MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,591
COMMITMENTS
   2,075    2,382    4,897   17,874   16,208   24,846   23,487    5,746    7,105

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -2,993)
    -860       12     -397     -996   -1,835   -2,253   -2,221     -740     -772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      7.8     16.0     58.4     53.0     81.2     76.8     18.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12        8       14       26       25       44       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      106,446
COMMITMENTS
  22,220    6,909   23,585   39,638   42,716   85,443   73,210   21,003   33,236

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,804)
  -2,725    1,887      301      246   -1,927   -2,178      261      374   -2,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.5     22.2     37.2     40.1     80.3     68.8     19.7     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      54       40       55       32       39      127      106
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,698
COMMITMENTS
     253    1,008      418    1,292      356    1,963    1,782      735      916

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        308)
    -238      539      125      503     -167      389      496      -81     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     37.4     15.5     47.9     13.2     72.8     66.1     27.2     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       16        7        8        2       19       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      161,403
COMMITMENTS
  47,313    9,866   24,475   68,883   81,984  140,671  116,325   20,732   45,078

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -4,924)
   4,307    1,558   -6,474   -1,057   -1,392   -3,223   -6,308   -1,701    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      6.1     15.2     42.7     50.8     87.2     72.1     12.8     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      66       38       59       81      109      183      180
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,929
COMMITMENTS
   2,278      233      512      577    3,207    3,368    3,952    2,562    1,977

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,091)
     534       11      168       28      388      730      567      361      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.4      3.9      8.6      9.7     54.1     56.8     66.7     43.2     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      26        6        9       12       21       42       33
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,177
COMMITMENTS
   6,010    1,434    5,900    8,350    5,386   20,259   12,720    4,917   12,457

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,888)
    -443      204    1,515    1,096      424    2,168    2,143      720      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      5.7     23.4     33.2     21.4     80.5     50.5     19.5     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      34       17       30       41       45       92       79
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       91,515
COMMITMENTS
  10,959   18,894    1,636   49,676   49,792   62,271   70,322   29,244   21,193

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      6,121)
  -1,667    7,260       86    9,844   -3,412    8,264    3,933   -2,143    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     20.6      1.8     54.3     54.4     68.0     76.8     32.0     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       16        4       26       21       43       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       57,640
COMMITMENTS
   3,364   20,545      531   41,738   17,981   45,633   39,057   12,006   18,582

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      4,909)
  -3,038    6,743       -3    7,270   -5,364    4,230    1,377      679    3,532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     35.6      0.9     72.4     31.2     79.2     67.8     20.8     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5       15        2       15        4       21       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       83,194
COMMITMENTS
  58,339    6,733      359   14,771   72,202   73,469   79,294    9,725    3,900

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,390)
   4,667      -41     -344   -1,257    3,768    3,066    3,382      325        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1      8.1      0.4     17.8     86.8     88.3     95.3     11.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      52       10        3       13       24       68       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,736
COMMITMENTS
  15,190    5,081      369   28,999   45,861   44,558   51,311   22,178   15,425

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,934)
  -4,176    2,548   -1,632    4,593   -4,066   -1,214   -3,150     -719    1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      7.6      0.6     43.5     68.7     66.8     76.9     33.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        8        2       13       11       28       19
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      183,184
COMMITMENTS
  19,880   34,223    2,254  124,105  120,814  146,239  157,290   36,946   25,894

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -11,434)
 -10,374    3,545     -742    2,261  -23,557   -8,855  -20,753   -2,579    9,319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     18.7      1.2     67.7     66.0     79.8     85.9     20.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      18       18        7       22       23       44       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      188,550
COMMITMENTS
  24,842   28,785   11,624   81,484   86,563  117,950  126,973   70,600   61,577

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     17,513)
    -648    5,750   -6,305    7,664    5,327      711    4,772   16,801   12,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.3      6.2     43.2     45.9     62.6     67.3     37.4     32.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      25       28       23       34       28       71       67
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       46,619
COMMITMENTS
  11,448        0      143   32,058   40,604   43,649   40,747    2,970    5,872

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,981)
      52        0      -46    3,609    3,941    3,615    3,895      366       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      0.0      0.3     68.8     87.1     93.6     87.4      6.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        2       13       22       18       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,421,856
COMMITMENTS
 697,821  868,854  3067185  6698293  5902752 10463299  9838791  958,557  1583064

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     95,086)
  58,765  128,261  -44,489   48,272  -50,666   62,548   33,106   32,539   61,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      7.6     26.9     58.6     51.7     91.6     86.1      8.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      59       64       95      128      135      234      250
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      731,050
COMMITMENTS
  63,038   80,599   29,455  482,265  508,813  574,758  618,866  156,293  112,184

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     19,724)
     872   -1,723    3,809   12,121    9,955   16,802   12,041    2,922    7,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     11.0      4.0     66.0     69.6     78.6     84.7     21.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      48       38       50       97       68      175      126
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      890,991
COMMITMENTS
 177,642  189,177   11,804  396,193  597,793  585,639  798,774  305,352   92,217

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     60,630)
  18,465   25,794     -508   16,230   49,139   34,188   74,425   26,442  -13,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     21.2      1.3     44.5     67.1     65.7     89.7     34.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      37       54       20       53       51      107      108
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,338
COMMITMENTS
   1,769        0        0    5,907   11,829    7,676   11,829    5,662    1,509

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        254)
     370        0        0      124      119      494      119     -240      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      0.0     44.3     88.7     57.5     88.7     42.5     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        0       13       13       17       13
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,541
COMMITMENTS
   3,035    5,495      211   23,037   19,547   26,283   25,253    4,258    5,288

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,566)
     864      135        7     -201    1,704      670    1,846      896     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     18.0      0.7     75.4     64.0     86.1     82.7     13.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        6        2       18       18       24       25
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       79,509
COMMITMENTS
   5,183   16,050    1,019   33,738   50,493   39,940   67,561   39,569   11,947

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      3,931)
  -2,068      349      359    1,634      902      -75    1,611    4,006    2,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     20.2      1.3     42.4     63.5     50.2     85.0     49.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       20        6       37       28       54       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      383,503
COMMITMENTS
  85,537  113,267    2,480  264,928  113,981  352,945  229,728   30,558  153,775

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     13,259)
   2,315   12,633      169    9,404  -15,423   11,888   -2,622    1,370   15,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     29.5      0.6     69.1     29.7     92.0     59.9      8.0     40.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      58       65       14       47       35      110      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,757
COMMITMENTS
  35,995    8,572      540   16,987   61,001   53,522   70,113   25,235    8,643

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -3,778)
  -1,452    5,995   -1,863      181   -6,677   -3,134   -2,545     -644   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.7     10.9      0.7     21.6     77.5     68.0     89.0     32.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        6        3       13       20       31       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       24,840
COMMITMENTS
     933    9,512        0   16,905   11,182   17,838   20,694    7,002    4,145

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        656)
     -71      688        0      252      331      181    1,019      475     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8     38.3      0.0     68.1     45.0     71.8     83.3     28.2     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3       13        0       27       18       30       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      161,934
COMMITMENTS
  33,303   26,485      712  119,430  119,139  153,445  146,336    8,489   15,598

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,229)
   1,921    3,713     -402    5,363     -268    6,882    3,043   -5,653   -1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     16.4      0.4     73.8     73.6     94.8     90.4      5.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      16       26        4       28       36       47       63
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,788
COMMITMENTS
   9,478    8,027    1,010   13,831   22,193   24,319   31,230   13,469    6,558

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      2,383)
     400      813       -2    1,487    1,236    1,885    2,047      498      336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     21.2      2.7     36.6     58.7     64.4     82.6     35.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       16        4       18       19       38       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,893
COMMITMENTS
     437    6,336    2,917   59,665   73,391   63,019   82,644   56,873   37,249

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -1,406)
    -157        5       79   -1,533   -2,441   -1,611   -2,357      205      951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.3      2.4     49.8     61.2     52.6     68.9     47.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       15        6       19       23       26       42
 

Updated February 11, 2005