MILK - CHICAGO MERCANTILE EXCHANGE                                   Code-052641
OPTION AND FUTURES COMBINED 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:       39,295
COMMITMENTS
       0    2,385    4,814   29,806   17,040   34,619   24,239    4,676   15,056

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,710)
       0      357      578    1,161    1,000    1,739    1,935      -29     -224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1     12.3     75.9     43.4     88.1     61.7     11.9     38.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0       14       12       23       20       35       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED 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:      158,950
COMMITMENTS
  20,396   26,627   39,732   76,708   56,342  136,835  122,701   22,115   36,249

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      4,744)
     961    2,364    2,614      924     -901    4,499    4,077      244      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     16.8     25.0     48.3     35.4     86.1     77.2     13.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      58       73       87       33       35      148      164
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                      Code-056641
OPTION AND FUTURES COMBINED 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:        1,955
COMMITMENTS
     325      140      128      872      648    1,325      916      630    1,039

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -287)
      30     -357       13     -161       -4     -118     -348     -169       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.2      6.6     44.6     33.1     67.8     46.9     32.2     53.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        5        4        8        5       19       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED 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:      237,172
COMMITMENTS
  39,674   19,156   55,894  114,709  105,332  210,277  180,382   26,895   56,790

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,462)
  -2,773    3,183      300    5,294    4,363    2,820    7,845   -4,282   -9,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      8.1     23.6     48.4     44.4     88.7     76.1     11.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      63       68       80       85      120      198      233
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED 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:        4,917
COMMITMENTS
   1,670      571      577    1,096    2,384    3,342    3,532    1,575    1,385

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -881)
     -93      213     -277       -9     -545     -379     -609     -502     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.0     11.6     11.7     22.3     48.5     68.0     71.8     32.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      16       12       11       12       19       33       37
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED 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:       41,291
COMMITMENTS
  13,069    4,364    6,683   14,543   11,271   34,294   22,318    6,997   18,973

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        929)
     779      866     -345      113     -205      546      316      382      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.7     10.6     16.2     35.2     27.3     83.1     54.0     16.9     46.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      33       42       32       67       63      122      120
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED 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:      134,016
COMMITMENTS
  56,706   18,062    2,229   30,099   89,954   89,034  110,245   44,982   23,771

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     11,217)
   9,107    5,174     -818   -1,422    1,127    6,867    5,482    4,351    5,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.3     13.5      1.7     22.5     67.1     66.4     82.3     33.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      32       15        7       21       22       57       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED 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:      135,736
COMMITMENTS
  16,403   84,571      353  107,965   24,547  124,721  109,471   11,014   26,264

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     22,264)
  -7,496   23,807       81   29,144   -3,690   21,729   20,198      535    2,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     62.3      0.3     79.5     18.1     91.9     80.7      8.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8       36        1       17       11       25       48
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED 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:      113,678
COMMITMENTS
  66,951    4,046      736   39,899  106,468  107,586  111,250    6,092    2,428

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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      101,977
COMMITMENTS
  14,783   23,333    1,340   66,921   55,798   83,044   80,471   18,933   21,506

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,709)
     213  -11,386      508     -494   15,184      227    4,305    1,481   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     22.9      1.3     65.6     54.7     81.4     78.9     18.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      14       17        5       21       24       37       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED 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:      246,144
COMMITMENTS
  38,925   64,399    5,034  166,462  143,950  210,420  213,383   35,724   32,761

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:        -18)
  14,909  -33,755      506  -21,507   38,039   -6,093    4,789    6,074   -4,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     26.2      2.0     67.6     58.5     85.5     86.7     14.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      19       24        7       29       31       50       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED 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:      181,970
COMMITMENTS
  49,154   34,015   13,982   60,363   84,267  123,498  132,263   58,471   49,707

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      9,207)
   8,750      370      102   -2,208    6,317    6,645    6,789    2,563    2,418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     18.7      7.7     33.2     46.3     67.9     72.7     32.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      49       42       35       30       30       92       94
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:   16,779,809
COMMITMENTS
 711,342  1295644  5947166  9048717  7970621 15707226 15213431  1072584  1566378

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    261,119)
 -30,809  100,334   57,103  172,948   32,004  199,242  189,440   61,877   71,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      7.7     35.4     53.9     47.5     93.6     90.7      6.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      334)
      70       85      127      156      162      300      308
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED 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:      742,783
COMMITMENTS
  67,611   41,395   38,312  480,916  534,458  586,839  614,165  155,943  128,617

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      4,021)
  -3,321    2,762    4,329   -4,778    6,498   -3,769   13,589    7,791   -9,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      5.6      5.2     64.7     72.0     79.0     82.7     21.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      45       41       53       97       69      172      133
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED 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:    1,266,197
COMMITMENTS
 249,312  433,441   41,317  655,944  659,376  946,573  1134134  319,624  132,063

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     22,022)
  29,777    4,879    4,752   31,464    1,380   65,992   11,011  -43,970   11,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     34.2      3.3     51.8     52.1     74.8     89.6     25.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      58       65       40       78       69      164      146
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
    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        1       13       14       18       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       11,132
COMMITMENTS
   3,859    2,008      829    6,204    8,139   10,892   10,977      240      156

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      2,382)
   1,516      199     -105    1,063    2,186    2,473    2,279      -91      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7     18.0      7.5     55.7     73.1     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        8        6        8       10       17       21
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED 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:       68,707
COMMITMENTS
  13,515    8,325      256   34,188   52,786   47,959   61,368   20,749    7,340

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      3,119)
     451     -384      -24    2,400    2,680    2,827    2,272      292      847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     12.1      0.4     49.8     76.8     69.8     89.3     30.2     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      19       14        2       34       30       54       45
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED 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:      377,499
COMMITMENTS
 105,965  109,107    8,325  237,568  191,839  351,857  309,270   25,642   68,229

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -9,664)
  -3,005  -21,965    1,533   -8,241    1,322   -9,713  -19,110       49    9,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1     28.9      2.2     62.9     50.8     93.2     81.9      6.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      71       70       15       43       46      123      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED 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:       59,401
COMMITMENTS
  16,175   14,800      273   26,143   29,269   42,591   44,342   16,810   15,059

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -4,709)
  -3,474     -848      273     -184   -2,189   -3,385   -2,764   -1,324   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     24.9      0.5     44.0     49.3     71.7     74.6     28.3     25.4

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
OPTION AND FUTURES COMBINED 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:       31,579
COMMITMENTS
   5,378    6,684        3   20,938   17,699   26,319   24,387    5,260    7,192

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      1,305)
       7        8        1    1,075      642    1,083      651      222      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     21.2      0.0     66.3     56.0     83.3     77.2     16.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       14        1       30       23       34       37
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED 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:      288,775
COMMITMENTS
  35,532   65,266    2,785  226,911  209,510  265,228  277,560   23,547   11,214

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:      9,891)
   1,152    6,539     -167    6,151    5,708    7,136   12,079    2,754   -2,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     22.6      1.0     78.6     72.6     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      31       62       26       37       58       87      127
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED 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:       73,273
COMMITMENTS
  18,964   16,250    4,676   35,472   40,728   59,112   61,654   14,161   11,619

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 TRADER
    25.9     22.2      6.4     48.4     55.6     80.7     84.1     19.3     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      30       25        7       21       26       58       56
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:       39,286
COMMITMENTS
   3,121    2,597    1,478   13,455   30,129   18,054   34,204   21,232    5,082

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -233)
      80     -900        0      521   -1,250      601   -2,150     -834    1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      6.6      3.8     34.2     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