MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,128
COMMITMENTS
   1,670    1,773    3,126   15,484   12,593   20,280   17,492    4,848    7,636

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        401)
     250      -63      -10      207      297      447      224      -47      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.1     12.4     61.6     50.1     80.7     69.6     19.3     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      10        5       11       25       18       39       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       99,307
COMMITMENTS
  10,787   23,906   19,047   51,496   27,091   81,330   70,044   17,977   29,263

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,438)
     383    2,959   -4,147    2,001     -878   -1,763   -2,067      325      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     24.1     19.2     51.9     27.3     81.9     70.5     18.1     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      30       61       45       35       34       95      113
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        4,180
COMMITMENTS
     643    1,602      621    1,227      744    2,491    2,967    1,689    1,212

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        121)
     117     -102       -4      -87       28       26      -78       94      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     38.3     14.9     29.4     17.8     59.6     71.0     40.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       18       15        6        5       27       30
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      144,168
COMMITMENTS
  30,720   18,752   22,537   73,450   68,102  126,708  109,392   17,460   34,776

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -7,584)
  -4,542    5,727   -1,368      932   -7,690   -4,978   -3,331   -2,606   -4,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     13.0     15.6     50.9     47.2     87.9     75.9     12.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       54       51       71       93      149      178
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,953
COMMITMENTS
   1,189      655      260    1,237    1,785    2,686    2,700    1,267    1,253

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        228)
     -46      193      -11      125     -132       67       49      161      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.1     16.6      6.6     31.3     45.2     68.0     68.3     32.0     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       13        8       18       19       34       35
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,428
COMMITMENTS
   8,357    2,321    3,573    7,976    4,676   19,905   10,569    5,522   14,859

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -1,100)
  -1,578     -552     -109      596      452   -1,091     -209       -9     -892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      9.1     14.1     31.4     18.4     78.3     41.6     21.7     58.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      38       23       23       40       43       95       75
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       68,382
COMMITMENTS
  11,516   28,509    1,651   27,509   17,233   40,676   47,392   27,707   20,990

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -30,357)
   1,256   -7,810      184  -29,722  -20,207  -28,282  -27,833   -2,075   -2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     41.7      2.4     40.2     25.2     59.5     69.3     40.5     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      13       21        7       25       23       43       46
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       74,084
COMMITMENTS
   2,905   46,486        0   64,004    4,362   66,909   50,848    7,175   23,236

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -16,281)
     962     -769       -1  -14,427  -14,653  -13,466  -15,423   -2,815     -858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     62.7      0.0     86.4      5.9     90.3     68.6      9.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       26        0       12        3       14       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,624
COMMITMENTS
  82,396    4,364      124   10,557   92,040   93,077   96,528    9,548    6,096

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -18,452)
   1,809    1,127   -2,788  -16,831  -17,515  -17,810  -19,176     -642      724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.3      4.3      0.1     10.3     89.7     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      63        6        2       11       18       75       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       71,392
COMMITMENTS
  14,149   31,268    1,451   36,709   19,096   52,309   51,815   19,083   19,577

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -32,140)
    -526    8,199       63  -25,523  -38,394  -25,986  -30,133   -6,154   -2,007

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     43.8      2.0     51.4     26.7     73.3     72.6     26.7     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       22        5       18       15       33       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      168,766
COMMITMENTS
   6,287   61,042    5,384  132,973   71,189  144,643  137,615   24,124   31,151

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -22,389)
   1,410   18,920    2,406  -20,404  -47,377  -16,588  -26,051   -5,802    3,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     36.2      3.2     78.8     42.2     85.7     81.5     14.3     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      11       33        9       34       22       50       59
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      173,504
COMMITMENTS
  26,623   44,232   18,021   72,776   53,254  117,419  115,507   56,085   57,998

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,951)
   3,581    5,815    3,664  -59,138  -61,311  -51,893  -51,832    4,942    4,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     25.5     10.4     41.9     30.7     67.7     66.6     32.3     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      35       41       27       28       30       79       82
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,136,845
COMMITMENTS
 602,973  614,478  3013407  6483818  5896992 10100198  9524878  1036647  1611967

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316)
-200,914   80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431  -82,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.5     27.1     58.2     53.0     90.7     85.5      9.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      62       55       99      131      135      242      244
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      842,141
COMMITMENTS
  57,615   68,019   51,240  569,473  582,255  678,329  701,514  163,812  140,626

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     55,739)
  -3,196    3,244   -2,333   57,606   53,636   52,076   54,547    3,663    1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      8.1      6.1     67.6     69.1     80.5     83.3     19.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      41       44       57      105       73      183      137
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,245,090
COMMITMENTS
 202,750  212,772   65,357  610,630  840,391  878,737  1118520  366,354  126,570

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    122,483)
   3,505   -2,756   26,942   69,595   76,139  100,042  100,325   22,441   22,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     17.1      5.2     49.0     67.5     70.6     89.8     29.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      52       51       47       73       63      148      138
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       16,980
COMMITMENTS
   1,011    3,759      113    9,329   11,353   10,453   15,225    6,527    1,755

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      1,329)
       0       52       82      478      655      560      789      769      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     22.1      0.7     54.9     66.9     61.6     89.7     38.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       15       15       18       19
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       43,113
COMMITMENTS
  10,712    5,646    1,091   25,757   32,098   37,560   38,835    5,553    4,278

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,125)
     416    2,153      749    7,382    8,541    8,547   11,443    1,578   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     13.1      2.5     59.7     74.5     87.1     90.1     12.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        7        6       18       21       27       32
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       75,807
COMMITMENTS
   8,969   11,673    1,833   43,860   36,614   54,662   50,120   21,144   25,687

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     18,919)
    -288      132    1,773    7,508   10,106    8,993   12,011    9,926    6,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     15.4      2.4     57.9     48.3     72.1     66.1     27.9     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      16       20        6       44       39       63       64
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      405,654
COMMITMENTS
  86,261  110,180   16,032  199,169  220,852  301,462  347,064  104,192   58,589

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     86,251)
   6,214   -1,185    8,588   37,417   41,735   52,219   49,139   34,032   37,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     27.2      4.0     49.1     54.4     74.3     85.6     25.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      57       54       24       52       42      119      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       61,654
COMMITMENTS
  19,846    4,483      838   21,913   45,885   42,596   51,205   19,058   10,449

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -28,215)
   4,280    1,892     -354  -31,081  -25,805  -27,155  -24,267   -1,060   -3,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2      7.3      1.4     35.5     74.4     69.1     83.1     30.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        7        3       14       19       25       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       45,526
COMMITMENTS
     555   14,438      886   35,454   25,531   36,895   40,855    8,631    4,671

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,557)
    -494      558      441    5,290    5,988    5,237    6,987    1,320     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     31.7      1.9     77.9     56.1     81.0     89.7     19.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       14        4       31       29       37       44
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      307,436
COMMITMENTS
  48,268   37,001   22,555  208,713  211,321  279,536  270,877   27,900   36,560

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     57,056)
    -748    3,777   18,342   21,806   18,887   39,399   41,006   17,657   16,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     12.0      7.3     67.9     68.7     90.9     88.1      9.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      20       39       22       43       50       77       98
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,461
COMMITMENTS
   9,701    7,215      338    9,845   14,737   19,884   22,290   11,577    9,171

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,574)
  -4,326      593   -2,446   -7,459  -11,326  -14,231  -13,179   -7,343   -8,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8     22.9      1.1     31.3     46.8     63.2     70.8     36.8     29.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      21       12        2       13       16       35       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,867
COMMITMENTS
   1,832    3,844      693   12,060   22,336   14,585   26,873   15,282    2,994

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -46,271)
  -2,820   -1,884      -76  -40,774   -7,132  -43,670   -9,092   -2,601  -37,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     12.9      2.3     40.4     74.8     48.8     90.0     51.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       12        3       15       21       20       36
 

Updated June 17, 2005