MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    29,060:     1,542      2,330      4,804     16,551     15,476     22,897     22,610:     6,164      6,450
Old  :    29,060:     1,542      2,330      4,804     16,551     15,476     22,897     22,610:     6,164      6,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       -89:      -123        149       -272        339        260        -56        136:       -34       -225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        8.0       16.5       57.0       53.3       78.8       77.8:      21.2       22.2
Old  :     100.0:       5.3        8.0       16.5       57.0       53.3       78.8       77.8:      21.2       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          6         16         24         21         41         38:
Old  :        48:        12          6         16         24         21         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       31.2       58.8       49.8       42.0       30.4       48.2       43.0
Old  :                 45.6       31.2       58.8       49.8       42.0       30.4       48.2       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :    94,777:    18,648      6,020     14,977     43,355     41,400     76,980     62,397:    17,797     32,380
Old  :    91,566:    18,744      5,928     14,682     41,541     40,190     74,967     60,800:    16,599     30,766
Other:     3,211:       199        387          0      1,814      1,210      2,013      1,597:     1,198      1,614
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -14,460:    -7,874         22     -4,964        459     -5,882    -12,379    -10,824:    -2,082     -3,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        6.4       15.8       45.7       43.7       81.2       65.8:      18.8       34.2
Old  :     100.0:      20.5        6.5       16.0       45.4       43.9       81.9       66.4:      18.1       33.6
Other:     100.0:       6.2       12.1        0.0       56.5       37.7       62.7       49.7:      37.3       50.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        50         29         41         30         40        109         90:
Old  :       136:        50         28         40         29         40        108         89:
Other:        26:         6          5          0          4         13         10         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       19.9       39.4       31.2       28.5       19.6       39.3       28.4
Old  :                 29.5       20.0       40.0       31.7       29.5       19.7       40.0       29.8
Other:                 58.3       29.8       61.9       42.6       56.0       29.8       59.2       42.1
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,029:       346      1,373        165      1,757        418      2,268      1,956:       761      1,073
Old  :     3,027:       346      1,373        164      1,757        418      2,267      1,955:       760      1,072
Other:         2:         0          0          1          0          0          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :        40:        27        -68         10         60         45         97        -13:       -57         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       45.3        5.4       58.0       13.8       74.9       64.6:      25.1       35.4
Old  :     100.0:      11.4       45.4        5.4       58.0       13.8       74.9       64.6:      25.1       35.4
Other:     100.0:       0.0        0.0       50.0        0.0        0.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         17          5          8          2         20         19:
Old  :        33:         7         17          5          8          2         20         19:
Other:         1:         0          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       31.9       61.7       47.1       50.4       31.4       60.6       44.0
Old  :                 50.8       31.9       61.7       47.1       50.5       31.5       60.7       44.0
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   166,459:    53,768      8,293     22,040     70,400     87,894    146,208    118,228:    20,251     48,231
Old  :   166,459:    53,768      8,293     22,040     70,400     87,894    146,208    118,228:    20,251     48,231
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    14,601:     8,391        129        684      1,660      9,299     10,735     10,112:     3,866      4,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        5.0       13.2       42.3       52.8       87.8       71.0:      12.2       29.0
Old  :     100.0:      32.3        5.0       13.2       42.3       52.8       87.8       71.0:      12.2       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        71         33         46         80        118        178        178:
Old  :       240:        71         33         46         80        118        178        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       12.8       34.4       21.3       19.7       12.0       32.4       19.3
Old  :                 20.1       12.8       34.4       21.3       19.7       12.0       32.4       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     5,379:     2,019        237        425        779      3,206      3,224      3,868:     2,155      1,511
Old  :     5,379:     2,019        237        425        779      3,206      3,224      3,868:     2,155      1,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -218:       -56        -37         12       -115       -110       -158       -135:       -60        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5        4.4        7.9       14.5       59.6       59.9       71.9:      40.1       28.1
Old  :     100.0:      37.5        4.4        7.9       14.5       59.6       59.9       71.9:      40.1       28.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        24          6          8         13         19         39         32:
Old  :        53:        24          6          8         13         19         39         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       43.5       28.4       53.2       18.6       43.4       27.3       52.0
Old  :                 19.5       43.5       28.4       53.2       18.6       43.4       27.3       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    30,599:    10,465        681      7,757      7,564      7,442     25,786     15,880:     4,813     14,719
Old  :    30,599:    10,465        681      7,757      7,564      7,442     25,786     15,880:     4,813     14,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,363:     1,746       -497      1,224     -1,725        185      1,245        912:       118        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2        2.2       25.4       24.7       24.3       84.3       51.9:      15.7       48.1
Old  :     100.0:      34.2        2.2       25.4       24.7       24.3       84.3       51.9:      15.7       48.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        50         15         26         38         48         99         79:
Old  :       130:        50         15         26         38         48         99         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       15.8       36.2       23.9       14.3        6.7       23.5       11.0
Old  :                 23.3       15.8       36.2       23.9       14.3        6.7       23.5       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   130,585:    36,405     10,175      1,810     53,681     79,030     91,897     91,016:    38,688     39,569
Old  :   130,585:    36,405     10,175      1,810     53,681     79,030     91,897     91,016:    38,688     39,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    20,056:    18,596     -4,150        820     -7,767      1,536     11,649     -1,794:     8,407     21,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        7.8        1.4       41.1       60.5       70.4       69.7:      29.6       30.3
Old  :     100.0:      27.9        7.8        1.4       41.1       60.5       70.4       69.7:      29.6       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         13          7         25         29         53         44:
Old  :        74:        23         13          7         25         29         53         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.7       39.1       44.3       21.4       31.6       32.1       42.7
Old  :                 26.9       31.7       39.1       44.3       21.4       31.6       32.1       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    42,326:    10,655     10,495          1     14,898     22,524     25,554     33,020:    16,772      9,306
Old  :    42,326:    10,655     10,495          1     14,898     22,524     25,554     33,020:    16,772      9,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -25,926:     3,181         -6     -1,345    -24,722    -21,034    -22,886    -22,385:    -3,040     -3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       24.8        0.0       35.2       53.2       60.4       78.0:      39.6       22.0
Old  :     100.0:      25.2       24.8        0.0       35.2       53.2       60.4       78.0:      39.6       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          4          1          8          9         18         13:
Old  :        27:         9          4          1          8          9         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       56.0       49.1       71.7       37.4       55.9       49.1       70.4
Old  :                 37.4       56.0       49.1       71.7       37.4       55.9       49.1       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    72,172:    49,610      5,187        260     14,212     63,555     64,082     69,003:     8,090      3,168
Old  :    72,172:    49,610      5,187        260     14,212     63,555     64,082     69,003:     8,090      3,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -53,488:   -23,607     -3,256     -1,525    -21,806    -43,632    -46,938    -48,412:    -6,550     -5,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7        7.2        0.4       19.7       88.1       88.8       95.6:      11.2        4.4
Old  :     100.0:      68.7        7.2        0.4       19.7       88.1       88.8       95.6:      11.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        53         12          3         15         17         70         30:
Old  :        93:        53         12          3         15         17         70         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       57.0       41.0       77.6       25.6       57.0       41.0       77.4
Old  :                 25.6       57.0       41.0       77.6       25.6       57.0       41.0       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    81,295:    42,062      4,329        489      9,954     66,110     52,505     70,927:    28,790     10,368
Old  :    81,295:    42,062      4,329        489      9,954     66,110     52,505     70,927:    28,790     10,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -19,777:    -4,390       -950     -1,462    -11,407    -14,537    -17,259    -16,949:    -2,518     -2,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        5.3        0.6       12.2       81.3       64.6       87.2:      35.4       12.8
Old  :     100.0:      51.7        5.3        0.6       12.2       81.3       64.6       87.2:      35.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        28          8          6          8         16         39         27:
Old  :        54:        28          8          6          8         16         39         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       62.2       34.2       74.7       20.1       61.4       33.4       73.9
Old  :                 20.8       62.2       34.2       74.7       20.1       61.4       33.4       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   131,363:    14,571     19,308      1,614     84,059     90,332    100,244    111,254:    31,119     20,109
Old  :   131,363:    14,571     19,308      1,614     84,059     90,332    100,244    111,254:    31,119     20,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -63,196:       585     -3,737     -3,496    -55,817    -51,704    -58,728    -58,937:    -4,468     -4,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.7        1.2       64.0       68.8       76.3       84.7:      23.7       15.3
Old  :     100.0:      11.1       14.7        1.2       64.0       68.8       76.3       84.7:      23.7       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        17         15          6         20         20         39         39:
Old  :        60:        17         15          6         20         20         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       42.9       60.7       58.8       40.8       35.9       48.4       47.8
Old  :                 51.6       42.9       60.7       58.8       40.8       35.9       48.4       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   146,320:    39,682     11,216     12,006     34,771     74,163     86,459     97,385:    59,860     48,935
Old  :   146,320:    39,682     11,216     12,006     34,771     74,163     86,459     97,385:    59,860     48,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -44,138:     4,037     -3,063      2,084    -42,819    -38,860    -36,698    -39,840:    -7,440     -4,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        7.7        8.2       23.8       50.7       59.1       66.6:      40.9       33.4
Old  :     100.0:      27.1        7.7        8.2       23.8       50.7       59.1       66.6:      40.9       33.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        40         16         24         29         24         73         60:
Old  :        90:        40         16         24         29         24         73         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       27.1       23.0       41.5       13.3       26.1       20.2       39.0
Old  :                 14.5       27.1       23.0       41.5       13.3       26.1       20.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                              
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Old  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,389:     5,705      1,255        -62     -2,334      3,717      3,309      4,910:      -920     -2,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Old  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          0         15         14         19         16:
Old  :        28:         4          2          0         15         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Old  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :12,393,117:   666,881  1,155,345  3,592,002  7,052,515  5,936,564 11,311,398 10,683,911: 1,081,719  1,709,206
Old  :12,393,117:   666,881  1,155,345  3,592,002  7,052,515  5,936,564 11,311,398 10,683,911: 1,081,719  1,709,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :-1,166,821:   -32,095    -26,939   -525,518   -683,549   -651,416 -1,241,162 -1,203,872:    74,340     37,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.3       29.0       56.9       47.9       91.3       86.2:       8.7       13.8
Old  :     100.0:       5.4        9.3       29.0       56.9       47.9       91.3       86.2:       8.7       13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        56         73         99        116        128        225        251:
Old  :       263:        56         73         99        116        128        225        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       15.2       34.2       25.1       17.1        8.6       23.6       12.5
Old  :                 20.6       15.2       34.2       25.1       17.1        8.6       23.6       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   858,705:    67,309    103,119     45,547    556,938    583,498    669,794    732,164:   188,911    126,541
Old  :   858,705:    67,309    103,119     45,547    556,938    583,498    669,794    732,164:   188,911    126,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    68,848:    -1,887     17,899      2,343     38,631     42,651     39,086     62,893:    29,762      5,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       12.0        5.3       64.9       68.0       78.0       85.3:      22.0       14.7
Old  :     100.0:       7.8       12.0        5.3       64.9       68.0       78.0       85.3:      22.0       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        57         36         60        112         77        197        145:
Old  :       214:        57         36         60        112         77        197        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       29.8       25.6       40.9       16.2       25.9       22.9       36.8
Old  :                 17.2       29.8       25.6       40.9       16.2       25.9       22.9       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,256,154:   276,845    229,162     66,946    600,960    761,554    944,752  1,057,662:   311,402    198,492
Old  : 1,256,154:   276,845    229,162     66,946    600,960    761,554    944,752  1,057,662:   311,402    198,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   164,196:    48,312    -37,918     33,429    102,419     65,991    184,160     61,502:   -19,964    102,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.2        5.3       47.8       60.6       75.2       84.2:      24.8       15.8
Old  :     100.0:      22.0       18.2        5.3       47.8       60.6       75.2       84.2:      24.8       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        47         56         50         68         62        145        138:
Old  :       187:        47         56         50         68         62        145        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       27.4       30.7       39.5       15.0       16.9       22.5       25.5
Old  :                 19.1       27.4       30.7       39.5       15.0       16.9       22.5       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Old  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,429:       915        130        670      1,750      2,274      3,335      3,074:     1,094      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Old  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          2          3         20         16         26         21:
Old  :        35:         5          2          3         20         16         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Old  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Old  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    14,708:       -26          0      3,749      6,807      3,843     10,530      7,592:     4,178      7,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Old  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          5          7         21         23         29         30:
Old  :        36:         3          5          7         21         23         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Old  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :   104,152:     4,225     17,235      4,084     54,586     70,509     62,895     91,829:    41,256     12,323
Old  :   104,152:     4,225     17,235      4,084     54,586     70,509     62,895     91,829:    41,256     12,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    18,195:      -744      3,969      3,063      9,424      9,922     11,743     16,954:     6,452      1,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.5        3.9       52.4       67.7       60.4       88.2:      39.6       11.8
Old  :     100.0:       4.1       16.5        3.9       52.4       67.7       60.4       88.2:      39.6       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        13         26         13         45         43         66         76:
Old  :        97:        13         26         13         45         43         66         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       34.7       32.0       48.9       17.9       28.1       24.1       38.3
Old  :                 21.7       34.7       32.0       48.9       17.9       28.1       24.1       38.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                   
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   490,651:    88,305    107,445     10,554    353,708    206,219    452,568    324,218:    38,083    166,433
Old  :   490,651:    88,305    107,445     10,554    353,708    206,219    452,568    324,218:    38,083    166,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    98,309:     6,259      6,214      7,903     74,450     49,878     88,612     63,995:     9,697     34,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       21.9        2.2       72.1       42.0       92.2       66.1:       7.8       33.9
Old  :     100.0:      18.0       21.9        2.2       72.1       42.0       92.2       66.1:       7.8       33.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        43         67         27         52         52        107        135:
Old  :       182:        43         67         27         52         52        107        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       23.9       60.6       33.2       42.1       21.2       52.9       26.0
Old  :                 48.0       23.9       60.6       33.2       42.1       21.2       52.9       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   108,793:    56,134      2,946      3,858     19,498     94,448     79,490    101,252:    29,303      7,541
Old  :   108,793:    56,134      2,946      3,858     19,498     94,448     79,490    101,252:    29,303      7,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -27,851:     2,071       -550     -1,042    -20,999    -20,993    -19,970    -22,585:    -7,881     -5,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.6        2.7        3.5       17.9       86.8       73.1       93.1:      26.9        6.9
Old  :     100.0:      51.6        2.7        3.5       17.9       86.8       73.1       93.1:      26.9        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        24          1          3         12         18         36         22:
Old  :        47:        24          1          3         12         18         36         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       59.0       47.5       76.0       32.5       58.6       44.8       75.0
Old  :                 32.7       59.0       47.5       76.0       32.5       58.6       44.8       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    49,198:     1,694     18,788      1,607     35,577     23,538     38,878     43,933:    10,320      5,265
Old  :    49,198:     1,694     18,788      1,607     35,577     23,538     38,878     43,933:    10,320      5,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     9,169:        42      3,094      1,383      3,980      4,245      5,405      8,722:     3,764        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       38.2        3.3       72.3       47.8       79.0       89.3:      21.0       10.7
Old  :     100.0:       3.4       38.2        3.3       72.3       47.8       79.0       89.3:      21.0       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         5         13          6         34         30         43         46:
Old  :        66:         5         13          6         34         30         43         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       48.7       53.7       58.6       28.5       38.7       37.7       45.3
Old  :                 42.5       48.7       53.7       58.6       28.5       38.7       37.7       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   250,942:    74,184     38,810     14,607    152,675    161,063    241,465    214,480:     9,478     36,462
Old  :   250,942:    74,184     38,810     14,607    152,675    161,063    241,465    214,480:     9,478     36,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    36,944:     7,826      1,734      9,852     20,991        665     38,669     12,250:    -1,725     24,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       15.5        5.8       60.8       64.2       96.2       85.5:       3.8       14.5
Old  :     100.0:      29.6       15.5        5.8       60.8       64.2       96.2       85.5:       3.8       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        17         36         18         33         46         61         89:
Old  :       111:        17         36         18         33         46         61         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       33.1       73.4       46.5       54.9       32.6       65.3       44.9
Old  :                 60.2       33.1       73.4       46.5       54.9       32.6       65.3       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    32,127:    11,584     10,666        236      9,833     13,432     21,653     24,334:    10,474      7,793
Old  :    32,127:    11,584     10,666        236      9,833     13,432     21,653     24,334:    10,474      7,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -22,191:      -823      2,419     -7,023     -6,460    -12,277    -14,306    -16,881:    -7,885     -5,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       33.2        0.7       30.6       41.8       67.4       75.7:      32.6       24.3
Old  :     100.0:      36.1       33.2        0.7       30.6       41.8       67.4       75.7:      32.6       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        21         13          2         13         16         35         31:
Old  :        61:        21         13          2         13         16         35         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       40.4       38.3       52.1       25.9       40.4       37.3       52.1
Old  :                 26.1       40.4       38.3       52.1       25.9       40.4       37.3       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Old  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -47,899:     3,276     -1,971     -2,219     -8,541    -45,734     -7,484    -49,924:   -40,415      2,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Old  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         3         13          0         19         28         22         41:
Old  :        48:         3         13          0         19         28         22         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Old  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005