MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,618
COMMITMENTS
   1,125    1,558    2,374   16,149   13,319   19,647   17,251    4,971    7,367

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,368)
     -76      -34      120    1,028      933    1,072    1,018      295      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      6.3      9.6     65.6     54.1     79.8     70.1     20.2     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        2        9       26       20       36       30
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      103,753
COMMITMENTS
  12,873   24,819   29,792   48,432   22,309   91,097   76,920   12,656   26,833

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,142)
     415     -437    3,986     -761     -619    3,640    2,930     -499      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     23.9     28.7     46.7     21.5     87.8     74.1     12.2     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      35       57       49       25       29       97      108
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,659
COMMITMENTS
     458      975      245      712      444    1,415    1,664    1,245      996

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -296)
     -59      -80      -30      -10     -159      -99     -268     -196      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     36.7      9.2     26.8     16.7     53.2     62.6     46.8     37.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       14        9        9        5       24       23
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      156,668
COMMITMENTS
  30,937   36,486   23,520   80,215   63,501  134,672  123,506   21,996   33,161

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,655)
   2,572      791    2,800    2,021    3,273    7,393    6,864      262      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     23.3     15.0     51.2     40.5     86.0     78.8     14.0     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      55       73       64       76      102      162      216
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,451
COMMITMENTS
     946      802      122      862    1,130    1,929    2,054    1,522    1,397

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -348)
     100     -129      -75     -140       52     -116     -152     -232     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     23.3      3.5     25.0     32.8     55.9     59.5     44.1     40.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10        6       13       11       24       23
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,215
COMMITMENTS
   7,473    2,935    5,859    9,159    6,151   22,491   14,945    5,724   13,270

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        142)
  -2,370      499      744    1,209      323     -417    1,566      559   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     10.4     20.8     32.5     21.8     79.7     53.0     20.3     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      40       25       28       53       50      108       91
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       97,879
COMMITMENTS
  36,727    9,881    1,533   25,341   67,750   63,601   79,164   34,278   18,716

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -998)
    -172   -2,784      -95   -1,296    3,227   -1,564      348      566   -1,346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     10.1      1.6     25.9     69.2     65.0     80.9     35.0     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      28        9        5       24       25       54       37
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,164
COMMITMENTS
   6,019   42,511        1   59,067    7,684   65,087   50,196    8,077   22,968

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,054)
   3,028    1,572        1    1,145    1,479    4,174    3,052   -1,120        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     58.1      0.0     80.7     10.5     89.0     68.6     11.0     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2       27        1        9        8       11       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       94,885
COMMITMENTS
  74,717    4,377      305   11,198   84,265   86,220   88,947    8,665    5,939

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -5,685)
  -4,574     -511       82   -1,173   -5,243   -5,665   -5,672      -20      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7      4.6      0.3     11.8     88.8     90.9     93.7      9.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      64        5        3       15       14       79       22
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       80,777
COMMITMENTS
  11,360   37,220      895   49,161   22,211   61,416   60,326   19,361   20,451

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,499)
   2,052    5,349      -60      782     -448    2,774    4,841      725   -1,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     46.1      1.1     60.9     27.5     76.0     74.7     24.0     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      11       24        3       20       20       33       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      196,245
COMMITMENTS
   7,124   68,835    5,473  154,913   85,464  167,510  159,771   28,735   36,474

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,387)
  -1,583   -5,405     -388    7,297   10,650    5,327    4,857    2,060    2,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     35.1      2.8     78.9     43.5     85.4     81.4     14.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       40        7       29       30       46       74
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      170,756
COMMITMENTS
  23,116   35,281   12,694   82,333   67,681  118,143  115,656   52,612   55,100

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      3,569)
  -1,525    3,219      334    2,290    1,889    1,099    5,443    2,470   -1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     20.7      7.4     48.2     39.6     69.2     67.7     30.8     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      24       39       21       32       32       68       80
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       60,913
COMMITMENTS
   9,372    1,000      360   47,036   54,223   56,768   55,583    4,145    5,330

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -24,172)
 -14,089     -166      310   -6,344  -17,523  -20,123  -17,379   -4,049   -6,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      1.6      0.6     77.2     89.0     93.2     91.2      6.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       10       15       13       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,817,476
COMMITMENTS
 670,412  869,346  3579782  6620163  5825485 10870358 10274613  947,118  1542863

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -9,736)
   5,553  131,053   63,263   -9,446  -83,919   59,370  110,397  -69,105 -120,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.4     30.3     56.0     49.3     92.0     86.9      8.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      64       65      102      141      147      251      271
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      714,806
COMMITMENTS
  57,137   41,077   34,232  483,516  517,110  574,885  592,420  139,920  122,386

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -11,375)
   2,315     -756   -8,146   -7,564   -6,050  -13,396  -14,953    2,021    3,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      5.7      4.8     67.6     72.3     80.4     82.9     19.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      43       35       49       93       67      164      123
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      973,544
COMMITMENTS
 137,560  239,560   16,238  484,869  617,888  638,666  873,687  334,877   99,857

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -11,697)
  22,310  -11,235  -11,255  -39,364   17,131  -28,309   -5,359   16,612   -6,338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     24.6      1.7     49.8     63.5     65.6     89.7     34.4     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      36       58       30       55       63      113      129
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,266
COMMITMENTS
   1,060      337        0    6,543   10,960    7,603   11,297    4,663      969

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:         -4)
       0      -16        0       18        3       18      -13      -22        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      2.7      0.0     53.3     89.4     62.0     92.1     38.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       30,841
COMMITMENTS
   8,875    1,584        0   17,455   25,387   26,330   26,971    4,511    3,870

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -729)
     353      292     -123     -960   -1,048     -730     -879        1      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8      5.1      0.0     56.6     82.3     85.4     87.5     14.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        3        0       16       19       24       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       48,125
COMMITMENTS
   7,494    7,104      101   26,263   32,005   33,857   39,210   14,268    8,915

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,565)
     979   -1,682       21     -169     -893      831   -2,554   -3,397      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     14.8      0.2     54.6     66.5     70.4     81.5     29.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       12        1       30       24       43       37
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      266,971
COMMITMENTS
  99,644   72,309    2,153  144,682  158,813  246,479  233,276   20,492   33,696

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      7,542)
  28,116   -3,408   -1,265  -16,463   37,271   10,388   32,597   -2,846  -25,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     27.1      0.8     54.2     59.5     92.3     87.4      7.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      70       54       11       36       42      112      101
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,539
COMMITMENTS
  16,209    9,453        7   32,113   38,820   48,329   48,280   16,211   16,259

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -831)
  -1,659      141        0    2,832     -894    1,173     -753   -2,003      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     14.6      0.0     49.8     60.2     74.9     74.8     25.1     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        9        1       16       16       24       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       29,276
COMMITMENTS
     778    4,244        0   23,433   19,290   24,211   23,535    5,065    5,741

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        168)
     -22      194        0       93   -1,607       71   -1,413       97    1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     14.5      0.0     80.0     65.9     82.7     80.4     17.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3       10        0       28       22       31       32
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      225,872
COMMITMENTS
  26,161   43,361    1,358  185,222  170,253  212,741  214,972   13,131   10,901

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -3,766)
    -720     -578     -599   -2,145       10   -3,463   -1,167     -302   -2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     19.2      0.6     82.0     75.4     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      26       37       11       35       48       67       90
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,330
COMMITMENTS
  13,164    7,083      661   13,040   22,170   26,865   29,914   11,465    8,416

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      2,446)
   1,352    1,146      -19      972      730    2,305    1,857      141      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     18.5      1.7     34.0     57.8     70.1     78.0     29.9     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      26       13        4       16       21       44       37
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       22,289
COMMITMENTS
   5,592        0       70   12,129    5,694   17,791    5,764    4,498   16,525

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      4,938)
     628     -200       70    2,733    3,494    3,431    3,364    1,507    1,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      0.0      0.3     54.4     25.5     79.8     25.9     20.2     74.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        0        1        9        3       18        4
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       28,964
COMMITMENTS
   1,153    2,366      107   14,289   22,338   15,549   24,811   13,415    4,153

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        629)
    -142       55     -334      981      339      505       60      124      569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      8.2      0.4     49.3     77.1     53.7     85.7     46.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       10        2       13       19       17       30
 

Updated July 22, 2005