MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :    27,674:     2,672      1,915      4,005     16,207     14,054     22,884     19,974:     4,790      7,700
Old  :    27,674:     2,672      1,915      4,005     16,207     14,054     22,884     19,974:     4,790      7,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       827:     1,007        -41       -186        499        612      1,320        385:      -492        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        6.9       14.5       58.6       50.8       82.7       72.2:      17.3       27.8
Old  :     100.0:       9.7        6.9       14.5       58.6       50.8       82.7       72.2:      17.3       27.8
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  :        46:        14          5         14         23         19         40         35:
Old  :        46:        14          5         14         23         19         40         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  :                 44.6       27.3       58.0       47.6       42.3       25.0       51.0       40.0
Old  :                 44.6       27.3       58.0       47.6       42.3       25.0       51.0       40.0
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, May 17, 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  :   100,547:    12,173      9,946     22,829     44,596     34,284     79,598     67,059:    20,948     33,488
Old  :    92,008:    11,832     10,284     20,440     40,737     31,305     73,009     62,029:    18,998     29,979
Other:     8,539:     2,243      1,565        487      3,859      2,978      6,589      5,030:     1,950      3,509
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -329:    -2,402       -333      1,002       -183     -2,354     -1,582     -1,685:     1,253      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        9.9       22.7       44.4       34.1       79.2       66.7:      20.8       33.3
Old  :     100.0:      12.9       11.2       22.2       44.3       34.0       79.4       67.4:      20.6       32.6
Other:     100.0:      26.3       18.3        5.7       45.2       34.9       77.2       58.9:      22.8       41.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        40         42         49         28         36        100        106:
Old  :       137:        36         45         49         27         36         97        106:
Other:        41:        13         10          7          8         14         25         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       16.3       40.5       27.4       27.3       15.7       37.3       21.4
Old  :                 29.8       16.4       43.2       28.1       29.8       15.8       40.3       23.7
Other:                 55.1       34.9       68.0       46.7       54.0       30.2       65.2       41.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :     3,671:       416      1,438        410      1,515        771      2,342      2,619:     1,330      1,052
Old  :     3,642:       416      1,452        395      1,499        768      2,311      2,615:     1,332      1,027
Other:        29:        14          0          1         16          3         31          4:        -2         25
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -116:        20        -58          7        -22        -35          5        -86:      -122        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       39.2       11.2       41.3       21.0       63.8       71.3:      36.2       28.7
Old  :     100.0:      11.4       39.9       10.9       41.2       21.1       63.4       71.8:      36.6       28.2
Other:     100.0:      48.3        0.0        3.4       55.2       10.3      106.9       13.8:      -6.9       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9         11          5          8          4         21         16:
Old  :        29:         9         11          5          8          4         21         16:
Other:         4:         2          0          1          2          1          4          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.5       47.1       51.0       61.2       34.0       44.8       41.6       51.7
Old  :                 36.4       47.5       50.7       61.7       33.9       45.1       41.5       52.1
Other:                106.9       13.8      106.9       13.8      100.0        6.9      100.0        6.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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  :   170,356:    50,341     11,846     26,682     71,519     86,957    148,541    125,485:    21,815     44,872
Old  :   170,356:    50,341     11,846     26,682     71,519     86,957    148,541    125,485:    21,815     44,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    14,973:     4,403        318      3,907      5,228      7,810     13,538     12,035:     1,434      2,938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        7.0       15.7       42.0       51.0       87.2       73.7:      12.8       26.3
Old  :     100.0:      29.6        7.0       15.7       42.0       51.0       87.2       73.7:      12.8       26.3
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  :       239:        74         34         56         74        109        182        175:
Old  :       239:        74         34         56         74        109        182        175:
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  :                 19.4       14.2       31.7       23.3       19.4       13.6       30.5       21.3
Old  :                 19.4       14.2       31.7       23.3       19.4       13.6       30.5       21.3
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, May 17, 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  :     3,535:     1,113        378        208        781      1,805      2,102      2,391:     1,432      1,144
Old  :     3,535:     1,113        378        208        781      1,805      2,102      2,391:     1,432      1,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -100:       112         46         25       -111       -193         26       -121:      -127         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       10.7        5.9       22.1       51.1       59.5       67.6:      40.5       32.4
Old  :     100.0:      31.5       10.7        5.9       22.1       51.1       59.5       67.6:      40.5       32.4
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  :        44:        14          8         10         16         16         33         31:
Old  :        44:        14          8         10         16         16         33         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  :                 25.2       37.9       35.8       48.0       24.0       37.7       32.9       46.1
Old  :                 25.2       37.9       35.8       48.0       24.0       37.7       32.9       46.1
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, May 17, 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  :    29,239:    11,607      2,633      4,173      8,027      6,300     23,807     13,106:     5,432     16,133
Old  :    29,239:    11,607      2,633      4,173      8,027      6,300     23,807     13,106:     5,432     16,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       232:     1,454        482       -626       -386        143        441         -0:      -210        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        9.0       14.3       27.5       21.5       81.4       44.8:      18.6       55.2
Old  :     100.0:      39.7        9.0       14.3       27.5       21.5       81.4       44.8:      18.6       55.2
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  :       150:        48         28         23         48         49        109         87:
Old  :       150:        48         28         23         48         49        109         87:
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  :                 15.8       11.3       28.2       16.8       14.3        7.5       25.5       12.0
Old  :                 15.8       11.3       28.2       16.8       14.3        7.5       25.5       12.0
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, May 17, 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  :   107,229:    12,049     44,845      3,768     64,997     31,598     80,815     80,211:    26,414     27,017
Old  :   107,229:    12,049     44,845      3,768     64,997     31,598     80,815     80,211:    26,414     27,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    13,459:      -312      5,492      2,017     12,938      4,071     14,643     11,580:    -1,184      1,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       41.8        3.5       60.6       29.5       75.4       74.8:      24.6       25.2
Old  :     100.0:      11.2       41.8        3.5       60.6       29.5       75.4       74.8:      24.6       25.2
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  :        75:        16         21         10         32         20         52         47:
Old  :        75:        16         21         10         32         20         52         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  :                 33.8       23.6       44.7       39.1       32.2       23.6       42.6       38.7
Old  :                 33.8       23.6       44.7       39.1       32.2       23.6       42.6       38.7
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, May 17, 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  :    62,119:     2,367     30,320        129     48,796      8,131     51,292     38,580:    10,827     23,540
Old  :    62,119:     2,367     30,320        129     48,796      8,131     51,292     38,580:    10,827     23,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    17,424:       -32     10,720         27     16,058        303     16,053     11,050:     1,371      6,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       48.8        0.2       78.6       13.1       82.6       62.1:      17.4       37.9
Old  :     100.0:       3.8       48.8        0.2       78.6       13.1       82.6       62.1:      17.4       37.9
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  :        45:         4         19          2         17         10         22         30:
Old  :        45:         4         19          2         17         10         22         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  :                 48.7       20.8       66.3       34.5       44.7       20.8       62.3       33.3
Old  :                 48.7       20.8       66.3       34.5       44.7       20.8       62.3       33.3
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, May 17, 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  :   105,352:    78,443      3,037        324     18,583     97,848     97,350    101,208:     8,002      4,144
Old  :   105,352:    78,443      3,037        324     18,583     97,848     97,350    101,208:     8,002      4,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,031:    -1,154     -1,273         -7       -683       -529     -1,844     -1,810:      -187       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.5        2.9        0.3       17.6       92.9       92.4       96.1:       7.6        3.9
Old  :     100.0:      74.5        2.9        0.3       17.6       92.9       92.4       96.1:       7.6        3.9
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  :       107:        63         11          4         16         21         81         34:
Old  :       107:        63         11          4         16         21         81         34:
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  :                 32.9       59.1       48.6       81.7       32.9       58.9       48.6       81.5
Old  :                 32.9       59.1       48.6       81.7       32.9       58.9       48.6       81.5
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, May 17, 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  :    85,273:    17,572     17,276      1,474     43,557     48,352     62,604     67,102:    22,669     18,171
Old  :    85,273:    17,572     17,276      1,474     43,557     48,352     62,604     67,102:    22,669     18,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -6,057:    -8,354     11,475        943      2,690    -22,722     -4,721    -10,304:    -1,336      4,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       20.3        1.7       51.1       56.7       73.4       78.7:      26.6       21.3
Old  :     100.0:      20.6       20.3        1.7       51.1       56.7       73.4       78.7:      26.6       21.3
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  :        64:        18         16          5         20         17         39         37:
Old  :        64:        18         16          5         20         17         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  :                 28.1       40.5       41.0       52.5       26.7       36.6       39.2       48.6
Old  :                 28.1       40.5       41.0       52.5       26.7       36.6       39.2       48.6
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, May 17, 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  :   216,205:    10,654     58,606      4,430    174,818    131,079    189,902    194,115:    26,303     22,090
Old  :   216,205:    10,654     58,606      4,430    174,818    131,079    189,902    194,115:    26,303     22,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    28,755:    -9,710     29,303        251     44,642       -596     35,184     28,958:    -6,429       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       27.1        2.0       80.9       60.6       87.8       89.8:      12.2       10.2
Old  :     100.0:       4.9       27.1        2.0       80.9       60.6       87.8       89.8:      12.2       10.2
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  :        86:        16         25          9         32         31         52         61:
Old  :        86:        16         25          9         32         31         52         61:
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  :                 54.6       40.3       71.9       55.2       52.1       35.9       60.8       46.8
Old  :                 54.6       40.3       71.9       55.2       52.1       35.9       60.8       46.8
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, May 17, 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  :   191,119:    25,739     35,299     16,214     95,100     82,973    137,053    134,486:    54,066     56,633
Old  :   191,119:    25,739     35,299     16,214     95,100     82,973    137,053    134,486:    54,066     56,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    19,566:     1,495      9,485      1,671     16,127      5,849     19,292     17,005:       273      2,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       18.5        8.5       49.8       43.4       71.7       70.4:      28.3       29.6
Old  :     100.0:      13.5       18.5        8.5       49.8       43.4       71.7       70.4:      28.3       29.6
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  :       108:        31         34         24         34         32         78         77:
Old  :       108:        31         34         24         34         32         78         77:
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       25.7       33.4       37.0       21.7       24.7       33.0       32.7
Old  :                 21.7       25.7       33.4       37.0       21.7       24.7       33.0       32.7
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, May 17, 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  :13,421,082:   667,264    584,472  3,938,729  7,681,031  7,210,823 12,287,023 11,734,024: 1,134,058  1,687,058
Old  :13,421,082:   667,264    584,472  3,938,729  7,681,031  7,210,823 12,287,023 11,734,024: 1,134,058  1,687,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    64,010:    50,411   -157,909    -43,691    -20,101    239,382    -13,382     37,782:    77,392     26,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        4.4       29.3       57.2       53.7       91.6       87.4:       8.4       12.6
Old  :     100.0:       5.0        4.4       29.3       57.2       53.7       91.6       87.4:       8.4       12.6
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  :       289:        60         73        116        143        142        272        269:
Old  :       289:        60         73        116        143        142        272        269:
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       14.5       31.2       24.9       17.2        9.1       22.5       13.4
Old  :                 19.1       14.5       31.2       24.9       17.2        9.1       22.5       13.4
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, May 17, 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  :   776,524:    59,125     77,025     57,624    505,315    511,467    622,064    646,116:   154,460    130,408
Old  :   776,524:    59,125     77,025     57,624    505,315    511,467    622,064    646,116:   154,460    130,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     5,539:    -2,410      4,691        672      3,001     -2,264      1,264      3,099:     4,275      2,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.9        7.4       65.1       65.9       80.1       83.2:      19.9       16.8
Old  :     100.0:       7.6        9.9        7.4       65.1       65.9       80.1       83.2:      19.9       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  :       220:        46         51         66        105         69        192        145:
Old  :       220:        46         51         66        105         69        192        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  :                 18.0       29.8       26.1       41.4       17.5       29.4       25.1       40.9
Old  :                 18.0       29.8       26.1       41.4       17.5       29.4       25.1       40.9
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, May 17, 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  : 1,031,808:   176,309    211,191     27,394    487,731    689,348    691,434    927,932:   340,374    103,876
Old  : 1,031,808:   176,309    211,191     27,394    487,731    689,348    691,434    927,932:   340,374    103,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -16,765:   -21,768    -41,982      1,924    -10,108     39,898    -29,952       -159:    13,187    -16,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       20.5        2.7       47.3       66.8       67.0       89.9:      33.0       10.1
Old  :     100.0:      17.1       20.5        2.7       47.3       66.8       67.0       89.9:      33.0       10.1
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  :       195:        44         63         31         57         58        120        133:
Old  :       195:        44         63         31         57         58        120        133:
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  :                 18.6       26.8       27.9       40.0       14.1       23.6       21.1       34.1
Old  :                 18.6       26.8       27.9       40.0       14.1       23.6       21.1       34.1
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, May 17, 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  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Old  :    11,683:       725      1,509          0      5,345      9,276      6,070     10,785:     5,613        898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -154:         0         80          0        -43         13        -43         93:      -111       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.9        0.0       45.7       79.4       52.0       92.3:      48.0        7.7
Old  :     100.0:       6.2       12.9        0.0       45.7       79.4       52.0       92.3:      48.0        7.7
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  :        27:         1          4          0         10         13         11         17:
Old  :        27:         1          4          0         10         13         11         17:
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  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
Old  :                 29.1       40.3       44.9       66.2       27.7       40.3       43.5       66.2
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, May 17, 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  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Old  :    28,692:    11,065      4,534          0     14,035     16,331     25,100     20,865:     3,592      7,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       773:     1,652        925        -27     -1,277        -14        348        884:       425       -111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       27.3
Old  :     100.0:      38.6       15.8        0.0       48.9       56.9       87.5       72.7:      12.5       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  :        40:         6          6          0         17         18         23         24:
Old  :        40:         6          6          0         17         18         23         24:
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  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
Old  :                 43.0       39.0       62.9       53.6       43.0       36.2       61.8       50.7
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, May 17, 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  :    58,614:     4,725     20,328         54     38,921     27,374     43,700     47,756:    14,914     10,858
Old  :    58,614:     4,725     20,328         54     38,921     27,374     43,700     47,756:    14,914     10,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       415:       200      2,096        -16      3,391     -1,404      3,575        676:    -3,160       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       34.7        0.1       66.4       46.7       74.6       81.5:      25.4       18.5
Old  :     100.0:       8.1       34.7        0.1       66.4       46.7       74.6       81.5:      25.4       18.5
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  :        91:        13         24          4         36         34         51         60:
Old  :        91:        13         24          4         36         34         51         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  :                 38.1       26.3       48.5       40.7       36.7       24.1       46.2       38.1
Old  :                 38.1       26.3       48.5       40.7       36.7       24.1       46.2       38.1
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, May 17, 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  :   333,123:    77,323    145,208      2,481    226,369    141,060    306,173    288,749:    26,950     44,374
Old  :   333,123:    77,323    145,208      2,481    226,369    141,060    306,173    288,749:    26,950     44,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -28,910:       350    -18,195        724    -22,862      9,619    -21,787     -7,852:    -7,123    -21,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       43.6        0.7       68.0       42.3       91.9       86.7:       8.1       13.3
Old  :     100.0:      23.2       43.6        0.7       68.0       42.3       91.9       86.7:       8.1       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  :       192:        42         81         12         44         40         91        128:
Old  :       192:        42         81         12         44         40         91        128:
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  :                 43.8       26.4       60.8       41.3       39.4       24.1       54.5       33.8
Old  :                 43.8       26.4       60.8       41.3       39.4       24.1       54.5       33.8
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, May 17, 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  :    91,358:    23,593      9,634      4,108     44,817     63,042     72,518     76,784:    18,840     14,574
Old  :    91,358:    23,593      9,634      4,108     44,817     63,042     72,518     76,784:    18,840     14,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,718:    -9,371      5,246       -642     11,583    -11,033      1,571     -6,428:    -4,289      3,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       10.5        4.5       49.1       69.0       79.4       84.0:      20.6       16.0
Old  :     100.0:      25.8       10.5        4.5       49.1       69.0       79.4       84.0:      20.6       16.0
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  :        46:        12          9          5         20         15         35         26:
Old  :        46:        12          9          5         20         15         35         26:
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  :                 40.5       55.3       53.1       66.9       39.5       53.1       50.5       64.5
Old  :                 40.5       55.3       53.1       66.9       39.5       53.1       50.5       64.5
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, May 17, 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  :    36,963:     1,121     13,002          5     30,223     18,641     31,349     31,648:     5,614      5,315
Old  :    36,963:     1,121     13,002          5     30,223     18,641     31,349     31,648:     5,614      5,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,582:         0       -159          0      1,528      1,914      1,528      1,755:        54       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
Old  :     100.0:       3.0       35.2        0.0       81.8       50.4       84.8       85.6:      15.2       14.4
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  :        60:         2         12          1         27         27         30         39:
Old  :        60:         2         12          1         27         27         30         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  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
Old  :                 57.8       37.0       67.2       48.9       56.5       37.0       65.6       48.9
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, May 17, 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  :   248,906:    52,701     39,953      2,376    184,089    190,423    239,166    232,752:     9,740     16,154
Old  :   248,906:    52,701     39,953      2,376    184,089    190,423    239,166    232,752:     9,740     16,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    12,623:    -2,030      6,425        312     11,800      6,690     10,082     13,427:     2,541       -804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       16.1        1.0       74.0       76.5       96.1       93.5:       3.9        6.5
Old  :     100.0:      21.2       16.1        1.0       74.0       76.5       96.1       93.5:       3.9        6.5
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  :       118:        16         40         11         32         47         56         90:
Old  :       118:        16         40         11         32         47         56         90:
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  :                 63.4       36.4       73.4       50.2       60.7       31.7       69.6       45.0
Old  :                 63.4       36.4       73.4       50.2       60.7       31.7       69.6       45.0
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, May 17, 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  :    41,657:     9,990      5,889        266     18,466     25,198     28,722     31,353:    12,935     10,304
Old  :    41,657:     9,990      5,889        266     18,466     25,198     28,722     31,353:    12,935     10,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,315:        19        481       -383      1,591        897      1,227        995:        88        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       14.1        0.6       44.3       60.5       68.9       75.3:      31.1       24.7
Old  :     100.0:      24.0       14.1        0.6       44.3       60.5       68.9       75.3:      31.1       24.7
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  :        85:        24         15          3         20         30         47         46:
Old  :        85:        24         15          3         20         30         47         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  :                 22.2       26.4       32.9       37.8       20.3       25.2       29.4       35.1
Old  :                 22.2       26.4       32.9       37.8       20.3       25.2       29.4       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Old  :    27,358:     6,751        923         17     15,850      2,653     22,618      3,593:     4,740     23,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -2,746:      -232         -7          2         66        405       -164        400:    -2,582     -3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
Old  :     100.0:      24.7        3.4        0.1       57.9        9.7       82.7       13.1:      17.3       86.9
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  :        26:         9          3          2         10          5         19         10:
Old  :        26:         9          3          2         10          5         19         10:
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  :                 59.5        9.4       70.3       13.1       57.8        8.9       68.7       11.4
Old  :                 59.5        9.4       70.3       13.1       57.8        8.9       68.7       11.4
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, May 17, 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  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Old  :    74,360:     3,146      4,383        591     51,538     28,430     55,275     33,404:    19,085     40,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     1,941:       -30        148         68        -97        604        -59        820:     2,000      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
Old  :     100.0:       4.2        5.9        0.8       69.3       38.2       74.3       44.9:      25.7       55.1
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  :        48:         2         14          3         19         28         24         43:
Old  :        48:         2         14          3         19         28         24         43:
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  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
Old  :                 59.2       20.1       67.4       29.1       47.3       12.3       52.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2005