MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    23,143:     2,376      2,452      1,067     14,609     14,234     18,052     17,753:     5,091      5,390
Old  :    23,143:     2,376      2,452      1,067     14,609     14,234     18,052     17,753:     5,091      5,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -135:        56        109       -265        259        217         50         61:      -185       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       10.6        4.6       63.1       61.5       78.0       76.7:      22.0       23.3
Old  :     100.0:      10.3       10.6        4.6       63.1       61.5       78.0       76.7:      22.0       23.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        11          6         11         20         18         33         33:
Old  :        45:        11          6         11         20         18         33         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       38.1       64.9       56.5       50.6       37.2       61.5       53.9
Old  :                 51.2       38.1       64.9       56.5       50.6       37.2       61.5       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                       
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :    89,791:    18,711      8,282     11,444     42,911     39,931     73,066     59,657:    16,725     30,134
Old  :    86,580:    18,807      8,190     11,149     41,097     38,721     71,053     58,060:    15,527     28,520
Other:     3,211:       199        387          0      1,814      1,210      2,013      1,597:     1,198      1,614
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -14,441:    -7,821       -152     -4,945        455     -5,723    -12,311    -10,820:    -2,130     -3,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        9.2       12.7       47.8       44.5       81.4       66.4:      18.6       33.6
Old  :     100.0:      21.7        9.5       12.9       47.5       44.7       82.1       67.1:      17.9       32.9
Other:     100.0:       6.2       12.1        0.0       56.5       37.7       62.7       49.7:      37.3       50.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        51         28         38         23         38         99         88:
Old  :       136:        51         27         37         22         38         98         87:
Other:        26:         6          5          0          4         13         10         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       20.6       41.6       32.3       30.1       20.3       41.6       29.6
Old  :                 31.2       20.7       42.4       32.8       31.2       20.5       42.3       31.1
Other:                 58.3       29.8       61.9       42.6       56.0       29.8       59.2       42.1
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     3,001:       339      1,366        155      1,757        418      2,251      1,939:       750      1,062
Old  :     2,999:       339      1,366        154      1,757        418      2,250      1,938:       749      1,061
Other:         2:         0          0          1          0          0          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :        35:        23        -71         10         60         45         93        -16:       -58         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       45.5        5.2       58.5       13.9       75.0       64.6:      25.0       35.4
Old  :     100.0:      11.3       45.5        5.1       58.6       13.9       75.0       64.6:      25.0       35.4
Other:     100.0:       0.0        0.0       50.0        0.0        0.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         7         16          4          8          2         19         18:
Old  :        32:         7         16          4          8          2         19         18:
Other:         1:         0          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       32.2       62.2       47.5       50.9       31.7       61.2       44.4
Old  :                 51.3       32.2       62.3       47.5       51.0       31.7       61.2       44.4
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   149,496:    53,212     17,524     10,346     67,333     78,889    130,891    106,759:    18,605     42,737
Old  :   149,496:    53,212     17,524     10,346     67,333     78,889    130,891    106,759:    18,605     42,737
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    13,243:     8,452        555        -18      1,174      8,533      9,608      9,070:     3,635      4,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       11.7        6.9       45.0       52.8       87.6       71.4:      12.4       28.6
Old  :     100.0:      35.6       11.7        6.9       45.0       52.8       87.6       71.4:      12.4       28.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        64         34         36         59        113        148        167:
Old  :       232:        64         34         36         59        113        148        167:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       13.1       38.2       22.2       22.0       12.9       36.1       22.0
Old  :                 22.4       13.1       38.2       22.2       22.0       12.9       36.1       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     4,824:     1,985        438        107        754      3,044      2,846      3,589:     1,978      1,235
Old  :     4,824:     1,985        438        107        754      3,044      2,846      3,589:     1,978      1,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :      -280:       -49         34        -41       -122       -197       -212       -204:       -68        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        9.1        2.2       15.6       63.1       59.0       74.4:      41.0       25.6
Old  :     100.0:      41.1        9.1        2.2       15.6       63.1       59.0       74.4:      41.0       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        20          8          6         12         16         36         27:
Old  :        50:        20          8          6         12         16         36         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       47.5       31.5       57.3       20.8       47.5       30.5       57.1
Old  :                 21.7       47.5       31.5       57.3       20.8       47.5       30.5       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                   
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    26,118:    10,350      2,749      4,665      7,040      6,059     22,055     13,473:     4,063     12,645
Old  :    26,118:    10,350      2,749      4,665      7,040      6,059     22,055     13,473:     4,063     12,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     1,102:     1,805       -411      1,004     -1,815        267        994        860:       108        242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6       10.5       17.9       27.0       23.2       84.4       51.6:      15.6       48.4
Old  :     100.0:      39.6       10.5       17.9       27.0       23.2       84.4       51.6:      15.6       48.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        42         17         19         25         42         77         70:
Old  :       119:        42         17         19         25         42         77         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       18.0       40.0       24.4       16.8        9.0       27.6       14.1
Old  :                 27.3       18.0       40.0       24.4       16.8        9.0       27.6       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                                 
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   125,191:    36,259     10,109        904     52,191     77,424     89,354     88,437:    35,837     36,754
Old  :   125,191:    36,259     10,109        904     52,191     77,424     89,354     88,437:    35,837     36,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    19,271:    18,696     -4,125        285     -8,057      1,094     10,924     -2,746:     8,347     22,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        8.1        0.7       41.7       61.8       71.4       70.6:      28.6       29.4
Old  :     100.0:      29.0        8.1        0.7       41.7       61.8       71.4       70.6:      28.6       29.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        25         11          4         24         28         50         42:
Old  :        74:        25         11          4         24         28         50         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       33.1       40.8       46.2       22.4       32.9       33.7       44.5
Old  :                 28.1       33.1       40.8       46.2       22.4       32.9       33.7       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    41,804:    10,655     10,495          1     14,830     22,524     25,486     33,020:    16,318      8,784
Old  :    41,804:    10,655     10,495          1     14,830     22,524     25,486     33,020:    16,318      8,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -25,708:     3,181         -6     -1,345    -24,726    -21,034    -22,890    -22,385:    -2,818     -3,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       25.1        0.0       35.5       53.9       61.0       79.0:      39.0       21.0
Old  :     100.0:      25.5       25.1        0.0       35.5       53.9       61.0       79.0:      39.0       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         9          4          1          8          9         18         13:
Old  :        27:         9          4          1          8          9         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       56.7       49.7       72.6       37.9       56.6       49.7       71.4
Old  :                 37.9       56.7       49.7       72.6       37.9       56.6       49.7       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    71,963:    49,610      5,015        251     14,035     63,546     63,896     68,812:     8,067      3,151
Old  :    71,963:    49,610      5,015        251     14,035     63,546     63,896     68,812:     8,067      3,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -53,449:   -23,607     -3,203     -1,528    -21,759    -43,635    -46,894    -48,366:    -6,555     -5,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9        7.0        0.3       19.5       88.3       88.8       95.6:      11.2        4.4
Old  :     100.0:      68.9        7.0        0.3       19.5       88.3       88.8       95.6:      11.2        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        53         11          2         13         16         67         28:
Old  :        91:        53         11          2         13         16         67         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       57.2       41.1       77.8       25.7       57.2       41.1       77.6
Old  :                 25.7       57.2       41.1       77.8       25.7       57.2       41.1       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    79,439:    42,006      4,182         32      9,867     65,961     51,905     70,175:    27,534      9,264
Old  :    79,439:    42,006      4,182         32      9,867     65,961     51,905     70,175:    27,534      9,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -20,144:    -4,445     -1,142     -1,537    -11,254    -14,641    -17,236    -17,320:    -2,908     -2,824
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.9        5.3        0.0       12.4       83.0       65.3       88.3:      34.7       11.7
Old  :     100.0:      52.9        5.3        0.0       12.4       83.0       65.3       88.3:      34.7       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        27          7          2          7         16         36         23:
Old  :        52:        27          7          2          7         16         36         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       63.6       35.0       76.4       20.6       62.9       34.2       75.6
Old  :                 21.3       63.6       35.0       76.4       20.6       62.9       34.2       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                                    
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   107,434:    13,944     19,290         73     64,255     70,141     78,272     89,504:    29,162     17,930
Old  :   107,434:    13,944     19,290         73     64,255     70,141     78,272     89,504:    29,162     17,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -63,675:       594     -3,846     -3,788    -55,942    -51,849    -59,136    -59,483:    -4,539     -4,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       18.0        0.1       59.8       65.3       72.9       83.3:      27.1       16.7
Old  :     100.0:      13.0       18.0        0.1       59.8       65.3       72.9       83.3:      27.1       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        16         13          2         18         15         35         29:
Old  :        56:        16         13          2         18         15         35         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       44.1       58.2       58.7       48.8       43.9       58.1       58.5
Old  :                 48.8       44.1       58.2       58.7       48.8       43.9       58.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                         
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   122,371:    42,647     12,735        227     26,959     68,607     69,833     81,569:    52,538     40,802
Old  :   122,371:    42,647     12,735        227     26,959     68,607     69,833     81,569:    52,538     40,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -46,790:     5,531     -1,791       -323    -43,150    -39,550    -37,942    -41,664:    -8,848     -5,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       10.4        0.2       22.0       56.1       57.1       66.7:      42.9       33.3
Old  :     100.0:      34.9       10.4        0.2       22.0       56.1       57.1       66.7:      42.9       33.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        35         15          4         25         23         60         42:
Old  :        84:        35         15          4         25         23         60         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       32.1       24.8       47.9       15.9       30.5       24.8       45.4
Old  :                 15.9       32.1       24.8       47.9       15.9       30.5       24.8       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                              
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Old  :    63,246:    20,278      3,161          0     38,199     54,637     58,477     57,798:     4,769      5,448
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,389:     5,705      1,255        -62     -2,334      3,717      3,309      4,910:      -920     -2,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Old  :     100.0:      32.1        5.0        0.0       60.4       86.4       92.5       91.4:       7.5        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          0         15         14         19         16:
Old  :        28:         4          2          0         15         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Old  :                 59.7       56.4       79.3       75.7       58.2       50.7       73.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 7,682,587:   722,335  1,444,050    676,671  5,337,030  4,010,356  6,736,036  6,131,077:   946,551  1,551,510
Old  : 7,682,587:   722,335  1,444,050    676,671  5,337,030  4,010,356  6,736,036  6,131,077:   946,551  1,551,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :  -788,654:   -23,024     90,553   -333,633   -484,753   -561,896   -841,410   -804,976:    52,756     16,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       18.8        8.8       69.5       52.2       87.7       79.8:      12.3       20.2
Old  :     100.0:       9.4       18.8        8.8       69.5       52.2       87.7       79.8:      12.3       20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        41         74         77        107        122        199        228:
Old  :       249:        41         74         77        107        122        199        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       14.8       47.0       24.1       28.8       14.2       40.4       21.8
Old  :                 29.7       14.8       47.0       24.1       28.8       14.2       40.4       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   795,257:    66,879    103,839     12,755    541,098    566,759    620,732    683,353:   174,525    111,904
Old  :   795,257:    66,879    103,839     12,755    541,098    566,759    620,732    683,353:   174,525    111,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    70,932:    -1,531     17,222      1,403     41,036     43,477     40,908     62,102:    30,024      8,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.1        1.6       68.0       71.3       78.1       85.9:      21.9       14.1
Old  :     100.0:       8.4       13.1        1.6       68.0       71.3       78.1       85.9:      21.9       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        41         35         32        103         71        162        120:
Old  :       195:        41         35         32        103         71        162        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       32.2       27.6       44.2       17.5       28.0       24.7       39.8
Old  :                 18.6       32.2       27.6       44.2       17.5       28.0       24.7       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,226,408:   276,083    227,548     57,921    585,779    746,829    919,783  1,032,298:   306,625    194,110
Old  : 1,226,408:   276,083    227,548     57,921    585,779    746,829    919,783  1,032,298:   306,625    194,110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   166,423:    49,513    -36,267     32,715    104,210     64,971    186,438     61,419:   -20,015    105,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       18.6        4.7       47.8       60.9       75.0       84.2:      25.0       15.8
Old  :     100.0:      22.5       18.6        4.7       47.8       60.9       75.0       84.2:      25.0       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        44         55         45         67         61        138        134:
Old  :       183:        44         55         45         67         61        138        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       28.0       31.5       40.4       15.3       17.3       23.1       26.1
Old  :                 19.5       28.0       31.5       40.4       15.3       17.3       23.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Old  :    19,787:     2,710        608      1,287      8,878     14,671     12,875     16,566:     6,912      3,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     4,429:       915        130        670      1,750      2,274      3,335      3,074:     1,094      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Old  :     100.0:      13.7        3.1        6.5       44.9       74.1       65.1       83.7:      34.9       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         5          2          3         20         16         26         21:
Old  :        35:         5          2          3         20         16         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Old  :                 22.6       38.0       36.3       59.4       17.1       31.3       27.5       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                      
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Old  :    47,874:     3,886      6,008      5,246     28,901     21,824     38,033     33,078:     9,841     14,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    14,708:       -26          0      3,749      6,807      3,843     10,530      7,592:     4,178      7,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Old  :     100.0:       8.1       12.5       11.0       60.4       45.6       79.4       69.1:      20.6       30.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          5          7         21         23         29         30:
Old  :        36:         3          5          7         21         23         29         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Old  :                 39.6       32.8       58.1       46.6       31.3       18.7       42.6       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                          
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :   103,755:     4,225     17,342      3,847     54,475     70,392     62,547     91,581:    41,208     12,174
Old  :   103,755:     4,225     17,342      3,847     54,475     70,392     62,547     91,581:    41,208     12,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    18,145:      -744      3,998      3,027      9,413      9,888     11,696     16,913:     6,449      1,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       16.7        3.7       52.5       67.8       60.3       88.3:      39.7       11.7
Old  :     100.0:       4.1       16.7        3.7       52.5       67.8       60.3       88.3:      39.7       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        13         25         11         44         43         63         75:
Old  :        95:        13         25         11         44         43         63         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       34.8       32.0       49.1       18.0       28.2       24.2       38.5
Old  :                 21.8       34.8       32.0       49.1       18.0       28.2       24.2       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                   
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   489,245:    88,081    107,512     10,257    353,310    205,313    451,648    323,082:    37,597    166,163
Old  :   489,245:    88,081    107,512     10,257    353,310    205,313    451,648    323,082:    37,597    166,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    98,060:     5,856      6,281      8,007     74,630     49,418     88,493     63,706:     9,567     34,354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       22.0        2.1       72.2       42.0       92.3       66.0:       7.7       34.0
Old  :     100.0:      18.0       22.0        2.1       72.2       42.0       92.3       66.0:       7.7       34.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        41         68         25         51         51        105        133:
Old  :       182:        41         68         25         51         51        105        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       24.0       60.8       33.2       42.2       21.3       53.1       26.1
Old  :                 48.1       24.0       60.8       33.2       42.2       21.3       53.1       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :   102,848:    57,410      3,269          0     17,468     93,058     74,878     96,327:    27,970      6,521
Old  :   102,848:    57,410      3,269          0     17,468     93,058     74,878     96,327:    27,970      6,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -27,383:     1,594       -594       -511    -20,679    -21,015    -19,596    -22,120:    -7,787     -5,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8        3.2        0.0       17.0       90.5       72.8       93.7:      27.2        6.3
Old  :     100.0:      55.8        3.2        0.0       17.0       90.5       72.8       93.7:      27.2        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        22          3          0         11         16         33         19:
Old  :        47:        22          3          0         11         16         33         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       62.1       49.5       79.8       34.3       61.6       49.5       79.2
Old  :                 34.3       62.1       49.5       79.8       34.3       61.6       49.5       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    49,123:     1,694     18,788      1,607     35,556     23,526     38,857     43,921:    10,266      5,202
Old  :    49,123:     1,694     18,788      1,607     35,556     23,526     38,857     43,921:    10,266      5,202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     9,165:        42      3,094      1,383      3,983      4,247      5,408      8,724:     3,757        441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       38.2        3.3       72.4       47.9       79.1       89.4:      20.9       10.6
Old  :     100.0:       3.4       38.2        3.3       72.4       47.9       79.1       89.4:      20.9       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         5         12          6         34         30         43         45:
Old  :        65:         5         12          6         34         30         43         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       48.8       53.8       58.7       28.5       38.8       37.7       45.3
Old  :                 42.5       48.8       53.8       58.7       28.5       38.8       37.7       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   249,573:    74,260     38,254     14,158    151,854    160,875    240,272    213,287:     9,301     36,286
Old  :   249,573:    74,260     38,254     14,158    151,854    160,875    240,272    213,287:     9,301     36,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    36,847:     7,710      1,742      9,872     21,042        580     38,624     12,194:    -1,777     24,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       15.3        5.7       60.8       64.5       96.3       85.5:       3.7       14.5
Old  :     100.0:      29.8       15.3        5.7       60.8       64.5       96.3       85.5:       3.7       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        18         35         16         33         46         60         88:
Old  :       111:        18         35         16         33         46         60         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       33.3       73.8       46.8       55.2       32.8       65.7       45.1
Old  :                 60.6       33.3       73.8       46.8       55.2       32.8       65.7       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                            
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    31,177:    11,784     10,666         36      8,883     12,932     20,703     23,634:    10,474      7,543
Old  :    31,177:    11,784     10,666         36      8,883     12,932     20,703     23,634:    10,474      7,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -22,191:      -748      2,419     -7,098     -6,460    -12,277    -14,306    -16,956:    -7,885     -5,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       34.2        0.1       28.5       41.5       66.4       75.8:      33.6       24.2
Old  :     100.0:      37.8       34.2        0.1       28.5       41.5       66.4       75.8:      33.6       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        22         13          1         13         16         35         30:
Old  :        61:        22         13          1         13         16         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       41.7       36.4       53.7       24.0       41.7       35.3       53.7
Old  :                 24.1       41.7       36.4       53.7       24.0       41.7       35.3       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                             
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Old  :    67,478:     3,476      7,628          0     47,979     26,271     51,455     33,899:    16,023     33,579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -47,892:     3,276     -1,971     -2,219     -8,534    -45,734     -7,477    -49,924:   -40,415      2,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Old  :     100.0:       5.2       11.3        0.0       71.1       38.9       76.3       50.2:      23.7       49.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         3         13          0         19         28         22         41:
Old  :        48:         3         13          0         19         28         22         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Old  :                 62.9       17.4       69.9       29.7       56.9       15.4       61.3       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005