MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,650
COMMITMENTS
   1,098    1,913    3,333   17,051   13,182   21,481   18,428    5,169    8,223

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        659)
    -578      146      -36      935      256      321      366      338      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      7.2     12.5     64.0     49.5     80.6     69.1     19.4     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      11        4       13       27       18       41       32
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       97,134
COMMITMENTS
   9,937   26,529   21,762   50,164   21,510   81,863   69,801   15,271   27,333

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,988)
    -556    1,156    3,798      595      149    3,837    5,103      150   -1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     27.3     22.4     51.6     22.1     84.3     71.9     15.7     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      28       67       50       29       28       96      116
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,534
COMMITMENTS
     485    1,140      312    1,075      786    1,872    2,237    1,663    1,297

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -316)
     -56     -209     -148      -59       27     -263     -331      -53       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     32.2      8.8     30.4     22.2     53.0     63.3     47.0     36.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8       20       11        8        7       26       28
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      137,589
COMMITMENTS
  28,519   29,786   16,654   76,260   61,144  121,433  107,584   16,155   30,004

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -4,696)
  -2,206    2,960   -2,669      870   -2,691   -4,005   -2,399     -691   -2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     21.6     12.1     55.4     44.4     88.3     78.2     11.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      44       69       49       68       88      137      187
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,082
COMMITMENTS
   1,067      750      235    1,383    1,530    2,684    2,515    1,398    1,567

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        172)
      -1      133      -69      308      -75      237      -11      -65      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     18.4      5.8     33.9     37.5     65.8     61.6     34.2     38.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14       10       11       16       13       32       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       25,211
COMMITMENTS
   7,968    2,163    4,055    8,219    5,315   20,242   11,532    4,969   13,678

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:         25)
     995     -852       69     -488      881      577       99     -552      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6      8.6     16.1     32.6     21.1     80.3     45.7     19.7     54.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      44       18       25       48       48      104       82
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       77,571
COMMITMENTS
  21,941   19,183    1,151   21,900   39,372   44,992   59,705   32,580   17,866

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,234)
   4,160    2,198      -87      -94    2,815    3,979    4,926      255     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     24.7      1.5     28.2     50.8     58.0     77.0     42.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      19       16        5       24       27       46       45
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       73,702
COMMITMENTS
   1,764   46,185        0   63,541    4,868   65,305   51,053    8,397   22,649

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,660)
     185    2,219        0    2,014      206    2,199    2,425     -539     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     62.7      0.0     86.2      6.6     88.6     69.3     11.4     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2       26        0       10        4       12       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      101,352
COMMITMENTS
  77,729    3,965      503   14,530   90,697   92,762   95,165    8,590    6,187

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,210)
  -6,417   -1,000      495    2,628   -2,689   -3,294   -3,194       84      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.7      3.9      0.5     14.3     89.5     91.5     93.9      8.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      64        5        2       15       17       80       24
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       69,659
COMMITMENTS
   8,914   28,852    1,176   41,249   20,303   51,339   50,332   18,320   19,327

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,906)
  -4,977    1,904       31    7,152     -884    2,206    1,051     -300      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     41.4      1.7     59.2     29.1     73.7     72.3     26.3     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      12       19        4       17       16       30       38
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      173,076
COMMITMENTS
   8,119   62,707    5,684  133,448   71,095  147,251  139,486   25,825   33,591

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      8,667)
    -484   13,581      301    8,614   -9,068    8,431    4,814      236    3,853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     36.2      3.3     77.1     41.1     85.1     80.6     14.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       32        8       29       26       47       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      175,334
COMMITMENTS
  31,915   43,315   19,711   71,677   58,482  123,303  121,507   52,031   53,827

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -755)
   5,739     -700    1,274   -5,908    2,635    1,106    3,209   -1,861   -3,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     24.7     11.2     40.9     33.4     70.3     69.3     29.7     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      42       37       31       30       29       84       85
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       76,427
COMMITMENTS
  25,322      921      245   44,521   66,742   70,088   67,908    6,339    8,519

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      1.2      0.3     58.3     87.3     91.7     88.9      8.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1        8       15       12       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   11,552,427
COMMITMENTS
 728,408  562,730  3209217  6601319  6179276 10538943  9951223  1013484  1601203

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    325,189)
 109,162  -47,895  118,518   87,143  291,213  314,823  361,836   10,366  -36,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.9     27.8     57.1     53.5     91.2     86.1      8.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      66       53      101      135      138      248      247
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      712,278
COMMITMENTS
  49,136   47,081   31,509  490,976  525,055  571,621  603,645  140,657  108,633

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      6,651)
  -5,373    2,293     -227   10,301    8,242    4,701   10,308    1,949   -3,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      6.6      4.4     68.9     73.7     80.3     84.7     19.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      35       35       45       91       65      153      118
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      860,147
COMMITMENTS
 133,582  167,515   17,625  448,883  579,526  600,090  764,666  260,057   95,481

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     36,668)
  42,887  -19,760     -180   -3,578   69,328   39,129   49,389   -2,461  -12,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     19.5      2.0     52.2     67.4     69.8     88.9     30.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      43       46       25       61       57      119      113
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       12,205
COMMITMENTS
     960      224        0    6,510   10,949    7,470   11,173    4,735    1,032

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        434)
     235       19        0      183      405      418      424       16       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      1.8      0.0     53.3     89.7     61.2     91.5     38.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       28,118
COMMITMENTS
   7,006    1,392      292   17,150   22,368   24,448   24,052    3,670    4,066

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      3,529)
     943     -913       64    2,957    3,342    3,964    2,493     -435    1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      5.0      1.0     61.0     79.6     86.9     85.5     13.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        4        1       17       18       22       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       49,602
COMMITMENTS
   6,784    8,209        0   25,774   32,782   32,558   40,992   17,044    8,611

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,702)
  -1,572      795      -80    4,018    3,507    2,366    4,223    2,337      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     16.6      0.0     52.0     66.1     65.6     82.6     34.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       17        0       33       26       44       43
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      222,027
COMMITMENTS
  72,323   87,525    1,339  118,009   75,579  191,671  164,443   30,356   57,584

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     35,298)
   9,012    8,711      116   18,200   10,467   27,329   19,295    7,969   16,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     39.4      0.6     53.2     34.0     86.3     74.1     13.7     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      59       56       10       43       31      107       92
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       71,356
COMMITMENTS
  24,447    1,439      229   24,888   62,232   49,563   63,900   21,793    7,456

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -14,747)
 -12,158   -1,516        5      997  -12,381  -11,157  -13,892   -3,590     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      2.0      0.3     34.9     87.2     69.5     89.6     30.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        3        1       15       20       32       23
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,987
COMMITMENTS
     765    3,519        0   23,145   18,343   23,910   21,862    5,076    7,125

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        143)
     277      221        0      -34     -409      243     -188     -100      331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     12.1      0.0     79.8     63.3     82.5     75.4     17.5     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        9        0       29       22       32       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      234,860
COMMITMENTS
  16,745   45,197      874  202,225  176,820  219,845  222,892   15,016   11,969

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     17,430)
    -269   -7,233      -74   17,043   23,787   16,700   16,481      730      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     19.2      0.4     86.1     75.3     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      21       39        6       36       46       60       88
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,337
COMMITMENTS
  10,625    5,825      509   10,286   19,030   21,420   25,364   10,917    6,973

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        796)
     174        5       67      484    2,161      725    2,233       71   -1,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     18.0      1.6     31.8     58.8     66.2     78.4     33.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       14        4       14       18       39       34
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       29,524
COMMITMENTS
   1,265    2,892      693   13,752   22,242   15,710   25,827   13,814    3,697

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -489)
       0      -50     -100      867     -450      767     -600   -1,256      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      9.8      2.3     46.6     75.3     53.2     87.5     46.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       12        3       13       19       18       33
 

Updated July 1, 2005