MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,120
COMMITMENTS
     517    2,154    1,357   25,351   15,586   27,225   19,097    3,895   12,023

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,622)
     165      486      295    1,075      978    1,535    1,759       87     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.9      4.4     81.5     50.1     87.5     61.4     12.5     38.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       10        9       20       18       29       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,031
COMMITMENTS
  20,256   28,659   35,070   75,273   53,365  130,599  117,094   20,432   33,937

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      4,299)
   1,225    2,715    1,991      872   -1,009    4,088    3,697      211      602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4     19.0     23.2     49.8     35.3     86.5     77.5     13.5     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      55       74       78       31       34      138      161
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        1,871
COMMITMENTS
     321      127      109      872      648    1,302      884      569      987

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -254)
      37     -341       50     -161       -4      -74     -295     -180       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      6.8      5.8     46.6     34.6     69.6     47.2     30.4     52.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        4        8        5       19       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      211,135
COMMITMENTS
  39,966   22,804   41,553  104,875   95,671  186,394  160,028   24,741   51,107

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -4,439)
  -3,743    3,681   -1,431    5,201    2,550       27    4,800   -4,466   -9,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     10.8     19.7     49.7     45.3     88.3     75.8     11.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      60       69       74       66      109      174      220
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,656
COMMITMENTS
   1,663      676      279    1,024    2,247    2,966    3,202    1,690    1,454

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -393)
    -138      211      -20       -6     -475     -164     -284     -229     -109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     14.5      6.0     22.0     48.3     63.7     68.8     36.3     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       13        9       11       17       30       35
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       35,758
COMMITMENTS
  13,120    5,667    3,555   13,297   10,328   29,972   19,550    5,786   16,208

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        187)
     769      618     -556     -144     -245       69     -183      118      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     15.8      9.9     37.2     28.9     83.8     54.7     16.2     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      28       41       26       50       58      100      109
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      124,984
COMMITMENTS
  54,931   14,297    1,609   27,081   89,171   83,621  105,077   41,363   19,907

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      9,108)
   8,221    2,784     -103   -2,615    1,579    5,503    4,260    3,605    4,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     11.4      1.3     21.7     71.3     66.9     84.1     33.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      33       12        5       20       21       55       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      134,418
COMMITMENTS
  16,309   84,571        0  107,965   24,547  124,274  109,118   10,144   25,300

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     22,010)
  -7,480   23,807        0   29,144   -3,690   21,664   20,117      346    1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     62.9      0.0     80.3     18.3     92.5     81.2      7.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       36        0       17       11       24       47
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      113,669
COMMITMENTS
  66,951    4,046      736   39,890  106,468  107,577  111,250    6,092    2,419

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -5,634)
  -3,015   -1,217      162   -1,612   -4,121   -4,465   -5,176   -1,169     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9      3.6      0.6     35.1     93.7     94.6     97.9      5.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      56        9        4       16       14       75       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       98,756
COMMITMENTS
  15,055   23,244      131   66,047   55,160   81,233   78,535   17,523   20,221

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,539)
     333  -11,359       89     -553   15,214     -131    3,944    1,670   -2,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     23.5      0.1     66.9     55.9     82.3     79.5     17.7     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       16        2       20       22       35       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      201,773
COMMITMENTS
  41,587   64,408      216  127,801  107,765  169,604  172,389   32,169   29,384

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,692)
  14,628  -33,735      194  -21,891   37,069   -7,069    3,528    5,377   -5,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     31.9      0.1     63.3     53.4     84.1     85.4     15.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       23        2       27       25       47       50
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      159,681
COMMITMENTS
  50,882   32,480    1,482   56,481   82,130  108,845  116,092   50,836   43,589

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      8,381)
   8,785      468     -252   -2,465    6,447    6,068    6,663    2,313    1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     20.3      0.9     35.4     51.4     68.2     72.7     31.8     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      45       35        8       28       27       77       66
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,476
COMMITMENTS
   4,273    1,373        0    8,838   11,363   13,111   12,736    1,365    1,740

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -127)
    -836     -113     -119      821     -225     -134     -457        7      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      9.5      0.0     61.1     78.5     90.6     88.0      9.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        5        0       10        8       16       13
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       41,652
COMMITMENTS
   7,889    2,342      433   29,196   35,399   37,518   38,174    4,134    3,478

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,833)
   1,501      621     -278    2,654    3,941    3,877    4,284      -44     -451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      5.6      1.0     70.1     85.0     90.1     91.6      9.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        3        2       11       12       17       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   10,033,891
COMMITMENTS
 1129256  1660216  1297945  6619887  5613510  9047088  8571671  986,803  1462220

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    208,863)
 -14,828   75,449   16,165  135,676   48,382  137,013  139,996   71,850   68,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     16.5     12.9     66.0     55.9     90.2     85.4      9.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      66       70      105      142      155      260      288
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,537
COMMITMENTS
  64,163   42,672    3,416  465,052  515,713  532,631  561,801  139,906  110,736

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,148)
  -3,656    2,733       14   -4,897    5,894   -8,539    8,641    7,391   -9,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.3      0.5     69.1     76.7     79.2     83.5     20.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       33       16       94       63      139      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,220,242
COMMITMENTS
 252,103  434,187   18,449  637,835  643,158  908,387  1095794  311,855  124,448

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     17,021)
  29,356    2,432    4,230   30,392      786   63,978    7,448  -46,957    9,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     35.6      1.5     52.3     52.7     74.4     89.8     25.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      58       61       22       77       66      147      137
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,112
COMMITMENTS
   2,500      733        0    5,885   10,238    8,385   10,971    3,727    1,141

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        151)
      28        0        0       77        0      105        0       46      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      6.1      0.0     48.6     84.5     69.2     90.6     30.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        0       13       14       18       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       47,861
COMMITMENTS
   6,858   10,931        0   34,240   33,271   41,098   44,202    6,763    3,659

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -2,011)
    -921      -50        0   -2,671   -3,138   -3,592   -3,188    1,581    1,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     22.8      0.0     71.5     69.5     85.9     92.4     14.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        0       23       21       29       28
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        7,509
COMMITMENTS
   3,176    1,456      250    3,854    5,803    7,280    7,509      229        0

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,855)
   1,200      -45      200      550    1,700    1,950    1,855      -95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     19.4      3.3     51.3     77.3     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        2        5        6       13       13
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       68,475
COMMITMENTS
  13,515    8,325      256   34,147   52,674   47,918   61,255   20,557    7,220

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,072)
     451     -384      -24    2,372    2,683    2,799    2,275      273      797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     12.2      0.4     49.9     76.9     70.0     89.5     30.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       13        2       33       28       53       42
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      372,376
COMMITMENTS
 105,782  109,785    5,372  235,832  189,277  346,986  304,434   25,390   67,942

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -10,505)
  -3,282  -22,029    1,090   -8,487      885  -10,679  -20,054      174    9,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     29.5      1.4     63.3     50.8     93.2     81.8      6.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      72       69       12       41       44      119      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       58,377
COMMITMENTS
  16,175   14,800      273   26,143   29,205   42,591   44,278   15,786   14,099

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -4,596)
  -3,474     -848      273     -184   -2,148   -3,385   -2,723   -1,211   -1,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     25.4      0.5     44.8     50.0     73.0     75.8     27.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12       12        1       16       13       29       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,570
COMMITMENTS
   5,378    6,684        3   20,936   17,699   26,317   24,386    5,253    7,184

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,304)
       7        8        1    1,075      642    1,083      651      221      653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     21.2      0.0     66.3     56.1     83.4     77.2     16.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       14        1       30       22       34       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      284,871
COMMITMENTS
  35,616   65,309      548  225,777  208,657  261,941  274,514   22,930   10,357

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      8,830)
   1,236    6,166     -709    5,786    5,574    6,313   11,031    2,517   -2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     22.9      0.2     79.3     73.2     92.0     96.4      8.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       53        8       35       57       69      114
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       67,300
COMMITMENTS
  23,426   16,250      214   29,502   39,569   53,142   56,033   14,158   11,267

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,387)
   1,957     -507      143        1    2,501    2,101    2,137     -714     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8     24.1      0.3     43.8     58.8     79.0     83.3     21.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      35       25        2       21       25       58       50
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       44,211
COMMITMENTS
  14,543   10,132      780   22,924   26,525   38,247   37,437    5,964    6,774

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,047)
   1,008      472      414      707    1,223    2,129    2,109      918      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     22.9      1.8     51.9     60.0     86.5     84.7     13.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      19        9        4       20       13       41       25
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
FUTURES ONLY POSITIONS AS OF 02/28/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,274
COMMITMENTS
   3,121    2,597    1,478   13,455   30,129   18,054   34,204   21,220    5,070

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -235)
      80     -900        0      521   -1,250      601   -2,150     -836    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      6.6      3.8     34.3     76.7     46.0     87.1     54.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5       10        4       21       29       29       41
 

Updated March 3, 2006