MILK - CHICAGO MERCANTILE EXCHANGE                                                                            
Commitments of Traders - Futures Only, May 10, 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  :    22,045:     2,566      1,855      1,329     13,568     12,536     17,463     15,720:     4,582      6,325
Old  :    22,045:     2,566      1,855      1,329     13,568     12,536     17,463     15,720:     4,582      6,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       638:       451         24        202        575         68      1,228        294:      -590        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        8.4        6.0       61.5       56.9       79.2       71.3:      20.8       28.7
Old  :     100.0:      11.6        8.4        6.0       61.5       56.9       79.2       71.3:      20.8       28.7
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  :        42:        12          5         11         20         17         34         31:
Old  :        42:        12          5         11         20         17         34         31:
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  :                 48.2       31.7       62.8       51.5       47.5       29.4       59.9       47.4
Old  :                 48.2       31.7       62.8       51.5       47.5       29.4       59.9       47.4
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, May 10, 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  :    96,177:    14,529     11,868     18,661     44,323     35,402     77,513     65,931:    18,664     30,246
Old  :    88,102:    14,334     11,921     16,379     40,477     32,705     71,190     61,005:    16,912     27,097
Other:     8,075:     2,107      1,859        370      3,846      2,697      6,323      4,926:     1,752      3,149
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -2,334:    -2,286      1,657     -2,105        440     -3,207     -3,951     -3,655:     1,617      1,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.3       19.4       46.1       36.8       80.6       68.6:      19.4       31.4
Old  :     100.0:      16.3       13.5       18.6       45.9       37.1       80.8       69.2:      19.2       30.8
Other:     100.0:      26.1       23.0        4.6       47.6       33.4       78.3       61.0:      21.7       39.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        36         45         43         21         30         85         99:
Old  :       132:        35         44         42         21         30         82         99:
Other:        34:        10          6          2          6         15         18         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       18.6       42.6       29.9       28.5       17.2       39.1       23.6
Old  :                 31.2       18.8       45.4       30.9       31.2       17.8       42.6       27.3
Other:                 60.6       35.4       71.7       47.4       59.3       31.0       69.1       42.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                               
Commitments of Traders - Futures Only, May 10, 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  :     3,731:       397      1,484        376      1,537        806      2,310      2,666:     1,421      1,065
Old  :     3,709:       397      1,489        370      1,521        801      2,288      2,660:     1,421      1,049
Other:        22:         5          0          1         16          5         22          6:         0         16
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       130:      -213         13        123         76         12        -14        148:       144        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       39.8       10.1       41.2       21.6       61.9       71.5:      38.1       28.5
Old  :     100.0:      10.7       40.1       10.0       41.0       21.6       61.7       71.7:      38.3       28.3
Other:     100.0:      22.7        0.0        4.5       72.7       22.7      100.0       27.3:       0.0       72.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8         12          6          7          4         19         18:
Old  :        29:         8         12          6          7          4         19         18:
Other:         3:         1          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.4       46.9       49.1       60.1       33.4       43.5       41.4       50.9
Old  :                 35.2       47.2       48.8       60.5       33.2       43.8       41.2       51.2
Other:                100.0       27.3      100.0       27.3       90.9       18.2       90.9       18.2
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                                     
Commitments of Traders - Futures Only, May 10, 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  :   141,299:    45,449     17,812     13,979     63,342     72,065    122,770    103,856:    18,529     37,443
Old  :   141,299:    45,449     17,812     13,979     63,342     72,065    122,770    103,856:    18,529     37,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,935:     1,532       -472      1,858     -2,735        -27        655      1,359:     1,280        576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       12.6        9.9       44.8       51.0       86.9       73.5:      13.1       26.5
Old  :     100.0:      32.2       12.6        9.9       44.8       51.0       86.9       73.5:      13.1       26.5
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  :       209:        57         37         40         51         94        135        152:
Old  :       209:        57         37         40         51         94        135        152:
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  :                 23.4       15.3       37.1       25.3       23.4       15.2       35.6       24.5
Old  :                 23.4       15.3       37.1       25.3       23.4       15.2       35.6       24.5
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, May 10, 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  :     3,399:     1,075        322         56        876      1,966      2,007      2,344:     1,392      1,055
Old  :     3,399:     1,075        322         56        876      1,966      2,007      2,344:     1,392      1,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -533:      -163        -49          1        -56       -407       -218       -455:      -315        -78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.5        1.6       25.8       57.8       59.0       69.0:      41.0       31.0
Old  :     100.0:      31.6        9.5        1.6       25.8       57.8       59.0       69.0:      41.0       31.0
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  :        40:        12          6          3         13         16         26         24:
Old  :        40:        12          6          3         13         16         26         24:
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  :                 25.5       42.3       37.1       52.8       22.9       41.8       33.3       51.0
Old  :                 25.5       42.3       37.1       52.8       22.9       41.8       33.3       51.0
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, May 10, 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  :    24,847:    10,012      3,461      2,265      7,733      5,119     20,010     10,845:     4,837     14,002
Old  :    24,847:    10,012      3,461      2,265      7,733      5,119     20,010     10,845:     4,837     14,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       245:       136       -274        199       -145       -516        190       -591:        55        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       13.9        9.1       31.1       20.6       80.5       43.6:      19.5       56.4
Old  :     100.0:      40.3       13.9        9.1       31.1       20.6       80.5       43.6:      19.5       56.4
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  :       137:        41         27         23         33         45         92         80:
Old  :       137:        41         27         23         33         45         92         80:
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  :                 18.8       11.5       30.8       17.8       18.8        9.9       29.7       14.3
Old  :                 18.8       11.5       30.8       17.8       18.8        9.9       29.7       14.3
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, May 10, 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  :    86,866:    11,651     39,446        617     50,106     24,688     62,374     64,751:    24,492     22,115
Old  :    86,866:    11,651     39,446        617     50,106     24,688     62,374     64,751:    24,492     22,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -6,412:      -783     -6,309         29     -6,403        970     -7,157     -5,310:       745     -1,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       45.4        0.7       57.7       28.4       71.8       74.5:      28.2       25.5
Old  :     100.0:      13.4       45.4        0.7       57.7       28.4       71.8       74.5:      28.2       25.5
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  :        70:        13         20          4         28         18         44         39:
Old  :        70:        13         20          4         28         18         44         39:
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  :                 33.7       32.6       46.5       49.1       32.7       32.6       45.4       48.9
Old  :                 33.7       32.6       46.5       49.1       32.7       32.6       45.4       48.9
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, May 10, 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  :    43,977:     2,214     19,638         29     32,738      7,641     34,981     27,308:     8,996     16,669
Old  :    43,977:     2,214     19,638         29     32,738      7,641     34,981     27,308:     8,996     16,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     5,393:    -2,675      3,419         28      7,986       -643      5,339      2,804:        54      2,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       44.7        0.1       74.4       17.4       79.5       62.1:      20.5       37.9
Old  :     100.0:       5.0       44.7        0.1       74.4       17.4       79.5       62.1:      20.5       37.9
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:         4         14          2         13          8         19         22:
Old  :        36:         4         14          2         13          8         19         22:
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  :                 51.7       29.6       67.8       42.4       46.0       27.5       62.0       39.1
Old  :                 51.7       29.6       67.8       42.4       46.0       27.5       62.0       39.1
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, May 10, 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  :   107,076:    79,579      4,143        231     19,122     98,376     98,932    102,750:     8,144      4,326
Old  :   107,076:    79,579      4,143        231     19,122     98,376     98,932    102,750:     8,144      4,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    -2,023:    -1,175       -289        231       -363     -3,846     -1,307     -3,904:      -716      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3        3.9        0.2       17.9       91.9       92.4       96.0:       7.6        4.0
Old  :     100.0:      74.3        3.9        0.2       17.9       91.9       92.4       96.0:       7.6        4.0
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  :       104:        58         15          2         17         19         76         35:
Old  :       104:        58         15          2         17         19         76         35:
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  :                 34.2       55.4       49.5       79.4       34.2       55.1       49.5       79.2
Old  :                 34.2       55.4       49.5       79.4       34.2       55.1       49.5       79.2
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, May 10, 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  :    89,238:    25,907      5,809         15     40,597     70,896     66,519     76,720:    22,719     12,518
Old  :    89,238:    25,907      5,809         15     40,597     70,896     66,519     76,720:    22,719     12,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       297:        62       -158         14      1,780     -2,565      1,856     -2,709:    -1,559      3,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        6.5        0.0       45.5       79.4       74.5       86.0:      25.5       14.0
Old  :     100.0:      29.0        6.5        0.0       45.5       79.4       74.5       86.0:      25.5       14.0
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  :        62:        22         11          1         17         17         39         29:
Old  :        62:        22         11          1         17         17         39         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  :                 31.0       56.8       44.4       71.4       30.1       54.4       43.5       69.0
Old  :                 31.0       56.8       44.4       71.4       30.1       54.4       43.5       69.0
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, May 10, 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  :   160,836:    20,771     30,334        677    109,373    110,558    130,821    141,569:    30,015     19,267
Old  :   160,836:    20,771     30,334        677    109,373    110,558    130,821    141,569:    30,015     19,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       651:    -1,061     -5,629        -37       -659      7,262     -1,757      1,596:     2,408       -945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.9        0.4       68.0       68.7       81.3       88.0:      18.7       12.0
Old  :     100.0:      12.9       18.9        0.4       68.0       68.7       81.3       88.0:      18.7       12.0
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  :        78:        21         15          4         27         27         49         45:
Old  :        78:        21         15          4         27         27         49         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  :                 54.7       44.0       63.4       59.0       54.7       42.0       63.2       57.1
Old  :                 54.7       44.0       63.4       59.0       54.7       42.0       63.2       57.1
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, May 10, 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  :   148,731:    27,335     28,879        750     73,185     70,847    101,270    100,476:    47,461     48,255
Old  :   148,731:    27,335     28,879        750     73,185     70,847    101,270    100,476:    47,461     48,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    10,713:     1,265      7,684        187      7,216     -2,174      8,668      5,697:     2,045      5,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       19.4        0.5       49.2       47.6       68.1       67.6:      31.9       32.4
Old  :     100.0:      18.4       19.4        0.5       49.2       47.6       68.1       67.6:      31.9       32.4
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  :        94:        25         28          7         25         28         54         59:
Old  :        94:        25         28          7         25         28         54         59:
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  :                 28.8       30.1       43.5       40.8       28.5       29.0       41.7       38.8
Old  :                 28.8       30.1       43.5       40.8       28.5       29.0       41.7       38.8
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, May 10, 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  :    92,531:    29,644      6,000        758     58,431     79,012     88,833     85,770:     3,698      6,761
Old  :    92,531:    29,644      6,000        758     58,431     79,012     88,833     85,770:     3,698      6,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    17,511:      -740          0        140     17,900     17,638     17,300     17,778:       211       -267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        6.5        0.8       63.1       85.4       96.0       92.7:       4.0        7.3
Old  :     100.0:      32.0        6.5        0.8       63.1       85.4       96.0       92.7:       4.0        7.3
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  :        31:         4          2          3         16         21         20         26:
Old  :        31:         4          2          3         16         21         20         26:
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  :                 61.7       51.3       81.4       73.1       54.8       48.1       68.2       64.7
Old  :                 61.7       51.3       81.4       73.1       54.8       48.1       68.2       64.7
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, May 10, 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  : 8,482,994:   722,596    935,050  1,030,145  5,793,355  5,000,466  7,546,096  6,965,661:   936,898  1,517,333
Old  : 8,482,994:   722,596    935,050  1,030,145  5,793,355  5,000,466  7,546,096  6,965,661:   936,898  1,517,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :   -67,040:   -24,357     39,197     82,345     33,973     -1,034     91,961    120,508:  -159,001   -187,548
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       11.0       12.1       68.3       58.9       89.0       82.1:      11.0       17.9
Old  :     100.0:       8.5       11.0       12.1       68.3       58.9       89.0       82.1:      11.0       17.9
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  :       273:        50         66         90        132        141        236        253:
Old  :       273:        50         66         90        132        141        236        253:
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  :                 28.7       15.4       42.4       24.5       27.4       13.1       36.6       19.7
Old  :                 28.7       15.4       42.4       24.5       27.4       13.1       36.6       19.7
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, May 10, 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  :   696,468:    60,027     72,761     14,536    484,779    494,782    559,342    582,079:   137,126    114,389
Old  :   696,468:    60,027     72,761     14,536    484,779    494,782    559,342    582,079:   137,126    114,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     6,497:       631        160      2,662       -148     -2,084      3,145        738:     3,352      5,759
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.4        2.1       69.6       71.0       80.3       83.6:      19.7       16.4
Old  :     100.0:       8.6       10.4        2.1       69.6       71.0       80.3       83.6:      19.7       16.4
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  :       196:        35         39         17         96         62        144        105:
Old  :       196:        35         39         17         96         62        144        105:
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  :                 20.0       33.4       28.4       46.4       19.2       33.0       27.3       45.9
Old  :                 20.0       33.4       28.4       46.4       19.2       33.0       27.3       45.9
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, May 10, 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  : 1,019,983:   196,557    251,601     16,911    483,360    635,018    696,828    903,530:   323,155    116,453
Old  : 1,019,983:   196,557    251,601     16,911    483,360    635,018    696,828    903,530:   323,155    116,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    47,432:    13,504     45,282        743     19,415     -1,644     33,662     44,381:    13,770      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       24.7        1.7       47.4       62.3       68.3       88.6:      31.7       11.4
Old  :     100.0:      19.3       24.7        1.7       47.4       62.3       68.3       88.6:      31.7       11.4
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  :       194:        37         67         20         58         58        109        131:
Old  :       194:        37         67         20         58         58        109        131:
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  :                 20.5       25.4       31.4       38.3       15.6       21.9       24.2       32.3
Old  :                 20.5       25.4       31.4       38.3       15.6       21.9       24.2       32.3
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, May 10, 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  :    11,837:       725      1,429          0      5,388      9,263      6,113     10,692:     5,724      1,145
Old  :    11,837:       725      1,429          0      5,388      9,263      6,113     10,692:     5,724      1,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :        96:         0        197          0       -439          0       -439        197:       535       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.1        0.0       45.5       78.3       51.6       90.3:      48.4        9.7
Old  :     100.0:       6.1       12.1        0.0       45.5       78.3       51.6       90.3:      48.4        9.7
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  :        27:         1          4          0         10         13         11         17:
Old  :        27:         1          4          0         10         13         11         17:
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  :                 28.9       39.8       44.9       65.3       27.5       39.8       43.5       65.3
Old  :                 28.9       39.8       44.9       65.3       27.5       39.8       43.5       65.3
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, May 10, 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  :    27,919:     9,413      3,609         27     15,312     16,345     24,752     19,981:     3,167      7,938
Old  :    27,919:     9,413      3,609         27     15,312     16,345     24,752     19,981:     3,167      7,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     2,802:       748      1,555         27      2,179       -154      2,954      1,428:      -152      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       12.9        0.1       54.8       58.5       88.7       71.6:      11.3       28.4
Old  :     100.0:      33.7       12.9        0.1       54.8       58.5       88.7       71.6:      11.3       28.4
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  :        41:         6          7          1         18         18         25         25:
Old  :        41:         6          7          1         18         18         25         25:
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  :                 43.0       33.4       65.5       48.7       43.0       30.2       64.6       45.5
Old  :                 43.0       33.4       65.5       48.7       43.0       30.2       64.6       45.5
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, May 10, 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  :    57,829:     4,502     18,228          6     35,390     28,670     39,898     46,904:    17,931     10,925
Old  :    57,829:     4,502     18,228          6     35,390     28,670     39,898     46,904:    17,931     10,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -374:      -288       -936          1       -494      1,288       -781        353:       407       -727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       31.5        0.0       61.2       49.6       69.0       81.1:      31.0       18.9
Old  :     100.0:       7.8       31.5        0.0       61.2       49.6       69.0       81.1:      31.0       18.9
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  :        89:        12         24          2         33         31         46         56:
Old  :        89:        12         24          2         33         31         46         56:
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  :                 32.8       27.6       43.7       42.9       31.6       24.6       40.9       39.7
Old  :                 32.8       27.6       43.7       42.9       31.6       24.6       40.9       39.7
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, May 10, 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  :   360,852:    76,963    163,376      1,654    248,598    130,795    327,215    295,825:    33,637     65,027
Old  :   360,852:    76,963    163,376      1,654    248,598    130,795    327,215    295,825:    33,637     65,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :    21,422:    10,907     19,269       -134     22,879      2,346     33,652     21,481:   -12,230        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       45.3        0.5       68.9       36.2       90.7       82.0:       9.3       18.0
Old  :     100.0:      21.3       45.3        0.5       68.9       36.2       90.7       82.0:       9.3       18.0
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:        32         80          7         46         36         80        121:
Old  :       182:        32         80          7         46         36         80        121:
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  :                 45.1       26.1       63.6       38.3       42.2       24.1       58.8       32.8
Old  :                 45.1       26.1       63.6       38.3       42.2       24.1       58.8       32.8
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, May 10, 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  :    89,282:    36,178      5,352          0     30,980     73,518     67,158     78,870:    22,124     10,412
Old  :    89,282:    36,178      5,352          0     30,980     73,518     67,158     78,870:    22,124     10,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :      -266:     2,191        730        -20     -3,423       -623     -1,252         87:       986       -353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        6.0        0.0       34.7       82.3       75.2       88.3:      24.8       11.7
Old  :     100.0:      40.5        6.0        0.0       34.7       82.3       75.2       88.3:      24.8       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  :        47:        17          4          0         17         16         34         20:
Old  :        47:        17          4          0         17         16         34         20:
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  :                 39.3       63.6       51.8       77.6       39.3       63.5       51.7       76.6
Old  :                 39.3       63.6       51.8       77.6       39.3       63.5       51.7       76.6
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, May 10, 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  :    35,378:     1,121     13,161          5     28,693     16,725     29,819     29,891:     5,559      5,487
Old  :    35,378:     1,121     13,161          5     28,693     16,725     29,819     29,891:     5,559      5,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :       121:         0       -407          0         32       -203         32       -610:        89        731
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       37.2        0.0       81.1       47.3       84.3       84.5:      15.7       15.5
Old  :     100.0:       3.2       37.2        0.0       81.1       47.3       84.3       84.5:      15.7       15.5
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  :        59:         2         13          1         26         26         29         39:
Old  :        59:         2         13          1         26         26         29         39:
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  :                 56.1       37.5       66.0       49.2       54.7       37.5       64.4       48.6
Old  :                 56.1       37.5       66.0       49.2       54.7       37.5       64.4       48.6
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, May 10, 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  :   234,934:    54,713     33,682      1,412    171,911    183,166    228,036    218,260:     6,898     16,674
Old  :   234,934:    54,713     33,682      1,412    171,911    183,166    228,036    218,260:     6,898     16,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,000:    -5,404     -1,531        -34      6,874      1,006      1,436       -559:      -436      1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       14.3        0.6       73.2       78.0       97.1       92.9:       2.9        7.1
Old  :     100.0:      23.3       14.3        0.6       73.2       78.0       97.1       92.9:       2.9        7.1
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  :       113:        16         36          6         32         46         50         86:
Old  :       113:        16         36          6         32         46         50         86:
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  :                 62.8       35.8       73.3       50.1       60.1       30.8       69.6       44.7
Old  :                 62.8       35.8       73.3       50.1       60.1       30.8       69.6       44.7
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, May 10, 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  :    39,391:    10,171      5,408        449     15,925     23,801     26,545     29,658:    12,846      9,733
Old  :    39,391:    10,171      5,408        449     15,925     23,801     26,545     29,658:    12,846      9,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,851:      -244       -420         98      1,641      1,049      1,495        727:       356      1,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.7        1.1       40.4       60.4       67.4       75.3:      32.6       24.7
Old  :     100.0:      25.8       13.7        1.1       40.4       60.4       67.4       75.3:      32.6       24.7
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  :        79:        24         16          2         17         26         43         42:
Old  :        79:        24         16          2         17         26         43         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  :                 23.6       27.2       33.7       39.3       21.6       25.8       29.8       36.7
Old  :                 23.6       27.2       33.7       39.3       21.6       25.8       29.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                                  
Commitments of Traders - Futures Only, May 10, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    30,104:     6,983        930         15     15,784      2,248     22,782      3,193:     7,322     26,911
Old  :    30,104:     6,983        930         15     15,784      2,248     22,782      3,193:     7,322     26,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     4,765:      -339        270         -5      1,209        223        865        488:     3,900      4,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        3.1        0.0       52.4        7.5       75.7       10.6:      24.3       89.4
Old  :     100.0:      23.2        3.1        0.0       52.4        7.5       75.7       10.6:      24.3       89.4
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  :        24:         9          3          1          9          4         18          8:
Old  :        24:         9          3          1          9          4         18          8:
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  :                 53.5        7.9       65.7       10.6       52.6        7.8       64.5        9.4
Old  :                 53.5        7.9       65.7       10.6       52.6        7.8       64.5        9.4
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, May 10, 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  :    72,419:     3,176      4,235        523     51,635     27,826     55,334     32,584:    17,085     39,835
Old  :    72,419:     3,176      4,235        523     51,635     27,826     55,334     32,584:    17,085     39,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2005                          :
     :     1,292:      -402         91         80        160        976       -162      1,147:     1,454        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        5.8        0.7       71.3       38.4       76.4       45.0:      23.6       55.0
Old  :     100.0:       4.4        5.8        0.7       71.3       38.4       76.4       45.0:      23.6       55.0
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  :        50:         3         13          3         19         30         24         45:
Old  :        50:         3         13          3         19         30         24         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  :                 59.5       19.4       68.2       28.5       49.8       12.3       53.8       16.4
Old  :                 59.5       19.4       68.2       28.5       49.8       12.3       53.8       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 13, 2005