MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,584
COMMITMENTS
       0    2,028    4,236   28,644   16,041   32,880   22,304    4,704   15,280

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,210)
       0      603      237    1,843     -400    2,080      439      130    1,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4     11.3     76.2     42.7     87.5     59.3     12.5     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0       11       10       22       18       32       29
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      154,207
COMMITMENTS
  19,434   24,263   37,118   75,784   57,243  132,336  118,624   21,871   35,583

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        150)
     184   -2,249     -413      612    2,340      383     -322     -234      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     15.7     24.1     49.1     37.1     85.8     76.9     14.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      60       56       74       32       36      134      147
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,242
COMMITMENTS
     294      498      115    1,033      652    1,443    1,265      800      978

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -424)
      38     -303     -217     -198       84     -378     -436      -46       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     22.2      5.1     46.1     29.1     64.3     56.4     35.7     43.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       10        5        8        5       21       17
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      238,634
COMMITMENTS
  42,447   15,974   55,594  109,415  100,969  207,456  172,537   31,177   66,097

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -2,494)
  -3,101      162     -767    2,132     -178   -1,735     -782     -759   -1,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      6.7     23.3     45.9     42.3     86.9     72.3     13.1     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      69       68       87       86      118      215      235
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,798
COMMITMENTS
   1,763      358      854    1,104    2,929    3,721    4,141    2,077    1,657

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:         15)
      -6       59       79       49      -88      122       49     -108      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      6.2     14.7     19.0     50.5     64.2     71.4     35.8     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20       11       14       12       20       38       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,362
COMMITMENTS
  12,289    3,498    7,028   14,430   11,476   33,747   22,002    6,614   18,360

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        953)
     330      520      339      295      128      965      988      -12      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      8.7     17.4     35.8     28.4     83.6     54.5     16.4     45.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      35       36       34       63       65      121      121
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      122,799
COMMITMENTS
  47,599   12,888    3,048   31,520   88,827   82,167  104,763   40,632   18,035

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -2,648)
  -5,088      835     -772    2,622   -2,065   -3,237   -2,002      590     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8     10.5      2.5     25.7     72.3     66.9     85.3     33.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      29       15        6       23       23       55       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:      113,472
COMMITMENTS
  23,899   60,764      273   78,821   28,237  102,993   89,274   10,479   24,198

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      4,096)
   2,186    7,964      -86    1,300   -5,279    3,400    2,599      696    1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     53.5      0.2     69.5     24.9     90.8     78.7      9.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8       30        1       15       11       23       42
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      119,312
COMMITMENTS
  69,966    5,263      574   41,511  110,589  112,051  116,426    7,261    2,886

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:       -795)
    -497    1,276      185     -211   -1,961     -523     -500     -272     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.6      4.4      0.5     34.8     92.7     93.9     97.6      6.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      61       10        3       18       15       81       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      100,268
COMMITMENTS
  14,570   34,719      833   67,415   40,614   82,817   76,166   17,451   24,103

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -2,376)
   2,587   -2,070      -74   -5,137    1,806   -2,624     -338      248   -2,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     34.6      0.8     67.2     40.5     82.6     76.0     17.4     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      12       19        3       23       20       37       40
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      246,162
COMMITMENTS
  24,016   98,155    4,528  187,969  105,911  216,513  208,594   29,649   37,568

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      7,816)
    -880   15,550       53    8,498  -10,101    7,671    5,501      145    2,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     39.9      1.8     76.4     43.0     88.0     84.7     12.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      13       41        6       28       25       44       69
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      172,762
COMMITMENTS
  40,404   33,644   13,879   62,570   77,950  116,853  125,474   55,909   47,289

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     11,194)
  -1,785      388    1,075    8,791    5,909    8,081    7,371    3,114    3,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     19.5      8.0     36.2     45.1     67.6     72.6     32.4     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      45       43       35       28       31       87       95
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       14,603
COMMITMENTS
   5,109    1,486      119    8,017   11,588   13,245   13,193    1,358    1,410

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,378)
     487      875        1    2,984    2,317    3,472    3,193      -94      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.0     10.2      0.8     54.9     79.4     90.7     90.3      9.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        5        1        9        8       16       14
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       37,819
COMMITMENTS
   6,388    1,721      711   26,542   31,458   33,641   33,890    4,178    3,929

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,293)
     274        0       27    2,421    2,890    2,722    2,917      571      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      4.6      1.9     70.2     83.2     89.0     89.6     11.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        2       11       10       16       14
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   16,518,690
COMMITMENTS
 742,151  1195310  5890064  8875769  7938617 15507983 15023991  1010706  1494699

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:    232,746)
  -6,021  123,658   45,767  199,978  111,066  239,724  280,491   -6,978  -47,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.2     35.7     53.7     48.1     93.9     91.0      6.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      340)
      71       87      130      158      164      304      316
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      738,761
COMMITMENTS
  70,932   38,633   33,983  485,693  527,960  590,609  600,576  148,153  138,185

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,114)
  -1,163      560   -3,516    7,493    2,205    2,814     -751     -700    2,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.2      4.6     65.7     71.5     79.9     81.3     20.1     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      47       38       49       96       65      170      125
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,244,175
COMMITMENTS
 219,536  428,562   36,565  624,480  657,996  880,581  1123123  363,594  121,052

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     36,578)
  -2,351   14,049   -5,732   22,390   21,321   14,308   29,639   22,271    6,939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     34.4      2.9     50.2     52.9     70.8     90.3     29.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      55       64       42       74       67      159      143
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,961
COMMITMENTS
   2,472      733        0    5,808   10,238    8,280   10,971    3,681      990

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:         64)
      -4        0        0       54      227       50      227       14     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      6.1      0.0     48.6     85.6     69.2     91.7     30.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        1       13       14       18       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       49,872
COMMITMENTS
   7,779   10,981        0   36,911   36,409   44,690   47,390    5,182    2,482

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,409)
     607      361        0    1,449    1,206    2,056    1,567     -647     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     22.0      0.0     74.0     73.0     89.6     95.0     10.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        7        0       23       23       32       30
 
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                           Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20)                                OPEN INTEREST:        8,750
COMMITMENTS
   2,343    1,809      935    5,141    5,953    8,419    8,697      331       53

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        425)
     256       62      302      183      569      741      933     -315     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     20.7     10.7     58.8     68.0     96.2     99.4      3.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        8        6        8        9       16       21
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       65,588
COMMITMENTS
  13,064    8,709      280   31,788   50,106   45,132   59,096   20,456    6,493

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      4,479)
     118        9      -76      667    4,484      709    4,417    3,770       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.3      0.4     48.5     76.4     68.8     90.1     31.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       14        2       35       29       55       44
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      387,164
COMMITMENTS
 108,970  131,072    6,792  245,809  190,516  361,571  328,380   25,593   58,783

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     33,022)
   3,097   27,481      225   29,178  -10,379   32,500   17,327      522   15,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     33.9      1.8     63.5     49.2     93.4     84.8      6.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      71       81       16       48       36      129      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       64,110
COMMITMENTS
  19,649   15,648        0   26,327   31,458   45,976   47,106   18,134   17,004

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        125)
  -3,020    1,030       -3      910   -1,836   -2,113     -809    2,238      934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     24.4      0.0     41.1     49.1     71.7     73.5     28.3     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      12       11        0       16       15       28       26
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,273
COMMITMENTS
   5,371    6,676        2   19,863   17,057   25,236   23,736    5,038    6,538

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -1,417)
       3      400        0       78     -225       81      175   -1,498   -1,592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     22.1      0.0     65.6     56.3     83.4     78.4     16.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       14        1       29       24       33       38
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      278,884
COMMITMENTS
  34,380   58,727    2,952  220,760  203,802  258,092  265,481   20,792   13,403

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        654)
  -3,572   -2,603   -1,462    7,495    1,624    2,461   -2,440   -1,807    3,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     21.1      1.1     79.2     73.1     92.5     95.2      7.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      32       57       20       36       56       81      120
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       71,886
COMMITMENTS
  17,007   16,757    4,533   35,471   38,227   57,011   59,517   14,875   12,369

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      4,884)
   2,051    1,152        2    1,272    1,263    3,325    2,417    1,559    2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     23.3      6.3     49.3     53.2     79.3     82.8     20.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      30       26        8       21       32       59       63
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       41,164
COMMITMENTS
  13,535    9,660      366   22,217   25,302   36,118   35,328    5,046    5,836

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      5,954)
   2,476    2,069      366    3,737    3,723    6,579    6,158     -625     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     23.5      0.9     54.0     61.5     87.7     85.8     12.3     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17        8        2       21       13       39       22
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       39,519
COMMITMENTS
   3,041    3,497    1,478   12,934   31,379   17,453   36,354   22,066    3,165

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        308)
     391      800    1,147   -1,469   -1,711       69      236      239       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.8      3.7     32.7     79.4     44.2     92.0     55.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       10        4       19       27       27       39
 

Updated February 24, 2006