MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :    31,310:     1,342      2,512      5,433     17,936     16,434     24,711     24,379:     6,600      6,932
Old  :    31,310:     1,342      2,512      5,433     17,936     16,434     24,711     24,379:     6,600      6,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     2,250:      -201        182        629      1,386        958      1,814      1,769:       436        481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        8.0       17.4       57.3       52.5       78.9       77.9:      21.1       22.1
Old  :     100.0:       4.3        8.0       17.4       57.3       52.5       78.9       77.9:      21.1       22.1
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  :        47:        10          8         15         23         20         39         37:
Old  :        47:        10          8         15         23         20         39         37:
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  :                 44.9       29.9       57.9       50.1       40.9       28.7       46.8       41.8
Old  :                 44.9       29.9       57.9       50.1       40.9       28.7       46.8       41.8
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 22, 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  :    96,157:    18,270      4,781     16,541     44,672     42,432     79,483     63,754:    16,673     32,403
Old  :    92,737:    18,482      4,879     16,019     42,688     41,133     77,189     62,031:    15,548     30,706
Other:     3,420:       291        405         19      1,984      1,299      2,294      1,723:     1,126      1,697
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,379:      -378     -1,239      1,565      1,317      1,031      2,503      1,357:    -1,124         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        5.0       17.2       46.5       44.1       82.7       66.3:      17.3       33.7
Old  :     100.0:      19.9        5.3       17.3       46.0       44.4       83.2       66.9:      16.8       33.1
Other:     100.0:       8.5       11.8        0.6       58.0       38.0       67.1       50.4:      32.9       49.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        56         22         51         30         37        113         97:
Old  :       138:        55         23         49         29         37        111         96:
Other:        30:         9          6          3          4         13         15         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.1       19.9       38.9       30.6       28.1       19.2       38.7       27.8
Old  :                 29.1       19.9       39.8       31.1       29.1       19.3       39.4       29.5
Other:                 60.9       32.1       64.8       45.0       58.7       32.1       62.5       44.2
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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  :     2,739:       133        865        127      1,744        483      2,004      1,476:       735      1,263
Old  :     2,737:       133        865        126      1,744        483      2,003      1,475:       734      1,262
Other:         2:         0          0          1          0          0          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -290:      -214       -507        -37        -13         65       -264       -480:       -26        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       31.6        4.7       63.7       17.6       73.2       53.9:      26.8       46.1
Old  :     100.0:       4.9       31.6        4.6       63.7       17.6       73.2       53.9:      26.8       46.1
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  :        27:         4         14          3          8          2         15         16:
Old  :        27:         4         14          3          8          2         15         16:
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  :                 54.0       26.9       64.5       39.9       50.6       26.9       60.7       38.8
Old  :                 54.0       26.9       64.6       39.9       50.6       26.9       60.7       38.8
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 22, 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  :   168,507:    47,291      6,786     24,225     75,831     90,263    147,347    121,274:    21,161     47,233
Old  :   168,507:    47,291      6,786     24,225     75,831     90,263    147,347    121,274:    21,161     47,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     2,048:    -6,477     -1,507      2,185      5,430      2,369      1,138      3,046:       910       -998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        4.0       14.4       45.0       53.6       87.4       72.0:      12.6       28.0
Old  :     100.0:      28.1        4.0       14.4       45.0       53.6       87.4       72.0:      12.6       28.0
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  :       241:        64         31         51         91        124        186        185:
Old  :       241:        64         31         51         91        124        186        185:
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  :                 19.8       12.8       32.8       20.9       19.4       11.8       30.8       18.6
Old  :                 19.8       12.8       32.8       20.9       19.4       11.8       30.8       18.6
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 22, 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  :     5,570:     1,911        322        413      1,072      3,418      3,396      4,153:     2,173      1,417
Old  :     5,570:     1,911        322        413      1,072      3,418      3,396      4,153:     2,173      1,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       191:      -108         85        -12        293        212        173        285:        18        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        5.8        7.4       19.2       61.4       61.0       74.6:      39.0       25.4
Old  :     100.0:      34.3        5.8        7.4       19.2       61.4       61.0       74.6:      39.0       25.4
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  :        53:        21          8          8         15         19         40         31:
Old  :        53:        21          8          8         15         19         40         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  :                 17.9       45.6       28.0       55.7       17.5       45.6       26.4       55.5
Old  :                 17.9       45.6       28.0       55.7       17.5       45.6       26.4       55.5
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 22, 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  :    31,351:    10,847        976      8,241      7,475      7,750     26,564     16,968:     4,787     14,383
Old  :    31,351:    10,847        976      8,241      7,475      7,750     26,564     16,968:     4,787     14,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       752:       382        295        484        -89        308        777      1,087:       -25       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        3.1       26.3       23.8       24.7       84.7       54.1:      15.3       45.9
Old  :     100.0:      34.6        3.1       26.3       23.8       24.7       84.7       54.1:      15.3       45.9
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  :       137:        54         17         27         36         51        103         83:
Old  :       137:        54         17         27         36         51        103         83:
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  :                 23.6       16.7       36.3       23.7       14.1        5.8       23.0       10.2
Old  :                 23.6       16.7       36.3       23.7       14.1        5.8       23.0       10.2
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 22, 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  :    95,671:    43,364     11,699      1,475     16,240     64,428     61,080     77,603:    34,592     18,068
Old  :    95,671:    43,364     11,699      1,475     16,240     64,428     61,080     77,603:    34,592     18,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -34,914:     6,959      1,524       -335    -37,441    -14,602    -30,817    -13,412:    -4,097    -21,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       12.2        1.5       17.0       67.3       63.8       81.1:      36.2       18.9
Old  :     100.0:      45.3       12.2        1.5       17.0       67.3       63.8       81.1:      36.2       18.9
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  :        70:        23         14          6         17         23         45         38:
Old  :        70:        23         14          6         17         23         45         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  :                 23.0       34.3       36.0       51.2       23.0       34.3       36.0       51.1
Old  :                 23.0       34.3       36.0       51.2       23.0       34.3       36.0       51.1
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 22, 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  :    39,035:     5,242     16,598          1     20,112     11,796     25,355     28,395:    13,680     10,640
Old  :    39,035:     5,242     16,598          1     20,112     11,796     25,355     28,395:    13,680     10,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -3,292:    -5,413      6,103          0      5,213    -10,728       -200     -4,625:    -3,092      1,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       42.5        0.0       51.5       30.2       65.0       72.7:      35.0       27.3
Old  :     100.0:      13.4       42.5        0.0       51.5       30.2       65.0       72.7:      35.0       27.3
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  :        26:         6          7          1         11          4         18         11:
Old  :        26:         6          7          1         11          4         18         11:
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  :                 35.5       58.1       50.4       69.2       35.4       58.1       49.0       66.5
Old  :                 35.5       58.1       50.4       69.2       35.4       58.1       49.0       66.5
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 22, 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  :    65,991:    37,662      4,799        269     16,973     56,462     54,905     61,530:    11,086      4,460
Old  :    65,991:    37,662      4,799        269     16,973     56,462     54,905     61,530:    11,086      4,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,181:   -11,948       -389          9      2,762     -7,093     -9,177     -7,473:     2,996      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1        7.3        0.4       25.7       85.6       83.2       93.2:      16.8        6.8
Old  :     100.0:      57.1        7.3        0.4       25.7       85.6       83.2       93.2:      16.8        6.8
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  :        87:        42         16          3         16         18         60         35:
Old  :        87:        42         16          3         16         18         60         35:
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  :                 24.9       59.2       41.7       79.7       24.9       59.2       41.7       79.5
Old  :                 24.9       59.2       41.7       79.7       24.9       59.2       41.7       79.5
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 22, 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  :    73,891:    31,328      4,717        846     16,337     57,186     48,512     62,749:    25,379     11,142
Old  :    73,891:    31,328      4,717        846     16,337     57,186     48,512     62,749:    25,379     11,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,404:   -10,734        388        358      6,383     -8,924     -3,993     -8,177:    -3,411        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        6.4        1.1       22.1       77.4       65.7       84.9:      34.3       15.1
Old  :     100.0:      42.4        6.4        1.1       22.1       77.4       65.7       84.9:      34.3       15.1
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  :        55:        26          8          7         13         15         40         29:
Old  :        55:        26          8          7         13         15         40         29:
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  :                 21.4       63.1       34.3       73.1       20.5       61.5       33.4       71.3
Old  :                 21.4       63.1       34.3       73.1       20.5       61.5       33.4       71.3
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 22, 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  :   133,444:    16,114     27,585      2,291     85,954     79,897    104,359    109,774:    29,085     23,670
Old  :   133,444:    16,114     27,585      2,291     85,954     79,897    104,359    109,774:    29,085     23,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     2,081:     1,543      8,277        677      1,895    -10,435      4,114     -1,481:    -2,034      3,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       20.7        1.7       64.4       59.9       78.2       82.3:      21.8       17.7
Old  :     100.0:      12.1       20.7        1.7       64.4       59.9       78.2       82.3:      21.8       17.7
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  :        67:        19         17          8         20         23         40         47:
Old  :        67:        19         17          8         20         23         40         47:
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  :                 50.7       37.6       60.9       52.0       39.7       29.3       47.4       40.9
Old  :                 50.7       37.6       60.9       52.0       39.7       29.3       47.4       40.9
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 22, 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  :   140,445:    35,489     10,559     10,976     33,677     69,881     80,142     91,416:    60,303     49,028
Old  :   140,445:    35,489     10,559     10,976     33,677     69,881     80,142     91,416:    60,303     49,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -5,875:    -4,193       -657     -1,030     -1,094     -4,282     -6,317     -5,969:       442         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        7.5        7.8       24.0       49.8       57.1       65.1:      42.9       34.9
Old  :     100.0:      25.3        7.5        7.8       24.0       49.8       57.1       65.1:      42.9       34.9
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  :        83:        33         15         22         29         24         68         55:
Old  :        83:        33         15         22         29         24         68         55:
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  :                 15.0       29.6       24.0       42.8       14.0       27.6       21.9       38.3
Old  :                 15.0       29.6       24.0       42.8       14.0       27.6       21.9       38.3
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 22, 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  :    74,746:    30,399      3,261          0     38,676     64,260     69,075     67,521:     5,671      7,225
Old  :    74,746:    30,399      3,261          0     38,676     64,260     69,075     67,521:     5,671      7,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    11,500:    10,121        100          0        477      9,623     10,598      9,723:       902      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        4.4        0.0       51.7       86.0       92.4       90.3:       7.6        9.7
Old  :     100.0:      40.7        4.4        0.0       51.7       86.0       92.4       90.3:       7.6        9.7
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  :        30:         4          2          0         15         17         19         19:
Old  :        30:         4          2          0         15         17         19         19:
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  :                 63.8       47.4       79.9       69.0       60.1       43.7       73.3       64.3
Old  :                 63.8       47.4       79.9       69.0       60.1       43.7       73.3       64.3
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 22, 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  :13,307,962:   716,972  1,216,101  4,024,725  7,420,125  6,292,107 12,161,822 11,532,933: 1,146,140  1,775,029
Old  :13,307,962:   716,972  1,216,101  4,024,725  7,420,125  6,292,107 12,161,822 11,532,933: 1,146,140  1,775,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   914,845:    50,091     60,756    432,723    367,610    355,543    850,424    849,022:    64,421     65,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        9.1       30.2       55.8       47.3       91.4       86.7:       8.6       13.3
Old  :     100.0:       5.4        9.1       30.2       55.8       47.3       91.4       86.7:       8.6       13.3
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  :       267:        59         73        101        118        130        230        254:
Old  :       267:        59         73        101        118        130        230        254:
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  :                 19.7       15.2       33.7       24.6       16.5        8.7       22.5       12.4
Old  :                 19.7       15.2       33.7       24.6       16.5        8.7       22.5       12.4
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 22, 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  :   734,156:    58,312     87,555     34,938    489,993    497,529    583,243    620,021:   150,914    114,135
Old  :   734,156:    58,312     87,555     34,938    489,993    497,529    583,243    620,021:   150,914    114,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -124,549:    -8,997    -15,563    -10,610    -66,945    -85,969    -86,552   -112,142:   -37,997    -12,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       11.9        4.8       66.7       67.8       79.4       84.5:      20.6       15.5
Old  :     100.0:       7.9       11.9        4.8       66.7       67.8       79.4       84.5:      20.6       15.5
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  :       202:        47         38         49         98         67        169        130:
Old  :       202:        47         38         49         98         67        169        130:
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  :                 19.2       29.6       27.5       42.7       19.0       29.4       26.3       42.6
Old  :                 19.2       29.6       27.5       42.7       19.0       29.4       26.3       42.6
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 22, 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  :   865,243:   152,522    166,852     15,787    365,200    579,669    533,508    762,308:   331,735    102,935
Old  :   865,243:   152,522    166,852     15,787    365,200    579,669    533,508    762,308:   331,735    102,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -390,910:  -124,323    -62,310    -51,159   -235,761   -181,885   -411,243   -295,353:    20,333    -95,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       19.3        1.8       42.2       67.0       61.7       88.1:      38.3       11.9
Old  :     100.0:      17.6       19.3        1.8       42.2       67.0       61.7       88.1:      38.3       11.9
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  :       161:        42         46         16         47         48         98        101:
Old  :       161:        42         46         16         47         48         98        101:
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  :                 19.3       36.3       28.5       47.8       17.0       30.8       24.4       41.6
Old  :                 19.3       36.3       28.5       47.8       17.0       30.8       24.4       41.6
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 22, 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  :    11,705:     1,464      2,113          0      6,069      8,536      7,533     10,649:     4,172      1,056
Old  :    11,705:     1,464      2,113          0      6,069      8,536      7,533     10,649:     4,172      1,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -8,082:    -1,246      1,505     -1,287     -2,809     -6,135     -5,342     -5,917:    -2,740     -2,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.1        0.0       51.8       72.9       64.4       91.0:      35.6        9.0
Old  :     100.0:      12.5       18.1        0.0       51.8       72.9       64.4       91.0:      35.6        9.0
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  :        30:         3          4          0         13         11         16         15:
Old  :        30:         3          4          0         13         11         16         15:
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  :                 29.0       39.3       45.9       68.3       27.6       39.3       44.5       68.3
Old  :                 29.0       39.3       45.9       68.3       27.6       39.3       44.5       68.3
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 22, 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  :    22,563:     7,689      1,614          2      9,616     15,165     17,307     16,781:     5,256      5,782
Old  :    22,563:     7,689      1,614          2      9,616     15,165     17,307     16,781:     5,256      5,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -25,311:     3,803     -4,394     -5,244    -19,285     -6,659    -20,726    -16,297:    -4,585     -9,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        7.2        0.0       42.6       67.2       76.7       74.4:      23.3       25.6
Old  :     100.0:      34.1        7.2        0.0       42.6       67.2       76.7       74.4:      23.3       25.6
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  :        33:         6          4          1         12         17         18         22:
Old  :        33:         6          4          1         12         17         18         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  :                 46.9       38.4       63.9       55.6       46.9       35.6       61.9       52.8
Old  :                 46.9       38.4       63.9       55.6       46.9       35.6       61.9       52.8
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 22, 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  :    53,933:     5,141     17,628        118     34,333     27,148     39,593     44,894:    14,340      9,039
Old  :    53,933:     5,141     17,628        118     34,333     27,148     39,593     44,894:    14,340      9,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -50,219:       916        393     -3,966    -20,253    -43,362    -23,303    -46,935:   -26,916     -3,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       32.7        0.2       63.7       50.3       73.4       83.2:      26.6       16.8
Old  :     100.0:       9.5       32.7        0.2       63.7       50.3       73.4       83.2:      26.6       16.8
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  :        88:        13         23          2         36         30         51         53:
Old  :        88:        13         23          2         36         30         51         53:
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  :                 31.6       28.6       44.1       43.1       28.9       24.2       38.4       37.2
Old  :                 31.6       28.6       44.1       43.1       28.9       24.2       38.4       37.2
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 22, 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  :   269,194:    77,577    120,002      2,942    152,336    100,329    232,855    223,273:    36,338     45,920
Old  :   269,194:    77,577    120,002      2,942    152,336    100,329    232,855    223,273:    36,338     45,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -221,458:   -10,728     12,557     -7,612   -201,372   -105,890   -219,712   -100,945:    -1,745   -120,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       44.6        1.1       56.6       37.3       86.5       82.9:      13.5       17.1
Old  :     100.0:      28.8       44.6        1.1       56.6       37.3       86.5       82.9:      13.5       17.1
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  :       170:        45         68          9         33         36         85        106:
Old  :       170:        45         68          9         33         36         85        106:
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  :                 46.4       25.3       58.8       39.2       45.8       24.2       56.0       35.3
Old  :                 46.4       25.3       58.8       39.2       45.8       24.2       56.0       35.3
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 22, 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  :   112,094:    57,506      3,401      4,534     21,044     95,805     83,085    103,740:    29,009      8,355
Old  :   112,094:    57,506      3,401      4,534     21,044     95,805     83,085    103,740:    29,009      8,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     3,301:     1,372        455        676      1,546      1,357      3,595      2,488:      -294        813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3        3.0        4.0       18.8       85.5       74.1       92.5:      25.9        7.5
Old  :     100.0:      51.3        3.0        4.0       18.8       85.5       74.1       92.5:      25.9        7.5
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  :        53:        27          2          5         14         18         41         25:
Old  :        53:        27          2          5         14         18         41         25:
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  :                 33.6       58.5       48.8       76.2       33.0       58.5       46.6       75.6
Old  :                 33.6       58.5       48.8       76.2       33.0       58.5       46.6       75.6
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 22, 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  :    28,850:     1,190     10,221          0     22,749     12,149     23,939     22,370:     4,910      6,480
Old  :    28,850:     1,190     10,221          0     22,749     12,149     23,939     22,370:     4,910      6,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -20,348:      -504     -8,567     -1,607    -12,828    -11,389    -14,939    -21,563:    -5,409      1,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       35.4        0.0       78.9       42.1       83.0       77.5:      17.0       22.5
Old  :     100.0:       4.1       35.4        0.0       78.9       42.1       83.0       77.5:      17.0       22.5
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  :        56:         3         11          0         26         24         29         35:
Old  :        56:         3         11          0         26         24         29         35:
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  :                 50.1       35.1       61.7       45.2       49.0       35.1       60.7       45.2
Old  :                 50.1       35.1       61.7       45.2       49.0       35.1       60.7       45.2
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 22, 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  :   155,988:    37,488     31,669      1,353     98,601    110,261    137,442    143,283:    18,546     12,705
Old  :   155,988:    37,488     31,669      1,353     98,601    110,261    137,442    143,283:    18,546     12,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -94,955:   -36,695     -7,142    -13,254    -54,073    -50,802   -104,023    -71,197:     9,068    -23,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       20.3        0.9       63.2       70.7       88.1       91.9:      11.9        8.1
Old  :     100.0:      24.0       20.3        0.9       63.2       70.7       88.1       91.9:      11.9        8.1
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  :       106:        21         32          8         28         41         52         78:
Old  :       106:        21         32          8         28         41         52         78:
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  :                 37.8       39.1       56.3       54.8       36.6       38.8       55.0       53.9
Old  :                 37.8       39.1       56.3       54.8       36.6       38.8       55.0       53.9
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 22, 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  :    33,740:    12,552     11,210        272     10,196     15,040     23,020     26,522:    10,720      7,218
Old  :    33,740:    12,552     11,210        272     10,196     15,040     23,020     26,522:    10,720      7,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,613:       968        544         36        363      1,608      1,367      2,188:       246       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       33.2        0.8       30.2       44.6       68.2       78.6:      31.8       21.4
Old  :     100.0:      37.2       33.2        0.8       30.2       44.6       68.2       78.6:      31.8       21.4
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  :        66:        21         14          3         14         19         37         35:
Old  :        66:        21         14          3         14         19         37         35:
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  :                 25.7       37.9       36.9       50.2       25.6       37.9       36.8       50.2
Old  :                 25.7       37.9       36.9       50.2       25.6       37.9       36.8       50.2
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 22, 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  :    67,720:     3,246      7,628          0     48,325     25,810     51,571     33,438:    16,149     34,282
Old  :    67,720:     3,246      7,628          0     48,325     25,810     51,571     33,438:    16,149     34,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       242:      -230          0          0        346       -461        116       -461:       126        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       11.3        0.0       71.4       38.1       76.2       49.4:      23.8       50.6
Old  :     100.0:       4.8       11.3        0.0       71.4       38.1       76.2       49.4:      23.8       50.6
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  :        49:         3         13          0         19         29         22         42:
Old  :        49:         3         13          0         19         29         22         42:
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  :                 62.6       17.1       69.6       28.4       56.6       15.2       61.2       22.9
Old  :                 62.6       17.1       69.6       28.4       56.6       15.2       61.2       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 25, 2005