MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       19,916
COMMITMENTS
   1,681    2,033      609   13,416   11,201   15,706   13,843    4,210    6,073

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -2,992)
    -687     -212       18   -1,960   -2,199   -2,629   -2,393     -363     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     10.2      3.1     67.4     56.2     78.9     69.5     21.1     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        8       10       22       16       34       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,169
COMMITMENTS
  15,389   22,811   18,018   48,640   25,914   82,047   66,743   13,122   28,426

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -325)
   1,654     -220   -2,641     -682    1,194   -1,669   -1,667    1,344    1,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     24.0     18.9     51.1     27.2     86.2     70.1     13.8     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      33       54       37       23       34       86      100
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,830
COMMITMENTS
   1,040      692        7      341      405    1,388    1,104      442      726

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -224)
     235     -115        2     -141      -57       96     -170     -320      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.8     37.8      0.4     18.6     22.1     75.8     60.3     24.2     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        2        4        3       11       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      130,694
COMMITMENTS
  33,959   38,052   13,075   68,856   53,737  115,890  104,864   14,804   25,830

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -8,681)
     -32    2,993   -3,873   -3,525   -7,218   -7,430   -8,098   -1,251     -583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     29.1     10.0     52.7     41.1     88.7     80.2     11.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      45       69       42       44       71      116      165
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,200
COMMITMENTS
   1,102    1,132      285    1,063      951    2,450    2,368    1,750    1,832

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         98)
     -14      -96       11       -9      -67      -12     -152      110      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     27.0      6.8     25.3     22.6     58.3     56.4     41.7     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13       17        5       14       13       29       33
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,793
COMMITMENTS
   9,219    3,918    4,029    9,151    7,334   22,399   15,281    5,394   12,512

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,656)
   1,742      -60       17      403    1,526    2,162    1,483      494    1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     14.1     14.5     32.9     26.4     80.6     55.0     19.4     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      37       24       26       40       45       95       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       92,585
COMMITMENTS
  33,587   19,373      540   27,978   58,661   62,105   78,574   30,480   14,011

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      4,679)
   4,621    2,571        0   -1,407    5,299    3,214    7,870    1,465   -3,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     20.9      0.6     30.2     63.4     67.1     84.9     32.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      24       14        1       20       23       44       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       71,277
COMMITMENTS
   6,045   38,256       34   56,219   12,407   62,298   50,697    8,979   20,580

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:        -50)
   1,412    2,297       10   -2,660     -678   -1,238    1,629    1,188   -1,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     53.7      0.0     78.9     17.4     87.4     71.1     12.6     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       19        1        9       11       13       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,200
COMMITMENTS
  75,620    1,411      356   13,432   90,258   89,408   92,025    7,792    5,175

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,417)
     882     -157      156    1,358    2,779    2,396    2,778     -979   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.8      1.5      0.4     13.8     92.9     92.0     94.7      8.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      63        7        2       17       13       80       22
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       72,461
COMMITMENTS
  11,090   26,599      113   44,467   24,323   55,670   51,035   16,791   21,426

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -1,058)
  -1,287   -2,757       24    1,011    1,374     -252   -1,359     -806      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     36.7      0.2     61.4     33.6     76.8     70.4     23.2     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       19        3       16       20       29       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      177,994
COMMITMENTS
  12,768   61,428      769  139,535   83,986  153,072  146,183   24,922   31,811

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     12,713)
   3,431    8,940      333    9,065     -669   12,829    8,604     -116    4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     34.5      0.4     78.4     47.2     86.0     82.1     14.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       33        2       26       23       41       57
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      145,759
COMMITMENTS
  28,507   24,276    1,148   70,541   74,659  100,196  100,083   45,563   45,676

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,165)
   4,099     -323      522   -2,242       58    2,379      257     -214    1,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.7      0.8     48.4     51.2     68.7     68.7     31.3     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       22       11       23       25       58       54
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,357
COMMITMENTS
   5,110    1,000      770   63,212   66,389   69,092   68,159    5,265    6,198

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,921)
     226        0      -25    1,722    1,569    1,923    1,544       -2      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      1.3      1.0     85.0     89.3     92.9     91.7      7.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       16       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,869,826
COMMITMENTS
 799,396  1137983  800,949  5349492  4327034  6949837  6265966  919,989  1603860

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:    142,767)
  29,640   91,010  -32,375  119,505    1,013  116,770   59,648   25,997   83,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     14.5     10.2     68.0     55.0     88.3     79.6     11.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      50       66       85      126      138      220      249
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      650,761
COMMITMENTS
  52,704   48,547    4,924  463,279  503,936  520,907  557,407  129,854   93,354

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,761)
     766       12      -21   -1,286    1,865     -541    1,856    3,302      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      7.5      0.8     71.2     77.4     80.0     85.7     20.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      32       33       18       85       64      129      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,022,076
COMMITMENTS
 192,289  284,588   13,254  521,621  606,099  727,164  903,941  294,912  118,135

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     16,372)
   5,467  -10,348    2,045   16,877   10,444   24,389    2,141   -8,017   14,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     27.8      1.3     51.0     59.3     71.1     88.4     28.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      38       55       21       55       63      107      125
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,198
COMMITMENTS
   1,053        0        0    6,930   10,552    7,983   10,552    4,215    1,646

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -143)
    -226     -452        0      -97     -375     -323     -827      180      684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.0     56.8     86.5     65.4     86.5     34.6     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       17       15       19       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,037
COMMITMENTS
   7,324    1,859        5   19,675   28,171   27,004   30,035    6,033    3,002

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -406)
  -1,754      441        5     -596   -1,906   -2,345   -1,460    1,939    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      5.6      0.0     59.6     85.3     81.7     90.9     18.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        5        1       16       18       21       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,286
COMMITMENTS
   7,168    8,624        0   27,063   31,729   34,231   40,353   14,055    7,933

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:       -936)
     488    1,072     -455     -398   -1,055     -365     -438     -571     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     17.9      0.0     56.0     65.7     70.9     83.6     29.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      13       15        0       30       22       43       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      318,590
COMMITMENTS
 133,283   64,292    1,920  159,845  219,107  295,048  285,319   23,542   33,271

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     10,409)
 -11,531      468       57   19,944    9,321    8,470    9,846    1,939      563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8     20.2      0.6     50.2     68.8     92.6     89.6      7.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      69       54       11       36       41      114       97
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       72,496
COMMITMENTS
  30,047    2,029        0   22,896   61,145   52,943   63,174   19,553    9,322

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     11,596)
   9,498   -1,203        0    1,427   12,990   10,925   11,787      671     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      2.8      0.0     31.6     84.3     73.0     87.1     27.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      15        2        0       12       18       27       20
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,811
COMMITMENTS
     452    4,129        0   25,385   20,583   25,837   24,712    4,974    6,099

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:         61)
      -6       57        0      341      227      335      284     -274     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     13.4      0.0     82.4     66.8     83.9     80.2     16.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        9        0       28       23       30       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      220,704
COMMITMENTS
  14,863   44,041      585  190,825  166,472  206,273  211,098   14,431    9,606

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:     -5,443)
 -10,204      -15       74    6,508   -4,700   -3,622   -4,641   -1,821     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     20.0      0.3     86.5     75.4     93.5     95.6      6.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      19       36        3       30       49       50       87
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       44,683
COMMITMENTS
  15,278    7,013      571   14,902   25,845   30,751   33,429   13,932   11,254

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:          4)
    -832      286      153       68     -711     -611     -272      615      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     15.7      1.3     33.4     57.8     68.8     74.8     31.2     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      29       12        2       19       20       48       34
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       26,508
COMMITMENTS
   6,323      285        0   15,529    8,715   21,852    9,000    4,656   17,508

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      1,157)
    -182      285        0    1,030      674      848      959      309      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      1.1      0.0     58.6     32.9     82.4     34.0     17.6     66.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        1        0        8        7       18        8
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/09/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       33,478
COMMITMENTS
   1,503    2,996       29   15,963   24,596   17,495   27,621   15,983    5,857

CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST:      2,672)
    -112     -555        0      700    2,425      588    1,870    2,084      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      8.9      0.1     47.7     73.5     52.3     82.5     47.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       12        2       15       20       20       32
 

Updated August 12, 2005