,029

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     28,349)
    -420    2,569     -231   11,274   15,378   10,623   17,716   17,726   10,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     22.3      0.5     54.4     44.0     67.6     66.9     32.4     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       32        7       31       30       64       66
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       55,632
COMMITMENTS
   9,572    3,191      589   40,073   44,970   50,234   48,750    5,398    6,882

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       13       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,795,768
COMMITMENTS
 878,819  765,661  1069873  5855986  5406257  7804678  7241791  991,090  1553977

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     99,367)
  84,855      489    6,721   15,605  108,010  107,181  115,220   -7,814  -15,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      8.7     12.2     66.6     61.5     88.7     82.3     11.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      56       61       91      130      136      239      243
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      699,838
COMMITMENTS
  57,075   68,455   14,294  481,001  495,001  552,370  577,750  147,468  122,088

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -3,759)
  -2,698     -814   -1,575   -9,424      163  -13,697   -2,226    9,938   -1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.8      2.0     68.7     70.7     78.9     82.6     21.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       29       17       91       61      139       95
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,064,782
COMMITMENTS
 188,598  223,213   16,533  520,372  733,095  725,503  972,841  339,279   91,941

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     15,732)
   7,606  -17,949    3,794   23,355   37,131   34,755   22,976  -19,023   -7,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     21.0      1.6     48.9     68.8     68.1     91.4     31.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      44       53       14       57       61      112      117
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,144
COMMITMENTS
     725    1,281       19    5,920    9,592    6,664   10,892    5,480    1,252

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        5        2       15       17       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,678
COMMITMENTS
   9,403   12,967        2   36,521   25,724   45,926   38,693    9,752   16,985

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      1,221)
   1,833   -4,716       -5     -511      209    1,317   -4,512      -96    5,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     23.3      0.0     65.6     46.2     82.5     69.5     17.5     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       17        1       31       28       50       46
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      307,287
COMMITMENTS
  71,691  112,049    6,930  166,978  162,135  245,599  281,114   61,688   26,173

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -7,767)
 -18,034   -3,454      761  -23,456    2,331  -40,729     -362   32,962   -7,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     36.5      2.3     54.3     52.8     79.9     91.5     20.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      54       69       10       44       32      104      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       83,172
COMMITMENTS
  15,019    9,095       64   49,234   58,473   64,317   67,632   18,855   15,540

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -2,127)
  -6,920      463       58    5,155   -2,715   -1,707   -2,194     -420       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     10.9      0.1     59.2     70.3     77.3     81.3     22.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       10        2       20       13       28       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       37,826
COMMITMENTS
   1,009   13,657      107   31,707   18,605   32,823   32,369    5,003    5,457

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       12        2       28       26       33       39
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      247,747
COMMITMENTS
  52,587   35,520    2,821  181,657  192,208  237,065  230,549   10,682   17,198

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,635)
     916     -509    1,067    3,217    3,162    5,200    3,720      435    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     14.3      1.1     73.3     77.6     95.7     93.1      4.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      15       39        7       34       47       54       88
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,914
COMMITMENTS
  13,567    5,556      143   13,479   23,463   27,189   29,162   13,725   11,752

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,425)
      27     -998       67     -824      639     -730     -292     -695   -1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     13.6      0.3     32.9     57.3     66.5     71.3     33.5     28.7

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

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

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

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

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

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

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

Updated June 3, 2005