MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    22,014:       593      1,757      1,825     13,250     11,413     15,669     14,996:     6,346      7,018
Old  :    22,014:       593      1,757      1,825     13,250     11,413     15,669     14,996:     6,346      7,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :       609:      -351       -268         42        215        605        -94        378:       703        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        8.0        8.3       60.2       51.8       71.2       68.1:      28.8       31.9
Old  :     100.0:       2.7        8.0        8.3       60.2       51.8       71.2       68.1:      28.8       31.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10          2          9         21         18         32         28:
Old  :        36:        10          2          9         21         18         32         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       30.6       55.9       47.0       39.8       28.4       52.9       41.6
Old  :                 39.8       30.6       55.9       47.0       39.8       28.4       52.9       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   116,569:    21,649     17,682     29,184     48,466     33,913     99,299     80,779:    17,270     35,790
Old  :    29,442:    14,364     10,000      3,127      5,119      5,978     22,610     19,105:     6,832     10,337
Other:    87,127:    14,225     14,621     19,117     43,347     27,935     76,689     61,673:    10,438     25,453
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     4,513:       936        -33      4,418        -67         20      5,286      4,405:      -773        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.2       25.0       41.6       29.1       85.2       69.3:      14.8       30.7
Old  :     100.0:      48.8       34.0       10.6       17.4       20.3       76.8       64.9:      23.2       35.1
Other:     100.0:      16.3       16.8       21.9       49.8       32.1       88.0       70.8:      12.0       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        57         36         61         31         40        132        109:
Old  :       122:        55         23         17         21         31         83         64:
Other:       144:        41         46         51         24         39        105        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       14.4       36.3       24.6       26.0       11.9       36.1       20.4
Old  :                 21.0       25.5       32.6       35.1       20.7       25.4       30.5       33.1
Other:                 33.4       15.8       47.0       26.4       33.4       13.7       46.4       21.9
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   169,731:    38,271     18,238     33,166     76,747     74,442    148,185    125,846:    21,545     43,884
Old  :   169,731:    38,271     18,238     33,166     76,747     74,442    148,185    125,846:    21,545     43,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     8,482:     1,016     -3,130      5,040      2,322      5,046      8,378      6,956:       103      1,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.7       19.5       45.2       43.9       87.3       74.1:      12.7       25.9
Old  :     100.0:      22.5       10.7       19.5       45.2       43.9       87.3       74.1:      12.7       25.9
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  :       248:        63         48         64         72        110        174        198:
Old  :       248:        63         48         64         72        110        174        198:
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       12.6       34.4       20.1       21.7       10.5       32.8       17.4
Old  :                 21.7       12.6       34.4       20.1       21.7       10.5       32.8       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :     4,405:     1,163      1,510        337        643        695      2,143      2,542:     2,262      1,863
Old  :     4,405:     1,163      1,510        337        643        695      2,143      2,542:     2,262      1,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :        68:      -116       -123         80         22        123        -14         80:        82        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       34.3        7.7       14.6       15.8       48.7       57.7:      51.3       42.3
Old  :     100.0:      26.4       34.3        7.7       14.6       15.8       48.7       57.7:      51.3       42.3
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  :        45:        14         13          7         12         13         29         30:
Old  :        45:        14         13          7         12         13         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       29.2       34.5       39.1       23.9       29.2       33.3       37.4
Old  :                 23.9       29.2       34.5       39.1       23.9       29.2       33.3       37.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    31,867:    12,281      1,939      6,308      7,678      9,621     26,267     17,868:     5,600     13,999
Old  :    31,867:    12,281      1,939      6,308      7,678      9,621     26,267     17,868:     5,600     13,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     1,013:    -1,131       -483        779        839        587        487        883:       525        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        6.1       19.8       24.1       30.2       82.4       56.1:      17.6       43.9
Old  :     100.0:      38.5        6.1       19.8       24.1       30.2       82.4       56.1:      17.6       43.9
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  :       153:        55         20         28         44         53        116         87:
Old  :       153:        55         20         28         44         53        116         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  :                 13.3       21.7       23.3       26.9       13.0       16.5       21.3       19.9
Old  :                 13.3       21.7       23.3       26.9       13.0       16.5       21.3       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   154,519:    46,935     19,247      3,846     63,801    106,306    114,582    129,398:    39,938     25,122
Old  :   154,519:    46,935     19,247      3,846     63,801    106,306    114,582    129,398:    39,938     25,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     7,853:       -28      2,865      1,039      3,392     -1,227      4,402      2,676:     3,451      5,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       12.5        2.5       41.3       68.8       74.2       83.7:      25.8       16.3
Old  :     100.0:      30.4       12.5        2.5       41.3       68.8       74.2       83.7:      25.8       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        27         19          9         28         32         59         56:
Old  :        87:        27         19          9         28         32         59         56:
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  :                 21.9       27.2       37.3       45.2       17.4       22.4       26.2       35.5
Old  :                 21.9       27.2       37.3       45.2       17.4       22.4       26.2       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    57,622:     2,488     33,398          0     45,590      6,728     48,078     40,126:     9,544     17,496
Old  :    57,622:     2,488     33,398          0     45,590      6,728     48,078     40,126:     9,544     17,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -3,620:    -1,687     14,257       -147      2,220    -22,808        386     -8,698:    -4,006      5,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       58.0        0.0       79.1       11.7       83.4       69.6:      16.6       30.4
Old  :     100.0:       4.3       58.0        0.0       79.1       11.7       83.4       69.6:      16.6       30.4
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  :        36:         2         17          0         14          6         16         23:
Old  :        36:         2         17          0         14          6         16         23:
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       36.5       72.4       51.0       53.7       36.5       68.3       49.8
Old  :                 57.8       36.5       72.4       51.0       53.7       36.5       68.3       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    74,737:    39,820      4,517        127     28,981     63,710     68,928     68,354:     5,809      6,383
Old  :    74,737:    39,820      4,517        127     28,981     63,710     68,928     68,354:     5,809      6,383
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -13,735:    -5,190       -880     -1,422     -5,199     -9,847    -11,811    -12,149:    -1,924     -1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3        6.0        0.2       38.8       85.2       92.2       91.5:       7.8        8.5
Old  :     100.0:      53.3        6.0        0.2       38.8       85.2       92.2       91.5:       7.8        8.5
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  :        75:        40          7          1         14         17         55         24:
Old  :        75:        40          7          1         14         17         55         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  :                 34.4       76.7       53.5       85.1       34.0       76.7       53.2       85.1
Old  :                 34.4       76.7       53.5       85.1       34.0       76.7       53.2       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    69,431:    24,443     13,999        489     22,636     41,312     47,568     55,800:    21,862     13,631
Old  :    69,431:    24,443     13,999        489     22,636     41,312     47,568     55,800:    21,862     13,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -24,067:    -2,806      5,065       -858    -18,565    -26,074    -22,229    -21,867:    -1,838     -2,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       20.2        0.7       32.6       59.5       68.5       80.4:      31.5       19.6
Old  :     100.0:      35.2       20.2        0.7       32.6       59.5       68.5       80.4:      31.5       19.6
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  :        51:        15         12          4         13         18         31         31:
Old  :        51:        15         12          4         13         18         31         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  :                 33.8       35.8       48.8       54.7       28.7       34.4       43.1       50.6
Old  :                 33.8       35.8       48.8       54.7       28.7       34.4       43.1       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   152,415:     9,692     59,851      3,822    114,393     57,664    127,907    121,337:    24,508     31,078
Old  :   152,415:     9,692     59,851      3,822    114,393     57,664    127,907    121,337:    24,508     31,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -61,386:     1,055     14,004     -1,937    -55,603    -74,738    -56,484    -62,671:    -4,902      1,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       39.3        2.5       75.1       37.8       83.9       79.6:      16.1       20.4
Old  :     100.0:       6.4       39.3        2.5       75.1       37.8       83.9       79.6:      16.1       20.4
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  :        82:        13         31          6         30         24         46         58:
Old  :        82:        13         31          6         30         24         46         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       29.2       60.2       45.2       39.5       23.8       51.9       36.1
Old  :                 42.8       29.2       60.2       45.2       39.5       23.8       51.9       36.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   138,361:    28,933     31,074     10,751     55,615     50,849     95,299     92,674:    43,062     45,688
Old  :   138,361:    28,933     31,074     10,751     55,615     50,849     95,299     92,674:    43,062     45,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -41,036:       443      9,077        574    -35,594    -53,350    -34,576    -43,699:    -6,460      2,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       22.5        7.8       40.2       36.8       68.9       67.0:      31.1       33.0
Old  :     100.0:      20.9       22.5        7.8       40.2       36.8       68.9       67.0:      31.1       33.0
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  :       106:        39         31         30         28         25         79         74:
Old  :       106:        39         31         30         28         25         79         74:
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  :                 18.4       28.6       30.8       39.4       18.4       27.5       30.7       37.2
Old  :                 18.4       28.6       30.8       39.4       18.4       27.5       30.7       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    30,652:     7,964      3,482        285     16,112     20,982     24,361     24,749:     6,291      5,903
Old  :    30,652:     7,964      3,482        285     16,112     20,982     24,361     24,749:     6,291      5,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -12,867:     6,754        678       -895    -19,994    -14,487    -14,135    -14,704:     1,268      1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       11.4        0.9       52.6       68.5       79.5       80.7:      20.5       19.3
Old  :     100.0:      26.0       11.4        0.9       52.6       68.5       79.5       80.7:      20.5       19.3
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  :        21:         2          2          2         10         12         13         15:
Old  :        21:         2          2          2         10         12         13         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  :                 55.3       43.5       72.5       64.6       53.9       43.4       70.1       63.1
Old  :                 55.3       43.5       72.5       64.6       53.9       43.4       70.1       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :11,523,019:   856,973    678,156  3,297,902  6,449,237  6,088,046 10,604,112 10,064,104:   918,907  1,458,914
Old  :11,523,019:   856,973    678,156  3,297,902  6,449,237  6,088,046 10,604,112 10,064,104:   918,907  1,458,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :-2,535,917:   -76,587     -2,349 -1,544,131   -818,013   -847,345 -2,438,731 -2,393,825:   -97,186   -142,091
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.9       28.6       56.0       52.8       92.0       87.3:       8.0       12.7
Old  :     100.0:       7.4        5.9       28.6       56.0       52.8       92.0       87.3:       8.0       12.7
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  :       276:        62         55        100        141        149        245        264:
Old  :       276:        62         55        100        141        149        245        264:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       12.9       36.4       22.3       21.8        7.6       28.0       12.5
Old  :                 23.3       12.9       36.4       22.3       21.8        7.6       28.0       12.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   694,670:    47,181     57,698     38,683    473,095    477,059    558,958    573,440:   135,711    121,230
Old  :   694,670:    47,181     57,698     38,683    473,095    477,059    558,958    573,440:   135,711    121,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -120,864:    -2,952     -5,977    -15,647    -64,003    -78,011    -82,603    -99,635:   -38,261    -21,229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8        8.3        5.6       68.1       68.7       80.5       82.5:      19.5       17.5
Old  :     100.0:       6.8        8.3        5.6       68.1       68.7       80.5       82.5:      19.5       17.5
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  :       204:        47         38         56         90         64        166        129:
Old  :       204:        47         38         56         90         64        166        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       27.6       28.9       40.3       19.9       27.5       28.8       40.3
Old  :                 20.0       27.6       28.9       40.3       19.9       27.5       28.8       40.3
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                                                Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   931,325:   153,792    257,580     35,133    459,104    564,049    648,028    856,762:   283,297     74,563
Old  :   931,325:   153,792    257,580     35,133    459,104    564,049    648,028    856,762:   283,297     74,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -537,463:   -60,845   -129,701    -47,105   -409,037   -277,596   -516,987   -454,401:   -20,476    -83,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       27.7        3.8       49.3       60.6       69.6       92.0:      30.4        8.0
Old  :     100.0:      16.5       27.7        3.8       49.3       60.6       69.6       92.0:      30.4        8.0
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  :       182:        38         61         31         58         53        114        127:
Old  :       182:        38         61         31         58         53        114        127:
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  :                 19.9       28.2       30.8       42.5       19.9       27.2       28.5       39.2
Old  :                 19.9       28.2       30.8       42.5       19.9       27.2       28.5       39.2
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                                                Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    12,501:     1,551        427          0      6,556     11,128      8,107     11,555:     4,394        946
Old  :    12,501:     1,551        427          0      6,556     11,128      8,107     11,555:     4,394        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -7,813:       400          0       -505     -6,652     -4,666     -6,757     -5,171:    -1,056     -2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        3.4        0.0       52.4       89.0       64.9       92.4:      35.1        7.6
Old  :     100.0:      12.4        3.4        0.0       52.4       89.0       64.9       92.4:      35.1        7.6
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  :        34:         3          1          1         18         16         21         18:
Old  :        34:         3          1          1         18         16         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.3       41.5       67.6       26.6       47.6       41.5       66.3
Old  :                 26.6       48.3       41.5       67.6       26.6       47.6       41.5       66.3
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                                                Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    27,055:     6,028      4,029          0     17,525     17,867     23,553     21,896:     3,502      5,159
Old  :    27,055:     6,028      4,029          0     17,525     17,867     23,553     21,896:     3,502      5,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -21,799:    -1,677      1,261     -3,059     -7,337    -18,676    -12,073    -20,474:    -9,726     -1,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       14.9        0.0       64.8       66.0       87.1       80.9:      12.9       19.1
Old  :     100.0:      22.3       14.9        0.0       64.8       66.0       87.1       80.9:      12.9       19.1
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  :        36:         4          5          0         18         16         22         21:
Old  :        36:         4          5          0         18         16         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       44.7       71.5       60.9       56.8       44.3       71.2       57.5
Old  :                 56.8       44.7       71.5       60.9       56.8       44.3       71.2       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    52,278:     5,820     11,718        397     30,742     33,106     36,959     45,221:    15,319      7,057
Old  :    52,278:     5,820     11,718        397     30,742     33,106     36,959     45,221:    15,319      7,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -25,062:    -1,401     -5,761     -1,132    -19,589    -14,122    -22,122    -21,015:    -2,940     -4,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       22.4        0.8       58.8       63.3       70.7       86.5:      29.3       13.5
Old  :     100.0:      11.1       22.4        0.8       58.8       63.3       70.7       86.5:      29.3       13.5
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  :        79:        10         18          2         35         26         47         44:
Old  :        79:        10         18          2         35         26         47         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       33.0       39.5       48.2       28.2       28.4       37.3       43.4
Old  :                 29.6       33.0       39.5       48.2       28.2       28.4       37.3       43.4
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                                             Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   231,253:   100,508     71,699      2,845    112,548    108,914    215,901    183,459:    15,352     47,794
Old  :   231,253:   100,508     71,699      2,845    112,548    108,914    215,901    183,459:    15,352     47,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :  -163,716:   -24,441    -10,249     -9,702   -118,849   -129,572   -152,992   -149,523:   -10,724    -14,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       31.0        1.2       48.7       47.1       93.4       79.3:       6.6       20.7
Old  :     100.0:      43.5       31.0        1.2       48.7       47.1       93.4       79.3:       6.6       20.7
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  :       166:        47         61         12         34         32         90         96:
Old  :       166:        47         61         12         34         32         90         96:
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  :                 30.6       23.2       45.9       34.4       30.5       16.9       44.0       26.0
Old  :                 30.6       23.2       45.9       34.4       30.5       16.9       44.0       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    79,139:    36,201          0          0     16,360     72,611     52,561     72,611:    26,578      6,528
Old  :    79,139:    36,201          0          0     16,360     72,611     52,561     72,611:    26,578      6,528
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -17,780:       -84     -3,043     -1,395    -15,910    -10,201    -17,389    -14,639:      -391     -3,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        0.0        0.0       20.7       91.8       66.4       91.8:      33.6        8.2
Old  :     100.0:      45.7        0.0        0.0       20.7       91.8       66.4       91.8:      33.6        8.2
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  :        40:        18          0          0          9         17         27         17:
Old  :        40:        18          0          0          9         17         27         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  :                 39.8       50.7       50.9       75.6       39.8       50.7       50.9       75.5
Old  :                 39.8       50.7       50.9       75.6       39.8       50.7       50.9       75.5
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                                            Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    31,195:     1,178      5,677          0     25,740     20,853     26,918     26,530:     4,277      4,664
Old  :    31,195:     1,178      5,677          0     25,740     20,853     26,918     26,530:     4,277      4,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -15,300:       393       -489       -896    -13,564    -11,463    -14,067    -12,848:    -1,233     -2,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       18.2        0.0       82.5       66.8       86.3       85.0:      13.7       15.0
Old  :     100.0:       3.8       18.2        0.0       82.5       66.8       86.3       85.0:      13.7       15.0
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  :        62:         3         13          1         30         28         33         42:
Old  :        62:         3         13          1         30         28         33         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  :                 52.0       31.9       61.9       47.5       51.9       29.9       61.9       45.6
Old  :                 52.0       31.9       61.9       47.5       51.9       29.9       61.9       45.6
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                                            Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :   215,078:    16,260     50,131      1,413    189,659    152,042    207,331    203,586:     7,747     11,493
Old  :   215,078:    16,260     50,131      1,413    189,659    152,042    207,331    203,586:     7,747     11,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :   -76,029:    -4,042      1,899     -6,381    -46,510    -62,131    -56,933    -66,612:   -19,096     -9,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       23.3        0.7       88.2       70.7       96.4       94.7:       3.6        5.3
Old  :     100.0:       7.6       23.3        0.7       88.2       70.7       96.4       94.7:       3.6        5.3
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  :       127:        24         43         12         34         47         64         96:
Old  :       127:        24         43         12         34         47         64         96:
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  :                 57.6       42.1       71.7       58.1       54.8       40.4       65.3       52.3
Old  :                 57.6       42.1       71.7       58.1       54.8       40.4       65.3       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    49,052:    17,507     18,613      1,356     19,946     24,589     38,809     44,558:    10,243      4,494
Old  :    49,052:    17,507     18,613      1,356     19,946     24,589     38,809     44,558:    10,243      4,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     3,868:     1,533      2,606        125      3,295      1,985      4,953      4,716:    -1,085       -848
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       37.9        2.8       40.7       50.1       79.1       90.8:      20.9        9.2
Old  :     100.0:      35.7       37.9        2.8       40.7       50.1       79.1       90.8:      20.9        9.2
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  :        82:        27         16          3         23         17         52         36:
Old  :        82:        27         16          3         23         17         52         36:
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  :                 24.4       47.1       37.7       58.8       23.8       47.1       36.7       58.7
Old  :                 24.4       47.1       37.7       58.8       23.8       47.1       36.7       58.7
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                                            Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    34,289:    12,465      1,533        236     16,961      1,490     29,662      3,259:     4,627     31,030
Old  :    34,289:    12,465      1,533        236     16,961      1,490     29,662      3,259:     4,627     31,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :     5,706:       488       -409         -2      3,749        151      4,235       -260:     1,471      5,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        4.5        0.7       49.5        4.3       86.5        9.5:      13.5       90.5
Old  :     100.0:      36.4        4.5        0.7       49.5        4.3       86.5        9.5:      13.5       90.5
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  :        24:        12          2          1          7          4         19          7:
Old  :        24:        12          2          1          7          4         19          7:
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  :                 61.3        7.1       73.4        9.5       60.6        7.1       72.6        8.1
Old  :                 61.3        7.1       73.4        9.5       60.6        7.1       72.6        8.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    39,399:     2,809      2,696          0     15,467     31,093     18,276     33,789:    21,123      5,610
Old  :    39,399:     2,809      2,696          0     15,467     31,093     18,276     33,789:    21,123      5,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2005                   :
     :    -2,299:     1,311       -391        -80     -5,844      1,746     -4,613      1,275:     2,314     -3,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        6.8        0.0       39.3       78.9       46.4       85.8:      53.6       14.2
Old  :     100.0:       7.1        6.8        0.0       39.3       78.9       46.4       85.8:      53.6       14.2
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  :        40:         4          9          0         14         23         18         32:
Old  :        40:         4          9          0         14         23         18         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       38.8       36.3       63.5       13.4       33.0       16.9       46.0
Old  :                 24.6       38.8       36.3       63.5       13.4       33.0       16.9       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 23, 2005