MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       22,933
COMMITMENTS
   2,018    2,069    1,037   15,451   12,365   18,506   15,471    4,427    7,462

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        666)
    -710       95      148      935      148      373      391      293      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      9.0      4.5     67.4     53.9     80.7     67.5     19.3     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        7       11       24       15       36       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       91,504
COMMITMENTS
   9,829   27,054   18,154   49,910   21,084   77,893   66,292   13,611   25,212

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      2,934)
    -631    1,111    3,163      459      114    2,991    4,388      -57   -1,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     29.6     19.8     54.5     23.0     85.1     72.4     14.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      28       63       44       26       27       86      112
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,302
COMMITMENTS
     549    1,130      151    1,075      786    1,775    2,067    1,527    1,235

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -347)
     -46     -212     -163      -59       27     -268     -348      -79        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     34.2      4.6     32.6     23.8     53.8     62.6     46.2     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9       17        6        8        7       22       25
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,673
COMMITMENTS
  28,788   32,259   10,458   72,209   56,302  111,455   99,019   14,218   26,654

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -4,950)
  -2,278    3,267   -2,886    1,069   -3,004   -4,095   -2,623     -855   -2,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     25.7      8.3     57.5     44.8     88.7     78.8     11.3     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      42       70       42       55       71      119      167
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,720
COMMITMENTS
   1,061      798       73    1,344    1,401    2,478    2,272    1,242    1,448

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        133)
     -30      134      -45      292     -112      217      -23      -84      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     21.5      2.0     36.1     37.7     66.6     61.1     33.4     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        9        6       16       10       30       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       21,238
COMMITMENTS
   7,993    3,634    1,658    7,317    4,035   16,968    9,327    4,270   11,911

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:         57)
   1,071     -749      -51     -428      846      592       46     -535       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     17.1      7.8     34.5     19.0     79.9     43.9     20.1     56.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      38       21       19       31       36       82       66
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       71,522
COMMITMENTS
  20,959   18,675      591   20,187   37,461   41,737   56,727   29,785   14,795

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,379)
   4,087    2,087        5     -181    2,762    3,911    4,854      468     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     26.1      0.8     28.2     52.4     58.4     79.3     41.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       15        2       21       24       40       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,119
COMMITMENTS
   1,764   46,185        0   63,541    4,868   65,305   51,053    7,814   22,066

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,590)
     185    2,219        0    2,014      206    2,199    2,425     -609     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     63.2      0.0     86.9      6.7     89.3     69.8     10.7     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       26        0       10        4       12       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      101,145
COMMITMENTS
  77,644    3,968      500   14,530   90,697   92,674   95,165    8,471    5,980

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,206)
  -6,414   -1,000      495    2,628   -2,689   -3,291   -3,194       85      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.8      3.9      0.5     14.4     89.7     91.6     94.1      8.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      63        6        1       15       17       79       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,998
COMMITMENTS
   8,962   28,767      175   40,945   19,759   50,082   48,701   16,916   18,297

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,766)
  -5,017    1,869        0    7,199     -937    2,182      932     -416      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     42.9      0.3     61.1     29.5     74.8     72.7     25.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10       18        1       17       14       27       33
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      147,872
COMMITMENTS
  10,844   62,689      856  112,688   53,483  124,388  117,028   23,484   30,844

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      8,146)
    -284   13,587      -18    8,445   -9,124    8,143    4,445        3    3,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     42.4      0.6     76.2     36.2     84.1     79.1     15.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16       28        3       26       21       44       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      139,172
COMMITMENTS
  31,816   46,057    1,572   62,859   46,580   96,247   94,209   42,925   44,963

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,394)
   5,755   -1,286      -80   -6,430    2,193     -755      827   -2,639   -4,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     33.1      1.1     45.2     33.5     69.2     67.7     30.8     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      33       35        7       26       25       61       65
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       76,427
COMMITMENTS
  25,322      921      245   44,521   66,742   70,088   67,908    6,339    8,519

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      1.2      0.3     58.3     87.3     91.7     88.9      8.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1        8       15       12       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,560,507
COMMITMENTS
 804,739  624,416  782,033  5070628  4655560  6657400  6062009  903,107  1498498

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     53,136)
  91,439  -60,730  -55,094   23,779  216,596   60,124  100,772   -6,988  -47,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      8.3     10.3     67.1     61.6     88.1     80.2     11.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      46       56       78      120      129      212      221
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      659,821
COMMITMENTS
  47,150   46,783    4,285  478,919  513,120  530,354  564,188  129,467   95,633

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      7,407)
  -5,715    1,622      327   11,790    8,380    6,402   10,329    1,005   -2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      7.1      0.6     72.6     77.8     80.4     85.5     19.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      26       27       12       86       62      120       94
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      836,123
COMMITMENTS
 133,534  167,394    8,906  437,570  567,916  580,010  744,216  256,113   91,907

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     36,617)
  42,676  -20,787      364   -2,738   69,004   40,302   48,581   -3,685  -11,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.0      1.1     52.3     67.9     69.4     89.0     30.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      41       45       12       57       55      106      104
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,205
COMMITMENTS
     960      224        0    6,510   10,949    7,470   11,173    4,735    1,032

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        434)
     235       19        0      183      405      418      424       16       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.8      0.0     53.3     89.7     61.2     91.5     38.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,118
COMMITMENTS
   7,006    1,392      292   17,150   22,368   24,448   24,052    3,670    4,066

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,529)
     943     -913       64    2,957    3,342    3,964    2,493     -435    1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      5.0      1.0     61.0     79.6     86.9     85.5     13.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        1       17       18       22       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,441
COMMITMENTS
   6,784    8,101        0   25,688   32,764   32,472   40,865   16,969    8,576

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,582)
  -1,572      688      -80    3,948    3,497    2,296    4,105    2,286      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     16.4      0.0     52.0     66.3     65.7     82.7     34.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11       15        0       31       24       42       39
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      221,573
COMMITMENTS
  72,323   87,658    1,145  117,911   75,286  191,379  164,089   30,194   57,484

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     35,196)
   9,010    8,753      121   18,182   10,360   27,313   19,234    7,883   15,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     39.6      0.5     53.2     34.0     86.4     74.1     13.6     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      59       56        8       42       31      104       92
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       69,392
COMMITMENTS
  24,447    1,473        0   23,923   61,343   48,370   62,816   21,022    6,576

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -13,899)
 -12,019   -1,598        0    1,572  -11,402  -10,447  -13,000   -3,452     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      2.1      0.0     34.5     88.4     69.7     90.5     30.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      16        3        0       13       18       29       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,965
COMMITMENTS
     765    3,519        0   23,144   18,343   23,909   21,862    5,056    7,103

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        143)
     277      221        0      -34     -409      243     -188     -100      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     12.1      0.0     79.9     63.3     82.5     75.5     17.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        9        0       29       21       32       30
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      233,459
COMMITMENTS
  16,665   45,161      521  201,570  176,565  218,756  222,247   14,703   11,212

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     17,312)
    -270   -7,216     -101   16,995   23,761   16,624   16,444      688      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     19.3      0.2     86.3     75.6     93.7     95.2      6.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      21       38        3       36       45       58       85
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,617
COMMITMENTS
  10,875    5,825      259    9,566   18,830   20,700   24,914   10,917    6,703

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        796)
     174        5       67      484    2,161      725    2,233       71   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     18.4      0.8     30.3     59.6     65.5     78.8     34.5     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       14        3       14       17       39       32
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,524
COMMITMENTS
   1,265    2,892      693   13,752   22,242   15,710   25,827   13,814    3,697

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -489)
       0      -50     -100      867     -450      767     -600   -1,256      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      9.8      2.3     46.6     75.3     53.2     87.5     46.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        3       13       19       18       33
 

Updated July 1, 2005